Aerodynamic Design Optimization

1
CFD Open Series

Patch 1.86.7
Aerodynamic Design
& Optimization
Edited & Adapted by:
Ideen Sadrehaghighi, Ph.D.
Baseline Optimized
Optimized
Baseline
ANNAPOLIS, MD
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Contents
1 Introduction ................................................................................................................................ 22
1.1 Complexity of Flow ............................................................................................................................................. 22
1.2 Computational Cost ............................................................................................................................................ 22
1.3 Aerodynamic Optimization ............................................................................................................................. 24
1.4 Design vs. Off-Design Modeling ..................................................................................................................... 24
2 Design Methodology................................................................................................................. 26
2.1 Direct Design ......................................................................................................................................................... 26
2.1.1 Multi-Objective Optimization ............................................................................................................ 26
2.2 Inverse Design ...................................................................................................................................................... 27
2.2.1 Case Study 1 - Inverse Aerodynamic Design Method for Aircraft Component ............. 27
2.2.1.1 Introduction and Background ............................................................................................... 27
2.2.1.2 Formulation .................................................................................................................................. 28
2.2.1.3 Method of Solution ..................................................................................................................... 28
2.2.1.4 Application and Validation ..................................................................................................... 29
2.2.1.5 Conclusion ..................................................................................................................................... 30
2.2.2 Case Study 2 - A Pseudo-Compressibility Method for Solving Inverse Problems
Based on the 3D Incompressible Euler Equations....................................................................................... 31
2.2.2.1 Introduction & Literature Survey ........................................................................................ 31
2.2.2.2 The Mathematical Model ......................................................................................................... 33
2.2.2.3 Dynamics of Materially Moving Boundaries. .................................................................. 34
2.2.2.4 Numerical Results for 3D Nozzle ......................................................................................... 35
2.2.2.5 Inverse Problem on a Stator Blade ...................................................................................... 36
2.2.2.6 Conclusions ................................................................................................................................... 38
2.2.3 Case Study 3 - Inversely Designed Scramjet Flow-Path.......................................................... 38
2.2.3.1 Introduction .................................................................................................................................. 39
2.2.3.2 Inverse Scramjet 2D Centerline Design Approach........................................................ 40
2.2.3.3 Scramjet Inverse Design Approach ..................................................................................... 41
2.2.3.3.1 Aerodynamics of the 2D ‘Forebody’ Configuration ................................................ 42
2.2.3.3.2 Derivation of the 2D ‘Forebody-Inlet-Isolator’ Configuration ........................... 42
2.2.3.3.3 Design Point at Station A ................................................................................................... 43
2.2.3.3.4 Design Points at Station B ................................................................................................. 43
2.2.3.3.5 Design Points at Station C ................................................................................................. 43
2.2.3.3.6 Design Points at Station D ................................................................................................. 45
2.2.3.4 Computer Aided Design (CAD) Design .............................................................................. 46
2.2.3.4.1 Overview of the 3D Design Process .............................................................................. 46
2.2.3.4.2 The 2D Forebody Construction (Side View).............................................................. 47
2.2.3.4.3 The 2D Inlet Construction (Side View) ........................................................................ 48
2.2.3.4.4 Streamline Preparation of Flow-Field ......................................................................... 48
2.2.3.4.5 Wedge Geometry Extraction From Flow-Field ........................................................ 49
2.2.3.5 The Caret Geometry................................................................................................................... 50
2.2.3.5.1 3D Stream Tube Construction using the Wave Rider Approach ....................... 50
2.2.3.5.2 Transforming Stream Tubes to ‘Star’ Shaped Geometries .................................. 51
2.2.3.5.3 Validation Section................................................................................................................. 51
2.2.3.5.4 2D Simulations....................................................................................................................... 52
2.2.3.5.5 2D Euler Simulations Using AVUS ................................................................................. 52
2.2.3.5.6 2D Isolator Viscous Simulations..................................................................................... 53
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2.2.3.5.7 3D Simulations....................................................................................................................... 53
2.2.3.5.8 Combustor Diffuser Nozzle Sections ............................................................................ 54
2.2.3.5.9 Scramjet Flow-Path ............................................................................................................. 55
2.2.3.5.10 Conclusion ............................................................................................................................... 56
3 Airplane Design ......................................................................................................................... 58

3.1 Role of CFD in the Design Process ................................................................................................................ 58
3.1.1 Conceptual Design .................................................................................................................................. 58
3.1.2 Preliminary Design................................................................................................................................. 58
3.1.3 Detailed or Final Design ....................................................................................................................... 58
3.1.4 Design Variables ...................................................................................................................................... 58
3.1.5 Design Space ............................................................................................................................................. 59
3.1.6 Sample Data............................................................................................................................................... 59
3.1.7 Design of Experiments (DoE)............................................................................................................. 59
3.1.7.1 Factorial Designs......................................................................................................................... 59
3.1.8 Design Matrix............................................................................................................................................ 60
3.1.9 Response Surface Method (RSM) ..................................................................................................... 60
3.2 Conceptual Aerodynamic Design Process as Applied to Airplanes ............................................... 61
3.2.1 Purpose and Scope of Conceptual Airplane Design .................................................................. 61
3.2.2 Cost Estimation ........................................................................................................................................ 62
3.2.3 Preliminary Weight Estimation ........................................................................................................ 62
3.2.4 Breguet Range Estimation................................................................................................................... 62
3.2.5 Aerodynamic Considerations............................................................................................................. 63
3.2.6 Wing Design and Selection of Wing Parameters ........................................................................ 63
3.2.6.1 Wing Section (Airfoils) ............................................................................................................. 64
3.2.6.2 Presentation of Aerodynamic Characteristics of Airfoils ........................................... 64
3.2.6.3 Geometrical Characteristics of Airfoils .............................................................................. 64
3.2.6.4 Airfoil Shape and Ordinates ................................................................................................... 64
3.2.6.5 Airfoil Nomenclature................................................................................................................. 65
3.2.6.6 NACA Four-Digit Series Airfoils ............................................................................................ 65
3.2.6.7 NACA Five-Digit Series Airfoils ............................................................................................. 66
3.2.6.8 Six Series Airfoils ........................................................................................................................ 67
3.2.6.9 NASA Airfoils ................................................................................................................................ 67
3.2.7 Estimation of Wing Loading & Thrust Loading .......................................................................... 68
3.2.8 Structural Considerations ................................................................................................................... 68
3.2.9 Environmental Impacts ........................................................................................................................ 69
3.2.9.1 Airplane Noise.............................................................................................................................. 69
3.2.9.2 Emissions ....................................................................................................................................... 69
3.2.10 Performance Estimation ...................................................................................................................... 69
3.2.10.1 General Remarks on Performance Estimation ............................................................... 70
3.2.10.2 Fuselage and Tail Sizing ........................................................................................................... 71
3.2.10.3 Tail cone/Rear Fuselage: ......................................................................................................... 72
3.2.11 Estimation of Wing and Thrust Loading Based on Conception Design ............................ 72
3.2.11.1 Remarks on for choosing Wing Loading and Thrust Loading or Power
Loading 73
3.2.11.2 Selection of Wing Loading based on Landing Distance .............................................. 73
3.2.11.3 Wing Loading from Landing Consideration based on Take-off Weight ............... 73
3.2.12 Stability and Controllability................................................................................................................ 74
3.2.12.1 Static Longitudinal Stability and Control .......................................................................... 74
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3.3 Aerodynamic Design and Analysis Coupling for Wing ........................................................................ 74

3.3.1 The Straight Wing Configuration...................................................................................................... 75
3.3.2 The Swept Wing Configuration ......................................................................................................... 76
2.3.2 The Rear Fuselage Mounted Engine Configuration .................................................................. 76
3.4 Control Theory Approach to Transport Airplane Design ................................................................... 77
3.4.1 Design of Wing Planform ..................................................................................................................... 78
3.5 Thought on Hierarchal Design Approach .................................................................................................. 80
3.6 Aircraft Components Conceptual Design as Envisioned by H. Sobieczky................................... 81
3.6.1 Parameterized Curves and Surfaces ............................................................................................... 81
3.6.2 Analytical Sections and Input for Inverse Design...................................................................... 81
3.6.2.1 Variable Camber Sections ....................................................................................................... 82
3.6.2.2 Multicomponent Airfoils.......................................................................................................... 82
3.6.3 Spanwise Defined Components (Aircraft Wings) ...................................................................... 83
3.6.4 Other Components with Wing-Type Parameterization .......................................................... 84
3.6.5 Axially Defined Components (Fuselage Bodies, Nacelles, Propulsion and Tunnel
Geometries) ................................................................................................................................................................. 84
3.6.6 Component Intersections & Junctures ........................................................................................... 85
3.6.7 Extensions to the Fourth Dimension .............................................................................................. 86
3.6.8 Numerical Optimization ....................................................................................................................... 86
3.6.9 Adaptive Devices ..................................................................................................................................... 86
3.6.10 Unsteady Configurations ..................................................................................................................... 86
3.6.11 Applications .............................................................................................................................................. 87
3.6.12 Case Study - Generic High Speed Civil Transport (HSCT) Configuration ........................ 87
4 Optimization Problem ............................................................................................................. 89

4.1 Mathematical Optimization ............................................................................................................................ 89
4.2 Types of Optimization & Searches ............................................................................................................... 90
4.2.1 Continuous vs. Discrete Optimization ............................................................................................ 90
4.2.2 Unconstrained vs. Constrained Optimization ............................................................................. 90
4.2.3 Deterministic vs. Stochastic Optimization.................................................................................... 91
4.2.4 Quantity of Objectives Functions ..................................................................................................... 91
4.2.4.1 Single vs. Multi-Objective Optimization ............................................................................ 92
4.2.4.2 Various Methods to Solve Multiple Objective Optimization ..................................... 93
4.2.4.3 Pareto Optimality ....................................................................................................................... 94
4.2.5 Hill Climbing Algorithm........................................................................................................................ 94
4.2.5.1 Types of Hill Climbing............................................................................................................... 95
4.2.5.2 State Space Diagram for Hill Climbing ............................................................................... 95
4.2.5.3 Different Regions in the State Space Diagram ................................................................ 95
4.2.5.4 Problems in Different Regions in Hill Climbing ............................................................. 96
4.2.6 Single vs. Multi-level Optimization .................................................................................................. 97
4.3 Gradient-Based Optimization Methods...................................................................................................... 97
4.3.1 Traditional Gradient-Based Method (GBM)................................................................................. 98
4.3.2 Adjoint Variable Method (AV) ........................................................................................................... 98
4.4 Stochastic (Classical) Optimization Method ............................................................................................ 99
4.4.1 Design of Experiment (DoE)............................................................................................................... 99
4.4.1.1 Classical DoE .............................................................................................................................. 100
4.4.1.2 Classical DoE Example ........................................................................................................... 101
4.4.1.3 Modern DoE ............................................................................................................................... 102
4.4.1.4 Pseudo-Monte Carlo Sampling ........................................................................................... 102
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4.4.1.5 Stratified Monte Carlo Sampling ....................................................................................... 103

4.4.1.6 Latin Hypercube Sampling (LHS) ..................................................................................... 103
4.4.2 Surrogate Model (SM) ........................................................................................................................ 104
4.4.3 Simulated Annealing (SA) ................................................................................................................ 105
4.4.4 Genetic Algorithms (GA) ................................................................................................................... 106
4.4.5 Evolutionary Algorithms (EAs) ...................................................................................................... 106
4.4.6 Complex Method .................................................................................................................................. 107
4.4.7 Random Search ..................................................................................................................................... 107
4.4.8 Hybrid Methods .................................................................................................................................... 108
4.4.8.1 Pipelining (Sequential) Hybrids ........................................................................................ 108
4.4.8.2 Asynchronous Hybrids .......................................................................................................... 108
4.4.8.3 Hierarchical Hybrids .............................................................................................................. 108
4.4.8.4 Additional Operators ............................................................................................................. 108
4.4.9 Notes on Comparisons of the Different Methods.................................................................... 109
4.4.10 Data Mining ............................................................................................................................................ 110
5 Aerodynamic Shape Optimization ................................................................................... 111

5.1 Statement of Optimization Problem ......................................................................................................... 112
5.1.1 Multi-Objective vs. Multi-Level Optimization .......................................................................... 113
5.1.2 Multi-Point Optimization Over a Fight Envelope ................................................................... 114
5.1.3 Case Study – Multi-Point Optimization of Airfoil .................................................................... 115
5.2 Geometric Parameterization ....................................................................................................................... 116
5.2.1 Discrete Approach ............................................................................................................................... 117
5.2.2 Analytical Approach............................................................................................................................ 118
5.2.3 Partial Differential Equation Approach ...................................................................................... 118
5.2.4 Spline Based Parameterization ...................................................................................................... 119
5.2.4.1 Free-Form Deformation Approach (FFD) ..................................................................... 120
5.2.5 Class/Shape Function Transformation (CST) Method ......................................................... 121
5.2.5.1 CST Airfoils & Wings Geometric Parameterization ................................................... 122
5.2.5.2 Case Study - Airfoil Optimization ...................................................................................... 122
5.3 Constraint Handling ........................................................................................................................................ 124
6 Gradient-Based Optimization Methods for Aerodynamic Optimizations .......... 126

6.1 Sensitivity Analysis.......................................................................................................................................... 127
6.2 Aero-Elastic Optimization ........................................................................................................................... 128
6.3 Multi-Point Optimization .............................................................................................................................. 129
6.3.1 Acceleration Technique for Multi-Level Optimization ........................................................ 130
6.4 Effect of Variable Cant Angle Winglet in Aircraft Control ............................................................... 130
6.4.1 Comparison of Cant Angle Winglet for Simulation vs. Wind Tunnel .............................. 131
6.5 The C-Wing Layout .......................................................................................................................................... 132
6.6 Case Study 1 - Comparison of Point Design and Range-Based Objectives for Transonic
Airfoil Optimization ..................................................................................................................................................... 133
6.6.1 Discussion and Literature Survey ................................................................................................. 133
6.6.2 Flow Solver and Meshes.................................................................................................................... 136
6.6.3 Generic Single-Objective Optimization ....................................................................................... 137
6.6.4 Range Optimization with Varying Design Point ...................................................................... 138
6.6.5 Analytical Treatment for Fixed Shape ......................................................................................... 140
6.6.5.1 Expression for Optimal Mach ............................................................................................. 140
6.6.5.2 Results .......................................................................................................................................... 141
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6.6.5.3 Numerical Correlation ........................................................................................................... 142

6.6.6 Inviscid Range Optimizations ......................................................................................................... 143
6.6.7 Comparison of Approaches for Viscous Optimization .......................................................... 145
6.6.7.1 Single-Point and Multi-Point Optimization................................................................... 145
6.6.7.2 Range Optimization ................................................................................................................ 146
6.6.8 Off-Design Performance .................................................................................................................... 149
6.6.9 Concluding Remarks ........................................................................................................................... 150
6.7 Case Study 2 - Wing Aerodynamic Optimization using Efficient Mathematically-
Extracted Modal Design Variables ......................................................................................................................... 150
6.7.1 Introduction and Background ........................................................................................................ 151
6.7.2 Shape Parameterization & Literature Review ......................................................................... 152
6.7.2.1 Other Parameterization Techniques ............................................................................... 154
6.7.2.2 Shape Optimization using Multi-Resolution Subdivision Curves ........................ 155
6.7.3 Shape Deformations by Singular Value Decomposition (SVD) ......................................... 156
6.7.4 RBF Coupling of Point Sets for Airfoil Deformation .............................................................. 158
6.7.5 Control Point Deformations ............................................................................................................ 159
6.7.6 Computation of Deformation Field in 2D ................................................................................... 160
6.7.7 Computation of Deformation Field in 3D ................................................................................... 161
6.7.8 Optimization Approach ..................................................................................................................... 163
6.7.8.1 Feasible Sequential Quadratic Programming (FSQP)............................................... 164
6.7.9 Flow Solver ............................................................................................................................................. 165
6.7.10 Application of Modal Design Variables in 3D ........................................................................... 165
6.7.10.1 Problem Definition.................................................................................................................. 165
6.7.10.2 Results .......................................................................................................................................... 167
6.7.11 Conclusions ............................................................................................................................................ 169
6.8 Case Study 3 - Gradient Based Aerodynamic Shape Optimization Applied to a
Common Research Wing (CRM) ............................................................................................................................. 169
6.8.1 Methodology .......................................................................................................................................... 170
6.8.1.1 Geometric Parametrization ................................................................................................. 170
6.8.1.2 Mesh Perturbation .................................................................................................................. 171
6.8.1.3 CFD Solver .................................................................................................................................. 172
6.8.1.4 Optimization Algorithm ........................................................................................................ 172
6.8.2 Problem Formulation ......................................................................................................................... 172
6.8.2.1 Mesh Convergence Study ..................................................................................................... 173
6.8.2.2 Optimization Problem Formulation................................................................................. 174
6.8.3 Single-Point Aerodynamic Shape Optimization ...................................................................... 174
6.8.4 Effect of the Number of Shape Design Variable....................................................................... 175
6.8.5 Acceleration Technique for Multi-Level Optimization ........................................................ 176
6.8.6 Multi-Point Aerodynamic Shape Optimization ........................................................................ 177
6.8.7 Strength of Multi-Point Optimization .......................................................................................... 178
6.9 Case Study 4 – Multi-Strategies Optimization of 3D High-Lift Wing........................................... 179
6.9.1 Introduction and Background ........................................................................................................ 179
6.9.2 CFD Challenges in High-Lift Design .............................................................................................. 180
6.9.3 Optimization Strategies ..................................................................................................................... 182
6.9.4 Meshing Procedures ........................................................................................................................... 182
6.9.5 CFD Flow Solvers ................................................................................................................................. 183
6.9.5.1 Optimization of the DLR-F11 Configuration ................................................................ 185
6.9.5.1.1 Parametrization, Mesh Procedure and Flow Solver............................................ 186
6.9.5.1.2 Optimizations Using the FLOWer Code .................................................................... 186
6.9.5.1.3 Optimizations Using the TAU Code ........................................................................... 188
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6.9.5.2 Synthesis ..................................................................................................................................... 188

6.9.6 Optimization of the FNG Configuration ...................................................................................... 189
6.9.6.1 Parameterization and Meshing Procedure ................................................................... 189
6.9.6.2 Results .......................................................................................................................................... 190
6.9.6.3 Conclusion .................................................................................................................................. 190
7 Non-Gradient Methods for Aerodynamic Optimizations ......................................... 192

7.1 Genetic Algorithms (GA) ............................................................................................................................... 192
7.1.1 Framework for the Shape Optimization of Aerodynamic using Genetic
Algorithms (GA) ...................................................................................................................................................... 193
7.1.2 Case Study 1 - Optimizations of Airfoil & Wing using Genetic Algorithm (GA) ........ 194
7.1.2.1 Optimization & Genetic Algorithm Operations ........................................................... 194
7.1.2.2 Results and Discussions for 2D Airfoil ............................................................................ 197
7.1.2.3 3D Straight Wing ...................................................................................................................... 198
7.1.2.4 Conclusions ................................................................................................................................ 199
7.1.3 Case Study 2 - Cavitation Airfoil Optimization of Multi-Phase Flow-Fields using
the Evolutionary Algorithms (GA) .................................................................................................................. 199
7.1.3.1 Genetic Algorithms ................................................................................................................. 199
7.1.3.2 Multi-Phase Equation System............................................................................................. 200
7.1.3.3 Hybrid Unstructured Flow Solver .................................................................................... 202
7.1.3.4 Optimization .............................................................................................................................. 203
7.1.4 Case Study 3 - Computational Aerodynamic Optimization of Wing-Design
Concept at Supersonic Conditions via the Response Surface Method (RSM) ............................... 204
7.1.4.1 Introduction & Contributors ............................................................................................... 205
7.1.4.2 Design Methodology ............................................................................................................... 207
7.1.4.3 Geometry Description............................................................................................................ 208
7.1.4.4 Turbulence Modeling ............................................................................................................. 209
7.1.4.5 Boundary Conditions ............................................................................................................. 210
7.1.4.6 Numerical Methods................................................................................................................. 210
7.1.4.6.1 Grid Generation .................................................................................................................. 210
7.1.4.7 Validation .................................................................................................................................... 211
7.1.4.8 Results and Discussion .......................................................................................................... 212
7.1.4.9 Design of Experiments (DoE) and Response Surface Method (RSM) ................ 214
7.1.5 Optimization .......................................................................................................................................... 216
7.1.5.1 Sensitivity of the Objective Functions w.r.t Input Parameters ............................ 218
7.1.5.2 Conclusion .................................................................................................................................. 219
7.2 Hybrid Algorithms to Aerodynamic Optimizations ........................................................................... 219
7.2.1 Case Study - Airfoil and Wing Design Through Hybrid Optimization Strategies ...... 222
7.2.1.1 Background and Discussion ................................................................................................ 222
7.2.1.2 Hybridization of the Genetic Algorithm ......................................................................... 224
7.2.1.3 Applications to Airfoil Design ............................................................................................. 226
7.2.1.4 Applications to Wing Design ............................................................................................... 229
7.2.1.5 Conclusions ................................................................................................................................ 232
7.3 Surrogate Modelling to Aerodynamic Optimization .......................................................................... 233
7.3.1 Case Study – Surrogate Based Aerodynamic Shape Optimization (SBO) of a
Wing-Body of Civilian Transport Aircraft Configuration....................................................................... 234
7.3.1.1 Background and Introduction ............................................................................................ 235
7.3.1.2 Case for Surrogate-Based Optimization (SBO) ............................................................ 235
7.3.1.3 Surrogate-Based Optimization (SBO) Framework .................................................... 237
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7.3.1.4 Initialization............................................................................................................................... 237

7.3.1.5 DoE and CFD Evaluations ..................................................................................................... 237
7.3.1.6 Building Surrogate Models .................................................................................................. 238
7.3.1.7 Solving Sub-Optimization Problems Corresponding to User-Defined
Sample Infill Criteria ....................................................................................................................................... 238
7.3.1.8 CFD Evaluation of New Sample Point(s) ........................................................................ 238
7.3.1.9 Refinement and Termination ............................................................................................. 238
7.3.1.10 Posterior Treatment ............................................................................................................... 238
7.3.1.11 Results for a Generic Wing-Body Transport Aircraft Configuration .................. 238
7.3.1.12 Study of the Baseline Configuration ................................................................................ 239
7.3.1.13 Optimization Results .............................................................................................................. 241
7.3.1.14 Parametric Study - (Influence of Grid Resolution) .................................................... 242
7.3.1.15 Parametric Study – (Influence of Number of Initial Sample Points) .................. 242
7.3.1.16 Parametric Study – (Influence of Number of Design Variables) .......................... 243
7.4 Kriging Model .................................................................................................................................................... 243
7.4.1 What is Kriging? ................................................................................................................................... 243
7.4.2 Gradient-Enhanced Kriging ............................................................................................................. 245
8 Artificial Neutral Networks (ANNs) ................................................................................. 247

8.1.1 Learning ................................................................................................................................................... 248
8.1.2 What Does a Neuron Do? ................................................................................................................. 249
1.1.1.1 Functional Relations............................................................................................................... 250
1.1.2 The Future of ANNs for Fluids Modelling .................................................................................. 251
8.1.2.1 Case Study 1 - 2D High-Lift Aerodynamic Optimization Using Neural
Networks 252
8.1.2.1.1 Discussion and Background .......................................................................................... 252
8.1.2.1.2 Agile AI-Enhanced Design Process ............................................................................. 253
8.1.2.1.3 Summary ............................................................................................................................... 255
8.1.2.1.4 Conclusion ............................................................................................................................ 256
8.1.2.2 Case Study 2 - Artificial Neural Networks (ANNs) Trained Through Deep
Reinforcement Learning Discover Control Strategies For Active Flow Control ................... 256
8.1.2.2.1 Introduction and Literature Survey........................................................................... 256
8.1.2.2.2 Simulation Environment ................................................................................................ 259
8.1.2.2.3 Network and Reinforcement Learning Framework............................................ 261
8.1.2.2.4 Results for Drag Reduction Through Active Flow Control ............................... 264
8.1.2.2.5 Analysis of the Control Strategy Results .................................................................. 265
8.1.2.2.6 Conclusion ............................................................................................................................ 267
9 Case Studies Involving Wind Turbines ........................................................................... 269

9.1 Case Study 1 - Design of the AOC 15/50 Rotor Blade for Wind Turbine .................................. 269
9.1.1 Statement of Problem ........................................................................................................................ 269
9.1.2 Wind Turbine Design and Working Principle .......................................................................... 270
9.1.3 Airfoils and Blade Design.................................................................................................................. 270
9.1.4 Blade Twist ............................................................................................................................................. 271
9.1.5 Tip Speed Ratio (TSR) ........................................................................................................................ 271
9.1.6 Wind Turbine Operation................................................................................................................... 273
9.1.7 Wind Turbine Aerodynamics .......................................................................................................... 274
9.1.8 Actuator Disk Concept ....................................................................................................................... 274
9.1.9 Blade Design in ANSYS® DesignModeler .................................................................................. 275
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9.1.10 Design Variables and Design Space .............................................................................................. 276

9.1.11 Constructing the Response Surface Method (RSM) ............................................................... 277
9.1.12 CFD Analysis on the AOC 15/50 HAWT Blade ......................................................................... 278
9.1.13 CFD Domain Mesh and Numerical Model for Rotating Bodies.......................................... 278
9.1.14 Moving Reference Frame Model .................................................................................................... 279
9.1.15 Computational Domain (Grid) for the Turbine Blade Model ............................................. 280
9.1.15.1 Boundary Condition ............................................................................................................... 281
9.1.15.2 Grid Independence Study ..................................................................................................... 281
9.1.16 Flow Simulation over the Rotor Blade ........................................................................................ 281
9.1.17 Results for Flow Simulation over Rotor Blade......................................................................... 282
9.1.18 Optimization Method ......................................................................................................................... 283
9.1.18.1 Routine 1 ..................................................................................................................................... 283
9.1.18.2 Routine 2 ..................................................................................................................................... 283
9.1.19 Optimization Results .......................................................................................................................... 283
9.1.19.1 Routine 1 ..................................................................................................................................... 283
9.1.19.2 Routine 2 ..................................................................................................................................... 284
9.1.20 Conclusion............................................................................................................................................... 284
9.2 Case Study 2 - Airfoil Optimization to Improve Power Performance of a High-Solidity
Vertical Axis Wind Turbine (VAWT) at a Moderate Tip Speed Ratio (TSR)......................................... 285
9.2.1 Background and Introduction ........................................................................................................ 285
9.2.1.1 Types of VAWTs and Their Characteristics .................................................................. 286
9.2.1.2 Literature Survey and Procedure ..................................................................................... 286
9.2.2 Numerical Model and Selection of CFD Model ......................................................................... 287
9.2.3 Parametric Modelling ......................................................................................................................... 288
9.2.4 Computational Domain & Meshing............................................................................................... 290
9.2.5 Solver Setting ......................................................................................................................................... 291
9.2.6 Verification and Validation of CFD Model.................................................................................. 291
9.2.6.1 Grid Independence Study ..................................................................................................... 291
9.2.6.2 Sensitivity w.r.t Time Step ................................................................................................... 292
9.2.7 Comparison with Experimental Results ..................................................................................... 293
9.2.8 Optimization System .......................................................................................................................... 294
9.2.9 Optimization System Procedure .................................................................................................... 294
9.2.10 Results of Geometric Profile Evolution ....................................................................................... 295
9.2.11 Power Performance ............................................................................................................................ 296
9.2.12 Comparison of Pressure Distribution .......................................................................................... 298
9.2.13 Discussion ............................................................................................................................................... 298
9.2.14 Limitations of Current Study........................................................................................................... 300
9.2.15 Conclusion............................................................................................................................................... 300
10 Sensitivity Analysis and Aerodynamic Optimization ................................................ 302

10.1 Aerodynamic Sensitivity ............................................................................................................................... 303
10.2 Sensitivity Equation via Direct (Analytical) Differentiation (DD) ............................................... 304
10.3 2D Sensitivity Equation Method for Unsteady Compressible Flows .......................................... 305
10.3.1 Flow & Sensitivity Equations .......................................................................................................... 306
10.3.2 Numerical Solutions using an Iterative procedure for Flow and Sensitivity
Equation ..................................................................................................................................................................... 307
10.3.2.1 Flow Equations ......................................................................................................................... 307
10.3.2.2 Sensitivity Equations ............................................................................................................. 308
10.3.3 Case Study 1 – 2D Steady Inviscid Flow in a Nozzle .............................................................. 308
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10.3.4 Case Study 2 – 2D Sensitivity of Aerodynamic Forces in Inviscid Environment ....... 309
10.3.4.1 Kinematics .................................................................................................................................. 310
10.3.4.2 Mathematical Modeling of Aerodynamic Forces ........................................................ 311
10.3.4.3 A Mathematical Model Based on Aerodynamically Steady Motions .................. 312
10.3.4.4 Non-Inertial Form of Conservative Equations ............................................................ 313
10.3.4.5 Euler Equations for Aerodynamically Steady Motions ............................................ 314
10.3.4.6 Flow Equations for Aerodynamically Steady Motions ............................................. 314
10.3.4.7 2D Euler Equations Applied to an Airfoil in Rectilinear Steady Motion ........... 315
10.3.4.8 Flow Sensitivity Equations .................................................................................................. 317
10.3.4.9 Numerical Results: Pitch Rate Sensitivity ..................................................................... 319
10.3.4.10 Validating .................................................................................................................................... 320
10.3.4.11 Conclusions ................................................................................................................................ 321
10.4 Surface Modeling Using Non-Uniform Rational B-Splines (NURBS)........................................... 323
10.4.1 Linear Optimization Loop ................................................................................................................ 325
10.4.2 Case Study 3 - 2D Study of Airfoil Grid Sensitivity via Direct Differentiation
(DD) 326
10.4.2.1 Airfoil Grid, Flow Sensitivity, & Optimization ............................................................ 326
10.4.2.2 Discussions ................................................................................................................................. 327
10.4.3 3D NURBS Surface ............................................................................................................................... 329
10.4.3.1 Advantages of NURBS ............................................................................................................ 330
10.4.3.2 Continuity Constraint ............................................................................................................ 331
10.4.3.3 Mesh Projection........................................................................................................................ 331
10.4.4 Extension of Sensitivity to 3D via Automatic Differentiation (AD) ................................. 332
10.5 Essence of Adjoint Equation ........................................................................................................................ 333
10.5.1 The Adjoint Reverses the Propagation of Information ........................................................ 333
10.5.2 Linear Adjoint Equation .................................................................................................................... 334
10.5.3 Classical Formulation of the Adjoint Variable (AV) Approach to Optimal Design .... 334
10.5.4 Limitations of the Adjoint Approach............................................................................................ 337
10.5.4.1 Constraints ................................................................................................................................. 337
10.5.4.2 Limitations of Gradient-Based Optimization ............................................................... 337
10.5.5 Case Study 3 – Adjoint Aero-Design Optimization for Multistage
Turbomachinery Blades ...................................................................................................................................... 338
10.6 Development of Discrete Adjoint Approach Based on the Lattice Boltzmann Method ...... 339
10.6.1 Introduction and Literature Survey ............................................................................................. 339
10.6.2 Lattice Boltzmann Method ............................................................................................................... 342
10.6.2.1 D2Q9 Model. .............................................................................................................................. 342
10.6.3 General Description of the Discrete Adjoint Method ............................................................ 343
10.6.4 Optimization Problem Statement.................................................................................................. 345
10.6.4.1 Cost Function............................................................................................................................. 345
10.6.4.2 Design Variables....................................................................................................................... 346
10.6.5 Discrete Adjoint Approach Based on the Lattice Boltzmann Method ............................ 346
10.6.5.1 Derivation of the Macroscopic Discrete Adjoint Equation ..................................... 346
10.6.5.2 Derivation of the Microscopic Discrete Adjoint Equation. ..................................... 347
10.6.6 Optimization Algorithm .................................................................................................................... 348
10.6.7 Optimization Process Using the Adjoint Approach Based on the LB Method............. 348
10.6.8 Conclusions and Future Work ........................................................................................................ 349
11 Turbo-Machinery Design and Optimization ................................................................. 351

11.1 A Road Map to Turbo-Machine Design and Optimization ............................................................... 351
11
11.2 Optimization Methods for Turbomachinery Designs........................................................................ 353

11.2.1 Wu’s Pioneering (S1 and S2) Scheme .......................................................................................... 354
11.2.2 Concept of Streamline Curvature Method ................................................................................. 354
11.3 Case Study 1 - Aerodynamic Design of Compressors ........................................................................ 355
11.3.1 Statement of Problem ........................................................................................................................ 355
11.3.2 Different Compressors Objectives ................................................................................................ 356
11.3.3 Design Techniques for Compressor ............................................................................................. 357
11.3.4 Preliminary Design Techniques (1D) .......................................................................................... 358
11.3.5 Through Flow Design Techniques (2D) ...................................................................................... 359
11.3.6 Detailed Design Techniques (3D) ................................................................................................. 360
11.3.6.1 Direct Methods ......................................................................................................................... 360
11.3.6.2 Inverse Methods....................................................................................................................... 361
11.4 Case Study 2 – Turbine Airfoil Optimization using Quasi 3D Analysis Codes ......................... 363
11.4.1 Parametric Representation of Airfoil Design Process .......................................................... 364
11.4.2 Constraints and Problem Formulation ....................................................................................... 365
11.4.3 Quasi-3D CFD Analysis and Results ............................................................................................. 367
11.5 Case Study 3 – 2D Design Optimization of Turbine Blade in Quasi-Periodic Unsteady
Flow Problems Using a Harmonic Balance Method ....................................................................................... 369
11.5.1 OptC1 Configuration ........................................................................................................................... 370
11.5.2 Optimization Problem and Results ............................................................................................... 371
11.6 Case Study 4 - Using Shock Control Bumps To Improve Transonic Compressor Blade
Performance ................................................................................................................................................................... 373
11.6.1 Introduction and Motivation ........................................................................................................... 374
11.6.2 Shock Control for Turbomachinery & Literature Survey .................................................... 374
11.6.3 Shock Control Bumps ......................................................................................................................... 375
11.6.4 Test Case - NASA Rotor 37 ............................................................................................................... 376
11.6.5 Validation ................................................................................................................................................ 377
11.6.6 Flow Field For the Datum Case ...................................................................................................... 378
11.6.7 Validation ................................................................................................................................................ 378
11.6.8 Blade Flow Features .......................................................................................................................... 379
11.6.9 Adjoint Sensitivity Analysis ........................................................................................................... 380
11.6.10 Shock Bump Parameterization & Optimization ...................................................................... 381
11.6.11 Optimization Method ......................................................................................................................... 382
11.6.12 Rotor 37 Bump Optimization .......................................................................................................... 382
11.6.13 Analysis of the R37 Optimized Bump Design ........................................................................... 383
11.6.14 Performance Across the Characteristic for R37 ...................................................................... 384
11.6.15 Conclusion............................................................................................................................................... 385
12 Multi-Disciplinary Optimization (MDO) ........................................................................ 387

12.1 Background......................................................................................................................................................... 387
12.2 Computational Cost Associated with MDO ............................................................................................ 387
12.3 Organizational Complexity ........................................................................................................................... 388
12.4 Categories of MDO Analysis ......................................................................................................................... 388
12.5 MDO Components and Approaches .......................................................................................................... 389
12.5.1 MDO Components as Environed by Sobieszczanski-Sobieski (SS) ................................. 390
12.5.1.1 Mathematical Modeling of a System ................................................................................ 390
12.5.1.2 Tradeoff Between Accuracy and Cost in MDO ............................................................. 390
12
12.5.1.3 Design-Oriented Analysis ..................................................................................................... 391

12.5.1.4 Approximation Concepts Applicable to MDO .............................................................. 391
12.5.1.5 System Sensitivity Analysis ................................................................................................. 392
12.5.1.6 Optimization Procedures with Approximations and Decompositions.............. 393
12.5.1.7 Human Factor............................................................................................................................ 395
12.5.2 MDO Formulation as Depicted by Wikipedia ........................................................................... 396
12.5.2.1 Design Variables....................................................................................................................... 396
12.5.2.2 Constraints ................................................................................................................................. 396
12.5.2.3 Objective...................................................................................................................................... 396
12.5.2.4 Models .......................................................................................................................................... 396
12.5.2.5 Simple Optimization ............................................................................................................... 396
12.5.2.6 Problem Solution ..................................................................................................................... 397
12.5.3 MDO Approach as Depicted by Joaquim R. R. A. Martins (JRRAM) ................................ 397
12.5.3.1 Terminology using Unified Description of MDO Architectures ............................ 398
12.5.3.2 Architecture Diagrams and Extended Design Structure Matrix ........................... 399
12.5.3.3 Monolithic Architectures (Single-Level Optimizer) .................................................. 401
12.5.3.3.1 All-at-Once (AAO) Problem Statement ..................................................................... 402
12.5.3.3.2 Simultaneous Analysis and Design (SAND) ............................................................ 403
12.5.3.3.3 Individual Discipline Feasible (IDF) .......................................................................... 404
12.5.3.3.4 Multidisciplinary Feasible (MDF) ............................................................................... 406
12.5.3.4 Distributed Architectures (Multi-Level Optimizer) .................................................. 408
12.5.3.4.1 Classification and Literature Survey ......................................................................... 409
12.5.3.4.2 Concurrent Subspace Optimization (CSSO)............................................................ 411
12.5.3.4.3 Collaborative Optimization (CO)................................................................................. 414
12.5.3.4.4 Enhanced Collaborative Optimization (ECO)......................................................... 417
12.5.3.4.5 Bi-level Integrated System Synthesis (BLISS) ....................................................... 419
12.5.3.4.6 Analytical Target Cascading (ATC)............................................................................. 419
12.5.3.4.7 Exact and Inexact Penalty Decomposition (EPD and IPD) ............................... 420
12.5.3.4.8 MDO of Independent Subspaces (MDOIS)............................................................... 420
12.5.3.4.9 Quasi-Separable Decomposition (QSD).................................................................... 420
12.5.3.4.10 Asymmetric Subspace Optimization (ASO) .......................................................... 421
12.6 Approaches to MDO for Turbomachinery Engine Applications ................................................... 421
12.6.1 Overall Design Process ...................................................................................................................... 421
12.6.2 Single Discipline Optimization ....................................................................................................... 422
12.6.3 Aerodynamic Design Optimization for Turbomachinery .................................................... 423
12.6.4 Case Study - Axial Compressor Gas path Optimization ........................................................ 423
12.6.4.1 Turbine Gas path Optimization.......................................................................................... 424
12.6.4.2 Concluding Remarks .............................................................................................................. 425
12.7 Meta-Model-Based Design Optimization................................................................................................ 426
12.8 Multidisciplinary Design Optimization for Automotive Applications ........................................ 427
12.8.1 Simulations in the Automotive Industry .................................................................................... 427
12.8.2 Comparison between the Aerospace and Automotive Industries ................................... 428
12.8.3 Multidisciplinary Design Optimization Applications ............................................................ 430
12.8.3.1 Typical Aerospace Example ................................................................................................ 430
12.8.3.2 Typical Automotive Example .............................................................................................. 431
12.8.4 Multi-Level Optimization Methods for Automotive Applications.................................... 432
List of Tables:
13
Table 5.1 Performance Comparison of Initial an Optimize Airfoils (Courtesy of 44) .................... 123
Table 6.1 Analytical optimal Breguet Mach Numbers as a Fraction of Mc for NACA 0012
using M2CL as a ............................................................................................................................................................... 142
Table 6.2 Results for Inviscid Range Optimizations - (Courtesy of [Poole et al.])......................... 143
Table 6.3 Results for Inviscid Range Optimizations with k = 0.04 Induced Drag Factor -
(Courtesy of [Poole et al.]) ........................................................................................................................................ 144
Table 6.4 Results for Drag Minimizations - (Courtesy of [Poole et al.]) ............................................ 146
Table 6.5 Results for Viscous Range Optimizations with k = 0:04 and 0.1 - (Courtesy of
[Poole et al.]) .................................................................................................................................................................. 147
Table 6.6 Optimization Results (CD in Counts) – Courtesy of [Allen et al.]...................................... 167
Table 6.7 Aerodynamic Shape Optimization Problem - (Courtesy of Martins and Hwang) ...... 173
Table 6.8 Mesh Convergence Study for the Baseline CRM Wing - (Courtesy of Martins and
Hwang).............................................................................................................................................................................. 173
Table 6.9 Variations of the Objective Function, Drag (dc=drag count) and Lift Coefficients
– Courtesy of [Brezillon et al.] ................................................................................................................................. 188
Table 7.1 Delta Wing Geometry Specifications ............................................................................................ 210
Table 7.2 Design of Experiments (DoE) result; input and output parameters value ................... 215
Table 7.3 Range of Design Variables ............................................................................................................... 215
Table 7.4 Three Candidates as Final Optimum Design Points ............................................................... 217
Table 7.5 Aerodynamic Coefficients Comparison before and after ..................................................... 217
Table 7.6 Set of operators of the two GAs used – Courtesy of [Vicini & Quagliarella]................. 226
Table 7.7 Design Parameters for the Wing Planform Optimization – Courtesy of [Vicini &
Quagliarella] ................................................................................................................................................................... 230
Table 9.1 Design Space........................................................................................................................................... 277
Table 9.2 Table of CFD Solver Settings ............................................................................................................ 282
Table 9.3 Table Showing Optimized Candidate Point for Routine 1 ................................................... 283
Table 9.4 Table Showing Optimized Candidate Point for Routine 2 ................................................... 284
Table 9.5 Geometrical and Operational Parameters of the VAWT – [Courtesy of Ma et al. )... 288
Table 9.6 Ranges of variables and specific values of variables for NACA0018 airfoil -
[Courtesy of Ma et al.) ................................................................................................................................................. 289
Table 9.7 Sensitivity test of grid size at TSR = 1.0 - [Courtesy of Ma et al.) ..................................... 292
Table 9.8 Settings of multi-island genetic algorithm [Courtesy of Ma et al.)................................... 294
Table 10.1 Computed Pitch-Rate Derivatives............................................................................................... 321
Table 10.2 Aerodynamic Sensitivity Coefficient.......................................................................................... 328
Table 10.3 Design improvement for an Airfoil............................................................................................. 328
Table 11.1 Axial Flow Compressor Design .................................................................................................... 356
Table 11.2 Airfoil Geometry Parameters ........................................................................................................ 366
Table 11.3 Airfoil Design Variables................................................................................................................... 366
Table 11.4 Rotor 37 Optimized Bump Performance Comparison – Courtesy of [John et al.]... 383
Table 12.1 Mathematical Notation for MDO Problem Formulations (Courtesy of Martins &
Lambe) .............................................................................................................................................................................. 398
Table 12.2 Algorithm 1 - Block Gauss–Seidel Multidisciplinary Analysis Algorithm................... 399
List of Figures:
Figure 1.1 Hierarchy of Models for Industrial Applications ...................................................................... 22
Figure 1.2 Cp Contours on High Lift Configuration with 22 M Cells Model ........................................ 23
Figure 2.1 Input, Target, and Airfoil Contours and Surface ....................................................................... 29
Figure 2.2 Input, target, and Computed nacelle contours and surface pressures for
an asymmetric nacelle design problem ........................................................................................................... 30
14
Figure 2.3 Schematic View of the Imposed Boundary Conditions for Inverse Problem on a
3D Nozzle ............................................................................................................................................................................ 35
Figure 2.4 The inverse problem on a three-dimensional nozzle. (a) Initial nozzle
geometry with a wavy upper boundary. (b) Final nozzle geometry as computed by the
inverse method ................................................................................................................................................................. 36
Figure 2.5 Inverse Problem on a Stator Blade ................................................................................................. 37
Figure 2.6 Pod-Mounted Scramjet Concept ...................................................................................................... 40
Figure 2.7 Dual-Mode Scramjet Concept ........................................................................................................... 40
Figure 2.8 Illustration of the Cross Section of the Scramjet ...................................................................... 41
Figure 2.9 Conceptual 2D Centerline Cross-Section of the Forebody-Inlet-Isolator
Scramjet Section with Flow Physics Representation ........................................................................................ 42
Figure 2.10 Nonweiller Caret Wing Wave Rider Configuration ............................................................... 47
Figure 2.11 Preparation for Extracting Information for 2D Base View ................................................ 48
Figure 2.12 Generation of 2D Base View for a Wedge ................................................................................. 49
Figure 2.13 Generation of 2D Caret-Shaped Geometry, Base View ........................................................ 49
Figure 2.14 Wave Rider Derived Stream Tube ............................................................................................... 50
Figure 2.15 AVUS Euler Results Density Contours ........................................................................................ 51
Figure 2.16 Forebody-Inlet-Isolator Validation Study with 2D Slices................................................... 52
Figure 2.17 Centerline 2D Pressure Contours.................................................................................................. 53
Figure 2.18 Mach Contours at the Isolator Exit ............................................................................................... 54
Figure 2.19 A Dual Mode Ramjet-to-Scramjet Concept – Courtesy of Dhanasar M. ....................... 54
Figure 2.20 Illustration of the Transition-Combustor-Nozzle Element................................................ 55
Figure 2.21 2D-3D Geometric Construction from Prescribes Isolator Cross-Section and
Aerodynamic Inputs ....................................................................................................................................................... 55
Figure 2.22 4-Pts Scramjet with Circular Combustor C-Sections ............................................................ 56
Figure 2.23 4-Pts Scram Jet with Square Combustor C-Sections............................................................. 56
Figure 3.1 Basic Three-Factor Designs ............................................................................................................... 60
Figure 3.2 Aerodynamic Characteristics of an Airfoil .................................................................................. 66
Figure 3.3 Rear Fuselage Shape............................................................................................................................. 72
Figure 3.4 Over Wing Mounted Engines Configuration............................................................................... 75
Figure 3.5 Pressure Distribution for wing-pylon-nacelle Configuration; (Initial left),
(refined right) ................................................................................................................................................................... 75
Figure 3.6 Under Wing Mounted Engines Configuration ............................................................................ 76
Figure 3.7 Leading Edge Droop and Vortilons ................................................................................................ 77
Figure 3.8 Rear Fuselage Mounted Engines Configuration........................................................................ 77
Figure 3.9 Simplified Wing Planform of a ......................................................................................................... 78
Figure 3.10 Redesigned Boeing 747 Wing at Mach 0.86 based on Cp Distributions...................... 79
Figure 3.11 Tightly Coupled Two Level Design Process ............................................................................. 80
Figure 3.12 Variable Camber Sealed Flap Example – Courtesy of Sobieczky ..................................... 82
Figure 3.13 Wing Sections for Multi-Component High Lift System, 3D Swept Wing with
Slat 83
Figure 3.14 Wing Parameters and Respective key numbers for Section Distribution, .................. 84
Figure 3.15 Fuselage Parameters and Respective Key Numbers for Cross Section
Definition, ........................................................................................................................................................................... 85
Figure 3.16 Combination of Two Components by a Blended Projection Technique ....................... 85
Figure 3.17 CFD Grid Boundaries Result for Euler Analysis of HSCT Wing-Body in ....................... 87
Figure 4.1 Global Maximum of f (x, y) ................................................................................................................. 89
Figure 4.2 Example of Numerical Optimization ............................................................................................. 90
Figure 4.3 Schematic of a Gradient-Based Optimization with Two Design Variables ................... 91
Figure 4.4 Different Search and Optimization Techniques ........................................................................ 93
15
Figure 4.5 Pareto Optimal....................................................................................................................................... 94

Figure 4.6 Different Regions in the State Space Diagram ........................................................................... 96
Figure 4.7 An illustration of the effect of random errors in producing an estimated linear
model (dashed) that has a different slope than the true linear model (solid). ................................... 100
Figure 4.8 By moving the samples to the boundaries of the design space, the effect of the
random error terms is reduced. Now, the estimated linear model (dashed) is a better
approximation to the true linear model (solid). .............................................................................................. 101
Figure 4.9 A central composite design from classical DOE for n=2. Note that the number of
sample sites (stars) scales as the number of vertices, i.e., as 2n................................................................ 101
Figure 4.10 An example of pseudo-Monte Carlo sampling in a two-dimensional design
space. The sample sites (stars) are Randomly placed in the interval [0,1]2. ....................................... 102
Figure 4.11 Stratified Monte Carlo sampling where the bins are sized to have equal
probability, and a sample is randomly placed in each bin .......................................................................... 103
Figure 4.12 Comparison of the Full Factorial and Latin Hypercube Data Points (Courtesy
of [Li & Zheng]).............................................................................................................................................................. 104
Figure 4.13 The Progress of the Complex Method for a Two Dimensional Example, with
the Optimum ................................................................................................................................................................... 107
Figure 5.1 The optimizer started with the initial shape of a circle (1st frame) and
converged to a super-critical airfoil (3rd frame). In this process, the optimizer had to go
through infeasible intermediate shapes, ............................................................................................................ 112
Figure 5.2 Multi-Point Design Process as Envisioned by Jameson – (Courtesy of Jameson
et al.) 115
Figure 5.3 Wing configurations at different flight phases (Courtesy of Chiguluri)....................... 116
Figure 5.4 NURBS Surfaces Parametrizing Surface Blend on Fuselage (Courtesy of Vecchia
& Nicolosi) ....................................................................................................................................................................... 119
Figure 5.5 Free-Form Deformation (FFD) Parametrizing Wing with 720 Control Points -
(Courtesy of Kenway and Martins) ....................................................................................................................... 120
Figure 5.6 Contours of the Initial Airfoil (Left) an Optimize Airfoil (Right)44 ................................. 123
Figure 5.7 Concept of using Parallel Evaluation Strategy of Feasible and Infeasible
Solutions to Guide Optimization Direction in a GA......................................................................................... 124
Figure 6.1 Gradient-Based Aerodynamic Optimization Process .......................................................... 126
Figure 6.2 High Performance Low Drag for Single and Multiple Design Points (Courtesy of
[Kenway & Martins])................................................................................................................................................... 129
Figure 6.3 Un-Symmetric Wing-Tip Arrangement for a Sweptback Wing to Initiate .................. 130
Figure 6.4 Lift-to-Drag Ratio, L/D (Wind Tunnel and CFD Comparison).......................................... 131
Figure 6.5 C-Wing Layout with Positive Direction of Span-Loading on Each Surface
Indicated........................................................................................................................................................................... 132
Figure 6.6 Range Variation with Mach Number for Boeing 747 (where l is the Non-
Dimensional Wing Loading) - (Courtesy of [Poole et al.]) ........................................................................... 135
Figure 6.7 Airfoil Meshing - (Courtesy of [Poole et al.]) .......................................................................... 136
Figure 6.8 Comparison of Constraint Influence on Mopt for NACA 0012 - (Courtesy of
[Poole et al.]) .................................................................................................................................................................. 141
Figure 6.9 Mach Sweeps at Fixed l showing ML/D - (Courtesy of [Poole et al.]) ........................... 142
Figure 6.10 Surface Shapes and CP for Inviscid Range Optimizations of NACA0012 at
Different Lift Values with Induced Drag Penalty - (Courtesy of [Poole et al.]) ................................... 145
Figure 6.11 Surface Shapes & Cp for Viscous Range Optimizations - (Courtesy of [Poole et
al.]) 148
Figure 6.12 Surface Shapes for Drag Minimizations .................................................................................. 148
Figure 6.13 Drag Curve at Design CL of Optimized Airfoils - (Courtesy of [Poole et al.]) ........... 149
16
Figure 6.14 M-CL maps with normalized ML/D Contours of Optimized airfoils (97%
contour highlighted) - (Courtesy of [Poole et al.]) .......................................................................................... 149
Figure 6.15 Volume of solid (VOS) design variables as grey-scale and RSVS profile in red;
1 corresponds to a completely full cell and 0 an empty cell – Courtesy of [Allen et al.] ................. 154
Figure 6.16 Four Levels of Subdivision of a Four Point Control Polygon - Courtesy of
[Allen et al.] ..................................................................................................................................................................... 155
Figure 6.17 Generic Non-Symmetric Airfoil Modes - a Mode 1. b Mode 2. c Mode 3. d Mode
4. e Mode 5....................................................................................................................................................................... 157
Figure 6.18 Surface-Based Control Points and Example Deformation. a Control Points. b
Example Deformation - Courtesy of [Allen et al.] ........................................................................................... 160
Figure 6.19 Surface Mesh and Control Points in 3D – Courtesy of [Allen et al.] ............................ 161
Figure 6.20 Surface and Control Point Modal Deformations. a Mode 1 global. b Mode 3
global. c Mode 5 ............................................................................................................................................................. 162
Figure 6.21 Surface Mesh and off-Surface Control Points – Courtesy of [Allen et al.] ................. 163
Figure 6.22 Domain and Block Boundaries and far-field Mesh – Courtesy of [Allen et al.]....... 167
Figure 6.23 Upper Surface Pressure Coefficient. a Initial Geometry. b Domain Element. c
10 Global Modes ,d 10 Local Modes – Courtesy of [Allen et al.] ................................................................ 168
Figure 6.24 Convergence Histories – Courtesy of [Allen et al.] ............................................................. 169
Figure 6.25 Shape Design Variables are the z-Displacements of 720 FFD Control Points -
(Courtesy of Martins and Hwang) ......................................................................................................................... 171
Figure 6.26 Optimized Wing with Shock-Free with 8.5% Lower Drag – (Courtesy of Lyu
and Martins) ................................................................................................................................................................... 174
Figure 6.27 Insensitivity of Number of Optimization Iterations to Number of Design
Parameters ...................................................................................................................................................................... 176
Figure 6.28 Multipoint Optimization Flight Conditions ........................................................................... 177
Figure 6.29 Multi-Point Optimized - (Courtesy of Lyu and Martins) .................................................. 177
Figure 6.30 Comparison of Baseline, Single, and Multipoint Optimization...................................... 178
Figure 6.31 Flow Field Around the Wing Section of a 3-Element Wing – Courtesy of
[Brezillon et al.] ............................................................................................................................................................. 180
Figure 6.32 Multi-Block Structured Mesh Around the DLR-F11 Model in Full Span Flap
and Slat Configuration – Courtesy of [Brezillon et al.] .................................................................................. 185
Figure 6.33 Objective function according to the wall-clock time - Aerodynamic flows
computed with the structured FLOWer code running sequentially on a NEC-SX8 – Courtesy
of [Brezillon et al.] ........................................................................................................................................................ 187
Figure 6.34 Close View of the Wake Discretization on the Top of the DLR-F11 Wing –
Courtesy of [Brezillon et al.]..................................................................................................................................... 187
Figure 6.35 Objective and Lift Coefficient According to the ................................................................... 188
Figure 6.36 Drag Distribution Along the Spanwise Direction on ......................................................... 189
Figure 6.37 Optimizing Configuration for Slat and Flap – Courtesy of [Brezillon et al.] ............ 190
Figure 7.1 Sketch of Griewank Function on larger scale (left) vs. smaller scale (right) .............. 192
Figure 7.2 Optimization Scheme (GA) ............................................................................................................. 194
Figure 7.3 GA Representation via Control Point of B-Spline for an Airfoil - Courtesy of
[Zhang et al.] ................................................................................................................................................................... 195
Figure 7.4 GA Flowchart - Courtesy of [Zhang et al.] ................................................................................. 196
Figure 7.5 Original NACA0012 and Optimized Airfoil N.S. Solution – Courtesy of [Zhang et
al.] 197
Figure 7.6 Mach Number Distributions on the Wing Surfaces - Courtesy of [Zhang et al.] ....... 197
Figure 7.7 Mach Numbers for the Original and Optimized Airfoil - Courtesy of [Zhang et
al.] 198
17
Figure 7.8 Comparison of the Pressure Distribution between Baseline and Optimized
Design for Maximizing Airfoil Lift – Courtesy of [Ahuja and Hosangadi].............................................. 203
Figure 7.9 Comparison of Cavitation Zones between Baseline (Bottom) and Optimize
Design (Top) For Maximizing Airfoil Lift – Courtesy of [Ahuja and Hosangadi]................................ 203
Figure 7.10 Comparison of Axial Velocity Distribution between Baseline (Bottom) and
Optimize Design (Top) For Maximizing Airfoil Lift – Courtesy of [Ahuja and Hosangadi] ............ 204
Figure 7.11 Solution Schematic and Flowchart ........................................................................................... 206
Figure 7.12 View of two Distinct NACA Supersonic Airfoils................................................................... 208
Figure 7.13 2D View of the Wing in Sweep Angle of 37, 50 and 60 Degrees ................................... 209
Figure 7.14 Delta Wing Geometry Used for Numerical Validation ...................................................... 211
Figure 7.15 Spanwise Cp over the Delta Wing Upper Surface at M = 1.7, AoA = 8 Degree ...... 211
Figure 7.16 Aerodynamic Changes in Sweep Angles of 37 ; 50 and 60 , t/c =10%..................... 212
Figure 7.17 Mach Number at X/L = 0.6 and AoA = 5 deg. ....................................................................... 213
Figure 7.18 Predicted from RSM vs. observed from DOE, Normalized values................................ 216
Figure 7.19 Final and Optimized Wing Geometry ...................................................................................... 217
Figure 7.20 Sensitivity of Objective Functions w.r.t Input Parameters ............................................ 218
Figure 7.21 Hybrid Organic-Optimization Algorithm ............................................................................... 221
Figure 7.22 Flow Chart of Coupled Optimization Framework – Courtesy of [Oh and
Chien] ................................................................................................................................................................................ 222
Figure 7.23 Sketch of the Hybrid Genetic Algorithm – Courtesy of [Vicini & Quagliarella] ...... 225
Figure 7.24 Convergence Histories for the CAST 10 Inverse Design Problem - Courtesy of
[Vicini & Quagliarella] ................................................................................................................................................ 227
Figure 7.25 Scatter of the Results Obtained in 10 Different Runs for the CAST 10 Inverse
Design Problem – Courtesy of [Vicini & Quagliarella]................................................................................... 228
Figure 7.26 Comparison of the Convergence Histories Obtained by Letting the HcO
Operate on All ................................................................................................................................................................ 229
Figure 7.27 Pareto Fronts Obtained for the Wing Optimization – Courtesy of [Vicini &
Quagliarella] ................................................................................................................................................................... 231
Figure 7.28 Comparison Between the Pareto Fronts and the Results Obtained Through
the Gradient Based Method – Courtesy of [Vicini & Quagliarella] ........................................................... 232
Figure 7.29 Surrogate-Based Optimization Framework – Courtesy of [Z.-H. Han et al.]............ 237
Figure 7.30 Wing-Body Transport Aircraft Configuration and FFD box (8 control sections
with 10 FFD Nodes for each Section, Resulting in 40 nodes on upper and lower wing
surfaces, respectively) ................................................................................................................................................ 239
Figure 7.31 Comparison of Surface CP on Fine and Coarse Grids (M = 0.83, Re = 4.34E7, CL
= 0.5) 240
Figure 7.32 CP of the Baseline and SBO Optimized Configurations (M = 0.83, Re = 4.34E7,CL
= 0.5) 241
Figure 7.33 Different Influences on SBO (M = 0.83, Re = 4.34E7, CL = 0.5) ...................................... 242
Figure 7.34 Example of 1D data Interpolation by Kriging, with Confidence Intervals............... 244
Figure 7.35 Prediction Comparison of the Rosenbrock Function Based on Kriging Model
and GEK Model............................................................................................................................................................... 245
Figure 8.1 Artificial Neural Network (ANN) Configuration .................................................................... 247
Figure 8.2 Artificial Neural Networks (ANN) with 1 & 2 Hidden Layers .......................................... 248
Figure 8.3 Sigmoid Function ................................................................................................................................ 248
Figure 8.4 Assessing ANN’s Generalization Ability via Cross-Validation.......................................... 249
Figure 8.5 Operations Done by a Neuron ....................................................................................................... 249
Figure 8.6 Network Diagram for a feed-forward NN with three inputs and one output........... 250
Figure 8.7 Agile AI-Enhanced Design Space Capture and Smart Surfing .......................................... 253
Figure 8.8 Illustration of AI-Enhanced Design Process ............................................................................ 254
18
Figure 8.9 Edge Geometry and definition of flap and slat high-lift rigging ...................................... 254
Figure 8.10 Unsteady Non-Dimensional Pressure Wake Behind the Cylinder after Flow
Initialization without Active Control. The Location of the Velocity Probes is Indicated by the
Black Dots While The Location of the Control Jets is Indicated by the Red Dot ................................. 259
Figure 8.11 Illustration of the Robustness of the Learning Process ................................................... 263
Figure 8.12 Time-Resolved Value of the Drag Coefficient CD in the case without (baseline
curve) and with (controlled curve) Active Flow Control, and Corresponding Normalized
Mass Flow Rate of the Control Jet 1 (Q*1 inset) ............................................................................................... 264
Figure 8.13 Comparison of representative snapshots of the velocity magnitude in the
case without actuation (top), and with active flow control (bottom). The bottom figure
corresponds to the established pseudo-periodic modified regime, which is attained after
the initial transient control. ..................................................................................................................................... 266
Figure 9.1 Schematic of a Wind Turbine Generation System- (Courtesy of Gaurav Kapoor)... 269
Figure 9.2 Schematic of Internal Components of a Modern HAWT- (Courtesy of Gaurav
Kapoor) ............................................................................................................................................................................. 270
Figure 9.3 Profiles of Flat-back and Sharp Trailing Edge Airfoils ........................................................ 271
Figure 9.4 Blade Twist at Span-wise Sections (Airfoils) and Apparent Wind Angles .................. 271
Figure 9.5 Typical Wind Turbine Blade Planform View........................................................................... 272
Figure 9.6 Swirling Flow in the Wind Turbine Wake ................................................................................ 272
Figure 9.7 Typical Wind Turbine Power Output Curve ............................................................................ 273
Figure 9.8 Actuator Disk Concept for Wind Turbine Rotor .................................................................... 274
Figure 9.9 Actuator Disk Concept, Pressure and Velocity Profiles ...................................................... 275
Figure 9.10 AOC 15/50 Blade Geometry ........................................................................................................ 275
Figure 9.11 Turbine Blade Showing Various Radial Stations in ANSYS® DesignModeler ........ 276
Figure 9.12 Response Surface Showing Variation of P3, P9 with respect to P12 (Torque) ...... 278
Figure 9.13 Rotating Body in the Inertial Reference Frame................................................................... 279
Figure 9.14 Grid Independence Study ............................................................................................................. 281
Figure 9.15 Torque (P12) vs Twist_Station3 (P9) for Optimization Routine 2 .............................. 284
Figure 9.16 Schematic diagram of an H-rotor type VAWT: (a) 3D view; (b) top view -
[Courtesy of Ma et al) .................................................................................................................................................. 288
Figure 9.17 Plan Views of the Computational Domain and Boundary Conditions -
Figure 9.18 Mesh Setup (a) Topology; & BCs. (b) Grids at the Mid-Height Plane - [Courtesy
of Ma et al.) ...................................................................................................................................................................... 290
Figure 9.19 Time-varying power coefficients in a rotational period when adopting
different time steps - [Courtesy of Ma et al.) ..................................................................................................... 292
Figure 9.20 Comparison of average power coefficients between the experiment and
simulation (NACA0018, freestream velocity V∞ = 8 m/s) as well as relative errors of them -
Figure 9.21 The scheme of the optimization system - [Courtesy of Ma et al.) ................................ 295
Figure 9.22 Profiles of the initial airfoil and optimized airfoil .............................................................. 296
Figure 9.23 Relative thickness distribution of the initial and optimized airfoil profiles -
Figure 9.24 Comparison of average power coefficients and the growth rate of CP between
the initial and optimized airfoils at different TSRs......................................................................................... 297
Figure 9.25 Instantaneous torque values during one rotational period - [Courtesy of Ma et
al.) 298
Figure 9.26 Instantaneous Contours of Vorticity Magnitude at TSR = 0.9 for the VAWT
with Optimized Airfoils - [Courtesy of Ma et al.) ............................................................................................. 299
Figure 10.1 Methods of Evaluating Sensitivity Derivatives .................................................................... 304
19
Figure 10.2 Nozzle test-case Configuration and Sensitivity ................................................................... 309

Figure 10.3 Aircraft Flying in an Arbitrary Motion .................................................................................... 310
Figure 10.4 Body Roll - p , Pitch – q , Yaw - r ................................................................................................ 311
Figure 10.5 2D Characterization of Pitch Angle........................................................................................... 311
Figure 10.6 Aircraft Flying in a Rectilinear Steady Motion with no-Angular Rates...................... 312
Figure 10.7 View of Inertial Coordinate System S and General Non-Inertial Coordinate .......... 313
Figure 10.8 Airfoil flying in rectilinear longitudinal steady motion (i.e. β = 0, no-angular
rates)315
Figure 10.9 Pressure Contours and Velocity Streamlines for the air passing around an
Airfoil ................................................................................................................................................................................. 316
Figure 10.10 Pitch-Rate Pressure Sensitivity and the Velocity Sensitivity Streamlines of a
NACA 0012 Airfoil for Different Mach Number ............................................................................................... 319
Figure 10.11 Pitch-Rate Pressure Sensitivity for a NACA 0012 Airfoil at Mc = 0.8 and α =
0.0 320
Figure 10.12 B-Spline Approximation of NACA0012 (left) and RAE2822 (right) Airfoils ........ 324
Figure 10.13 Free Form Deformation (FFD) Volume with Associated Control Points -
(Courtesy of Kenway et al.) ...................................................................................................................................... 324
Figure 10.14 Optimization Strategy Loop ...................................................................................................... 325
Figure 10.15 Seven Control Point Representation of a Generic Airfoil.............................................. 326
Figure 10.16 Sample Grid and Grid Sensitivity ............................................................................................ 327
Figure 10.17 Optimization Cycle History ....................................................................................................... 327
Figure 10.18 Original and Optimized Airfoil................................................................................................. 327
Figure 10.19 Basis Function of Different Degree ........................................................................................ 329
Figure 10.20 The Effect of Control Point Weight on NURBS Curve ..................................................... 331
Figure 10.21 Continuity comparison between G1 and C1 ......................................................................... 331
Figure 10.22 Half-Cylinder Geometry and Corresponding Control Points ...................................... 331
Figure 10.23 3D Volume Grid and Grid Sensitivty w.r.t. Wing Root Chord ...................................... 332
Figure 10.24 Propagation of Information ...................................................................................................... 334
Figure 10.25 Aerodynamic Shape Optimization Procedure using Adjoint Variable as
Sensitivity Analysis ...................................................................................................................................................... 336
Figure 10.26 Pressure Contours ........................................................................................................................ 338
Figure 10.27 Lattice arrangement of the D2Q9 model ............................................................................. 343
Figure 11.1 General Description of Computational Planes ..................................................................... 351
Figure 11.2 Turbomachine Design Process ................................................................................................... 352
Figure 11.3 Optimization Process for Turbomachinery .......................................................................... 353
Figure 11.4 Sketch of a Compressor Stage (left) and Cascade of Geometries at Mid- Span
(right) ................................................................................................................................................................................ 357
Figure 11.5 Compressor design flow chart.................................................................................................... 358
Figure 11.6 Preliminary Estimation of Number of Stages in Compressor........................................ 359
Figure 11.7 Optimization Procedures proposed in [Massardo et al.] ................................................. 360
Figure 11.8 Comparison of Blade Loading Prescribed by Inverse Mode .......................................... 362
Figure 11.9 The turbine design process ......................................................................................................... 363
Figure 11.10 Parametric Representation of an Airfoil............................................................................. 364
Figure 11.11 Sample Mach Number Distribution ....................................................................................... 365
Figure 11.12 Flow path of the turbine ............................................................................................................. 367
Figure 11.13 Schematics of an airfoil showing stream lines along the radial direction ............. 368
Figure 11.14 3D model of an airfoil showing the passage between adjacent airfoils .................. 368
Figure 11.15 Schematic Geometry of theT106D-IZ Turbine Cascade ................................................ 370
Figure 11.16 Shape Optimization History of the Total Pressure Loss Coefficient and
Comparison Between Baseline and Optimized Blade Profile (OptC1) ................................................... 371
20
Figure 11.17 Total Pressure Loss Coefficient Evolution in time Calculated with URANS
Simulation for both the Baseline and the Optimized Configuration ....................................................... 372
Figure 11.18 Mach Number Contours calculated at Three Different Time Instances with
the HB Method, Based on the OptC1 test case, for both the Baseline (a), (b), (c) and the
Optimized (d), (e), (f) Blade Profile ...................................................................................................................... 372
Figure 11.19 Tip Speed) With Pronounced Negative Camber. From Prince – Courtesy of
[Prince] ............................................................................................................................................................................. 373
Figure 11.20 Schematic Of Shock Structures (A) Datum, (B) S-Shaped Design. Courtesy of
[John et al.] ...................................................................................................................................................................... 375
Figure 11.21 Datum Geometry and Optimized Shock Control Bumps on The Mid- Section
of Nasa Rotor 67- From Mazaheri et al............................................................................................................... 376
Figure 11.22 The R37 CFD Domain Used – Courtesy of [John et al.]................................................... 377
Figure 11.23 Radial Profiles Vs Experimental Data – Courtesy of [ John et al.] ............................. 378
Figure 11.24 (a) 3d Separation (Orange) On The R37 Geometry (Flow Right To Left), (b)
Rel. Mach No. Contour At 60% Span – Courtesy of [John et al.] ................................................................ 379
Figure 11.25 Shock Region Flow Features For RR-Fan At Points A) A, B) B, C) C, D) D, E) E,
F) F. Flow Direction – Courtesy of [John et al.]................................................................................................. 380
Figure 11.26 Example 2d CST Bump (Solid Line) And The Four Polynomials Used To
Construct It (Dashed Lines) – Courtesy of [John et al.] ................................................................................. 381
Figure 11.27 a) Example Individual Bump Geometry............................................................................... 381
Figure 11.28 Spanwise Slice Of The Datum And Optimized R37 Geometries At 60% Span
– Courtesy of [John et al.] .......................................................................................................................................... 382
Figure 11.29 Optimized R37 Bump (Blue) Added To The Datum Blade Geometry (Grey) ....... 382
Figure 11.30 Datum (Left) And Optimized (Right) Rotor 37 Static Pressure Contours.
Flow Direction Right To Left – Courtesy of [John et al.] ............................................................................... 383
Figure 11.31 Datum (Left) And R37 Optimized (Right) ........................................................................... 384
Figure 11.32 Datum (Left) And Optimized (Right) Rotor 37 Separated Flow Contours
(Orange). Flow Direction Right To Left. .............................................................................................................. 384
Figure 11.33 Lift Plots For The Datum and Optimized ............................................................................. 385
Figure 11.34 R37 Optimized Characteristic Vs Datum – Courtesy of [John et al.] ........................ 385
Figure 12.1 a) Single-level optimization method with integrated analyses (first generation
MDO 389
Figure 12.2 Parallel Jacobi that exchanges sub problem solutions at the end of an iteration
(left), 397
Figure 12.3 A block Gauss–Seidel Multidisciplinary Analysis (MDA) Process to Solve a
Three-Discipline Coupled System – (Courtesy of Martins & Lambe ) .................................................... 400
Figure 12.4 A Gradient-Based Optimization (Courtesy of Martins & Lambe) ................................ 401
Figure 12.5 XDSM for Solving the AAO Problem (Courtesy of Martins & Lambe) ........................ 402
Figure 12.6 Diagram for the SAND Architecture (Courtesy of Martins & Lambe) ........................ 404
Figure 12.7 Diagram of the IDF Architecture (Courtesy of Martins & Lambe) ............................... 405
Figure 12.8 Diagram for the MDF Architecture with a Gauss–Seidel Multidisciplinary
Analysis (Courtesy of Martins & Lambe) ........................................................................................................... 406
Figure 12.9 Example of Aero-Structure Coupled Optimization (Courtesy of Martins) ............... 407
Figure 12.10 Classification of the MDO Architectures .............................................................................. 410
Figure 12.11 Diagram for the CSSO Architecture (Courtesy of Martins & Lambe) ....................... 414
Figure 12.12 Diagram for the CO Architecture (Courtesy of Martins & Lambe)............................ 415
Figure 12.13 XDSM for the ECO Architecture (Courtesy of Martins & Lambe) .............................. 417
Figure 12.14 Product, Components and the Supporting Disciplines .................................................. 422
Figure 12.15 Aerodynamic Design Process for Turbomachinery ........................................................ 423
Figure 12.16 Comparison of "Baseline" and "Optimized" Turbine Mean Line Results ............... 425
21
Figure 12.17 The concept of meta-modelling for a response depending on two design
variables – (Courtesy of Ryberg et al.) ................................................................................................................. 427
Figure 12.18 Schematic illustration of Simulation Areas within the Automotive Industry,
example from Saab Automobile (Courtesy of Ryberg et al.) ....................................................................... 428
Figure 12.19 Schematic description of simultaneous optimization of aerodynamic and
structural ......................................................................................................................................................................... 431
22
1 Introduction
1.1 Complexity of Flow
The complexity of fluid flow is well illustrated in Van Dyke’s Album of Fluid Motion. Many critical
phenomena of fluid flow, such as shock waves and turbulence, are essentially nonlinear and the
disparity of scales can be extreme. The flows of interest for industrial applications are almost
invariantly turbulent. The length scale of the smallest persisting eddies in a turbulent flow can be
estimated as of order of 1/Re3/4 in comparison with the macroscopic length scale. In order to resolve
such scales in all three spatial dimensions, a computational grid with the order of Re 9/4 cells would
be required. Considering that Reynolds numbers of interest for airplanes are in the range of 10 to
100 million, while for submarines they are in the range of , the number of cells can easily overwhelm
any foreseeable supercomputer. [Moin and Kim] reported that for an airplane with 50-meter-long
fuselage and wings with a chord length of 5 meters, cruising at 250 m/s at an altitude of 10,000
meters, about 10 quadrillions (1016) grid points are required to simulate the turbulence near the
surface with reasonable details. They
estimate that even with a sustained
performance of 1 Teraflops, it would
take several thousand years to
simulate each second of flight time. RANS (1990s)
Spalart has estimated that if computer
performance continues to increase at
the present rate, the Direct Numerical Euler (1980s)
Simulation (DNS) for an aircraft will be
feasible in 2075.
Consequently mathematical models Non-linear
with varying degrees of simplification Potential (1970s)
have to be introduced in order to make
computational simulation of flow Linear Potential
feasible and produce viable and cost- (1960s)
effective methods. Figure 1.1
indicates a hierarchy of models at
different levels of simplification which
have proved useful in practice. Inviscid Figure 1.1 Hierarchy of Models for Industrial Applications
calculations with boundary layer
corrections can provide quite accurate predictions of lift and drag when the flow remains attached.
The current main CFD tool of the Boeing Commercial Airplane Company is TRANAIR, which uses the
transonic potential flow equation to model the flow. Procedures for solving the full viscous
equations are needed for the simulation of complex separated flows, which may occur at high angles
of attack or with bluff bodies. In current industrial practice these are modeled by the Reynolds
Average Navier Stokes (RANS) equations with various turbulence models1.
1.2 Computational Cost

In external aerodynamics most of the flows to be simulated are steady, at least at the macroscopic
scale. Computational costs vary drastically with the choice of mathematical model. Studies of the
dependency of the result on mesh refinement, performed by this author and others, have
demonstrated that inviscid transonic potential flow or Euler solutions for an airfoil can be accurately
1A. Jameson and M. Fatica, “Using Computational Fluid Dynamics for Aerodynamics”, Stanford University,
USA.
23
calculated on a mesh with 160 cells around the section, and 32 cells normal to the section. Using a
new non-linear Symmetric Gauss-Siedel (SGS) algorithm, which has demonstrated “text book”
multigrid convergence (in 5 cycles), two-dimensional calculations of this kind can be completed in
0.5 seconds on a laptop computer (with a 2Ghz processor). A three dimensional simulation of the
transonic flow over a swept wing on a 192 x 32 x 32 mesh (196,608 cells) takes 18 seconds on the
same laptop. Moreover it is possible to carry out an automatic redesign of an airfoil to minimize its
shock drag in 6.25 seconds, and to redesign the wing of a Boeing 747 in 330 seconds2.
Viscous simulations at high Reynolds numbers require vastly greater resources. On the order of 32
mesh intervals are needed to resolve a turbulent boundary layer, in addition to 32 intervals between
the boundary layer and the far field, leading to a total of 64 intervals. In order to prevent
degradations in accuracy and convergence due to excessively large aspect ratios (in excess of 1,000)
in the surface mesh cells, the chord wise resolution must also be increased to 512 intervals.
Translated to three dimensions, this implies the need for meshes with 5-10 million cells (for
example, 512 x 64 x 256 = 8,388,608 cells) for an adequate simulation of the flow past an isolated
wing. When simulations are performed on less fine meshes with, say, 0.5 M to 1 M cells, it is very
hard to avoid mesh dependency in the solutions as well as sensitivity to the turbulence model.
Currently Boeing uses meshes with 15-60 million cells for viscous simulations of commercial
aircraft with their high lift systems deployed3. Figure 1.2 show the Cp contours on High Lift
Configuration (wing) with 22 M Cells (Courtesy of Boeing). Using a multigrid algorithm, 2000 or
more cycles are required to reach a steady state, and it takes 1-3 days to turn around the calculations
on a 200 processor Beowulf cluster.
Figure 1.2 Cp Contours on High Lift Configuration with 22 M Cells Model
2 Antony Jameson & Massimiliano Fatica, “Using Computational Fluid Dynamics for Aerodynamics”,
Stanford University.
3 Boing using 22 M Cells on High lift Configuration.
24
1.3 Aerodynamic Optimization

The use of computational simulation to scan many alternative designs has proved extremely
valuable in practice, but it is also evident that the number of possible design variations is too large
to permit their complete evaluation. Thus it is very unlikely that a truly optimum solution can be
found without the assistance of automatic optimization procedures. To ensure the realization of the
true best design, the ultimate goal of computational simulation methods should not just be the
analysis of prescribed shapes but the automatic determination of the true optimum shape for the
intended application. The need to find optimum aerodynamic designs was already well recognized
by the pioneers of classical aerodynamic theory. A notable example is the determination that the
optimum span-load distribution that minimizes the induced drag of a monoplane wing is elliptic
[Glauert]4, [Prandtl and Tietjens]5. There are also a number of famous results for linearized
supersonic flow. The body of revolution of minimum drag was determined by Sears6, while
conditions for minimum drag of thin wings due to thickness and sweep were derived by Jones7. The
problem of designing a two-dimensional profile to attain a desired pressure distribution was studied
by [Lighthill]8, who solved it for the case of incompressible flow with a conformal mapping of the
profile to a unit circle.
As an vital “ingredients” in Gradient Base Optimization, the sensitivities may now be estimated by
making a small variation in each design parameter in turn and recalculating the flow. The gradient
can be determined directly or indirectly by number of available methods, including Direct
Differentiation (DD), Adjoin Variable(AV), Symbolic Differentiation (SD), Automatic
Differentiation (AD), and Finite Difference (FD). Once the gradient has been calculated, a descent
method can be used to determine a shape change that will make an improvement in the design. The
gradients can then be recalculated, and the whole process can be repeated until the design
converges to an optimum solution, usually within 50–100 cycles. The fast calculation of the
gradients makes optimization computationally feasible even for designs in three-dimensional
viscous flow. However, there is a possibility that the descent method could converge to a local
minimum rather than the global optimum solution.
1.4 Design vs. Off-Design Modeling

According to [Rémi Dickes]9, a design model is a model in which you specify the state of the
working fluid along the cycle (its pressure, temperature, mass flow rate), as well as the energy
transfers in the system, so as to characterize a design operating point. Assuming the
components efficiencies, this kind of model permits to derive the geometries of the various
components (like the heat exchangers surface area) so as to realize in practice the specified design
conditions.
An off-design, as is the reverse to above. It is a model into which you specify the geometries of the
different components and the boundary conditions of the system, and it will compute the
resulting state of the working fluid. The pressures/temperatures of the working fluid are not
inputs of the model anymore, but they are outputs. This kind of model permits you to know how an
existing machine, sized for a specified design point, will behave if you leave this design point.
4 Glauert, H. (1926), “The Elements of Aero foil and Airscrew Theory”, Cambridge University Press.
5 Prandtl, L. and Tietjens, O.G. (1934), “Applied Hydro and Aerodynamics”, Dover Publications.
6 Sears, W.D. (1947), ”On projectiles of minimum drag”, Q. Appl. Math., 4, 361–366.
7 Jones, R.T. (1981), ”The minimum drag of thin wings in frictionless flow”. J. Aerosol Sci., 18, 75–81.
8 Lighthill, M.J. (1945), ”A new method of two dimensional aerodynamic design”. Rep. Memor. Aero. Res. Coun.
Lond., 2112, 143–236.

9 ResearchGate Questions and Answer, March 2017.
25
26
2 Design Methodology
According to different definitions of optimization objectives, the numerical design methods can be
classified into two groups: Direct design vs. Inverse design. The direct design and its application in
optimization, is discussed in the following chapters. Hereby, after brief introduction, we address the
indirect (inverse) design methodology.
2.1 Direct Design

The optimization algorithms used with the direct design method are mainly the gradient based
methods and the stochastic (random) algorithms. Gradient-based methods rely on derivative
information for all the objectives and all the constraints to determine the optimization search
direction. These methods start with a single design point and use the local gradient of the objective
function with respect to changes in the design variables to determine a search direction by using
methods such as the steepest descent method, conjugate gradient method, quasi-Newton techniques,
or adjoint formulations. These methods are efficient and can find a true optimum as long as the
objective function is differentiable and convex. However, the optimization process can sometimes
lead to a local, not necessarily a global, optimum close to the starting point. Furthermore, such
computations can easily get bogged down when many constraints are considered. Genetic
Algorithms and Evolutionary algorithms are typical stochastic optimization algorithms. These
methods are robust optimization algorithms that can cope with noisy, multimodal functions, but are
also computationally expensive in terms of the necessary number of flow analyses required for
convergence. They start with multiple points sprinkled over the entire design space and search for
true optimums based on the objective function instead of the local gradient information by using
selection, recombination, and mutation operations10.
2.1.1 Multi-Objective Optimization

In practical optimization design, there often exist Multi-Objectives Optimization (MOO). The
classical optimization method usually converts a multi-objective optimization problem into a single
objective problem using penalty functions or weighting coefficients. However, for most cases, these
objectives often are incompatible. It’s difficult to set the appropriate penalty functions or weighting
functions which really depends on the experience and preferences of the designer. Moreover, only
one optimal result is obtained after optimization. The designers have no alternative options to
choose. In fact, in most cases, there is no “best” solution by nature, but an infinite number of feasible
solutions which represent different levels of trade-off between the objectives.
This set of solutions is called Pareto optimal set or Pareto Front. A couple of novel Multi-objective
optimization algorithms based on Pareto optimal concept are proposed and applied into optimal
design. They provide a set of non-inferior solutions rather than one “best” solution, which represents
a more reasonable optimal nature. The practical application of multi-objective optimization
algorithms in engineering design is still far away from success, especially in aerodynamic design.
High computational cost and convergence are two critical problems needed to be investigated.11
10 Zhihui Li, Xinqian Zheng, “Review of design optimization methods for turbomachinery aerodynamics”,
Progress
in Aerospace Sciences, July 2017.
11 Xiaodong Wang, “CFD Simulation of Complex Flows in Turbomachinery and Robust Optimization of Blade
Design”, Submitted to the Department of Mechanical Engineering Doctor of Philosophy at the Vrije Universiteit
Brussel July 2010.
27
2.2 Inverse Design

In inverse design, for example, the blade geometry is modified to minimize the difference of profiles
of pressure or velocity between the designed and the specified. This method is widely used in 1980s-
1990s since it provides a cheap way for numerical aerodynamic design, such as 2D and 3D blade
optimization. Whereas, considerable experience of the designer is still needed to give a proper profile
of pressure or velocity. In optimization design, the geometry of the blade is sought to maximize the
overall performance parameters, such as efficiency, total pressures ratio, etc. In some sense, it is not
as efficient as inverse design which has clear direction at the beginning, while it makes the design
process less dependent on designers experience, which gives the potential possibility of better design
than specified by designer. Readers could consult various articles in inverse design methodology
such as [Malone et al - see below], as well as the work by [Yin et al]12, [Tan et al]13, [Daneshkah &
Zangeneh]14 are among many others. The inverse design approach relies on extracting the
configuration of interest from the environment in which it operates, similar to Darwin’s theory
of evolution, where an organism adopts to survive in its environment.15
2.2.1 Case Study 1 - Inverse Aerodynamic Design Method for Aircraft Component
The motivation for using automated, inverse aerodynamic design methods is to reduce the overall
effort required to develop aircraft geometries possessing favorable aerodynamic performance or
aerodynamic interference characteristics, as investigated by [Malone et al]16. [Garabedian and
McFadden]17 described an iterative aerodynamic design procedure suitable for automated wing
design (referred to here as the GM method). They demonstrated their method by incorporating it
into a three dimensional, full-potential, transonic wing, aerodynamic analysis code. In the GM design
method, an auxiliary partial differential equation governing the spatial location of wing surface
ordinates was solved iteratively in the computational plane, together with the fluid flow equation, to
achieve given target surface-pressure distributions. The technique, was recommended for use over
only a limited portion of the wing geometry. From the present authors' experience, the original GM
method of updating wing ordinates in a normal, or nearly normal, direction to the surface can lead to
irregularities in the final design pressures near the leading edge of the design geometry. This is due
primarily to the non-uniform stretching that can occur near the leading edge where the surface
normal directions are parallel to the longitudinal axis of the component geometry.
2.2.1.1 Introduction and Background

The present inverse design procedure is formulated in a manner similar to that of the original
[Garabedian-McFadden] scheme, but the auxiliary equation is solved directly in the physical domain,
rather than in the computational domain. The new design method, which will be referred to in the
following paragraphs as the [Modified Garabedian-McFadden]18 (MGM) method, was developed to
12 Junlian Yin K Daneshkah and M Zangeneh, “Parametric design of a Francis turbine runner by means of a three-
dimensional inverse design method”, IOP Conf. Series: Earth and Environmental Science 12, 2010.
13 Lei Tan, Shuliang Cao, Yuming Wang and Baoshan Zhu, “Direct and inverse iterative design method for
centrifugal pump impellers”, Journal of Power and Energy.

14 K Daneshkah and M Zangeneh, “Parametric design of a Francis turbine runner by means of a three-dimensional
inverse design method”, IOP Conf. Series: Earth and Environmental Science, 2010.
15 Mookesh Dhanasar, Frederick Ferguson and Julio Mendez, “Inversely Designed Scramjet Flow-Path”, North
Carolina Agricultural and Technical State University, Greensboro, North Carolina, United States of America,
16 J.B. Malone, J. Vadyak and L.N. Sankar, “Inverse Aerodynamic Design Method for Aircraft Components”, J. of
Aircraft, 1985.
17 Garabedian, P. and McFadden, G., "Design of Supercritical Swept Wings," AIAA Journal, Vol. 20, March 1982.
18 2Malone, J.B., Vadyak, J., and Sankar, L.N., "A Technique for the Inverse Aerodynamic Design of Nacelles and
Wing Configurations," AIAA Paper 85-4096, Oct. 1985.

28
improve airfoil or wing designs where the control of leading-edge pressures is desirable and to
extend the method to handle different types of configurations, including axisymmetric or asymmetric
body geometries. The surface perturbations generated with the MGM procedure are interpreted as
changes in the coordinate direction perpendicular to the longitudinal axis of the geometry. This
interpretation for the movement of the surface coordinates leads to smoother leading-edge geometry
designs.
2.2.1.2 Formulation
A two-dimensional airfoil design problem is used here to illustrate the salient features of the MGM
procedure. For this two-dimensional application, the original GM auxiliary equation is rewritten as
∂z ∂2 z ∂3 z
β0 + β1 + β2 2 = ∆Q2 = Q2 − q2
∂t ∂x ∂t ∂x ∂t
Eq. 2.1
In Eq. 2.1, the Q's are user specified target pressures expressed as flow velocities, the q computed
flow velocities predicted by the given fluid flow solution procedure, and the 3 user-defined constants
that improve the convergence of the algorithm. The time coordinate in Eq. 2.1 is actually a pseudo
time variable representing different iterations in the solution process. As Q approaches q, the right-
hand side of Eq. 2.1 vanishes and the surface coordinates z(x,t) stop varying with pseudo time.
Partial derivatives with respect to the time coordinate are interpreted as a change in the surface
coordinate Az between any two design iterations. In order to apply Eq. 2.1 correctly to both upper
and lower surfaces, the value of Az must have opposite signs on each surface for equal values of the
quantity, Q2 - q2.
2.2.1.3 Method of Solution

Eq. 2.1 is normally evaluated along the complete surface of the design geometry. Target pressures
are supplied at discrete points around the geometric contour and then interpolated at locations
corresponding to computational mesh points on the aerodynamic surface. These target pressures
are then converted to target values of surface velocity. The computed surface velocities required to
evaluate the right-hand side of Eq. 2.1 can then be obtained from the fluid flow solution procedure
without the need for further interpolation. Next, finite difference expressions are written for each
term of Eq. 2.1. Assuming that there are a total of N computational points on the airfoil surface, Eq.
2.1 is written for each of these points i, where 1 < I < N. A typical equation evaluated at the i-th point
of the surface is
Ai ∆zi−1 + Bi ∆zi + Ci ∆zi+1 = ∆Q2i
−β1 −2β2
Ai = +
(xi+1 − xi ) (xi+1 − xi )(xi+1 − xi−1 )
Eq. 2.2
A more complete description of the finite-difference expressions used in Eq. 2.2 can be found in19.
Eq. 2.2 is evaluated at each point i, leading to a system of TV equations in TV unknowns (the Azi
values). Note that at each point on the aerodynamic surface, Azi is coupled to values at neighboring
points. The resulting equations form a tridiagonal system that is solved for the values of Azi using the
well-known Thomas algorithm. Special treatment is required at two locations on the design
19 Malone, J.B., Vadyak, J., and Sankar, L.N., "A Technique for the Inverse Aerodynamic Design of Nacelles and Wing
Configurations," AIAA Paper 85-4096, Oct. 1985.

29
geometry contour. At the leading edge, an ambiguity arises as to the direction to apply the up winding
used to evaluate certain derivatives in Eq. 2.2. To eliminate this problem, the leading-edge point is
constrained to move as the average of both the upper- and lower-surface downstream points. This
also permits the local angle of attack to change during the design process. Also, at the trailing edge,
values of Az are needed to evaluate the second derivative terms. Currently, these values are set to
zero. Thus, during the design process, the trailing-edge thickness remains constant. Actually, the
baseline, or starting geometry used to initiate the design process, serves primarily to fix the trailing-
edge thickness of the final design geometry.
2.2.1.4 Application and Validation

The MGM design procedure as applied to airfoil shapes is illustrated in Figure 2.1. Here, the design
algorithm is coupled to a
full-potential airfoil code20.
The figure shows the results
of an airfoil design problem
in which a symmetric
baseline airfoil with a NACA
0012 contour is modified
into a highly cambered, aft-
loaded supercritical airfoil
shape. Surface pressures
were first obtained by
analyzing a known
supercritical airfoil, the
GA(W)-1, and then applied
as targets during the design
process. To compute these
results, boundary layer
effects were included.
Revealed in Figure 2.1-a is
a comparison of the initial
vs target and target vs final
airfoil contours. A
comparison of the baseline
pressures, target pressures,
and final design pressures
is given in Figure 2.1-b.
The design pressures
plotted were obtained from
a separate analysis of the
final geometry in order to
verify that an adequate
design was obtained.
An application of the MGM
design procedure for 3D
nacelle configurations is Figure 2.1 Input, Target, and Airfoil Contours and Surface
illustrated in Figure 2.2. Pressures for Supercritical Airfoil Design
20Malone, J.B. and Sankar, L.N., "Numerical Simulation of Two-Dimensional Unsteady Transonic Flows Using the
Full Potential Equation," AIAA Journal, Vol. 22, Aug. 1984, pp. 1035-1041.
30
For this sample case, the

design procedure is coupled
to a three dimensional, full-
potential nacelle code for
arbitrary nacelle inlet
configurations21. This case is
for an asymmetric nacelle
operating at a freestream
Mach number of 0.8, an
angle of attack of 2.0 degree,
and an inlet mass flow ratio
of 0.7. The object was to
determine if the original
nacelle contour could be
recovered if its pressure
distribution was used as the
target distribution and if a
perturbed geometry was
used as the initial geometry
estimate. Figure 2.2-a
illustrates the upper
symmetry meridian nacelle
contours for the original,
designed, and initial
estimate geometries. Figure
2.2-b illustrates the
corresponding surface Figure 2.2 Input, target, and Computed nacelle contours and
pressure distributions. As is surface pressures for an asymmetric nacelle design problem
observed, the analysis
successfully recovers the
original contour.
2.2.1.5 Conclusion
A well-known design procedure, the [Garabedian-McFadden] method, has been modified to permit
design of airfoil and wing leading-edge regions and to extend the range of configurations that can be
handled by this technique. The modified design procedure has been incorporated by the authors into
several existing aerodynamics programs and sample design problems have been presented for airfoil
and nacelle geometries. Although simple in nature, the changes to the existing design algorithm have,
in all cases examined by the authors, improved the overall versatility of the method. Test problems
that were successful using the original method were not adversely effected by the modified scheme
presented here. However, several classes of problems, an example of which is the case shown here
for the two-dimensional airfoil, were successful only when the modified algorithm was used during
the design process.
21 Vadyak, J. and Atta, E.H., "Approximate Factorization Algorithm for Three-Dimensional Transonic Nacelle/Inlet
Flow field Computations," Journal of Propulsion and Power. Vol. 1, Jan.-Feb. 1985, pp. 58-64.
31
2.2.2 Case Study 2 - A Pseudo-Compressibility Method for Solving Inverse Problems Based on the
3D Incompressible Euler Equations
A numerical technique to solve the 3D inverse problems that arise in aerodynamic design is
presented by [Ferlauto]22. The approach, which is well established for compressible flows, is
extended to the incompressible case via artificial compressibility preconditioning. The modified
system of equations is integrated with a characteristic-based Godunov method. The solution of the
inverse problem is given as the steady state of an ideal transient during which the flow field assesses
itself to the boundary conditions, which are prescribed as design data, by changing the boundary
contour. The main aspects of the Eulerian-Lagrangian numerical procedure are illustrated and the
results are validated by comparisons with theoretical solutions and experimental results.
2.2.2.1 Introduction & Literature Survey

Aerodynamic design consists of finding the most convenient shape for a fluid-immersed body that
realizes some expected aerodynamic performances. There is a certain freedom in approaching
aerodynamic design. Several routes were exploited in the past by researchers and engineers, with
the same goals in mind. The most-followed approach iterates on a sequence of direct analyses.
Starting from an initial configuration, the geometry is modified and the aerodynamic effects are
either experimentally or numerically evaluated. Thanks to designer experience and intuition this
process is driven toward the expected performances. In Computational Fluid Dynamics (CFD) the
automation of this approach is known as the classical shape optimization 23-24-25. This strategy
defines a functional, to measure the merit or cost of a certain aerodynamic solution, and a number of
geometric control parameters that are used to modify the solution. Then, the functional gradient
relative to the controls is evaluated numerically and its information is used to update the control
parameters and to march towards the functional extremum. Several methodologies have been
proposed in literature to evaluate the functional gradient and also to impose fluid-dynamic and
geometrical constraints. Another way of solving the aerodynamic problem is based on the
formulation of an inverse problem. In this case the aerodynamic surface is unknown and some flow
features are given on it.
The solution of the inverse problem enables designers to obtain the geometry of an aerodynamic
device satisfying the governing equations with all the given boundary conditions and other desirable
flow constraints. One typical inverse problem is that of finding the airfoil geometry, given the flight
speed and the pressure distribution on the profile26. The solution of the inverse problem is often a
complex task, if compared to the direct analysis approach. Nevertheless it offers the main advantage
of requiring a fewer number of flow field evaluations to determine the enquired geometry, and also
it allows for an easier imposition of the flow constrains (e.g. no flow separation, adverse pressure
gradient control 27-28.
22 Michele Ferlauto, “A Pseudo-Compressibility Method For Solving Inverse Problems Based On The 3D
Incompressible Euler Equations”, Taylor & Francis in Inverse Problems in Science and Engineering ,2014.
23 O. Pironneau. On optimum design in fluid mechanics. Journal of Fluid Mechanics, 59:117–128, 1972.
24 A. Jameson, L. Martinelli, and N. A. Pierce. Optimum aerodynamic design using the Navier-Stokes equations.
Theoretical and Computational Fluid Dynamics, 10:213–237, 1998.

25 B. H. Dennis, Z.-X. Han, and G. S. Dulikravich. Optimization of turbomachinery airfoils with a genetic/sequential
quadratic programming algorithm. AIAA Journal of Propulsion and Power, 17(5):1123–28, 2001.
26 J. M. Lighthill. A new method of two-dimensional aerodynamic design. Aeronautical Research Council Reports
and Memoranda n. 2122, 1945.

27 G.S. Dulikravich, B.H. Dennis, D.P. Baker, H.R.B. Orlande, and M.J. Colaco. Inverse problems in aerodynamics,
heat transfer, elasticity and materials design. International Journal of Aeronautical & Space Sciences, 2012.
28 A. Iollo, M. Ferlauto, and L. Zannetti. An aerodynamic optimization method based on the inverse problem adjoint
equations. Journal of Computational Physics, 173:87–115, 2001.

32
Approaches to the inverse problem solution are based on the potential flow theory and conformal
mapping techniques29-30-31, on stream-function base formulations 32-33, on boundary elements
replacing the body surface34, on the compressible potential flow theory. Several examples of inverse
problem solution methodologies are presented in 35 and references therein. A generalizable way of
solving aerodynamic inverse problems identifies the problem solution as the steady state of an
unsteady evolution during which the flow field tries to accommodate itself to the design data, which
are prescribed as boundary conditions on the unknown surface 36. To do this, the surface is allowed
to move. To give an idea of the physical scenario involved let us consider, for instance, the design of
an airfoil.
First, an arbitrary initial geometry is guessed and the related flow field at the selected flight Mach
number is evaluated. Then, the target pressure distribution along the profile is imposed. In general,
the boundary conditions will not be in agreement with the inner flow field. If we let the profile surface
move while it remains impermeable to the flow, walls start moving to decrease the pressure gap. If
the system reaches a steady state, and this feature relies on the existence of the steady solution for
the Euler equations, then the enquired geometry and the corresponding flow field are found. A
similar approach for the determination of the unknown shape is the elastic membrane motion
concept or the transpiration velocity 37.
One drawback of inverse problems is that they may be ill posed. If certain wall pressure distributions
are required on airfoils, the result is an open or self-intersecting profile. [Lighthill] discovered the
solvability conditions that have to be respected by pressure distributions within an incompressible
potential flow model, whereas the conditions for compressible flows and other issues where
investigated in and references therein38-39. The main advantage of numerical optimization over
inverse problem is that the first allows the maximization or minimization of global quantities, such
as lift or drag, in the presence of constraints, whereas for inverse problems the design is limited to
the selection of the pressure or velocity distribution on the boundary40, which is given on the basis
of designer experience and therefore, somewhat arbitrarily. In addition, a limited control is possible
on the final geometry.
Optimization techniques based on the adjoint method can be adopted to drive inverse problems
towards the maximization or minimization of target functionals. From this point of view, the
numerical solution of an inverse problem becomes attractive, as an alternative route to shape
optimization and to automated design. In the present work a time-dependent technique of solving
29 W. Mangler. Die berechnung eines tragflügelprofiles mit vorschriebener drückverteilung. Jahrbuch

Deutsches Luftfahrtvorschung, 1:46–53, 1938.
30 J. D. Staniz. Design of two-dimensional channels with prescribed velocity distributions along the channel walls.
NACA Report 1153, 1953.

31 P. Daripa and L. Sirovich. An inverse method for subcritical flows. Journal of Computational Physics, 1986.
32 L. Zannetti. A natural formulation for the solution of two-dimensional or axis-symmetric inverse problems.
International Journal for Numerical Methods in Engineering, 22:451–463, 1986.

33 JJ Keller. Inverse equations. Physics of Fluids, 11:513–520, 1999.
34 R. I. Lewis. Vortex Element Methods for Fluid Dynamic Analysis of Engineering Systems. Cambridge University
Press, New York, 1991.

35 A. M. Elizarov, N. B. Il’innskiy, and A. V. Potashev. Mathematical Methods of Airfoil Design. Akademie Verlag,
Berlin, 1997.
36 L. Zannetti. Time dependent method to solve inverse problems for internal flows. AIAA Journal, 1980.
37 A. Demeulenaere and R. Van den Braembussche. Three-dimensional inverse method for turbomachinery
blading design. ASME Journal of Turbomachinery, 120(2):247–255, 1998.

38 L. Zannetti and M. Pandolfi. Inverse design techniques for cascades. NASA CR 3836, 1984.
39 G. Volpe. Geometric and surface pressure restrictions in airfoil design. AGARD Report 780, 1990.
40 G.S. Dulikravich. A criteria for surface pressure specification in aerodynamic shape design. 28th Aerospace
Sciences Meeting, AIAA Paper 90-0124, 1990.

33
inverse problems 41 is extended to the aerodynamic design in three-dimensional incompressible

flows. The numerical method is based on the artificial compressibility approach to make the system
of equations virtually hyperbolic 42-43. This choice allows us to easily set up an explicit, Godunov-
type numerical scheme44 and to reuse well established techniques of solving the compressible Euler
and Navier Stokes equations, as well as the related strategies of code optimization and parallelization.
Although our investigation has been here limited to inviscid flows, the general methodology has been
already extended to viscous flows and validated for the case of two-dimensional and axis-symmetric
compressible flows 45.
The plan of the paper is as follows: the mathematical model and the numerical technique are
explained in the context of a characteristic-based finite volume method; then the equation of motion
of impermeable surfaces is derived in either Cartesian or cylindrical coordinates; finally, some
numerical examples are presented and the accuracy of the method is studied through comparisons
against theoretical solutions and experimental results.
2.2.2.2 The Mathematical Model

The pseudo-compressibility method is a preconditioning technique of overcoming the numerical
issues related to the uncoupling of pressure and velocity field in the incompressible Euler equations.
The governing equations are made artificially hyperbolic by adding a density time-derivative to the
continuity equation. Based on physical analogies, the time derivative of density is then linked to the
pressure by introducing an artificial compressibility factor c. In a Cartesian frame of reference, the
system of modified Euler equations is written as
∂𝐔 ∂𝐅 ∂𝐆 ∂𝐇
+𝚯( + + )=0
∂t ∂x ∂y ∂z
Eq. 2.3
𝜌 𝑐2 0 0 0
𝑢
𝐔={ } , 𝚯 = [0 1 0 0]
𝑣 0 0 1 0
𝑤 0 0 0 1
u v w
p + u2 uv uw
𝐅={ } , 𝐆={ } , 𝐇 = { vw }
uv p + v2
uw vw p + w2
Eq. 2.4
as usual, p is pressure, q = {u, v,w} is the velocity vector. All the variables are normalized to the
reference length lref , density ρref =ρ0, and pressure pref. The unsteady solutions of Eq. 2.3 does not
have a physical meaning, but, from the numerical point of view, the methods of solution for
compressible flow become available. At the steady state, the solution of Eq. 2.4 also satisfies steady
41 L. Zannetti and F. Larocca. Inverse methods for 3D internal flows. AGARD Report 780, 1990.
42 A. J. Chorin. A numerical method for solving incompressible viscous flow problems. Journal of Computational
Physics, 2:12–26, 1967.
43 A. Rizzi and L. E. Eriksson. Computation of inviscid incompressible flow with rotation. Journal of Fluid
Mechanics, 153:275–312, 1985.

44 D. Drikakis and W. Rider. High-Resolution Methods for Incompressible and Low-Speed Flows (Computational
Fluid and Solid Mechanics). Springer Verlag, Berlin, 2005.

45 M. Ferlauto and R. Marsilio. A viscous inverse method for aerodynamic design. Computers & Fluids, 2006.
34
Euler equations. The proposed strategy of solving the inverse problem requires the numerical
integration of a 3D flow field on a time-dependent domain. Unsteady flow field are solved, in the
context of artificial compressibility methods, by introducing a dual time stepping technique [26].
Dual time stepping is here unnecessary, since we are interested in over-relaxing the system to the
steady state. Moreover, the time-dependent derivative of the metrics can be neglected without a
significant loss of numerical stability. According to the Gauss formula, an integral form of Eq. 2.3 is
∂
∫ UdΩ + 𝚯 ∫(𝐅i + 𝐆j + 𝐇k). 𝐧 dσ = 0
∂t Ω 𝚺
Eq. 2.5
where ∑ is the boundary of the volume Ω and n the outward normal. Eq. 2.5 is approximated using
a finite volume technique by discretizing the (x, y, z) space with hexahedral cells whose shape
depends on time. The integration in time is carried out according to a Godunov type two-step scheme.
A first order Flux Difference Splitting (FDS) is used at the predictor step: the variables (p, u, v and
w) are assumed as an averaged, constant value inside each cell. The fluxes F, G and H are evaluated
by solving the Riemann problems pertinent to the discontinuities that take place at the cell interfaces.
At the corrector level, the second order of accuracy is achieved by assuming a linear behavior of the
primitive variables inside the cells, according to an Essentially Non-Oscillatory (ENO) procedure [28].
Implicit residual smoothing is applied to increase the numerical stability. The resulting scheme is
second order accurate in space 46.
2.2.2.3 Dynamics of Materially Moving Boundaries.

Walls on which a flow variable, e.g. the pressure, is imposed, are treated as flexible and impermeable
surfaces whose motion is tracked in time until a steady state is reached. In inviscid flows, the velocity
vector must be tangent to the wall surface, which is considered a flow surface. It therefore moves
materially within the fluid. In this context, the no-through-flow condition represents the kinematic
constraint from which the motion of the wall surface is derived. Let us consider a new Cartesian
coordinate system Γ = (x1, x2, x3). A generic surface moving in time can be represented, for instance,
by equation x3 = b(x1, x2, t). Without any loss of generality, let us assume that b (x1, x2, 0) = 0. Thanks
to the change of variable B = x3 − b , the surface is now defined by the manifold B(x1, x2, x3, t) = 0
B(x1 , x2 , x3 , t) = 0
Eq. 2.6
This manifold moves materially within the fluid, that is
dB ∂B ∂B ∂b ∂b
= + 𝐪. ∇B = 0 or = u3 − u1 − u2
dt ∂t ∂t ∂x1 ∂x2
Eq. 2.7
where q = (u1, u2, u3) is the flow velocity expressed in the Γ reference system. In the followings, Eq.
2.6 is coupled to a properly defined Riemann problem. The resulting system is used to compute the
fluxes at the boundary and to evaluate the wall velocity. The latter is then integrated in time to find
the new wall contour. For the inverse problem on a nozzle or diffuser configuration, as shown in
Figure 2.3-a, the pressure distribution is imposed on the unknown boundary 47. Aerodynamic
devices as wings or blades, instead, are composed by two surfaces that represent a closed contour.
46 D. Drikakis and W. Rider. High-Resolution Methods for Incompressible and Low-Speed Flows (Computational
Fluid and Solid Mechanics). Springer Verlag, Berlin, 2005.
47 (b) wave pattern of the Riemann problem at the unknown aerodynamic surface on which the pressure is
prescribed.
35
In this case, the inverse problem formulation must ensure a correct profile closure and non-
overlapping conditions. Among possible approaches, in addition to suitable boundary conditions at
infinity, one may:
1. prescribe the distribution of thickness and pressure jump along the chord and inquire for
the geometry of the camber line;
2. prescribe the distribution of thickness and pressure on one side of the profile and inquire
the geometry of the camber line;
3. prescribe the pressure distribution around the profile and inquire for its geometry.
Case (3) is the most challenging since, when selecting the pressure distribution, additional closure
constraints must be imposed 48. Moreover the convergence rate is low because smaller time-steps
are required and also boundary crossing must be checked at each step. All of the mentioned cases
can be grouped in two approaches in imposing the boundary conditions: the case of a surface on
which a pressure distribution is imposed and the case of two aerodynamic surfaces subjected to a
prescribed pressure jump. In next sections the kinematic constraint is accomplished to the flow field
boundary conditions in order to derive the fluxes and the velocity on the unknown surfaces. For
further info, regarding moving boundary conditions, please refer to [Ferlauto] 49.
Figure 2.3 Schematic View of the Imposed Boundary Conditions for Inverse Problem on a 3D Nozzle
2.2.2.4 Numerical Results for 3D Nozzle

The inverse design of a nozzle has been chosen as test case for the inverse problem formulation
described in [Ferlauto] 50. The pressure distribution imposed on the unknown aerodynamic surface
is derived from the potential flow theory. The planar solution is extended in three dimensions by
applying periodic boundary conditions in the transversal direction z. A converging-diverging nozzle
is obtained from the flow field of a standing vortex on the half plane. The flow can be represented by
the complex potential W
48G. Volpe. Geometric and surface pressure restrictions in airfoil design. AGARD Report 780, 1990.
36
𝜉 − 𝑖𝑎
W(ξ) = u∞ − iκ log ( ) , Ψ(𝜉) = ℑ(𝑊(𝜉))
𝜁 + 𝑖𝑎
Eq. 2.8
where ξ = z + iy is the position, u∞ is the asymptotic velocity, κ the vortex strength and a is the distance
of the vortex from the x-axis. The two-dimensional nozzle is confined by the streamlines ψ(0) and
ψ(ib), where 0 < b < a. The velocity field can be deduced from Eq. 2.8 as
1 1
u − iw = u∞ − iκ ( − )
𝜁 − 𝑖𝑎 𝜁 + 𝑖𝑎
Eq. 2.9
while the pressure field is obtained from Bernoulli equation, once the total pressure level P0in at inlet
is fixed. The numerical test has been performed on a 90×30×20 grid for the case with b = 0.5 , u∞ =
0, κ = −1. We also set c = 3. With the scope of generating a fully 3D transient flow, we started from
an initial geometry characterized by a wavy upper wall, as shown in Figure 2.4-a. The theoretical
values of total pressure P0in = 1, the flow angles at inlet α = 0 and β = 0, the static pressure distribution
at the outlet pex(y, z), and the target static pressure pup = p(ψ(ib)) along the upper wall are imposed
as boundary conditions. As final solution, the projection of the upper wall geometry on the (x, y)-
plane is expected to match the theoretical curve ψ(ib). Initial and final geometry are shown in Figure
2.4 (a-b).
Figure 2.4 The inverse problem on a three-dimensional nozzle. (a) Initial nozzle geometry with a wavy
upper boundary. (b) Final nozzle geometry as computed by the inverse method
2.2.2.5 Inverse Problem on a Stator Blade

The numerical experiment here proposed is a check of the full correspondence, at the steady state,
between the inverse procedure and the direct solver solution on the same geometry. The blade
geometry computed by the inverse procedure is introduced in a direct solver and the flow field is
computed again, now by using standard boundary conditions. The two solutions are then compared.
Arbitrarily, we assumed the following expression for the blade thickness
37
x 𝑥 − 𝑥𝑙
t ( ) = b0 + κca (1 − ξ)√ξ(1 − ξ) , 𝜉=
ca 𝑐𝑎
Eq. 2.10
where xl, xt are the leading and trailing edge axial stations, respectively, and Ca = xt − xl is the axial
chord. The constants are set to b0 = 0.04 and k = 0.12 . Similarly, the blade load is prescribed as
𝑥
∆p ( ) = 𝛾[1 − cos(2πξ)]
𝑐
Eq. 2.11
with γ = 0.675 . The inlet and outlet boundary condition are: P0in = 1, α = 0, β = 0 and pex = 0.99,
respectively. Starting from the initial guess of a blade with planar camber line, the transient dynamics
Figure 2.5 Inverse Problem on a Stator Blade

38
of the system is integrated numerically until a steady state is reached. At each step the blade
geometry is recovered from the computed velocity of the blade surface. Only the dynamics of the
blade suction-side is computed. Pressure-side surface is deduced from the knowledge of thickness. A
snapshot sequence of the blade moving surface is depicted in Figure 2.5 (a-b-c) 51. The transient
resembles the motion of a flag on the wind, fastened on one side. More precisely, the grid describes a
sliding motion on the tangential direction, since the axial chord of the blade does not change during
the inverse process. At convergence, the blade geometry is found. By switching the code in direct
mode, the flow field is computed with standard boundary conditions, and the blade load is evaluated.
The solutions of the inverse and direct solver computations are in good agreement. The computed
blade load Δp, in direct and inverse modes and the target (Δp)t, defined in Eq. 2.11, are compared in
Figure 2.5-d. A pressure mismatch, with respect to the target blade load distribution of Eq. 2.11,
can be observed close to the blade leading edge. This is a well-known local effect caused by the poor
resolution properties of the H-type grids close to the leading edge. A finer grid gives a more detailed
flow but is meaningless for the test proposed, since the inverse and the direct solvers are acting on
the same grid.
2.2.2.6 Conclusions
A numerical method of solving three-dimensional inverse problems in incompressible flows has been
presented. Details have been given for the derivation of the inverse problem over configurations of
interest in the aerodynamic design as nozzles, diffusers, blades or wings. The numerical method is
based on the pseudo-compressibility technique of preconditioning the unsteady Euler equations.
Time accuracy is unnecessary, so that dual time stepping is avoided. Moreover, the characteristic-
based formulation of the problem simplifies the parallelization of the code. The accuracy of the
numerical procedure has been tested through comparisons with theoretical solutions, numerical
computations performed with direct solvers, and finally, test against experimental data.
Discrepancies at the blade leading edge have been observed, caused by the H-type grid we used.
Further extension of the inverse procedure to the Navier-Stokes equations, in a way similar to 52 is
planned. An intermediate step required is the introduction of efficient overrelaxing techniques, to
increase the convergence ratio. For the inverse design of aerodynamic profiles the surface tracking
algorithm should be modified to deal with C-type grid generation systems that allow for an accurate
evaluation of the viscous stresses.
2.2.3 Case Study 3 - Inversely Designed Scramjet Flow-Path

It can be argued that at the heart of functional hypersonic vehicle is its engine [Dhanasar et al.]53. Key
to a functionally efficient scramjet engine lies in the design of its flow-path. The flow-path is made
up of the following sections:
➢ forebody inlet;
➢ isolator,
➢ combustor,
➢ nozzle.
51 (a-b-c) Evolution of the computational domain and of the blade geometry. Iso-pressure contours are also
shown. (d) Comparison of the target blade load with the corresponding distributions computed by the inverse
procedure and by the direct solver.
52 M. Ferlauto and R. Marsilio. A viscous inverse method for aerodynamic design. Computers & Fluids, 2006.
Carolina Agricultural and Technical State University, Greensboro, North Carolina, USA and Corrdesa LLC,
Tyrone, Georgia, USA, 2019.
39
Here we focuses on the design of the forebody inlet and the isolator sections of a scramjet engine. In
this framework, key to a functionally efficient scramjet engine lies in the design of its flow-path. This
flow-path design must consider a complex flow-field physics and the interaction of physical surfaces
with this complex flow-field. Many attempts to design efficient scramjet flow-paths have met with
some measured degree of success. This research uses a ‘inverse design’ approach, which is similar to
Darwin’s theory of evolution, where an organism adopts to survive in its environment; the scramjet
flow-path will be carved/extracted from the operational environment. The objective is to naturally
and organically capture, process and direct the flow from the environment; thus preparing it for the
combustion process. This approach uses the ideal 2D oblique shock relations, coupled with Non-
weiler’s caret wave rider theory and streamline marching techniques.
2.2.3.1 Introduction
Driven by the desire to improve air travel and shorten flight time, aircraft engines have evolved from
simple reciprocating internal combustion engines to advance axil flow jet engines. Jet engines fall
into several categories. These include air-breathing, turbine powered, turbojet, turbofan, ramjet
compression and scramjet compression engines. Ramjet and scramjet compression engines are
unique in that they represent the latest development on the evolutionary path of jet engines. The
ramjet, unlike conventional jet engines which uses turbine driven compressors to compress the
incoming air, uses shockwaves to achieve this goal. The compressed air is burnt in the combustor
under sub-sonic conditions. The scramjet is basically an air-breathing jet engine designed to fly at
hypersonic speeds between Mach 4 and 12 or speeds in the range of 1207–2995 m/s (2700–6700
mph).
A scramjet engine captures its airflow from the atmosphere and also compresses it across
shockwaves before the air enters the combustor. Fuel is injected into the combustor where
combustion occurs under supersonic conditions. The hot, high-pressure gas leaving the combustor is
then accelerated to high velocities in the nozzle to produce thrust as it exits the engine. Generally
speaking, the concepts associated with scramjet engines appear at first glance to be very simple. This
however is very misleading as attempts develop a working scramjet engine that has proven to be
quite an engineering challenge.
Several aspects of scramjet engine development are at various stages of development. These include
supersonic fuel-air mixing, aero-thermodynamic heat dissipation from both skin friction and internal
combustion, and other thermal management problems associated with operating an engine at
exceedingly high temperatures for extended periods of time. Combustion chamber components could
experience temperatures on the order of over 3033 K (5000°F). At these temperatures most metals
melt and fluids (air and fuel) ionize, making the physics of their associated behavior unpredictable.
40
This chapter focuses on the design concepts for the forebody, inlet, and isolator sections of an
innovative scramjet engine geometry and some of its flow physics.
Figure 2.6 Pod-Mounted Scramjet Concept
2.2.3.2 Inverse Scramjet 2D Centerline Design Approach

As stated earlier, the scramjet concept represents the latest evolution in the series of air-breathing
jet engines. Combustion in these engines occurs under supersonic conditions. Scramjet engines are
seen as the propulsion system that is at the heart of hypersonic vehicles/platforms. Every scramjet
Figure 2.7 Dual-Mode Scramjet Concept

41
conceptual engine design and engines flown to-date all have a common set of components or sub-
sections. Figure 2.6 presents these components/sub-sections for a pod-mounted conceptual
scramjet design. These components/sections are the forebody section, the inlet section, isolator
section, combustor section, and the diffuser-nozzle section. Ideally, the engine concept presented
should be able to function over a wide range of Mach numbers. This gives rise to the idea of a
morphing ramjet/scramjet or dual mode scramjet configurations as presented in Figure 2.754.
Figure 2.7a, presents the dual mode scramjet engine, Figure 2.7b, the pure scramjet mode and
Figure 2.7c, the pure ramjet mode. A typical dual mode scramjet configuration as that presented in
Figure 2.8 was inversely carved out of supersonic and hypersonic flow-fields. The design framework
used in the design of the forebody, inlet and isolator sections forms the core of this study.
2.2.3.3 Scramjet Inverse Design Approach

The inverse design approach relies on extracting the configuration of interest from the environment
in which it operates. For this design process the centerline geometry of a given 2D scramjet
configuration is explicitly constructed using the following design inputs:
• freestream Mach number M∞,

• scramjet forebody length L,
• shock angle β,
• caret angle α,
• cruising flight altitude H∞,
• and isolator backpressure ratio Pin/Pexit.
All freestream flow-field properties are extracted from the Mach number and altitude55-56. This
information is used in the construction, analysis and definition of the three fundamental aerodynamic
zones, namely; the ‘primary shock’ zone AB, the ‘reflected shock zone’, BC, and the ‘isolator zone’,
CD as presented in Figure 2.9. Also presented in Figure 2.9 is a 2D conceptual representation of
the flow-field physics associated with supersonic flow interaction over a wedge and in a constant
area duct. Details of this flow-field physics and its exploitation in the inverse design approach are
explained in the next section. Also addressed is the derivation of the actual 3-dimensional forebody
Figure 2.8 Illustration of the Cross Section of the Scramjet
54 Dhanasar M. Development of A Benchmark for the Design and Analysis of A Tip-To-Tail Ramjet-Scramjet
Propulsion System [dissertation]. Greensboro: North Carolina Agricultural and Technical State University; 2009.
55 Anderson JD. Fundamentals of Aerodynamics. 3d ed. New York: McGraw-Hill; 2001.
56 Heiser WH, Pratt DT. Hypersonic airbreathing propulsion. AIAA Education Series. Virginia, USA: American
Institute of Aeronautics and Astronautics; 1994. ISBN: 1-56347-035-7.

42
section. This is a two-step process, where in step one, the 2D construction of the ‘forebody’, domain
A-D, is conducted. Step two is where the 3D geometry is obtained.
2.2.3.3.1 Aerodynamics of the 2D ‘Forebody’ Configuration

Consider the 2D cross-sectional illustration of the scramjet forebody-inlet-isolator section presented
in Figure 2.9. Now consider a supersonic flow travelling parallel to the x-axis of a 2D wedge.
Supersonic aerodynamics dictates that the flow is deflected first by the oblique shock wave, AB2,
Figure 2.9 Conceptual 2D Centerline Cross-Section of the Forebody-Inlet-Isolator Scramjet Section

with Flow Physics Representation
originating from the leading edge, A, of the wedge. The flow is deflected a second time by a reflected
shock wave, B2C1 emanating from the cowl lip at point B2, of the inlet. The flow enters the isolator
duct and travels once more in a direction that is parallel to the x-axis. To ensure that the flow in the
isolator duct remain supersonic the freestream Mach number must be greater than 3.0 and the shock
wave angle β, greater than 12 and less than 30 degrees. The flow-field behavior within the isolator
duct is of paramount importance. This flow-field may consist of a system of oblique or normal shocks,
as visualized in Figure 2.9. Driving this behavior is the flow-field vicious interactions with the
isolator duct walls. The isolator’s non-dimensional length, L/H, and the pressure differential at the
duct’s entrance and exit also enhance the flow-field’s behavior.
2.2.3.3.2 Derivation of the 2D ‘Forebody-Inlet-Isolator’ Configuration

The ‘forebody-inlet-isolator’ concept presented in Figure 2.9 relies on determining the geometric
design points located at stations A, B, C and D, along the x-axis of the scramjet. This is accomplished
by use of the oblique shock relations described in57-58 and the ‘isolator’ relations that were
57 Ferguson F, Dhanasar M, Williams R, Blankson I, Kan kam D. Supersonic and hypersonic slender air-breathing
configurations derived from 2D Flow fields. 46th AIAA Aerospace Sciences Meeting and Exhibit; 7–10 January
2008; Reno, NV. DOI: 10.2514/6.2008-163.
58 Curran ET, Murthy SNB. Scramjet Propulsion. Vol. 189. Virginia, USA: AIAA; 2000. ISBN: 1-56347-322-4.
43
experimentally derived in 59-60. It is assumed that in Figure 2.9 the flow travels in the x-direction,
and that the construction of the ‘forebody’ configuration starts at design point, A. The following
account details the logic used to define the locations of design points A, B, C and D:
2.2.3.3.3 Design Point at Station A

The design point at station A is considered the origin of the scramjet design coordinate system,
therefore, design point A coordinates are evaluated as follows, Ax = 0, Ay = 0, and Az = 0.
2.2.3.3.4 Design Points at Station B

Using the input data, the location of design point B, can be computed with the use of the following
relations: Bx = L, By = 0, and Bz = 0. In addition, using trigonometric relationships design point B1 is
evaluated as follows: B1x = Bx, B1y = Bxtan(ϴ) and B1z = 0. The coordinates for design point B2 are
evaluated in the following manner:
B2x = Bx, B2y = Bxtan(ϴ), and B2z = 0.
The wedge angle is represented by theta (ϴ) and the shock angle is represented by beta (β). Using
the Mach number and the shock angle beta (β), the wedge angle theta (ϴ) can be obtained with the
use of the Theta-Beta-Mach (ϴ-β-M) relationship given as seen in Eq. 2.12). In Eq. 2.12 the constant
γ is set at a value of 1.4.
2
M∞ Sin2 β − 1
θ = atan {2cotβ [ 2 ]}
M∞ (γ + Cos2β) + 2
Eq. 2.12
2.2.3.3.5 Design Points at Station C

The design points at station C is extracted from the wedge angle ϴ, and the flow-field properties
behind the primary shock wave, AB2, as seen in Figure 2.9. Determination of the location of design
point C is a little more involved and is approached systematically as outlined in the following steps:
➢ First, the Mach number, M, behind the primary shock wave, AB2 (see Figure 2.9), is obtained
using Eq. 2.13,
(γ − 1)
1 {1 + [ 2 ] [MSin(β)2 ]}
M=[ ]
Sin(β − θ) [γMSin(β)2 − (γ − 1)/2]
Eq. 2.13
➢ This Mach number, coupled with the free stream parameters are then used with the oblique
shock relations derived in61 for the evaluation of all of flow field properties behind the
primary shock, AB2. The flow-field properties, pressure, P, temperature, T, density ρ, and total
pressure, Pt,2, are evaluated using Eq. 2.14-Eq. 2.17.
59 Billig FS. Research on supersonic combustion. Journal of Propulsion and Power. 1993;9(4):499-514.
60 Waltrup PJ, Billig FS. Prediction of recompression wall pressure distributions in scramjet engines. Journal of
Spacecraft and Rockets. 1973; 10(9):620-622.
61 Anderson JD. Modern Compressible Flow: With Historical Perspective. 3rd ed. New York, USA: McGraw-Hill;
2004.
44
P 2γ(M∞ Sinβ)2 − (γ − 1)
=
P∞ (γ + 1)
Eq. 2.14
T [2γ(M∞ Sinβ)2 − (γ − 1)][(γ + 1)(M∞ Sinβ)2 + 2]

=
T∞ [(γ + 1)2 (M∞ Sinβ)2 ]
Eq. 2.15
ρ (γ + 1)(M∞ Sinβ)2
=
ρ∞ (γ − 1)(M∞ Sinβ)2 + 2
Eq. 2.16
𝛾 1
(γ + 1)(M∞ Sinβ) 2 (γ + 1)
p 𝛾−1 𝛾−1
=[ ] [ ]
p∞ (γ − 1)(M∞ Sinβ)2 + 2 2𝛾(M∞ Sinβ)2 − 𝛾 − 1
Eq. 2.17
➢ B2C1 as seen in Figure 2.9 represent the reflected shock wave. This reflected shock wave is
a the result of a flow-field behind the primary shock wave, AB2, with a supersonic Mach
number, M, once more being deflected by an imaginary wedge, with wedge angle ϴ at design
point B2. This imaginary wedge is oriented in such a manner that it ensures that the deflected
flow travels parallel to the x-axis, Figure 2.9. At this stage updated values for the wedge
angle ϴ and the Mach number, M, are obtained using Eq. 2.12 and Eq. 2.13. A reflection
shock angle is now be defined as ϕ = β1- ϴ. In this expression, β1 is the reflected shock angle.
This reflected shock angle is generated by the interaction of the flow-field with Mach number
M and the imaginary wedge with angle ϴ. Note that β1 is obtained using Eq. 2.12 and
replacing the value of the freestream Mach number, M∞, with that of the supersonic Mach
number, M.
➢ The flow-field properties behind the reflected shock wave B2C1 are now obtained in a similar
manner as described in ‘b’ above. Eq. 2.13 is used to obtain M1, which is the Mach number
behind the reflected shock. In Eq. 2.13 the freestream Mach number, M∞, is replaced with
Mach number M. It is very important to note here that M1 represents the Mach number at the
entrance to the isolator section of the scramjet. Eq. 2.14-Eq. 2.17 are used to derive the
additional flow-field properties of pressure, temperature, density and total temperature, p1,
T1, ρ1 and To, behind the reflected shock. Note that in these equations the value for the
freestream Mach number, M∞, is now replaced with the value of the Mach number, M, from
the flow-field properties behind the primary shock.
➢ Having obtained the parameters ϴ, β and β1 all design points at station C can now be derived.
The y-coordinate and z-coordinate are defined as Cy = 0, and Cz = 0, respectively. The x-
coordinate is obtained with the help of trigonometric relations, and is defined as:
tan(β) − tan(θ)
Cx = [1 + ]B
tan(θ) − tan(β1 − θ) x
Eq. 2.18
45
➢ The coordinates of point C1 are determined as follows: C1x = Cx, C1y = Cxtan(ϴ), and C1z = 0.
➢ Similarly, the coordinates of point C2 are determined from: C2x = Cx, C2y = B2y, and C2z = 0.
2.2.3.3.6 Design Points at Station D

The evaluation of the coordinates of the design points at station D is also a multistep process.
➢ First a non-dimensional expression for the ‘normal total’ pressure value, Pn, in, is derived, Eq.
2.19. This expression is a function of isolator entrance conditions, where M1 is treated as the
Min, and the static pressure, P1, as Pin. Note here that the values of M1 and P1 are obtained
from the flow-field properties behind the reflected shock B2C1.
P𝑛,𝑖𝑛 2𝛾𝑀12 − (𝛾 − 1)
=[ ]
Pin (𝛾 + 1)
Eq. 2.19
In determining the isolator length for a design process, the ratio of the entrance to exit pressures,
Pin/Pout, over the range between Pin and Pn,in has to be evaluated. This value is needed to determine
the length of an isolator that can reliably prevent all ‘unstart’ conditions. In this design process, the
ratio, Pout/Pn,in, representing the isolator exit pressure, Pout, to the ‘normal total’ pressure value, Pn,in,
is prescribed. Using this approach, the value for Pin/Pout can be determined by using Eq. 2.20:
Pout pout pn,in

=( )( )
Pin pn,in pin
Eq. 2.20
➢ The system of 1D conservation laws result in the following expression for the isolator exit
Mach number, Mout 62- 63;
2 2 −0.5
γ2 Min [1 + ((γ − 1)/2)Min ] γ−1
Mout ={ 2 − }
(1 − γMin − pout /pin )2 2
Eq. 2.21
Similarly, with the exit Mach number known, the non-dimensional length of the isolator can be
evaluated based on the following experimental relationship developed in 64-65 :
L √θ/H 50[(pout /pin ) + 1] + 170[(pout /pin ) − 1]2

( ) = { 2 }
H Isolator Reθ1/4 Min −1
Eq. 2.22
where Reϴ is the inlet Reynolds number based on the momentum thickness. Also, the symbol, H,
represents the isolator height that is determined from the y-coordinates of points C2 and C1, in a
manner such that, H = C2y – C1y.
Spacecraft and Rockets. 1973; 10(9):620-622
Spacecraft and Rockets. 1973; 10(9):620-622.

46
➢ The coordinates of point D are computed as follows: Dx = Cx + LIsolator, Dy = 0, and Dz = 0.

➢ The coordinates of point D1 are computed as follows: D1x = Dx, D1y = C1y, and D1z = 0..
➢ The coordinates of point D2 are computed as follows: D2x = Dx, D2y = C2y, and D2z = 0.
Finally, with the coordinates of all the design points at all stations, A, B, B1, B2, C, C1, C2, D, D1, and D2,
fully defined, the sketch illustrated in Figure 2.9 can be constructed.
2.2.3.4 Computer Aided Design (CAD) Design

2.2.3.4.1 Overview of the 3D Design Process
The 3D design process has as its origin in the inversely design two-dimensional geometry extracted
from a 2D hypersonic flow-field. This is then coupled with the Nonweiler’s wave rider approach 66 of
inversely carving stream surfaces from inviscid flow-fields. A caret wave rider, Figure 2.10, is
chosen as an example because it represents a 3D geometry that was obtained from a 2D flow-field.
This caret wave rider geometry is constructed from a single planer shock wave, AB3B4, as seen in
Figure 2.10. A unique feature of this construction process is that at any cross-section of the wave
rider geometry there is a wedge that is supported by an oblique shock wave, with these wedges being
parallel to the flow.
In reality, the caret wave rider is carved from an inverse design approach that relies on the inviscid
streamline principle. This principle states that any inviscid streamline can be replaced by a solid wall.
The principle also states that replacing the inviscid streamline with a solid wall has no effect on the
external flow. Planar inviscid stream surfaces are formed from these inviscid streamlines. These
inviscid stream surfaces are then brought together to construct 3D inviscid wave rider geometries
and stream tubes. An examination of Figure 2.10 demonstrates how the streamlines form planar
stream surfaces, such as, upper inviscid surfaces, ABB3 and ABB4, or lower stream surfaces, such as,
AB1B3 and AB1B4.
66Nonweiler TRF. Aerodynamic problems of manned space vehicles. Journal of the Royal Aeronautic Society.
1959;63:521-528.
47
This approach is further explained the next sub-section and is demonstrated by the construction of a
supersonic 3D wedge followed by a 3D supersonic caret shaped geometry. This caret-shaped
geometry will then be used to generate supersonic star-shaped geometries of interest.
Figure 2.10 Nonweiller Caret Wing Wave Rider Configuration
2.2.3.4.2 The 2D Forebody Construction (Side View)

The review of begins with the construction of the supersonic wedge. Established ideal oblique 2D
shockwave relationships are used to construct the supersonic 2D forebody. There are two ideal
oblique shock relationships which can be used, the Theta-Beta Mach relationship, or the Beta-Theta
Mach relationship. In this review, the Theta-Beta Mach67-68-69 relationship, described earlier to be
used in the construction of the supersonic 2D forebody. For a prescribed Mach number, shock angle,
Beta, at a given altitude, a wedge angle, Theta, is extracted. The next step is to set a forebody length.
Having all the geometric data the 2D forebody with the attached shock is constructed as presented
in Figure 2.11.
67 Anderson JD. Fundamentals of Aerodynamics. 3d ed. New York: McGraw-Hill; 2001.

68 Anderson JD. Hypersonic and High Temperature Gas Dynamics. American Institute of Aeronautics and
Astronautics. Virginia, USA: McGraw-Hill; 1989.
69 Anderson JD. Modern Compressible Flow: With Historical Perspective. 3rd ed. New York, USA: McGraw-Hill;
2004.
48
2.2.3.4.3 The 2D Inlet Construction (Side View)

The inlet construction is an extension of the 2D forebody construction. The oblique shock AB hits the
cowl lip at point B and is reflected as shown in Figure 2.11. Line BC represents the reflected shock
from the interaction of the oblique shock and the cowl lip. Ideal oblique shock relationships are used
to determine the reflected shock angle, Beta reflected. Note that the line AB1 which represents the
lower surface of the forebody continues to point C where it intersects with line BC. At this point in
the design process the 2D forebody and the inlet are constructed.
Figure 2.11 Preparation for Extracting Information for 2D Base View
2.2.3.4.4 Streamline Preparation of Flow-Field

A 2D base view of the forebody-inlet components are constructed from geometric information
obtained from the 2D side view. The streamline cross-marching method used preserves both the
geometric information and the 2D flow-field information. The oblique shockwave, line AB, is first
divided up into N number of equal parts, in this case six, as seen in Figure 2.11. Streamlines are
then constructed emanating from the oblique shockwave. Each streamline has a starting point on the
oblique shockwave, and ends on the reflected shockwave, line BC as presented in Figure 2.11. The
longest streamline is represented by line AC and is the lower surface of the forebody-inlet. The
shortest streamline is represented by point 6; here the streamline starts and stops at the same point.
The streamlines emanating from the oblique shockwave and ending on the reflected shockwave
travel parallel with respect to the lower surface of the forebody-inlet as presented in Figure 2.11.
All streamlines are now processed by the reflected shockwave, BC, and travel parallel to the surfaces
beginning at points C and B as shown in Figure 2.11. The 2D base view can be extracted from the
flow field.
49
2.2.3.4.5 Wedge Geometry Extraction From Flow-Field

The base view for the 2D wedge is now extracted for the 2D forebody-inlet and the associated 2D
flow-field. A zy-coordinate system is set up and a wedge width is prescribed. Streamlines emanating
from the reflected shockwave, BC, are now mapped onto the zy-coordinate system as presented in
Figure 2.12. Having completed the construction of the 2D side view and the 2D base view, the
designer now has that can be used to generate the 3D forebody-inlet geometry for a 3D wedge.
Figure 2.13 Generation of 2D Caret-Shaped Geometry, Base View
Figure 2.12 Generation of 2D Base View for a Wedge

50
2.2.3.5 The Caret Geometry

The caret geometry forms the basis of the design of the star shaped geometries in this study. A similar
process is used to obtain the caret-shaped 2D base view. Now instead of providing a wedge width, a
star angle, Phi, is provided as presented in Figure 2.13. For the four-point-star, Phi is 45 degrees.
Reflecting points AB Point C, about the z-axis will generate the 2D base view for the caret-shaped
wave rider geometry. As before, all data required for the 3D construction of the 3D caret shaped
forebody-inlet have been extracted from the flow-field.
2.2.3.5.1 3D Stream Tube Construction using the Wave Rider Approach

The scramjet forebody-inlet-isolator design concept as being proposed suggests a new use for wave
rider geometries. Here, the focus is not only of the wave rider Figure 2.12. shape, but also on the
external flow-field supporting the wave rider configuration. As seen in Figure 2.10, attention is on
the external 2D flow on the wave rider lower surfaces, that is, AB1B3 and AB1B4, and the flow entering
and exiting the planes, AB3B4 and B1B3B4. With this alternative perspective, the innovation lies in the
fact that the flow moving across the lower surface of the wave rider is treated as the flow entering a
stream tube through surface, AB3B4 and leaving through the plane, B1B3B4. Recall at this point that
the flow-field is two dimensional, confined to the xy-plane and can be treated as a collection of 2D
slices that are parallel to each other. The flow within the stream tube is bounded by the lower inviscid
surfaces,AB1B3 and AB1B4 and an imaginary line surface, B3B4. (see the development in [Dhanasar et
al.]70.
A completed stream tube consisting of the forebody-inlet-isolator sections is presented in Figure
2.14. This stream tube is carved/extracted from a supersonic flow-field travelling parallel to the x-
Figure 2.14 Wave Rider Derived Stream Tube
axis, which is compressed by two oblique shock waves; resulting in the flow once again traveling in
a direction parallel to the x-axis. Further examination of Figure 2.14 identifies the primary shock
70Mookesh Dhanasar, Frederick Ferguson and Julio Mendez, “Inversely Designed Scramjet Flow-Path”, North
51
wave plane as AB3B4, which supports two compression surfaces, ACB3 and ACB4. At this stage the flow
field is no longer parallel to the x-axis. A reflected shock wave is constructed to form the plane, CB3B4.
This specially designed plane, CB3B4, now straightens the flow leaving the shock surface, CB3B4, so
that it once again travels parallel to the x-axis. The reflected flow now forms the stream tube
comprising of the following planar surfaces, CDD3B3, CDD4B4, and B3B4D4B3.
2.2.3.5.2 Transforming Stream Tubes to ‘Star’ Shaped Geometries

The preceding section saw the design of a single stream tube. These single stream tubes can now be
used to create star-shaped geometries of interest, an example of which is presented in [Dhanasar et
al.]71. It is a four point star geometry, so termed because it is a collection of four stream tubes that is
assembled in a manner to create a ‘closed form’ geometry of interest. The fundamental concept in
moving from a 2D geometry, Figure 2.9, to the 3D geometries, (see [Dhanasar et al.]72), lies mainly
on identifying the coordinates along the z-axis. Determination of the location of points, B3, B4, D3 and
D4, is of significant importance. These points are responsible for the development of a closed form
geometry/closed tube with the ability of preserving the aerodynamics associated with the inviscid
flow-field behavior. Additionally, the ‘y’ and ‘z’ coordinates of these points rely of the choice of angle
α, an example of which is the angle D3DD4 as seen. In generating the four point star configuration the
angle α is set to 90 degrees.
2.2.3.5.3 Validation Section

This section focuses on the validation of the forebody-inlet-isolator sections associated with the
proposed scramjet engine concept.
Figure 2.15 AVUS Euler Results Density Contours
52
2.2.3.5.4 2D Simulations
Both Euler and viscous studies were conducted on the scramjet forebody, inlet, and isolator sections.
2D Euler flow studies were conducted using the air vehicles unstructured solver (AVUS) 73. AVUS is
a three-dimensional finite volume unstructured-grid Euler/Navier-Stokes flow solver. 2D isolator
viscous simulations were conducted using an in-house computational scheme, the integral
differential scheme (IDS)74. The following contour plots (Figure 2.15-Figure 2.16) represent the
solution of the AVUS software, whose units are in the SI. The IDS is built on the premise of reducing
numerical and modeling errors. As such, the IDS implements the dimensionless form of the Navier
Stokes equations, and therefore it reduces the round-off error.
Figure 2.16 Forebody-Inlet-Isolator Validation Study with 2D Slices
2.2.3.5.5 2D Euler Simulations Using AVUS

The four-point star configuration, was selected as the test case. The scramjet forebody-inlet-isolator
model was exposed to a Mach 5 hypersonic freestream flow-field at a zero angle of attack. Figure
2.15-Figure 2.16 presents the 2D Euler simulation results along the centerline of the four point star
configuration. On examining these figures, the following observations are made. Figure 2.15
presents velocity distribution data for the geometry, where it is observed that the behavior of the
73 Air Force Research Laboratory, CFD Research Branch, Wright-Patterson AFB, OH, Air Vehicles Unstructured
Solver (AVUS).
74 Ferguson F, Mendez J, Dodoo-Amoo D. Evaluating the hypersonic leading edge phenomena at high Reynolds
and Mach numbers. Recent Trends in Computational Science and Engineering. Rijeka, Croatia: IntechOpen;
2017.
53
flow imitates the conceptual flow-field presented in Figure 2.9. That is, freestream flow is first
processed by the 2D oblique shock, travels parallel to the wedge surface, is processed again by the
reflected shock and travels parallel to the isolator duct walls. Once more we observe the organized
nature of the 2D flow, which is supported by the constant property in the respective zones. The
development of the shock train within the isolator duct is also captured in these figures.
2.2.3.5.6 2D Isolator Viscous Simulations

A 2-D viscous simulation was conducted on the isolator section using the integral differential scheme
(IDS), currently under development at North Carolina Agricultural & Technical State University. At
the heart of the IDS numerical scheme is the unique combination of both the differential and integral
forms of the Navier-Stokes equations (NSE). The differential form of the NSE is used for explicit time
marching, whereas integral form of the NSE is used to evaluate the spatial fluxes. The IDS scheme has
the ability to capture the complex physics associated with fluid flows. It does this by using a ‘method
of consistent averages’ (MCA) procedure which ensures the continuity of the numerical flux
quantities. The objective of this initial simulation was to observe the flow behavior. Further details
on the physics and computational numerical scheme associated with the IDS can be found in75. Flow-
field properties presented include Mach number distribution, pressure distribution, density
distribution, and temperature distribution. Examination of theses flow-field properties supports the
fact that the flow-field is behaving in a manner as it was designed to.
2.2.3.5.7 3D Simulations
3D computational simulations were also conducted on the scramjet forebody, inlet, and isolator
sections. Computational tools used were Fluent and AVUS. In the case of the 3D Euler computational
simulation, a single 3D stream tube, Figure 2.14, was exposed to a Mach 6 flow-field. A similar
process was implemented with AVUS and 2D slices of flow-field data are extracted and presented in
Figure 2.17. On examining these 2D slices of 3D data, it is observed that the stream tube is
processing the flow in an organized consistent manner that is aligned with its design.
Figure 2.17 Centerline 2D Pressure Contours
75Ferguson F, Mendez J, Dodoo-Amoo D. Evaluating the hypersonic leading edge phenomena at high Reynolds
and Mach numbers. In: Recent Trends in Computational Science and Engineering. Rijeka, Croatia: IntechOpen;
2017.
54
Arguable, this is an Euler analysis, however it is worth pointing out that the stream tube 2-D design
process holds. This is further supported by Figure 2.18 which presents data on the Mach
distribution at the isolator exit.
Figure 2.18 Mach Contours at the Isolator Exit
2.2.3.5.8 Combustor Diffuser Nozzle Sections

A dual mode scramjet configuration, as presented in Figure 2.19, in addition to having a four-section
consisting of a forebody, inlet, isolator sections; also has an aft-section consisting of a combustor,
diffuser and nozzle sections. Whilst the focus of this chapter has been on the design of the fore-
section, a brief discussion on the design of the aft-section and its integration is warranted for the sake
of completion in the design of the dual mode scramjet. Design of the aft-section focuses on four
fundamental design sections; a transition section, a combustor section, a diffuser section and a nozzle
section, Figure 2.21 and Figure 2.20. The transition section, as implied in the name, is designed to
prepare the Figure 2.19, flow before it enters the combustor. This section takes the flow leaving the
isolator duct and guides it towards combustor. The primary design goal is to ensure that the flow
entering the combustor is as organized as possible. The combustion section is where fuel is added,
mixed and burned. The diffuser section is used to help control the combustion process as the scramjet
operates across its dual mode, that is, switching from ramjet mode to scramjet mode. The nozzle
section is used to accelerate the exhaust gases as the flow leaves the dual mode scramjet.
Figure 2.19 A Dual Mode Ramjet-to-Scramjet Concept – Courtesy of Dhanasar M.

55
Figure 2.21 2D-3D Geometric Construction from Prescribes Isolator Cross-Section and Aerodynamic
Inputs
Figure 2.20 Illustration of the Transition-Combustor-Nozzle Element
2.2.3.5.9 Scramjet Flow-Path

A completed scramjet flow-path can now be obtained with the assembly of both the forebody-inlet-
isolator and combustor-nozzle sections. Two samples are presented in Figure 2.23-Figure 2.22.
Figure 2.23 presents a scramjet that has a square combustor configuration and Figure 2.22, a
circular combustor configuration. Referring back, one can observe that a variety of geometries can
be Figure 2.20generated by manipulating the design points A through H, and the design variables,
x3–x11, in any combination.
56
Figure 2.23 4-Pts Scram Jet with Square Combustor C-Sections
Figure 2.22 4-Pts Scramjet with Circular Combustor C-Sections
2.2.3.5.10 Conclusion
In this chapter we explored an inverse design approach used in designing scramjet configurations.
The forebody, inlet and isolator sections formed the core focus of the chapter. Ideal oblique 2D shock
relations along with Billig’s isolator relations were first used to generate a centerline 2D geometry.
Streamline marching techniques coupled with Nonweiler’s caret wave rider theory were used to
geometrically construct 3D stream tubes. These 3D stream tubes were later used in the construction
of various star-shaped forebody-inlet-isolator sections. Initial 2D Euler and 2D viscous studies were
performed on the forebody-inlet-isolator sections and the results presented. Initial 3D Euler studies
were also conducted on a single 3D stream tube. All results presented demonstrated the uniform
nature of the flow-field within the stream tube, supporting the inverse design approach. A 3D viscous
analysis of the 3D stream tube is yet to be undertaken.
57
58
3 Airplane Design
3.1 Role of CFD in the Design Process
The actual use of CFD by Aerospace companies is a consequence of the trade-off between perceived
benefits and costs. While the benefits are widely recognized, computational costs cannot be allowed
to swamp the design process76. The need for rapid turnaround, including the setup time, is also
crucial. In current industrial practice, the design process can generally be divided into three phases:
1. Conceptual Design,
2. Preliminary Design,
3. Detailed Design.
3.1.1 Conceptual Design

The conceptual design stage, typically carried out by a staff of 15 - 30 engineers, defines the mission
in the light of anticipated market requirements, and determines a general preliminary
configuration, together with first estimates of size, weight and performance. The costs of this phase,
depending on application (i.e., airplane configuration), and costs in the range of $M 6-12.
3.1.2 Preliminary Design

In the preliminary design stage the aerodynamic shape and structural skeleton progress to the
point where detailed performance estimates can be made and guaranteed to potential customers,
who can then, in turn, formally sign binding contracts for the purchase of a certain number of
aircraft. A staff of 100-300 engineers is generally employed for up to 2 years, at a cost of $M60 - 120
(again the same application). Initial aerodynamic performance is explored by computational
simulations and through wind tunnel tests. While the costs are still fairly moderate, decisions made
at this stage essentially determine both the final performance and the development costs.
3.1.3 Detailed or Final Design

In the final design stage the structure must be defined in complete detail, together with complete
systems, including the flight deck, control systems (involving major software development for fly-
by-wire systems), avionics, electrical and hydraulic systems, landing gear, weapon systems for
military aircraft, and cabin layout for commercial aircraft. Major costs are incurred at this stage,
during which it is also necessary to prepare a detailed manufacturing plan. Thousands of engineers
define every part of the aircraft. Total costs are $B 3-10. Therefore, the final design would normally
be carried out only if sufficient orders have been received to indicate a reasonably high probability
of recovering a significant fraction of the investment77. Prior to discussing classical and modern
design techniques, it is useful to present some standard definitions and terms, as appear in [Giunta
et al.]78.
3.1.4 Design Variables

Design Variables are the parameters or quantities to be varied during the experiment. A synonym in
the statistical literature is “factors.” In this text, a design variable is represented as an element in an
n-dimensional vector, xi, where I =1,…,n. The entire vector of design variables is represented in bold
font as x.
76 Antony Jameson and, assisted by, Kui Ou, “Optimization Methods in Computational Fluid Dynamics”,
Aeronautics and Astronautics Department, Stanford University, Stanford, CA, USA.
77 See Previous.
78 Anthony A. Giunta, Steven F. Wojtkiewicz Jr. and Michael S. Eldred, “Overview Of Modern Design Of
Experiments Methods For Computational Simulations”, AIAA 2003-0649.

59
3.1.5 Design Space

The n-dimensional space defined by the lower and upper bounds of each design variable. Typically,
the design space bounds are scaled to range from –1 to +1 or from 0 to +1. This scaling is a
convenience for representing tables of samples, as well as a mathematical necessity for avoiding ill
conditioned matrices in some of the linear algebra used in generating DoE samples. An n-
dimensional design space is indicated in this text using the closed interval notation [-1,1]n or [0,1]n,
as appropriate for the particular design method. Both [-1,1]n and [0,1]n define n-dimensional
hypercube design spaces.
3.1.6 Sample Data

A specific instance of x, where all values in the vector x fall within the bounds of the design space.
The terms “design point” and “point” are synonymous with “sample.” A sample is represented as
either a vector of length n, or as an ordered n-tuple of the form (x1, x2,,…, xn).
3.1.7 Design of Experiments (DoE)

A procedure for choosing a set of samples in the design space, with the general goal of maximizing
the amount of information gained from a limited number of samples. The phrase “design and analysis
of computer experiments” (DACE) is used in some sources as a synonym for modern DoE methods.
In the Design of Experiments (DoE) phase of the RSM, the design space is systematically explored
using the DoE technique, which generates the test matrix of design points to be computed in each
computational experiment. The aim of DoE is to discretize the entire design space in a way such that
a matrix of design variable values is obtained. This is done by discretizing the variation range of each
design variable into 𝑁𝑠 levels. Combining the values of all the design variables at a specific level yields
one experiment. Combining all the above yielded experiments therefore forms a set of 𝑁𝑠
experiments, which is thereby referred to as a DoE. If X is the design vector consisting of Nvar design
variables (DV), and if each design variable is split into 𝑁𝑠 levels, the DoE matrix is given by Eq. 3.1
[Kapoor]79.
𝐗11 𝐗12 ⋯ 𝐗1Nvar ← Experiment 1
𝐗 21 𝐗 22 … 𝐗 2Nvar ← Experiment 2
𝐗 DoE =
⋮ ⋮ ⋱ ⋮ ⋮
[𝐗 N S 1 𝐗 NS 2 ⋯ 𝐗 NSNvar ] ← Experiment NS
Eq. 3.1
3.1.7.1 Factorial Designs

The most basic experimental design is a full factorial design. The number of design points dictated
by a lull factorial design is the product of the number of levels for each factor. The most common are
2 k (for evaluating main effects and interactions) and 3 k designs (for evaluating main and quadratic
effects and interactions) for k factors at 2 and 3 levels, respectively. A 23 full factorial design is shown
in Figure 3.1 (a). The size of a full factorial experiment increases exponentially with the number of
factors; this leads to an unmanageable number of experiments. Fractional factorial designs are used
when experiments are costly and many factors are required. A fractional factorial design is a fraction
of a full factorial design; the most common are 2(k-p) designs in which the fraction is 1/2(p). A half
fraction of the 23 full factorial design is shown in Figure 3.1 (b). The reduction of the number of
design points in a fractional factorial design is not without a price. The 23 full factorial design shown
in Figure 3.1 (a) allows estimation of all main effects (x1, x2, x3), all two factor interactions (x1x2, x1x3
79 Gaurav Kapoor, “Exploration Of A Computational Fluid Dynamics Integrated Design Methodology For Potential
Application To A Wind Turbine Blade”, Thesis Submitted to the Department of Aerospace Engineering, College
of Engineering, Embry-Riddle Aeronautical University, Daytona Beach. December 2014.
60
and x2 x3) , as well as the three factor interaction (x1 x2 x3). For the 23-1 fractional factorial indicated
by the solid dots in Figure 3.1 (b), the main effects are aliased (or biased) with the two factor
interactions. [Simpson, et al.]80
Figure 3.1 Basic Three-Factor Designs
3.1.8 Design Matrix

The design matrix is formed by concatenating the values of the design variables at all levels
[Kapoor]81. In order to do so, the design space needs to be discretized into levels which are equal to
the desired number of computer simulations to be performed. The design space as described above
is the region bounded by the upper and lower limits of the design variables. The range of each of the
design variables DVRange (the design space) is the difference between the upper, DVUpper, and lower
limits, DVLower, of the design variable. This range is discretized into equal number of levels 𝑁𝑠 which
is equivalent to the number of experiments (computer simulations) to be performed. To obtain the
values of the design variables at each level, first a LHS plan is generated for the 10 design variables
and 𝑁𝑠 levels. This generates a matrix L of size (𝑁S x 10), with the 𝑁𝑠 values in each of the 10 columns
varying from 0 to 1 in a LHS pattern. The values of the design variables at each level are then obtained
based on the following equation:
XDoE (i) = DVLower (j) + [DVRange (j) × L(i, j)]

Eq. 3.2
The matrix thus formed, describes the set of blade geometries for which the CFD simulations are to
be performed in order to construct the RSM.
3.1.9 Response Surface Method (RSM)

Any function that represents the trends of a response over the range of the design variables. In some
engineering fields, the term “response surface” denotes the use of a low-order polynomial function.
However, this is not consistent with the statistical community in which “response surface” is the
true, unknown response trend, and “response surface approximation” denotes a user-defined
function that models the response trend. Synonyms for “response surface approximation” include
“model,” “meta model” ,“surrogate model”. Note that response surface approximations are often
80 Timothy W. Simpson, Jesse Peplinski, Patrick N. Koch, and Janet K. Allen, “Meta models For Computer-Based
Engineering Design: Survey And Recommendation”, NASA-NTRS, 2018.
81 Gaurav Kapoor, “Exploration Of A Computational Fluid Dynamics Integrated Design Methodology For Potential
Application To A Wind Turbine Blade”, Thesis Submitted to the Department of Aerospace Engineering, College
of Engineering, Embry-Riddle Aeronautical University, Daytona Beach. December 2014.
61
associated with design of experiments. For further details, reader should consult [Giunta et al.]82.
Overall, Response Surface Methodology (RSM) explores the relationships between several input
variables and one or more response variables, as depicted by [Kapoor]83. The method was introduced
by [Box & Wilson]84. The main idea of response surface methodology is to use a sequence of designed
experiments to converge to an optimal response. Incorporating this routine in the context of design
optimization falls into the category of Surrogate or Response Surface Optimization (RSO). It has
emerged as an effective approach for the design of computationally expensive models such as those
found in aerospace systems, involving aerodynamics, structures, and propulsion.
For a new or a computationally expensive design, optimization based on an inexpensive surrogate,
such as Response Surface Model (also known as surrogate or approximation models). RSO helps in
the determination of an optimum design candidate, and also aids by providing insight into the
workings of the design. A response model not only provides the benefit of low cost for output
evaluations, it also helps revise the problem definition of a design task. Furthermore, it can
conveniently handle the existence of multiple desirable design points and offer quantitative
assessments of trade-offs as well as facilitate global sensitivity evaluations of the design variables.
Thus, the use of Response Surface Models (RSM) in optimization is becoming increasingly popular.
The RSM is not in itself an optimizer, but instead a helper tool for increasing the speed of
optimization. Instead of making direct calls to a computationally expensive numerical analysis code,
such as CFD, an optimization routine takes values from a cheap surrogate model, that is formulated
using a specific set of responses obtained from the numerical code. The popularity of such methods
has probably increased due to the development of approximation methods which are better able to
capture the nature of a multi-modal design space.
The main objective behind creating an RSM is to be able to predict the response of a system for an
operating point without actually performing a simulated analysis at that point. The response of the
system can then be predicted just by inputting the operating point values into the RSM and obtaining
the value of the response. The RSM basically takes the shape of a mathematical equation (𝐱),
essentially a quadratic polynomial, which takes the values of the design variables X as an input, and
returns an approximated value of the system response. Various optimization methodologies can then
be employed to optimize this computationally cheap response model in order to obtain the best
operating point.
3.2 Conceptual Aerodynamic Design Process as Applied to Airplanes

In the development of commercial aircraft, aerodynamic design plays a leading role during the
conceptual and preliminary design stage, Ultimately, the definition of the external aerodynamic
shape is typically finalized after a detailed analysis.
3.2.1 Purpose and Scope of Conceptual Airplane Design

The process of design of a device or a vehicle, in general involves the use of knowledge in diverse
fields to arrive at a product that will satisfy requirements regarding functional aspects, operational
safety and cost. The design of an airplane, which is being dealt in this course, involves synthesizing
knowledge in areas like aerodynamics, structures, propulsion, systems and manufacturing
techniques. The aim is to arrive at the configuration of an airplane, which will satisfy
82 Anthony A. Giunta, Steven F. Wojtkiewicz Jr. and Michael S. Eldred, “Overview Of Modern Design Of
83 Gaurav Kapoor, “Exploration of a Computational Fluid Dynamics Integrated Design Methodology for Potential
Application to a Wind Turbine Blade”, Thesis Submitted to the Department of Aerospace Engineering, College
of Engineering, Embry-Riddle Aeronautical University, Daytona Beach, December 2014.
84 Box, G. E. P., and Wilson, K. B., (1951), “On the Experimental Attainment of Optimum Conditions,” Journal of
the Royal Statistical Society, Series B, 13, 1-45.

62
abovementioned requirements. The design of an airplane is a complex engineering task. which

generally involves the following among others:
➢ Obtaining the specifications of the airplane, selecting the type and determining;
➢ Aerodynamic Considerations;
➢ Wing design;
➢ Optimization of wing loading and thrust loading;
➢ Fuselage design, preliminary design of tail surface and preliminary layout;
➢ Center of Gravity calculation;
➢ the geometric parameters for different surfaces;
➢ Preliminary weight estimation;
➢ Estimates of areas for horizontal and vertical tails;
➢ Engine Selection;
➢ Detail Structural design;
➢ Determination of airplane performance, stability, and structural integrity from flight tests.
The aerodynamic lines of the Boeing 777 were frozen, for example, when initial orders were
accepted, before the initiation of the detailed design of the structure. The starting point is an initial
CAD definition resulting from the conceptual design. The inner loop of aerodynamic analysis is
contained in an outer multi-disciplinary loop, which is in turn contained in a major design cycle
involving wind tunnel testing. In recent Boeing practice, three major design cycles, each requiring
about 4-6 months, have been used to finalize the wing design. Improvements in CFD, might allow
the elimination of a major cycle, would significantly shorten the overall design process and reduce
costs. Moreover, the improvements in the performance of the final design, which might be realized
through the systematic use of CFD, could have a crucial impact.
3.2.2 Cost Estimation

An improvement of 5 percent in lift to drag (L/D) ratio directly translates to a similar reduction in
fuel consumption. With the annual fuel costs of a long-range airliner in the range of $5-10 million, a
5 percent saving would amount to a saving of the order of $10 million over a 25 year operational
life, or $5 billion for a fleet of 500 aircraft. In fact an improvement in L/D enables a smaller aircraft
to perform the same mission, so that the actual reduction in both initial and operating costs may be
several times larger. Furthermore a small performance advantage can lead to a significant shift in
the share of a market estimated to be more than $1 trillion over the next decades.
3.2.3 Preliminary Weight Estimation

An accurate estimate of the weight of the airplane is required for the design of the airplane. This is
arrived at in various stages. In the last chapter, the procedure to obtain the first estimate of the gross
weight was indicated. This was based on the ratio of the payload to the gross weight of similar
airplanes. This estimate of the gross weight is refined by estimating (a) the fuel fraction i.e. weight
of fuel required for the proposed mission of the airplane, divided by gross weight and (b) empty
weight fraction i.e. empty weight of airplane divided the gross weight.
3.2.4 Breguet Range Estimation

A good first estimate of performance is provided by the Breguet range equation:
VL 1 W0 + Wf
Range = log
⏟ ⏟
D SFC ⏟ W0
Aero. Porp. Structure
Eq. 3.3
63
Here V is the speed, L/D is the lift to drag ratio, SFC is the specific fuel consumption of the engines,
W0 is the loading weight (empty weight + payload + fuel resourced), and Wf is the weight of fuel burnt.
Error! Reference source not found. displays the multidisciplinary nature of design. A light structure i
s needed to reduce W0. SFC is the province of the engine manufacturers. The aerodynamic designer
should try to maximize VL/D. This means the cruising speed V should be increased until the onset of
drag rise at a Mach Number M = V/C ∼ 0.85. But the designer must also consider the impact of shape
modifications in structure weight85. An excellent discussion of these and other factors in design of
airplane, is documented by [Tulapurkara]86 and readers encourage to consult the on-line material.
3.2.5 Aerodynamic Considerations

A poorly designed external shape of the airplane could result in undesirable flow separation
resulting in low CLmax, low lift to drag ratio and, large transonic and supersonic wave drag. Following
remarks can be deducted:
➢ Minimization of wetted area is an important consideration as it directly affects skin friction

drag and in turn parasite drag. One way to achieve this is to have smallest fuselage diameter
and low excellence ratio (between 3 and 4). However, proper space for payload, ease of
maintenance and tail arm also needs to be considered.
➢ To prevent flow separation, the deviation of fuselage shape from free stream direction
should not exceed 10 – 12 degrees .
➢ Proper fillets should be used at junctions between
• wing and fuselage,
• fuselage and tails and
• wing and pylons.
➢ Base area should be minimum.
➢ Canard, if used, should be located such that its wake does not enter the engine inlet as it
may cause engine stalling.
➢ Area ruling
The plan view of supersonic airplanes indicates that the area of cross section of fuselage is decreased
in the region where wing is located. This is called area ruling. A brief note on this topic is presented
below. It was observed that the transonic wave drag of an airplane is reduced when the distribution
of the area of cross section of the airplane, in planes perpendicular to the flow direction, has a
smooth variation. In this context, it may be added that the area of cross section of the fuselage
generally varies smoothly. However, when the wing is encountered there is an abrupt change in the
cross sectional area. This abrupt change is alleviated by reduction in the area of cross section of
fuselage in the region where the wing is located. Such a fuselage shape is called ‘Coke-bottle shape’.
3.2.6 Wing Design and Selection of Wing Parameters

In the context of wing design the following aspects need consideration:
➢ Wing area (S) : This is calculated from the wing loading and gross weight which have been
already decided i.e. S = W/(W/S)
➢ Location of the wing on fuselage : High-, low- or mid-wing
➢ Airfoil : Thickness ratio, camber and shape
85 Antony Jameson, “Airplane Design with Aerodynamic Shape Optimization”, Aeronautics & Astronautics
Department, Stanford University, 2010.
86 E.G. Tulapurkara, ”Airplane design(Aerodynamic)”, Dept. of Aerospace Engineering., Indian Institute of
Technology, Madras, India.

64
➢ Sweep : Whether swept forward, swept backward, angle of sweep, cranked wing, variable
sweep.
➢ Aspect ratio : High or low, winglets
➢ Taper ratio : Straight taper or variable taper.
➢ Twist: Amount and distribution
➢ Wing incidence or setting
➢ High lift devices : Type of flaps and slats; values of CLmax, Sflap/S
➢ Ailerons and spoilers : Values of Saileron/S; Sspoiler/S
➢ Leading edge strakes if any;
➢ Dihedral angle.
➢ Other aspects : Variable camber, planform tailoring, area ruling, braced;
➢ Wing, aerodynamic coupling (intentionally adding a coupling lifting surface like canard).
3.2.6.1 Wing Section (Airfoils)

Large airplane companies like Boeing and Airbus may design their own airfoils. However, during the
preliminary design stage, the usual practical is to choose the airfoil from the large number of airfoils
whose geometric and aerodynamic characteristics are available in the aeronautical literature. To
enable such a selection it is helpful to know the aerodynamic and geometrical characteristics of
airfoils and their nomenclature.
3.2.6.2 Presentation of Aerodynamic Characteristics of Airfoils

Figure 5.1 shows typical experimental characteristics of an airfoil. The features of the three plots
in this figure can be briefly described as follows.
• Lift coefficient vs angle of attack.

• Drag coefficient (CD) vs Lift Coefficient (CL)
• Pitching moment coefficient about quarter-chord vs. Angle of attack .
• Stall pattern : Variation of the lift coefficient with angle of attack near the stall is an
indication of the stall pattern
3.2.6.3 Geometrical Characteristics of Airfoils

In this procedure, the camber line or the mean line is the basic line for definition of the airfoil shape
(Figure 3.2-A). The line joining the extremities of the camber line is the chord. The leading and
trailing edges are defined as the forward and rearward extremities, respectively, of the mean line.
Various camber line shapes have been suggested and they characterize various families of airfoils.
The maximum camber as a fraction of the chord length (ycmax/c) and its location as a fraction of chord
(xycmax/c) are the important parameters of the camber line. Various thickness distributions have
been suggested and they characterize different families of airfoils Figure 3.2 B. The maximum
ordinate of the thickness distribution as fraction of chord (ytmax/c) and its location as fraction of
chord (xytmax/c) are the important parameters of the thickness distribution.
3.2.6.4 Airfoil Shape and Ordinates

The airfoil shape is obtained by combining the camber line and the thickness distribution in the
following manner, according to Figure 3.2-C. First, draw the camber line shape and draw lines
perpendicular to it at various locations along the chord. Then, lay off the thickness distribution along
the lines drawn perpendicular to the mean line. Finally, the coordinates of the upper surface (xu, yu)
and lower surface (xl, yl) of the airfoil are given by the four equations presented as :
x u = x − y t sinθ y u = y c + y t cosθ
Eq. 3.4
x l = x + y t sinθ y l = y c − y t cosθ
65
where yc and yt are the ordinates, at location x, of the camber line and the thickness distribution
respectively; tan θ is the slope of the camber line at location x (see also Figure 3.2-C & D). The
leading edge radius is also prescribed for the airfoil. The center of the leading edge radius is located
along the tangent to the mean line at the leading edge. Depending on the thickness distribution, the
trailing edge angle may be zero or have a finite value. In some cases, thickness may be non-zero at
the trailing edge. There are some attempts made by [Xiaoqiang et al. ]87 to decouple the camber from
the thickness so that camber and thickness could be constructed respectively with fewer parameters
for design purposes.
3.2.6.5 Airfoil Nomenclature

Early airfoils were designed by trial and error. Royal Aircraft Establishment (RAE), UK and Gottingen
laboratory of the German establishment which is now called DLR (Deutsches Zentrum fϋr Luft-und
Raumfahrt – German Centre for Aviation and Space Flight) were the pioneers in airfoil design. Taking
advantage of the developments in airfoil theory and boundary layer theory, NACA (National Advisory
Committee for Aeronautics) of USA systematically designed and tested a large number of airfoils in
1930’s. These are designated as NACA airfoils. In 1958 NACA was superseded by NASA (National
Aeronautics and Space Administration). This organization has developed airfoils for special
purposes. These are designated as NASA airfoils. A brief description of their nomenclature is
presented below.
3.2.6.6 NACA Four-Digit Series Airfoils

Earliest NACA airfoils were designated as four-digit series. The thickness distribution was based on
successful RAE & Gottigen airfoils. It is given as:
 yt =
t
20

0.2969 x − 0.1260x − 0.3516x 2 + 0.2843x 3 − 0.1015x 5 
Eq. 3.5
where, t = maximum thickness as fraction of chord. The leading radius is : rt = 1.1019 t2. Figure 3.2-
b shows the shape of NACA 0009 airfoil. It is a symmetrical airfoil by design. The maximum
thickness of all four-digit airfoils occurs at 30% of chord. In the designation of these airfoils, the first
two digits indicate that the camber is zero and the last two digits indicate the thickness ratio as
percentage of chord. The camber line for the four-digit series airfoils consists of two parabolic arcs
tangent at the point of maximum ordinate. The expressions for camber(yc) are :
yc =
m
p 2
 
2px - x 2 x  x ycmax
Eq. 3.6
=
m
(1 - p)2

(1 - 2p) + 2px - x 2  x  x ycmax
Where m = maximum ordinate of camber line as fraction of chord and p = chord wise position of
maximum camber as fraction of chord. The camber lines obtained by using different values of m & p
are denoted by two digits, e.g. NACA 64 indicates a mean line of 6% camber with maximum camber
occurring at 40% of the chord. A cambered airfoil of four-digit series is obtained by combining mean
87Lu Xiaoqiang, Huang Jun, Song Leia,, Li Jingb, “An improved geometric parameter airfoil parameterization
method”, Aerospace Science and Technology 78, 241–247, 2018.
66
line and the thickness distribution as described in the previous subsection. For example, NACA 2412
airfoil is obtained by combining NACA 24 mean line and NACA 0012 thickness distribution. This
airfoil has (a) maximum camber of 2% occurring at 40% chord and (b) maximum thickness ratio of
12%.
A&B
C&D
Figure 3.2 Aerodynamic Characteristics of an Airfoil
3.2.6.7 NACA Five-Digit Series Airfoils

During certain tests it was observed that CLmax (Max. Lift Coefficient) of the airfoil could be increased
by shifting forward the location of the maximum camber. This finding led to development of five-digit
series airfoils. The new camber lines for the five-digit series airfoils are designated by three digits.
The same thickness distribution was retained as that for NACA four-digit series airfoils. The camber
line shape is given as :
67
1

y c = k1 x 3 - 3mx 2 + m 2 (3 − m)x
6
 0xm
Eq. 3.7
= k1m3 1 - x  m  x  1
1
6
The value of ‘m’ decides the location of the maximum camber and that of k1 the design lift coefficient.
A combination of m = 0.2025 and k1 = 15.957 gives li C = 0.3 and maximum camber at 15% of chord.
This mean line is designated as NACA 230. The first digit ‘2’ indicates that CL = 0.3 and the
subsequent two digits (30) indicate that the maximum camber occurs at 15% of chord. A typical
five-digit cambered airfoil is NACA 23012. The digits signify : First digit(2) indicates that li C L = 0.3.
Second & third digits (30) indicate that maximum camber occurs at 15% of chord. Last two digits
(12) indicate that the maximum thickness ratio is 12%.
3.2.6.8 Six Series Airfoils

As a background to the development of these airfoils the following points may be mentioned. In
1931 [Theodorsen] presented ’Theory of wing sections of arbitrary shape’ NACA TR 411, which
enabled calculation flow past airfoils of general shape. Around the same time the studies of
[Tollmien and Schlichting] on boundary layer transition, indicated that the transition process, which
causes laminar boundary layer to become turbulent, depends predominantly on the pressure
gradient in the flow around the airfoil. A turbulent boundary layer results in a higher skin friction
drag coefficient as compared to when the boundary layer is laminar. Hence, maintaining a laminar
boundary layer over a longer portion of the airfoil would result in a lower drag coefficient. Inverse
methods, which could permit design of mean line shapes and thickness distributions, for prescribed
pressure distributions were also available at that point of time. Taking advantage of these
developments, new series of airfoils called low drag airfoils or laminar flow airfoils were designed.
These airfoils are designated as 1-series, 2-series,…….,7-series. Among these the six series airfoils
are commonly used airfoils. When the airfoil surface is smooth, these airfoils have a CDmin which is
lower than that for four-and five-digit series airfoils of the same thickness ratio. Further, the
minimum drag coefficient extends over a range of lift coefficient. This extent is called drag bucket.
The thickness distributions for these airfoils are obtained by calculations which give a desired
pressure distribution. Analytical expressions for these thickness distributions are not available.
However, the camber lines are designated as : a = 0, 0.1, 0.2 …., 0.9 and 1.0. For example, the camber
line shape with a = 0.4 gives a uniform pressure distribution from x/c = 0 to 0.4 and then linearly
decreasing to zero at x/c = 1.0. If the camber line designation is not mentioned, ‘a’ equal to unity is
implied. It is obtained by combining NACA 662 – 015 thickness distribution and a = 1.0 mean line.
3.2.6.9 NASA Airfoils

NASA has developed airfoil shapes for special applications. For example GA(W) series airfoils were
designed for general aviation aircraft. The ‘LS’ series of airfoils among these are for low speed
airplanes. A typical airfoil of this category is designated as LS(1) - 0417. In this designation, the digit
‘1’ refers to first series, the digits ‘04’ indicate CLOPT of 0.4 and the digits ‘17’ indicate the thickness
ratio of 17%. Figure 5.3e shows the shape of this airfoil. For the airfoils in this series, specifically
designed for medium speed airplanes, the letters ‘LS’ are replaced by ‘MS’. NASA NLF series airfoils
are ‘Natural Laminar Flow’ airfoils. NASA SC series airfoils are called ‘Supercritical airfoils’. These
airfoils have a higher critical Mach number.
68
3.2.7 Estimation of Wing Loading & Thrust Loading

The wing loading (W/S) and the thrust loading (T/W) or power loading (W/P) are the two most
important parameters affecting the airplane performance. It may be recalled that for airplanes with
jet engines, the parameter characterizing engine output is the thrust loading (T/W) and for airplane
with engine-propeller combination the parameter characterizing the engine output is the power
loading (W/P). It is essential that good estimates of (W/S) & (T/W) or (W/P) are available before
the initial layout is begun. The approaches for estimation of (W/S) and (T/W) or (W/P) can be
divided into two categories.
➢ In the approach given by [Lebedinski], the variations, of the following quantities are
obtained when the wing loading is varied.
• (T/W) or (W/P) required for prescribed values of flight speed, absolute ceiling,
(R/C)max and output of a piston engine.
• Weight of the fuel (Wf) required for a given range.
• Distance required for landing.
From these variations, the wing loading which is optimum for each of these items is obtained.
However, the optimum values of W/S in various cases are likely to be different. The final wing
loading is chosen as a compromise.
➢ In the approach followed by [Raymer], (T/W) or (P/W) is chosen from statistical data
correlations and then W/S is obtained from the requirements regarding V max, (Range)max,
maximum based on rate of climb, absolute ceiling, maximum rate of turn, landing distance
and take-off distance.
Finally, W/S is chosen such that the design criteria are satisfied.
3.2.8 Structural Considerations

Primary concern in the design process is to obtain an airplane with low structural weight. This is
achieved by provision of efficient load path i.e. structural elements by which the opposing forces are
connected. It may be recalled that the structural members are of the following types.
➢ Struts which take tension

➢ Columns which take compressive load
➢ Beams which transfer normal loads
➢ Shafts which transmit torsion
➢ Levers which transfer the load along with change of direction.
The most efficient way of transmitting the load is when the force is transmitted in an axial direction.
In the case of airplane the lift acts vertically upwards and the weights of various components and
the payload act vertically downwards. In this situation, the sizes and weights of structural members
are minimized or the structure is efficient if opposing forces are aligned with each other. This has
led to the flying wing or blended wing-body concept in which the structural weight is minimized as
the lift is produced by the wing and the entire weight of the airplane is also in the wing. However, in
a conventional airplane the payload and systems are in the fuselage. The wing produces the lift and
as a structural member it behaves like a beam. Hence to reduce the structural weight, the fuel tanks,
engines and landing gears are located on the wing, as they act as relieving load. Reduction in number
of cutouts and access holes, consistent with maintenance requirements, also reduces structural
weight.
69
3.2.9 Environmental Impacts

In recent years factors like aircraft noise, emissions and ecological effects have acquired due
importance and have begun to influence airplane lay out. Following remarks can be made:
3.2.9.1 Airplane Noise

Noise during the arrival and departure of the airplane affects the community around the airport.
The noise is generated by:
➢ The engines,
➢ Parts of the airframe like control surfaces and high lift devices which significantly change
the airflow direction.
➢ Projections in airflow like landing gear and spoilers.
Considerable research has been carried out to reduce the engine noise. High by-pass ratio engines
with lobed nozzle have significantly lowered the noise level. Noise level inside the cabin has to be
minimal. This is achieved by suitable noise insulation. Further, the clearance between cabin and the
propeller should not be less than the half of the radius of the propeller.
3.2.9.2 Emissions
Combustion of the fuel in an engine produces carbon dioxide, water vapor, various oxides of
nitrogen (NOx), carbon monoxide, unburnt hydrocarbons and Sulphur dioxide (SO2). The
components other than carbon dioxide and water vapor are called pollutants. The thrust setting
changes during the flight and hence the emission levels have to be controlled during landing, take-
off and climb segment up to 3000 ft (1000 m). At high altitudes the NOx components may deplete
ozone layer. Hence, supersonic airplanes may not be allowed to fly above 50000 ft (15 km) altitude.
It may be noted that cruising altitude for Concorde was 18 km. Improvements in engine design have
significantly reduced the level of pollutants. The amount of pollution caused by air transport is
negligible as compared to that caused by road transport, energy generation and industry. However,
the aircraft industry has always been responsive to the ecological concerns and newer technologies
have emerged in the design of engine and airframe.
3.2.10 Performance Estimation

The performance analysis includes the following:
➢ The variation of stalling speed (VS) at various altitudes.

➢ Variations with altitude of maximum speed (Vmax) and minimum speed from power output
consideration (Vmin)Power. The minimum speed of the airplane at an altitude will be the higher
of VS and (Vmin)Power. The maximum speed and minimum speed will decide the flight envelope.
➢ Variations with altitude of the maximum rate of climb and maximum angle of climb ; the flight
being treated as steady climb.
➢ To arrive at the cruising speed and altitude, choose a range of altitudes around the cruising
altitude mentioned in the specifications. At each of these altitudes obtain the range in
constant velocity flights choosing different velocities. The information on appropriate values
of specific fuel consumption (SFC) can be obtained from the engine charts. The values of
range obtained at different speeds and altitudes be plotted as range vs velocity curves with
altitude as parameter. Draw an envelope of these curves. The altitude and velocity at which
the range is maximum can be considered as the cruising speed (Vcruise) and cruising altitude
(hcruise). These curves also give information about the range of flight speeds and altitudes
around Vcruise and hcruise at which near optimum performance is obtained.
70
➢ The maximum rate of turn and the minimum radius of turn in steady level turn depend on
the thrust available, and the permissible load factor. The value of CLmax used here is that
without the flaps. For high speed airplanes the value of CLmax depends also on Mach number;
➢ Take - off run and take - off distance: During take-off an airplane accelerates on the ground.
For an airplane with nose wheel type of landing gear, around a speed of 85% of the take-off
speed, the pilot pulls the stick back. Then, the airplane attains the angle of attack
corresponding to take-off and the airplane leaves the ground. The point at which the main
wheels leave the ground is called the unstick point and the distance from the start of take-off
point to the unstick point is called the ground run. After the unstick, the airplane goes along
a curved path as lift is more than the weight. This phase of take-off is called transition at the
end of which the airplane climbs along a straight line. The take-off phase is said to be over
when the airplane attains screen height which is generally 15 m above the ground. The
horizontal distance from the start of the take off to the where the airplane attains screen
height is called take off distance. The takeoff run and the take-off distance can be estimated
by writing down equations of motion in different phases.
➢ Landing Distance: The landing flight begins when the airplane is at the screen height at a
velocity called the approach speed. During the approach phase the airplane descends along a
flight path of about 3 degrees. Subsequently the flight path becomes horizontal in the phase
called ‘flare’. In this phase the pilot also tries to touch the ground gently. The point where the
main wheels touch the ground is called touch down point. Subsequent to touch down, the
airplane rolls along the ground for about 3 seconds during which the nose wheel touches the
ground. This phase is called free roll. After this phase the brakes are applied and the airplane
comes to halt. In some airplanes, thrust in the reverse direction is produced by changing the
direction of jet exhaust or by reversible pitch propeller. In some airplanes, the drag is
increased by speed brakes, spoilers or parachutes. For airplanes which land on the deck of
the ship, an arresting gear is employed to reduce the landing distance. The horizontal distance
from the start of approach at screen height till the airplane comes to rest is called landing
distance.
3.2.10.1 General Remarks on Performance Estimation
1. Operating envelope:
The maximum speed and minimum speed can be calculated from the level flight analysis.
However, the attainment of maximum speed may be limited by other considerations. The
operating envelope for an airplane is the range of flight speeds permissible at different
altitudes. Typical operating envelope for a military airplane is shown in [Tulapurkara]88
where reader are encouraged for detailed view of subject.
2. Energy height technique for climb performance:
The analysis of a steady climb shows that the velocity corresponding to maximum rate of
climb increases with altitude. Consequently, climb with involves acceleration and the rate of
climb will actually be lower than that given by the steady climb analysis. This is because a
part of the engine output would be used to increase the kinetic energy. Secondly, the aim of
the climb is to start from velocity near and at and attain a velocity near at h. To take these
aspects into account, it is more convenient to work in terms of energy height (he) instead of
height(h). The quantity he is defined as :
88E.G. Tulapurkara, ”Airplane design(Aerodynamic)”, Dept. of Aerospace Engineering., Indian Institute of

71
 V2   WV 2 
h e = h +   Multiplyby W → Wh e = Wh +  
 2g   2g 
Eq. 3.8
The right hand side of the Eq. 3.8 is the sum of the potential energy and the kinetic energy of the
airplane. It is denoted by E. The energy height (he) which is E / W, is also called specific energy. It can
be shown that (dhe/ dt) = (TV – DV)/W and is referred to as specific excess power (Ps). Using energy
height concept the optimum climb path for fastest climb or economical climb can be worked out.
III) Range performance: For commercial airplanes the range performance is of paramount
importance. Hence, range performance with different amounts of payload and fuel on board the
airplane, needs to be worked out. In this context the following three limitations should to be
considered.
a) Maximum payload:
The number of seats and the size of the cargo compartment are limited. Hence maximum payload
capacity is limited.
b) Maximum fuel:
The size of the fuel tanks depends on the space in the wing and the fuselage to store the fuel. Hence,
there is limit on the maximum amount of fuel that can be carried by the airplane.
c) Maximum take-off weight:
The airplane structure is designed for a certain load factor and maximum take-off weight. This value
of weight cannot be exceed the limitations in mind a typical payload vs. range curve.
3.2.10.2 Fuselage and Tail Sizing

The primary purpose of the fuselage is to house the payload. As mentioned earlier, the payload is the
part of useful load from which the revenue is derived or for which the airplane is designed. In
transport airplanes the payload includes the passengers, their luggage and cargo. In military
airplanes it is the ammunition and /or special equipment. In addition to the payload, the fuselage
accommodates the following. In addition, the flight crew and the cabin crew in the transport airplane
and the specialist crew members in airplanes used for reconnaissance, patrol and remote sensing.
Also, fuel, engine and landing gear when they are housed inside the fuselage. Systems like air-
conditioning system, pressurization system, hydraulic system, electrical system, pneumatic system,
electronic systems, emergency oxygen, floatation vests and auxiliary power unit. Jet airplanes cruise
at altitudes of 10 to 14 km. The temperature and pressure are low at these altitudes. For the a
pressure corresponding 8000 ft (2438 m) in ISA is maintained in these portions of the fuselage. The
shell of the fuselage has to be designed to withstand the pressure difference between inside and
outside the cabin. Secondly, to isolate the cockpit and cabin, from ambient conditions, the cabin is
terminated with a pressure bulk head. The auxiliary power unit to engines and to supply power to
accessories when the engines are off.
72
3.2.10.3 Tail cone/Rear Fuselage:

At the end of subsection 6.2.1, some remarks have been made regarding the tail cone of a general
aviation aircraft. Further, in the case of a passenger airplane the mid-fuselage has a cylindrical shape
and is followed by the tail cone or rear fuselage of a tapering shape. In passenger airplanes the tail
cone is of substantial length and the cabin layout extends into the rear fuselage. Galleys, toilets and
storage compartments are also located here along with the auxiliary power unit (APU). The rear
fuselage also supports the horizontal and vertical tail surfaces and the engine installation for rear
mounted engines. The lower side of the rear fuselage should provide adequate clearance (about 0.15
m) for airplane during take-off and landing attitude (Figure 3.3). The length of the rear fuselage and
upsweep angle are also affected by (a) the height of the main landing gear and (b) the length of the
mid-fuselage after the main landing gear. For passenger airplanes (a) the ratio of length of the rear
fuselage to the equivalent diameter of the mid-fuselage is between 2.5 to 3.5 and (b) the upsweep
angle is between 15 to 20 degrees. For Boeing 777-300 this angle is 17 degrees.
Figure 3.3 Rear Fuselage Shape
3.2.11 Estimation of Wing and Thrust Loading Based on Conception Design

The wing loading and the thrust loading or the power loading influence a number of performance
items like take-off distance, maximum speed (Vmax) , maximum rate of climb (R/C)max, absolute ceiling
(Hmax) and maximum rate of turn. Thus, they are the two most important parameters affecting the
airplane performance. It may be recalled that for airplanes with jet engines, the parameter
characterizing engine output is the thrust loading (T/W) and for airplane with engine-propeller
combination the parameter characterizing the engine output is the power loading (W/P). It is
essential that good estimates of (W/S) & (T/W) or (W/P) are available before the initial layout is
begun. The approaches for estimation of (W/S) and (T/W) or (W/P) can be divided into two
categories.
➢ In the approach given by [Lebedinski], the variations, of the following quantities are obtained
when the wing loading is varied.
• (T/W) or (W/P) required for prescribed values of Vp, Hmax (R/C)max and sto.
• Weight of the fuel (Wf) required for a given range (R).
• Distance required for landing.
• From these variations, the wing loading which is optimum for each of these items is
obtained. However, the optimum values of W/S in various cases are likely to be
different. The final wing loading is chosen as a compromise.
➢ In the approach followed by [Raymer], (T/W) or (P/W) is chosen from statistical data
correlations and then W/S is obtained from the requirements regarding Vmax, Rmax, (R/C)max,
Hmax, max ψ , landing distance and take-off distance.
73
Finally, W/S is chosen such that the design criteria are satisfied. These two approaches are described
in the subsequent sections.
3.2.11.1 Remarks on for choosing Wing Loading and Thrust Loading or Power Loading
It is felt that the approach presented by [Lebedinski] about 50 years ago, is still relevant. The main
features are:
• Derive simplified relations between the chosen performance parameter and the wing loading.
• Obtain the wing loading which satisfies/optimizes the chosen parameter e.g. landing
distance, thrust required for Vp, fuel required for range.
• Examine the influence of allowing small variations in wing loading from the optimum value
and obtain a band of wing loadings. This would give an estimate of the compromise involved
when (W/S) is non-optimum.
• After all important cases are examined, choose the final wing loading as the best compromise.
• With the chosen wing loading, obtain (T/W) or (W/P) which satisfy requirements of V max,
(R/C)max, ceiling (Hmax), take-off field length ( to s ) and maximum turn rate (ψmax). If the
requirements of engine output in these cases are widely different, then examine possible
compromise in specification. After deciding the (T/W) or (W/P) obtain the engine output
required. Choose the number of engine(s) and arrive at the rating per engine. Finally choose
an engine from the engines available from different engine manufacturers.
During the process of optimizing the wing loading, a reasonable assumption is to ignore the changes
in weight of the airplane (W0). However, when W0 is constant but W/S changes, the wing area and in
turn, the drag polar would change. This is taken into account by an alternate representation of the
drag polar.
3.2.11.2 Selection of Wing Loading based on Landing Distance

Landing distance (Sland) is the horizontal distance the airplane covers from being at the screen height
till it comes to a stop. The approach to landing begins at the screen height of 50’(15.2 m). The flight
speed at this point is called ‘Approach speed’ and denoted by VA. The glide angle during approach is
generally 3o. Then, the airplane performs a flare to make the flight path horizontal and touches the
landing field at touch down speed (VTD). Subsequently, the airplane rolls for a duration of about 3
seconds and then the brakes are applied. The horizontal distance covered from the start of the
approach till the airplane comes to a halt is the landing field length.
• It may be added that in actual practice the airplane does not halt on the runway. After
reaching a sufficiently low speed the pilot takes the airplane to the allotted parking place.
• Landing ground run is the distance the airplane covers from the point the wheels first touch
the ground to the point the airplane comes to a stop.
• VA = 1.3(Vs) land, VTD = 1.15(Vs) land (4.1) (Vs)land is the stalling speed in landing
configuration. Exact estimation of landing distance (sland) is difficult as some phases like flare
depend on the piloting technique. based on consideration of landing distance.
3.2.11.3 Wing Loading from Landing Consideration based on Take-off Weight

The wing loading (W/S) of the airplane is always specified with reference to the take-off weight
(WTO). Hence, the wing loading from landing consideration, based on take-off weight, is
 W 
(W/S) land = p land  T0  Eq. 3.9
 Wland 
74
The weight of the airplane at the time of landing (Wland) is generally lower than WTO. The difference
between the two weights is due to the consumption of fuel and dropping of any disposable weight.
However, to calculate Wland only a part of the fuel weight is subtracted, from the takeoff weight.
3.2.12 Stability and Controllability

The ability of a vehicle to maintain its equilibrium is termed stability and the influence which the
pilot or control system can exert on the equilibrium is termed its controllability. The basic
requirement for static longitudinal stability of any airplane is a negative value of dCmcg /dCL. Dynamic
stability requires that the vehicle be not only statically stable, but also that the motions following a
disturbance from equilibrium be such as to restore the equilibrium. Even though the vehicle might
be statically stable, it is possible that the oscillations following a disturbance might increase in
magnitude with each oscillation, thereby making it impossible to restore the equilibrium (like
weather).
3.2.12.1 Static Longitudinal Stability and Control

The horizontal tail must be large enough to insure that the static longitudinal stability criterion,
dCmcg/dCL is negative for all anticipated center of gravity positions. An elevator should be provided so
that the pilot is able to trim the airplane (maintain Cm = 0) at all anticipated values of CL. The
horizontal tail should be large enough and the elevator powerful enough to enable the pilot to rotate
the airplane during the take-off run, to the required angle of attack. This condition is termed as the
nose wheel lift-off condition. For detailed view of this topics and more, please consult
[Tulapurkara]89.
3.3 Aerodynamic Design and Analysis Coupling for Wing

The Reynolds-Averaged Navier-Stokes equations can represent most of the flow phenomena of
practical interest associated with complex aircraft configurations. In this respect, they could easily
handle the analysis and design of transport wings in the transonic and in the low-speed, high-lift,
separated-flow regimes. Their disadvantages lay usually on the long times involved in preparing
suitable computational grids and solving the equations themselves. If viscous phenomena are not
important for a particular case, the viscosity can be set to zero and an Euler analysis can be performed
on a coarser grid in a considerably reduced time. A 2D/3D RANS/Euler code for detailed analyses of
complex geometric configurations such as wing plus pylons and nacelles. Figure 3.5 present an
example of this application where transonic winglet design is performed with the 3D Euler and N-S
code. 2D analyses are also performed for airfoils in situations where large separated regions are
present, such as an airfoil with a deployed spoiler90.
89 E.G. Tulapurkara, ”Airplane design(Aerodynamic)”, Dept. of Aerospace Engineering., Indian Institute of

90 O. C. de Resende, “The Evolution of the Aerodynamic Design Tools and Transport Aircraft Wings at Embraer”,
J. of the Brazilian Soc. of Mech. Sci. & Engineering, October-December 2004.

75
Figure 3.5 Pressure Distribution for wing-pylon-nacelle Configuration; (Initial left), (refined right)
According to [EMBRAER], a
civil transport aviation
company out of Brazil, three
major different aerodynamic
configurations were
extensively studied during the
development phase; straight
wing with over wing mounted
engines (Figure 3.4), swept
wing with underwing
mounted engines and swept
wing with rear fuselage
mounted engines. underwing
engine configuration to be Figure 3.4 Over Wing Mounted Engines Configuration
abandoned (Figure 3.6. and
the third major aerodynamic configuration had the engines mounted on pylons on the rear fuselage
(Figure 3.8).
3.3.1 The Straight Wing Configuration

The initial configuration was directly derived from the turbofan engines mounted over the wings
approximately at the same position of the original turboprops (see Figure 3.4). The center fuselage
was stretched to carry 45 passengers, thus resulting in its designation. The straight tapered un-swept
wing was derived from the Brasilia's. The wing rear part was kept, including the original rear and
front spars, but the entire leading edge was extended to reduce the airfoil maximum relative
thickness from 16% to 14% at the root and from 12% to 10% at the tip. An additional front spar was
also introduced, the wing span was increased and winglets were installed. Initially, the design cruise
Mach number was M=0.70, but during development it was raised to M = 0.75 to provide a cruise
performance differential in respect to that of competing new generation turboprops. The advantages
of the configuration would be its low development and production costs (using modified Brasilia
tooling and jigs), superior performance and comfort in respect to turboprops and reduced acquisition
and operating costs in respect to other regional jets then in development. However, transonic wind
tunnel tests indicated higher than expected drag at M = 0.75 and the modified wing was also found
to be heavier than originally estimated. The aerodynamic analysis and design tools available at the
76
time (full potential 2D airfoil code with coupled boundary layer, 3D inviscid wing full potential code
and a 3D panel method) were not capable of calculating the unfavorable aerodynamic interference
between the jet exhaust and the supersonic flow on the wing upper surface. Although there was prior
qualitative knowledge of the phenomenon and the associated risks, it took a transonic wind tunnel
test.
3.3.2 The Swept Wing Configuration

The second configuration had an entirely new wing with approximately 26 degrees of leading edge
sweep. The engines were mounted in pylons under the wings, requiring taller landing gears (see
Figure 3.6). The fuselage was stretched to carry 48 passengers and the nose was extended to
accommodate the longer
landing gear leg. The design
cruise Mach number was
raised to around M = 0.80 to
0.82. The wing was designed
using the available full
potential transonic 2D and
3D codes. The resulting
transonic airfoils had
moderate rear loading, being
of the type commonly called
'supercritical' due to the
large region (typically from
10% to 70% chord) of
supersonic flow on their
upper surface at cruise Figure 3.6 Under Wing Mounted Engines Configuration
conditions. This type of
airfoil has been used in transonic transport aircraft since the late 1970's/early 1980's. Low transonic
drag is obtained by keeping the flow on its upper surface at low supersonic Mach numbers, avoiding
the presence of strong shock waves that could cause boundary layer separation. However, these low
supersonic Mach numbers on the 'supercritical' region do not allow very large pressure differences
to be generated between the upper and lower airfoil surfaces, resulting in reduced local lift. The
required additional lift is achieved by increasing the camber at the rear part of the airfoil. The
resulting wing profile shape is fairly flat on the upper surface from 10% to 60 or 70% of the chord,
curving downward from that point until the trailing edge. In the lower surface, a concave region is
present in the rear 30% to 40% of the chord. The pylon and underwing engine installation were
evaluated using a 3D panel code which, in spite of being formally incapable of handling transonic
problems, gave useful qualitative subsonic design indications. The configuration was successfully
tested in the transonic Boeing Transonic Wind tunnel and met the performance expectations.
Although the aerodynamic configuration was successful, the problems associated with the longer
landing gear proved harder to solve. The cost of the fuselage nose modification would have been high,
the longer landing gears would have required the installation of emergency escape slides, leading to
the loss of space for two passenger seats and the close proximity of the engines to the ground would
still have posed considerable risks of foreign object ingestion and damage. All these problems caused
the underwing engine configuration to be abandoned.
2.3.2 The Rear Fuselage Mounted Engine Configuration

77
The third major aerodynamic configuration had the engines mounted on pylons on the rear fuselage
(see Figure 3.8). There was a further increase in fuselage length to accommodate 50 passengers and
the wing was initially the same as that of the underwing configuration. This configuration, with the
changes described below, was the one finally chosen for production. Although good transonic wind
tunnel results had been
obtained for the cruise wing at
the Boeing Transonic Wind
tunnel, low speed wind tunnel
tests at CTA indicated that the
maximum lift coefficient values
would not meet the short take-
off and landing field lengths
required for regional airline
operations. At about the same
time, market surveys indicated
that the potential clients would
not require cruise speeds in
excess of Mach 0.75 to 0.78. This Figure 3.8 Rear Fuselage Mounted Engines Configuration
provided design margins to
allow the leading edge to be
modified with a fixed 'droop' and the wing root flap chord to be extended by 0.15 m. The droop was
designed using the 2D and 3D full potential methods. Additionally, four vortilons were installed on
the lower surface leading edge of the outboard wing panel. During the initial flight test campaign,
some adverse yaw (aileron roll command to the left would produce a slight yawing moment to the
right and vice-versa) was noticed
during climb. The ailerons already
possessed differential gearing (the
aileron whose trailing edge is going
up always deflects more than the
one whose trailing edge is going
down) to counter the theoretically
predicted adverse yaw, but the Figure 3.7 Leading Edge Droop and Vortilons
effect in flight was found to be larger
than expected. Flow visualizations with wool tufts showed that the aileron going down had some
regions of separated flow. This produced additional drag at that wingtip, which in turn produced the
increased adverse yaw. The problem was solved by placing a row of vortex generators in front of the
aileron to 'energize' the boundary layer and delay its separation. (See Figure 3.7).
3.4 Control Theory Approach to Transport Airplane Design

A wing is a device to control the flow where applying the theory of controlling partial differential
equations in conjunction with CFD [Jameson]91. The simplest approach to optimization is to define
the geometry through a set of design parameters, which may, for example, be the weights αi applied
to a set of shape functions bi(x) so that the shape is represented as
f(x) =  αi bi (x) Eq. 3.10
91Antony Jameson, “Optimum Aerodynamic Design Using CFD and Control Theory”, Department of Mechanical
and Aerospace Engineering, Princeton University, AIAA 95-1729-CP.
78
Then a cost function (I) is selected which might, for example, be the drag coefficient or the lift to drag
ratio, and I is regarded as a function of the parameters αi. The sensitivities I may now be estimated
by making a small variation Sai in each design parameter in turn and recalculating the flow to obtain
the change in I. An alternative approach is to cast the design problem as a search for the shape that
will generate the desired pressure distribution. This approach recognizes that the designer usually
has an idea of the kind of pressure distribution that will lead to the desired performance. Thus, it is
useful to consider the inverse problem of calculating the shape that will lead to a given pressure
distribution. The method has the advantage that only one flow solution is required to obtain the
desired design. Unfortunately, a physically realizable shape may not necessarily exist, unless the
pressure distribution satisfies certain constraints. Thus the problem must be very carefully
formulated. The shape changes in the section needed to improve the transonic wing (shock free)
design are quite small. However, in order to obtain a true optimum design larger scale changes such
as changes in the wing planform (sweepback, span, chord, and taper) should be considered. Because
these directly affect the structure weight, a meaningful result can only be obtained by considering a
cost function that takes account of both the aerodynamic characteristics and the weight. Consider a
cost function (I) is defined as
1
I = α1CD + α 2
2B (p − pd ) 2dS + α3C W Eq. 3.11
where pd is the target pressure and the integral is evaluated over the actual surface area (S).
3.4.1 Design of Wing Planform

The wing section is modeled by surface
mesh points and the wing planform is
simply modeled by the design variables
shown in Figure 3.9 as root chord (c1), mid-
span chord (c2), tip chord (c3), span (b),
sweepback(⩟), and wing thickness ratio
(t)92. This choice of design parameters will
lead to an optimum wing shape that will not
require an extensive structural analysis and
can be manufactured effectively. In the
industry standard, it may require up to
three hundred parameters to completely
describe the wing planform. Although we
demonstrate our design methodology using
the simplified planform, our design method
is still applicable to the industry standard
because the adjoint method is independent Figure 3.9 Simplified Wing Planform of a
of the number of design variables. Thus our Transport Aircraft - (Courtesy of Jameson)
method can be easily extend to cover many
parameters without an increase in
computational cost. Maximizing the range of an aircraft provides a guide to the values for α1 and α3
as weight functions. In order to realize these advantages it is essential to move beyond flow
simulation to a capability for aerodynamic shape optimization (a main focus of the first author
Antony Jameson, Kasidit Leoviriyakit and Sriram Shankaran, “Multi-point Aero-Structural Optimization of
92
Wings Including Planform Variations”, 45th Aerospace Sciences Meeting and Exhibit, January 8–11, 2007, USA.
79
research during the past decade) and ultimately multidisciplinary system optimization. Figure 3.10
illustrates the result of an automatic redesign of the wing of the Boeing 747, which indicates the
potential for a 5 percent reduction in the total drag of the aircraft by a very small shape modification.
It is also important to recognize that in current practice the setup times and costs of CFD simulations
substantially exceed the solution times and costs. With presently available software the processes of
geometry modeling and grid generation may take weeks or even months. In the preliminary design
of the F22 Lockheed relied largely on wind-tunnel testing because they could build models faster
than they could generate meshes. It is essential to remove this bottleneck if CFD is to be more
effectively used. There have been major efforts in Europe to develop an integrated software
environment for aerodynamic simulations, exemplified by the German “Mega Flow” program.
Figure 3.10 also displays Redesigned Boeing 747 wing at Mach 0.86 with Cp distributions. In the
final-design stage it is necessary to predict the loads throughout the flight envelope. As many as
20000 design points may be considered. In current practice wind-tunnel testing is used to acquire
the loads data, both because the cumulative cost of acquisition via CFD still exceeds the costs of
building and testing properly instrumented models, and because a lack of confidence in the reliability
of CFD simulations of extreme flight conditions93.
Figure 3.10 Redesigned Boeing 747 Wing at Mach 0.86 based on Cp Distributions
93Antony Jameson and, assisted by, Kui Ou, “Optimization Methods in Computational Fluid Dynamics”,
Aeronautics and Astronautics Department, Stanford University, Stanford, CA, USA.
80
3.5 Thought on Hierarchal Design Approach

Aero-engines and other large turbomachine components are very complex engineering systems.
Viewed as a single entity there might be hundred thousands of components. This is obviously too
large task to be handed by single designer and the computational costs are prohibit thought of global
back box optimization concept. To overcome these problems, is to use a hierarchal representation
in which the components is defined at different levels94. To avoid the huge computational cost of
analyzing the entire engine, the design of all aero-engines is carried out at two levels, preliminary
design and detailed component design. The preliminary design group considers the engine as an
entire system, thinking about the customer’s requirements, sizing the major components, deciding
which subsystems to retain from previous products, and aiming to maximize product over the
lifetime of the entire project.
At preliminary design process, many crucial design decisions have been made, such as engine thrust,
mass ow and fan radius. The second level of the design hierarchy is the design of individual
components within each subsystem, such as the HP turbine. The design intent for each component
has been fairly tightly specified in preliminary design, and many constraints have been imposed. The
task of the component design team is to full the design intent as well as possible (good aerodynamic
performance, good structural integrity, low weight, etc.); subject to the constraints. To a large extent,
this is a matter of shape optimization, the non-geometric design parameters having been set in
preliminary design. It is worth mentioning that in some circles, there are also a conceptual design
box before preliminary. As described above, and illustrated in Figure 3.11 (left), the current
hierarchical design approach is sequential, preliminary design followed by component design. Except
in exceptional circumstances, the decisions made in preliminary design are not changed during
component design. This is due to preliminary design being rely based on empiricism rom past
experience, so major surprises are unlikely to arise during the component design process. There are
two weaknesses to this sequential design process. The first is that its success depends on the new
design not being too different from past designs, so that the empiricism in the modelling remains
valid. This makes it very difficult to develop radically new designs. The second drawback is that the
empiricism in the preliminary design system represents the collective experience of past projects,
but no two projects are ever identical. Even if the customer requirements are identical, technological
advances mean that the best engine or aircraft of today would be different from that designed twenty
years ago. To some extent this technological progress can be accounted for in the empiricism, but
inevitably preliminary design is based on only an approximate model of the system.
Figure 3.11 Tightly Coupled Two Level Design Process
94M. B. Giles, “Some thoughts on exploiting CFD for turbomachinery design”, Oxford University Computing
Laboratory, 1998.
81
In the future, there may be a shift to a more tightly-coupled two-level design system, as illustrated in
Figure 3.11 (right). The overall system design will begin, as now, with a preliminary design based
on past empiricism. This will provide the starting point for the detailed component design. The main
reason a tightly coupled design system is not used today is time. The design time for an engine or
aircraft project is strictly limited.
3.6 Aircraft Components Conceptual Design as Envisioned by H. Sobieczky

3.6.1 Parameterized Curves and Surfaces
The geometry tool explained here has been developed in the years shortly before interactive graphic
workstations became available, originally for input with data lists but increasingly laid out for
interactive usage in the windows environment of the workstation. The list input still is the basic
option and data for such usage will be presented here for explanation. Focusing on surface modelling
of aerodynamically efficient aircraft components, we realize that the goal of shape generation
requires much control over contour quality like slopes and curvature, while structural constraints
require also corners, flat parts and other compromises against otherwise idealized shapes. When
familiarity is gained with a set of simple analytic functions and the possibility is used to occasionally
extend the existing collection of 1D functions, ground is laid to compose these functions suitably to
yield complex 2D curves and finally surfaces in 3D space. This way we intend to develop tools to
define data for airframe components with a nearly unlimited variety within conventional, new and
exotic configurations. A brief illustration of the principle to start with 1D functions, define curves in
2D planes and vary them in 3D space to create surfaces is given. For additional info, please see
[Sobieczky]95.
In the process of making this generally described geometry tool to become dedicated geometry
generator software for aerospace applications, a focusing on two main classes of surfaces has been
found useful: There are classes of surfaces which are traditionally ‘spanwise defined’ and others are
‘axially defined’. Lift-generating components like wings primarily belong to the first category while
fuselages are usually of the second kind. With this distinction having led to several practical versions
of geometry generators, it should not be considered too dogmatically: especially novel configuration
concepts in the high Mach number flight regime are modelled without the above distinction as will
be illustrated below, after describing the creating of conventional wings and fuselages.
3.6.2 Analytical Sections and Input for Inverse Design

Spline fits are well suited for redistribution of qualitatively acceptable dense data. The possible
occurrence of contour wiggles has restricted their use in the geometry tool discussed here to the
abovementioned option accepting external data, which is realistic for airfoils to be implemented in
wing design. For a more independent approach we may ask for a more elegant analytical
representation of wing sections, especially if these shapes still should be optimized. An important
question arising is how many free parameters are needed for representation of arbitrary, typical
wing sections, with the shape close enough to duplicate CFD or experimental results of aerodynamic
performance with reasonable accuracy. Our successive refinement of airfoil generator subroutines
using variously segmented curves has shown that an amount of 10 to 25 parameters may suffice for
quite satisfactory representation of a given airfoil. The upper limit applies to transonic and laminar
flow control airfoils with delicate curvature distribution as illustrated for a shock-free transonic
airfoil, where the influence of local curvature variations on the drag polar can be seen. The lower
limit seems to apply for simpler yet practical subsonic airfoils and for most supersonic sections. With
a library of functions applied to provide parametric definition of airfoils, another application of this
technique seems attractive: new inverse airfoil and wing design methods need input target pressure
95 Helmut Sobieczky, “Geometry Generator for CFD and Applied Aerodynamics”, Geometry Generator for CFD and
Applied Aerodynamics.
82
distributions for specified operation conditions and numerical results are found for airfoil and wing
shapes. The status of these methods is reviewed in the next book chapter. Given the designer’s
experience in aerodynamics for selecting suitable pressure distributions, choice of a few basic
functions and parameters may provide a dense set of data just like geometry coordinates are
prescribed, the amount of needed parameters for typical attractive pressure distributions about the
same as for the direct airfoil modelling.
3.6.2.1 Variable Camber Sections

Lifting wings need mechanical control devices to vary their effective camber. Geometrical definition
of simple hinged and deflected leading and trailing edges are defined by airfoil chordwise hinge
locations and deflection angles. A more sophisticated mechanical flow control includes elastic surface
components to ensure a certain surface smoothness across the hinge, such devices are called sealed
slats and flaps (Figure 3.12) 96. Spline portions or other analytical connection fits may suitably
model any proposed mechanical device, an additional parameter is the chord portion needed for the
elastic sealing.
Figure 3.12 Variable Camber Sealed Flap Example – Courtesy of Sobieczky
3.6.2.2 Multicomponent Airfoils

While sealed flaps and slats are suitable for supersonic wings, the much more complicated
multicomponent high lift systems have been developed for current subsonic transport aircraft. In
addition to angular deflection of slat and flap components, they require kinematic shifting devices
housed within flap track fairings below the wing. For a mathematical and parameter-controlled
description of slat and flap section geometries within the clean airfoil, the richness of our function
catalog provides suitable shapes and track curves for a realistic modelling of these components in
96 Flap deflection as a function of angle of attack variations, for constant lift. Airfoil in transonic flow, M ∞ = 0.75,
Re = 4 x 106, CL = 0.7, (MSES analysis).
83
every phase of start and landing configurations. Figure 3.13 illustrates a multicomponent high lift
system in 2D and 3D.
Figure 3.13 Wing Sections for Multi-Component High Lift System, 3D Swept Wing with Slat
and Flaps - Courtesy of Sobieczky
3.6.3 Spanwise Defined Components (Aircraft Wings)

Aerodynamic performance of aircraft mainly depends on the quality of its wing, design focuses
therefore on optimizing this component. Using the present shape design method, we illustrate the
amount of needed “key curves” along wing span which is inevitably needed to describe and vary the
wing shape, Figure 3.14. The key numbers are just identification names: span of the wing y in the
wing coordinate system is a function of a first independent variable 0 < p < 1, the curve yo(p) is key
20. All following parameters are functions of this wing span: planform and twist axis (keys 21-23),
dihedral (24) and actual 3D space span coordinate (25), section twist (26) and a spanwise section
thickness distribution factor (27). Finally we select a suitably small number of support airfoils to
form sections of this wing. Key 28 defines a blending function 0 < r < 1 which is used to define a mix
between the given airfoils, say, at the root, along some main wing portions and at the tip. The graphics
in Figure 3.14 shows how the basic airfoils, designed with subsonic or with supersonic leading
edges, may be dominating across this wing. Practical designs may require a larger number of input
airfoils and a careful tailoring of the section twist to arrive at optimum lift distribution, for a given
planform. Recent updates to the wing generation include a spanwise definition of the previously
mentioned 10 - 25 airfoil parameters as additional key functions, replacing given support airfoils and
the blending key 28. Because of an explicit description of each wing surface point without any
interpolation and iteration, other than sectional data arrays describing the exact surface may easily
be obtained very rapidly with analytical accuracy. Wings with high lift systems are created using
multicomponent airfoils either for upswept wings with simply their varied deflected 2D
configurations as illustrated in Figure 3.12, or in the more practical case of swept components
(Figure 3.13) rotation axes and flap tracks need to be described as lines and curves in 3D space. The
clean airfoil configuration of the system is then changed observing the given 3D kinematics.
84
Figure 3.14 Wing Parameters and Respective key numbers for Section Distribution,
Planform, an/Dihedral, Twist, Thickness Distribution and Airfoil Blending - Courtesy of Sobieczky
3.6.4 Other Components with Wing-Type Parameterization

Besides aircraft wings the tail and rudder fins as well as canard components are of course treatable
with the same type of parameters and key functions. Highly swept and very short aspect ratio wing
type components are the pylons for jet engines mounted to the aircraft wing; they need to be
optimized in a flow critically passing between wing and engine. Generally any solid boundary
condition to be optimized in flow with a substantial crossing velocity component is suitably defined
as a spanwise defined component with a parameter set as illustrated for the wing.
3.6.5 Axially Defined Components (Fuselage Bodies, Nacelles, Propulsion and Tunnel Geometries)
This group of shapes is basically aligned with the main flow direction, the usual development is
directed toward creating volume for payload, propulsion or, in internal aerodynamics (and
hydrodynamics) the development of channel and pipe geometries. The parameters of cross sections
are quite different to those of airfoils; the quality of their change along a main axis with constraints
for given areas within the usually symmetrical contour is the design challenge. Fuselages are
therefore described by another set of “keys” which is defined along the axis. This axis may be a curve
in 3D space, with available gradients providing cross section planes normal to the axis. For simple
straight axes in the cartesian x-direction key 40 defines axial stations just like key 20 defines
spanwise x-stations. With the simplest cross section consisting of super elliptic quarters allowing a
choice of the half axes or crown lines and body planform, plus the exponents ( with the value of 2. for
ellipses), 8 parameters (key 41 - 48) are given (Figure 3.15).
Basic bodies are described easily this way, with either explicitly calculating the horizontal coordinate
85
y(x, z) for given vertical coordinate z, or the vertical upper and lower coordinate z(x, y) for given
points y within the planform, at each cross section station x = const. More complex bodies are defined
by optional other shape definition subprograms with additional keys (49 - 59) needed for geometric
details. These may be of various kind but of paramount interest is the aerodynamically optimized
shape definition of wing-body junctures. In the following a simple projection technique is applied
requiring only a suitable wing root geometry to be shifted toward the body, but more complex
junctures require also body surface details to suitably meet the wing geometry.
Figure 3.15 Fuselage Parameters and Respective Key Numbers for Cross Section Definition,
Planform and Crown Lines, Super Elliptic Exponents - Courtesy of Sobieczky -
3.6.6 Component Intersections & Junctures

The usual way to connect two components is to intersect the surfaces. Intersection curves are found
only by numerical iteration for non-trivial examples. Most CAD systems perform such task if the data
of different surfaces are supplied. Here we stress an analytical method to find not only the juncture
curve but also ensure a smooth surface across the components avoiding corners which usually create
unfavorable aerodynamic phenomena. Sketched in Figure 3.16 this can be applied generally to two
Figure 3.16 Combination of Two Components by a Blended Projection Technique

86
components F1 and F2 with the condition that for the first component one coordinate (here the
spanwise y) needs to be defined by an explicit function y = F1(x , z), while the other component F2
may be given as a dataset for a number of surface points. Using a blending function for a portion of
the spanwise coordinate, all surface points of F2 within this spanwise interval may be moved toward
the surface F1 depending on the local value of the blend key function. Figure 3.16 shows that this
way the wing root (F2) emanates from the body (F1), wing root fillet geometry can be designed as
part of the wing prior to this wrapping process. Several refinements to this simple projection
technique have been implemented to the program.
3.6.7 Extensions to the Fourth Dimension

The outlined geometry generator based on this explicit mathematical function toolbox allows for
creating models for nearly any aerospace-related configuration. The next step is to provide a whole
series of shapes which result from a controlled variation of a parameter subset keyj, with the option
to create infinitesimally small changes between neighboring surfaces. This requires the introduction
of a “super parameter” t, its variation within a suitable interval Δt and a general variation function
f(t). Variated parameters result then to
keyj (t) = keyj (0) + f(t)∆keyj

Eq. 3.12
with Δ key defined by the chosen extreme deviation from the starting values. Obtaining a series of
surfaces calls for suitable computer graphic animation technology. There are three major
applications of introducing the 4th dimension (t) to the presented geometry generator for the
development of design concepts:
3.6.8 Numerical Optimization

The success of optimization performing variations of a set of parameters small enough to enable the
designer to control and understand the evolutionary process toward improved performance, but
large enough to most likely include a global optimum, depends on selecting the parameters by
knowledge based criteria. Simple first applications include the calibration of surface modifications as
experienced from shock-free transonic design 97-98.
3.6.9 Adaptive Devices

A mechanical realization of numerical optimizing processes is the use of adaptive devices controlled
by flow sensors. Experiments are needed for the development and understanding of the dynamics of
such processes, as they are already routine for adaptive wind tunnel walls. Adaptive configuration
shape simulation by the geometry generator will require a series of shapes generated by selected
functions equivalent to the mechanical model for elastic or pneumatic devices.
3.6.10 Unsteady Configurations

Finally there is time, the natural role of the super parameter t. Configurations may vary with time,
especially if there is aeroelastic coupling between structure and flow. Periodically varying shapes
are generated to study the influence of moving boundary conditions on the flow. Modelling buffeting
in the transonic regime is a well-known goal, application of periodic geometries for a coupling of
numerical structure analysis and CFD seems timely. Shape changes to model an adaptive helicopter
97 Cosentino, G. B., Holst, T. L. Numerical Optimization Design of Advanced Transonic Wing Configurations.
Journal of Aircraft, Vol. 23, pp. 192-199, 1986
98 Zhu, Y., Sobieczky, H. Numerical Optimization Method for Transonic Wing Design. Proc. 6th Asian Congress of
Fluid Mechanics, Singapore, 1995

87
rotor section with a sealed slat periodically drooped nose have been carried out and the results of
unsteady Navier Stokes analysis suggest a concept for dynamic stall control 99.
3.6.11 Applications
Case studies for new generation supersonic transport aircraft have been carried out through the past
years in research institutions and in the aircraft industry. Our present tool to shape such
configurations needs to be tested by trying to model the basic features of various investigated
geometries. Knowing that the fine-tuning of aerodynamic performance must be done by careful
selection of wing sections, wing twist distribution and the use of sealed slats and flaps, with initial
exercises we try to geometrically model some of the published configurations, generate CFD grids
around them and use optimization strategies to determine the sensitivity of suitable geometry
parameters. This is still a difficult task but tackling its solution greatly contributes to building up the
knowledge base of high speed design.
3.6.12 Case Study - Generic High Speed Civil Transport (HSCT) Configuration
Figure 3.17 illustrate data visualization of a generated configuration derived from a Boeing HSCT
design case for Mach 2.4 100. The configuration consists of 10 components, engine pylons are not yet
included. Wing and horizontal and vertical tail components are spanwise defined, fuselage and
engines are axially defined components. The wing has a subsonic leading edge in the inner portion
and a supersonic leading edge on the outer portion. For this study a minimum of support airfoils
(Figure 3.13) is used to get a reasonable pressure distribution a rounded leading edge section in
most of the inner wing and a wedge-sharp section in the outer wing portion define the basic shape of
the wing. Wing root fillet blending, the smooth transition between rounded and sharp leading edge
and the tip geometry are effectively shaped by the previously illustrated wing keys, the fuselage here
is a simple slender body requiring just the baseline body tool with elliptical cross sections.
Preprocessing input data for CFD requires providing a grid surrounding the configuration. For
application of either structured or unstructured grids additional geometric shapes need to be
provided. In the case of the generic HSCT with given supersonic flight Mach number the far-field
boundary is chosen to engulf the expected bow shock wave (Figure 3.17-a) and a cross sectional
grid for both wing and body is generated, either as simple algebraic trajectories or using elliptic
(a) farfield boundary is

chosen to engulf the
expected bow shock (b) Pressure distributions
wave
in cross section planes
Figure 3.17 CFD Grid Boundaries Result for Euler Analysis of HSCT Wing-Body in
Supersonic flow M∞ = 2.4 - Courtesy of Sobieczky
99Geissler, W., Sobieczky, H. Unsteady Flow Control on Rotor Airfoils. AIAA 95-1890, 1995
100 Kulfan, R. High Speed CivilTransport Opportunities, Challenges and Technology Needs. Lecture at Taiwan IAA
34th National Conference, 1992.
88
equations. Short runs using an the inviscid flow Euler option of a flow solver101 were carried out on
a coarse (33 x 81 x 330) grid, here only to get an idea about the needed wing section and twist
modifications for acceptable pressure distributions. Visualization of the results in various grid
surfaces is needed, like pressure distributions in cross section planes as shown in Figure 3.17-b.
Kroll, N., Radespiel, R. An Improved Flux Vector Split Discretization Scheme for Viscous Flows. DLR-FB 93-53,
101
1993.
89
4 Optimization Problem
4.1 Mathematical Optimization
In mathematics and computer science, an optimization problem is the problem of finding the best
solution from all feasible solutions. In the simplest terms, an optimization problem consists of
maximizing or minimizing a real function by systematically choosing input values from within an
allowed set and computing the value of the
function. Figure 4.1 shows a graph of a
paraboloid given by z = f(x, y) = − (x² + y²) + 4.
The global maximum at (x, y, z) = (0, 0, 4) is
indicated by a blue dot. Optimization is the
process of obtaining the most suitable solution
to a given problem, while for a specific problem
only a single solution may exist, and for other
problems there may exist multiple potential
solutions [Skinner and Zare-Behtash]102. Thus,
optimization is the process of finding the `best'
solution, where `best' implies that the solution
is not the exact solution but is sufficiently
superior. Optimization tools should be used
for supporting decisions rather than for Figure 4.1 Global Maximum of f (x, y)
making decisions, i.e. should not substitute
decision-making process103. Another example
of numerical optimization is defined as
Minimize f(x) = 4x12 − x1 − x2 − 2.5 by varying x1 , x2

S. T. c1 (x) = x22 − 1.5𝑥12 + 2x1 − 1 ≥ 0
and c2 (x) = x22 + 2𝑥12 + 2x1 − 4.25 ≤ 0
Eq. 4.1
with results established in Figure 4.2, [Martins]104. Most current design optimization approaches
are heavily dependent on user training and experience requiring an array of specialized optimization
tools and compact shape parametrization. This constitutes a major obstacle to robustness and
reliability. In general, the role of the parameterization is to provide an efficient interface between
the optimization method and a solver to form an optimization framework [Kedward et
al.]105.Another persistent difficulty in aerodynamic optimization is the ability to define an analysis
method that is capable of operating as many time as required (often thousands of times) and
integrating it appropriately with an optimization strategy. The methods employed must execute with
realistic run times, dependent on computational resource, but must also be sophisticated enough to
102 S. N. Skinner and H. Zare-Behtash, ”State-of-the-Art in Aerodynamic Shape Optimization Methods”, Article in
Applied Soft Computing , September 2017, DOI: 10.1016/j.asoc.2017.09.030.
103 103 Dragan Savic,” Single-objective vs. Multi-objective Optimization for Integrated Decision Support”, Centre
for Water Systems, Department of Engineering School of Engineering and Computer Science, University, UK,
104 Joaquim R. R. A. Martins, “Multidisciplinary Design Optimization”, 7th International Fab Lab Forum and
Symposium on Digital Fabrication Lima, Peru, August 18, 2011, (Remote presentation).
105 L. J. Kedward , A. D. J. Payot y, T. C. S. Rendall, C. B. Allen, “Efficient Multi-Resolution Approaches for
Exploration of External Aerodynamic Shape and Topology”, AIAA, 2018.

90
capture enough information to analyses local

geometry that feeds into a globally optimal
system. Many optimization problems,
especially those involved with large design
spaces with coupled variables, inherently fall
into the category of Multi-Disciplinary Design
Optimization (MDO), which in turn require a
Multi-Objective (MO) compromise to be an
effective design (to be visited later). The main
motivation for applying MDO is that the
performance of a real system is driven not only
by the performance of individual disciplines
but also by their coupled interactions. It is no
longer acceptable to consider the aerodynamic
analysis alone, its far reaching coupled effects
to other disciplines must also be taken into
account if a truly optimal design is to be Figure 4.2 Example of Numerical Optimization
reached [Sobieszczanski-Sobieski and
Haftka]106.
4.2 Types of Optimization & Searches

An important step in the optimization process is classifying your optimization model, since
algorithms for solving optimization problems are tailored to a particular type of problem. Here we
provide some guidance to help you classify your optimization model.
4.2.1 Continuous vs. Discrete Optimization

Some models only make sense if the variables take on values from a discrete set, often a subset of
integers, whereas other models contain variables that can take on any real value. Models with
discrete variables are discrete optimization problems; models with continuous variables are
continuous optimization problems. Continuous optimization problems tend to be easier to solve
than discrete optimization problems; the smoothness of the functions means that the objective
function and constraint function values at a point x can be used to deduce information about points
in a neighborhood of x. However, improvements in algorithms coupled with advancements in
computing technology have dramatically increased the size and complexity of discrete optimization
problems that can be solved efficiently. Continuous optimization algorithms are important in discrete
optimization because many discrete optimization algorithms generate a sequence of continuous sub
problems.
4.2.2 Unconstrained vs. Constrained Optimization

Another important distinction is between problems in which there are no constraints on the variables
and problems in which there are constraints on the variables. Unconstrained optimization
problems arise directly in many practical applications; they also arise in the reformulation of
constrained optimization problems in which the constraints are replaced by a penalty term in the
objective function. Constrained optimization problems arise from applications in which there are
explicit constraints on the variables. The constraints on the variables can vary widely from simple
bounds to systems of equalities and inequalities that model complex relationships among the
106J. Sobieszczanski-Sobieski and R.T. Haftka. “Multidisciplinary Aerospace Design Optimization: Survey of
Recent Developments”. In 34th Aerospace Sciences Meeting and Exhibit, AIAA 96-0711, volume 70, Reno,
Navada, 1996.
91
variables. Constrained optimization problems can be furthered classified according to the nature of
the constraints (e.g., linear, nonlinear, convex) and the smoothness of the functions (e.g.,
differentiable or no differentiable). Gradient-based algorithms typically use an iterative two-step
method to reach the optimum as described by [Venter]107 (2010). The first step is to use gradient
information to find the search direction and the second step is to move in that direction until no
further progress can be made or until a new constraint is reached. The second step is known as the
line search and provides the optimum step size. The two-step process is repeated until the optimum
is found, see Figure 4.3 108. Depending on the scenario, different search directions are required.
Figure 4.3 Schematic of a Gradient-Based Optimization with Two Design Variables
4.2.3 Deterministic vs. Stochastic Optimization

In deterministic optimization, it is assumed that the data for the given problem are known accurately.
However, for many actual problems, the data cannot be known accurately for a variety of reasons.
The first reason is due to simple measurement error. The second and more fundamental reason is
that some data represent information about the future (e. g., product demand or price for a future
time period) and simply cannot be known with certainty. In stochastic optimization, the uncertainty
is incorporated into the model. Stochastic programming models take advantage of the fact that
probability distributions governing the data are known or can be estimated; the goal is to find some
policy that is feasible for all (or almost all) the possible data instances and optimizes the expected
performance of the model.
4.2.4 Quantity of Objectives Functions

Most optimization problems have a Single objective function, however, there are interesting cases
when optimization problems have no objective function or multiple objective functions. The goal is
to find a solution that satisfies the complementarity conditions. Multi-objective optimization
problems arise in many fields, such as engineering, economics, and logistics, when optimal decisions
need to be taken in the presence of trade-offs between two or more conflicting objectives. For
example, developing a new component might involve minimizing weight while maximizing strength
107 Venter, G. “Review of optimization techniques. In R. Blockley, and W. Shyy (Eds.), Encyclopedia of
aerospace engineering (Vol. 8: System Engineering). Chichester, West Sussex, UK: John Wiley and Sons.
108 Schematic picture of a gradient-based optimization algorithm for the case with two design variables. The
response values are indicated by the iso-curves and the star represents the optimum solution for a)
unconstrained optimization and b) constrained optimization. The unfeasible region violating the constraints is
marked by the shaded areas.
92
or choosing a portfolio might involve maximizing the expected return while minimizing the risk. In
practice, problems with multiple objectives often are reformulated as single objective problems by
either forming a weighted combination of the different objectives or by replacing some of the
objectives by constraints.
4.2.4.1 Single vs. Multi-Objective Optimization

Many real-world decision making problems need to achieve several objectives: minimize risks,
maximize reliability, minimize deviations from desired levels, minimize cost, etc.109. The main goal
of single-objective (SO) optimization is to find the “best” solution, which corresponds to the
minimum or maximum value of a single objective function that lumps all different objectives into
one. This type of optimization is useful as a tool which should provide decision makers with insights
into the nature of the problem, but usually cannot provide a set of alternative solutions that trade
different objectives against each other. On the contrary, in a multi-objective (MO) continues non-
linear optimization with conflicting objectives, there is no single optimal solution. The interaction
among different objectives gives rise to a set of compromised solutions, largely known as the trade-
off, non-dominated, non-inferior or Pareto-optimal solutions. The consideration of many objectives
in the design or planning stages provides three major improvements to the procedure that directly
supports the decision-making process [Cohon, 1978]:
• A wider range of alternatives is usually identified when a multi-objective methodology is

employed.
• Consideration of multiple objectives promotes more appropriate roles for the participants in
the planning and decision-making processes, i.e. “analyst” or “modeler” who generates
alternative solutions, and “decision maker” who uses the solutions generated by the analyst
to make informed decisions.
Dragan Savic,” Single-objective vs. Multi-objective Optimization for Integrated Decision Support”, Centre for
109
Water Systems, Department of Engineering School of Engineering and Computer Science, University of Exeter,
United Kingdom,
93
• Models of a problem will be more realistic if many objectives are considered.
Local Gradient
Direct
Numerical Stochastic
Methods
Methods and
Otimization
Inverse Set of Equations

Searches
Single Point Search Simulated Annealing (SA)
Randum Search
Guided Randum Surrogate Model (SM)

Search Techniques
Genetic Algorithms (GA)
Evolutionary
Algorithms
Multi-Point Evolutuionary Stategies
Search
Tabu Search
DoE
Complex/Simplex
Hybrid Methods
Figure 4.4 Different Search and Optimization Techniques
Single-objective optimization identifies a single optimal alternative which can be used within
the multi-objective framework. This does not involve accumulating different objectives into a single
objective function, but entails setting all except one of them as constraints in the optimization
process. However, most design and planning problems are characterized by a large and often infinite
number of alternatives. Thus, multi-objective methodologies are more likely to identify a wider range
of these alternatives since they do not need to specify for which level of one objective a single optimal
solution is obtained for another. Figure 4.4 illustrates different optimization techniques and
searches. Be advised that in Direct search methods perform hill climbing in the function space by
moving in a direction related to the local gradient. Where else in indirect methods, the solution is
sought by solving a set of equations resulting from setting the gradient of the objective function to
zero110. A more orthodox figure could be devised as appears in [Andersson]111, where optimization
methods could be divided into derivative and non-derivative methods.
4.2.4.2 Various Methods to Solve Multiple Objective Optimization

A large number of approaches exist in the literature to solve multi-objective optimization problems.
These are aggregating (combining), population-based non-Pareto, and Pareto-based techniques. In
case of aggregating techniques, different objectives are generally combined into one using weighting
or a goal-based method. One of the techniques in the population-based non-Pareto approach is the
Vector Evaluated Genetic Algorithm (VEGA). Here, different sub-populations are used for the
different objectives. Pareto-based approaches include Multiple Objective GA (MOGA), non-
110 Dragan Savic, ”Single-objective vs. Multi-objective Optimization for Integrated Decision Support”, Centre for
Water Systems University of Exeter, UK,
111 Johan Andersson, “A survey of multi objective optimization in engineering design”, Technical Report: LiTH-
IKP-R-1097.
94
dominated sorting GA (NSGA), and positioned Pareto GA. Note that all these techniques are
essentially non-exclusive in nature. Simulated annealing (SA) performs reasonably well in solving
single-objective optimization problems. However, its application for solving multi-objective
problems has been limited, mainly because it finds a single solution in a single run instead of a set of
solutions. This appears to be a critical bottleneck in multi-objective optimization. However, SA has
been found to have some favorable characteristics for multimodal search. The advantage of SA stems
from its good selection technique112.
4.2.4.3 Pareto Optimality

In contrast to single-objective optimization, a solution to a multi-objective problem is more of a
concept than a definition. Typically, there is no single global solution, and it is often necessary to
determine a set of points that all fit a predetermined definition for an optimum. The predominant
concept in defining an optimal point is that of Pareto optimality (Pareto 1906), which is defined as
follows:
Definition Pareto Optimal: A point x∗ ∈ X, is Pareto optimal if there does not exist another
point, x ∈ X, such that F(x) ≤ F(x∗), and Fi (x) < Fi (x∗) for at least one function.
All Pareto optimal points lie on the boundary of

the feasible criterion space. Often, algorithms
provide solutions that may not be Pareto optimal
but may satisfy other criteria, making them
significant for practical applications. For each
solution that is contained in the Pareto set, one can
only improve one objective by accepting a trade-
off in at least one other objective. That is, roughly
speaking, in a two-dimensional problem, we are
interested in finding the lower left boundary of the
reachable set in objective space. Figure 4.5
shows a Pareto frontier (in red), the set of Pareto
optimal solutions (those that are not dominated
by any other feasible solutions). The boxed points Figure 4.5 Pareto Optimal
represent feasible choices, and smaller values are
preferred to larger ones. Point C is not on the Pareto frontier because it is dominated by both point A
and point B. Points A and B are not strictly dominated by any other, and hence do lie on the frontier113.
4.2.5 Hill Climbing Algorithm

In numerical analysis, hill climbing is a mathematical optimization technique which belongs to the
family of local search. It is an iterative algorithm that starts with an arbitrary solution to a problem,
then attempts to find a better solution by making an incremental change to the solution. If the change
produces a better solution, another incremental change is made to the new solution, and so on until
no further improvements can be found. For example, hill climbing can be applied to the travelling
salesman problem. It is easy to find an initial solution that visits all the cities but will likely be very
poor compared to the optimal solution. The algorithm starts with such a solution and makes small
improvements to it, such as switching the order in which two cities are visited. Eventually, a much
shorter route is likely to be obtained.
112 Bandyopadhyay, S., Saha, S, “Some Single- and Multi-objective Optimization Techniques”, Chapter 2”, ISBN:
973-3-642-35450-5, 2013.
113 Wikipedia.
95
Hill climbing finds optimal solutions for convex problems – for other problems it will find only local
optima (solutions that cannot be improved upon by any neighboring configurations), which are not
necessarily the best possible solution (the global optimum) out of all possible solutions (the search
space). Examples of algorithms that solve convex problems by hill-climbing include the simplex
algorithm for linear programming and binary search.[1]:253 To attempt to avoid getting stuck in local
optima, one could use restarts (i.e. repeated local search), or more complex schemes based on
iterations (like iterated local search), or on memory (like reactive search optimization and tabu
search), or on memory-less stochastic modifications (like simulated annealing).
The relative simplicity of the algorithm makes it a popular first choice amongst optimizing
algorithms. It is used widely in artificial intelligence, for reaching a goal state from a starting node.
Different choices for next nodes and starting nodes are used in related algorithms. Although more
advanced algorithms such as simulated annealing or tabu search may give better results, in some
situations hill climbing works just as well. Hill climbing can often produce a better result than other
algorithms when the amount of time available to perform a search is limited, such as with real-time
systems, so long as a small number of increments typically converges on a good solution (the optimal
solution or a close approximation). At the other extreme, bubble sort can be viewed as a hill climbing
algorithm (every adjacent element exchange decreases the number of disordered element pairs), yet
this approach is far from efficient for even modest N, as the number of exchanges required grows
quadratically114.
4.2.5.1 Types of Hill Climbing

• Simple Hill climbing : It examines the neighboring nodes one by one and selects the first
neighboring node which optimizes the current cost as next node115.
• Steepest-Ascent Hill climbing : It first examines all the neighboring nodes and then selects
the node closest to the solution state as next node.
• Stochastic Hill climbing : It does not examine all the neighboring nodes before deciding
which node to select .It just selects a neighboring node at random, and decides (based on the
amount of improvement in that neighbor) whether to move to that neighbor or to examine
another.
4.2.5.2 State Space Diagram for Hill Climbing

State space diagram is a graphical representation of the set of states our search algorithm can reach
vs the value of our objective function (the function which we wish to maximize).
X-axis : denotes the state space i.e. states or configuration our algorithm may reach.
Y-axis : denotes the values of objective function corresponding to a particular state. The best solution
will be that state space where objective function has maximum value (global maximum).
4.2.5.3 Different Regions in the State Space Diagram
1. Local maximum : It is a state which is better than its neighboring state however there exists
a state which is better than it(global maximum). This state is better because here value of
objective function is higher than its neighbors.
2. Global maximum : It is the best possible state in the state space diagram. This because at this
state, objective function has highest value.
3. Plateua/flat local maximum : It is a flat region of state space where neighboring states have
the same value.
114 Wikipedia.
115 From GeeksforGeeks.
96
4. Ridge : It is region which is higher than its neighbours but itself has a slope. It is a special kind
of local maximum.
5. Current state : The region of state space diagram where we are currently present during the
search.
6. Shoulder : It is a plateau that has an uphill edge.
Figure 4.6 Different Regions in the State Space Diagram
4.2.5.4 Problems in Different Regions in Hill Climbing

Hill climbing cannot reach the optimal/best state (global maximum) if it enters any of the following
regions :
➢ Local maximum : At a local maximum all neighboring states have a values which is worse
than the current state. Since hill climbing uses greedy approach, it will not move to the worse
state and terminate itself. The process will end even though a better solution may exist.
➢ To overcome local maximum problem : Utilize backtracking technique. Maintain a list of
visited states. If the search reaches an undesirable state, it can backtrack to the previous
configuration and explore a new path.
➢ Plateau : On plateau all neighbors have same value . Hence, it is not possible to select the best
direction.
➢ To overcome plateaus : Make a big jump. Randomly select a state far away from current state.
Chances are that we will land at a non-plateau region
➢ Ridge : Any point on a ridge can look like peak because movement in all possible directions
is downward. Hence the algorithm stops when it reaches this state.
➢ To overcome Ridge : In this kind of obstacle, use two or more rules before testing. It implies
moving in several directions at once116.
116 Web Site of GeeksforGeeks.

97
4.2.6 Single vs. Multi-level Optimization

Common for single-level optimization methods is a central optimizer that makes all design decisions.
The two methods presented here are distinguished by the kind of consistency that is maintained
during the optimization. The most common and basic single-level optimization method is the
multidisciplinary feasible (MDF) formulation, described by [Cramer et al.]117. The method is also
called All-in-One by [Kodiyalam and Sobieszczanski-Sobieski]118. The single-level optimization
methods presented in the previous sections have a central optimizer making all design decisions.
Distribution of the decision making process is enabled using multi-level optimization methods,
where a system optimizer communicates with a number of subspace optimizers. Several multi-level
optimization methods have been presented in the literature. These include some of the most well-
known ones, such as Concurrent subspace optimization (CSSO), originally developed by
[Sobieszczanski-Sobieski]119 at NASA Langley Research Center. The original formulation is inspired
by the idea to optimize one subspace with corresponding design variables at a time, holding the other
variables constant. The method has diverged into different variants, which makes it impossible to
present a unified approach. investigated in the following sections.
4.3 Gradient-Based Optimization Methods

The gradient-based methods include the finite difference method, the linearized method, and the
adjoint method depending on how the gradients are calculated. An essential part of the gradient-
based optimization methods is to have a fast, accurate way to calculate the gradient information
because this is the most time-consuming part of the whole design process. The traditional gradient-
based method (finite difference) depends on the step size and not recommended. The main
drawback is that the time cost of evaluating objective function derivatives using both the finite
difference method and the linearized method is usually proportional to the number of design
variables; hence they are not preferred for situations where there are a large number of design
variables. The adjoint method does not have this well-known disadvantage of the traditional method
but can quickly calculate the derivatives of the objective function with respect to the design variables
independent of the number of design variables. Based on the way in which a final discrete adjoint
system is formed, there are two variations:
• Continuous adjoint method

• Discrete adjoint method
In continuous adjoint method, the nonlinear flow equations in a partial differential equation form
are linearized with respect to a design variable. Then an adjoint system will be derived from the
linearized flow equations, followed by discretization. In the discrete adjoint method, the flow
equations in a partial differential equation form are discretized first, followed by the linearization
and adjoint formulation. The discrete adjoint method can produce the exact gradient of an objective
function with respect to the variables in a discretized flow system, which will ensure that a design
process converges quickly and fully. However it is very difficult to develop discrete adjoint codes,
particularly by hand and with high-order upwind schemes and sophisticated turbulence models
117 Cramer, E. J., Dennis Jr., J. E., Frank, P. D., Lewis, R. M., and Shubin, G. R.. “Problem formulation for
multidisciplinary optimization”. SIAM Journal on Optimization, 4(4), 754-776, 1994.
118 Kodiyalam, S., and Sobieszczanski-Sobieski, J. “Multidisciplinary design optimization – some formal methods,
framework requirements, and application to vehicle design”. International Journal of Vehicle Design, 2001.
119 Sobieszczanski-Sobieski, J. ”Optimization by decomposition: a step from hierarchic to non-hierarchic systems”.
2nd NASA/Air Force Symposium on Recent Advances in Multidisciplinary Analysis and Optimization. Hampton,
Virginia, USA, 1998.
98
implemented in a flow solver120.
4.3.1 Traditional Gradient-Based Method (GBM)

A typical constrained minimization or maximization problem entails a group of physical quantities
that are the design variables and another group of constant quantities called problem parameters. In
aerodynamic applications, the design variables and the problem parameters are related to the
geometry and the flow field. In most optimization procedures, the dominant contributor to the
computational cost is the calculation of the derivatives of the objective function and the constraints
with respect to the design variables. These derivatives are called the sensitivity coefficients.
Therefore, any optimization procedure must have an efficient numerical or analytical method to
determine the sensitivity coefficients and efficient computational methods to solve the resulting
equations. The traditional gradient-based methods were based on the finite difference approach and
the linearized method. The straightforward idea is to calculate the derivative as a finite difference
approximation. For example,
dF F(x + h) − F(x)
=
dx h
Eq. 4.2
An obvious shortcoming of this idea is the uncertainty in the choice of the perturbation step size, h.
Also, this approach necessitates solving for the flow field for each perturbed design variable which is
particularly expensive, especially for a large number of design variables and many flow fields.
4.3.2 Adjoint Variable Method (AV)

Assume that the object function, I, in an aerodynamic design optimization problem is a function of
the flow variable vector, U, and a design variable, α, as:
I = I(U, α)
Eq. 4.3
Then, the relationship between the flow variable and the design variable is determined through the
flow equation,
R(U, α) = 0
Eq. 4.4
The gradient of the objective function relative to the design variable is
dI ∂I ∂I ∂U
= +
dα ∂α ∂U ∂α
Eq. 4.5
where ∂I/∂α and ∂I/∂U are to be calculated. However, the calculation of the flow variable sensitivity,
∂U/∂α, involves solving the flow equations,
dR ∂R ∂U
=
dα ∂U ∂α
Eq. 4.6
This linearized equation also depends on the design variable, which means that each design variable
requires one solution of the flow equation. The key is to find a way to decouple the influence of the
design variables on the objective function by means of the flow sensitivity, i.e. eliminating the explicit
120 D. X. Wang, L. He, “Adjoint Aerodynamic Design Optimization for Blades in Multistage Turbomachines—Part
I: Methodology and Verification”, Journal of Turbomachinery · April 2010.
99
dependency of the objective function sensitivity on the flow variable sensitivity, ∂U/∂α. To achieve
this goal, the right side of the flow equation is multiplied by the adjoint factor, λ. (For a complete
derivation of AV method see section 4.7).
4.4 Stochastic (Classical) Optimization Method

4.4.1 Design of Experiment (DoE)
In the simplest form, the DoE process predicts the outcome by introducing a change in the
preconditions, [Li & Zheng]121. Experimental design involves not only the selection of suitable
predictors and outcomes, but also the planning of the experiment for statistically optimal conditions
given the constraints on the available resources. The experimental designs seek to provide the
maximum information with the minimum number of design experiments to reduce the number
of computationally intensive design calculations. Generally, DoE uses two types of simulation
models, stochastic (Classical) models and deterministic (Modern) models. The fundamental
difference between classical and modern DOE stems from the assumption that random error exists
in a laboratory experiment, but does not exist in a computer experiment (i.e., a deterministic
computer simulation). Since computer experiments involve mostly systematic errors rather than
random errors as in physical experiments, a good experimental design for deterministic computer
analyses tends to fill the design space rather than to concentrate on the boundary.
The space filling methods include orthogonal arrays and various Latin Hypercube Designs (LHD).
The LHD designs were found to more accurately estimate the means, variances and distribution
functions of an output than random sampling and stratified sampling. Moreover, LHD ensures that
each of the input variables is represented over portions of its range. Also, LHD can cope with many
input variables and is less expensive computationally. The Central Composite Design method (CCD)
is one of the most widely used experiment design methods122. CCD composite designs offer an
efficient alternative to second-order response surface models123. However, the number of points in
the CCD process increases exponentially with the number of design variables, so this is inefficient for
high dimensional design problems124.
Progress in Aerospace Sciences, July 2017.
122 W.C. Carpenter, “Effect of Design Selection on Response Surface Performance”, (NASA - CR 4520), 1993.
123 R. Unal, R.A. Lepsch, M.L. McMillin, “Response surface model building and multidisciplinary optimization using
D-optimal designs”, 7th AIAA/USAF/NASA/ISSMO Sym. on Multidisciplinary Analysis & Optimization, 1998.
124 T.J. Mitchell, “An algorithm for the construction of D-optimal” experimental designs”, Technimetrics, 1974.
100
4.4.1.1 Classical DoE

Classical design of experiments such as Central Composite Design (CCD), Box-Behnken Design (BBD)
and Full-Factorial Design (FFD) have a rich history of statistical and mathematical development along
with practical application in scientific and engineering studies125. An often overlooked aspect of
classical DOE is the assumption that a measured response quantity contains a random error term.
This is described mathematically as
ym (𝐱) = yt (𝐱) + ε
Eq. 4.7
where ym is the measured response, yt is the true
response, and ε is a random error term. In many cases,
the ε values are assumed to be independent and
identically distributed. For ease of explanation in this
text, consider ε to be a normal (i.e., Gaussian) random
variable with a mean value of zero and a variance of
unity. Because of the random error term, ym is non-
repeatable even when exactly the same values of x are
used in two measurements. One of the goals of a typical
design of experiments study is to estimate and predict
the trends in the response data. While there are many
forms for the approximation functions, a generic
approximation model is used here with the form:
Figure 4.7 An illustration of the effect of
random errors in producing an estimated
ŷ(𝐱) = f(𝐱𝑆 , 𝐲𝒎 (𝐱𝑆 )) linear model (dashed) that has a different
Eq. 4.8 slope than the true linear model (solid).
where the sample points are denoted as xs, the measured
response data are represented as , f is a user-selected function, and is the approximate response value
computed at an arbitrary design point, x. Typical functions for f include low-order polynomials,
splines, kriging, neural networks, and radial basis functions. The key feature of Eq. 4.7 is the random
error term and the accompanying assumption that ε is always present due to sources such as
measurement error, inherent fluctuations in the response quantity (e.g., turbulence), or other
sources. Another critical assumption is that the experimenter has knowledge of the general trends of
the true response, yt. Based on these assumptions, the goal of most classical DoE methods is to place
a fixed number of samples in the de-sign space so as to minimize the influence of the random error
term in subsequent computations, e.g., where the approximation model given in Eq. 4.8 is computed.
In classical DOE, the goal of minimizing the effects of random error has the effects of placing the
sample sites near or on the boundaries of the design space. Myers and Montgomery1 provide a
detailed description of why this occurs, but the general idea can be observed in Figure 4.7 and
Figure 4.8. (see further info please refer to [Giunta et al.]126.
125Myers, R. H., and Montgomery, D. C., “Response Surface Methodology: Process and Product Optimization
Using Designed Experiments”, John Wiley & Sons, Inc., New York, NY, 1995.
126 Anthony A. Giunta, Steven F. Wojtkiewicz Jr, and Michael S. Eldred, “Overview Of Modern Design Of

101
In Figure 4.7, there are two sample points x1 and x2. The measured response value for each point is
indicated by the diamond symbol. The true trend is shown by the solid line, and the estimated trend,
ŷ(x), is shown by the dotted line. In this illustration, the random errors, ε1 and ε2, cause the estimated
trend to be a poor approximation of the true trend.
Figure 4.8 illustrates the effect of moving sample sites
x1 and x2 to the lower and upper bounds of x. In this case,
ε1 and ε2, remain the same, but the resulting estimated
trend is a better approximation to the true trend. From
a statistical perspective, it is easier to discriminate the
response trend component from the random error
component when the sample sites are spaced as far
apart as possible. This principle is followed in classical
DoE methods that place samples on the boundaries
and/or vertices of the de-sign space, but place very few
samples in the interior of the design space. Another
feature of classical DoE that differs from modern DoE is
the use of replicated sampling. Since the measured
response, ym, contains a random error term, repeated
measurements taken for identical design variable
Figure 4.8 By moving the samples to the
values will result in slightly different ym values. Classical boundaries of the design space, the effect
DoE methods typically employ replicated sampling to of the random error terms is reduced.
permit a lack-of-fit statistical analysis and to measure Now, the estimated linear model (dashed)
the magnitude of the error term in Eq. 4.7. is a better approximation to the true
linear model (solid).
4.4.1.2 Classical DoE Example
Figure 4.9 illustrates a commonly used classical DOE technique, central composite design (CCD), for
the design space [0,1]2. In CCD, the number of samples grows with the dimension of the design space,
n, according to the formula 2n + 2n + 1. The 2n samples
correspond to the “corner” points at the vertices of
[0,1]2, while the 2n samples correspond to the points
that lie outside of [0,1]2 (where the distance of these
points from the center of the design space changes
with respect to n. If this CCD were to be used on a
laboratory experiment, replicated samples would be
taken, at least, at the center of the design space, and
at all sample sites if economically possible. Figure
4.9 clearly illustrates some of the drawbacks to
classical DOE. That is, at best, the number of samples
in CCD scales as 2n; a rate that can be unacceptable if
n is large and/or if experiments are expensive.
Furthermore, CCD and other classical DoE methods
tend to place samples on or near the boundary of the
design space, leaving the interior of the design space Figure 4.9 A central composite design from
largely unexplored. For example, in the two- classical DOE for n=2. Note that the number
dimensional CCD shown in Figure 4.9, eight of the of sample sites (stars) scales as the number
nine samples are on or outside the boundary of the of vertices, i.e., as 2n
design space, and only one sample, the center point,
lies in the interior of the design space. Similar trends are exhibited by Box-Behnken Design (BBD)
and many other classical DoE methods.
102
4.4.1.3 Modern DoE

In modern DoE applied to deterministic computer experiments, there is no notion of random error.
That is, if a computer simulation is run twice with exactly the same input data, then the output data
produced from both simulations will, in general, be exactly the same. In addition to the assumption
that there is no random error in a computer experiment, an additional assumption made in modern
DoE is that the true response trend is unknown. For this reason, modern DoE methods tend to place
samples on the interior of the design space in what is often termed a “space-filling” set of samples.
Sampling in the interior of the design space is performed in an effort to minimize bias error. Bias
errors arise when there is a difference between the functional form of the true response trend, and
the functional form of the assumed or estimated trend. For example, if the true trend is a cubic
polynomial and the assumed trend is a quadratic polynomial, then bias error reflects the in-ability of
a quadratic function to model the trends in the cubic function, irrespective of how many data samples
are used.
[Myers and Montgomery]127 provide an example that demonstrates how sampling in the interior of
the design space can reduce bias error in an approximation model. In this example, the true function
trend is a quadratic function of a single variable, x, and the approximation model is a linear function.
Myers and Montgomery show that the bias error in the approximation model is reduced by placing
two samples inside the interval [xL, xU], rather than at the endpoints of the interval. While the
sampling approach described by [Myers and Montgomery] does not correspond to any of the modern
DOE methods described below, conceptually there are many similarities. The remaining sections of
this report describe various modern DOE approaches. This is not intended to be an all-inclusive list,
but rather it is intended to serve as an overview of some of the more commonly used techniques in
modern DoE.
4.4.1.4 Pseudo-Monte Carlo Sampling

Basic Method Pseudo-Random sampling, also known
as pseudo-Monte Carlo (MC) sampling, was first
applied to computer simulations by [Metropolis and
Ulam]128 in 1949. The prefix pseudo refers to the use of
a pseudo-random number generation algorithm that is
intended to mimic a truly random natural process. In
many cases, the pseudo- prefix is dropped and this
class of DOE methods is known simply as Monte Carlo
methods. However, it is important to note that pseudo-
Monte Carlo methods differ from quasi-Monte Carlo
methods which do not use random number generation
algorithms. Given an interval [xL, xU], pseudo-Monte
Carlo (MC) sampling selects a random number that lies Figure 4.10 An example of pseudo-
in the interval. For a 1-dimensional design space this Monte Carlo sampling in a two-
random number is the sample site. Of course, this dimensional design space. The sample
sampling approach is readily extended to an n- sites (stars) are Randomly placed in the
interval [0,1]2.
dimensional design space [xL, xU]n in which the sample
site is an ordered n-tuple. Figure 4.10 shows MC
samples in a two dimensional design space on the interval [0,1]2. For design spaces that are convex
but not rectangular, it is relatively straight forward to adapt MC sampling to the design space, either
127 Myers, R. H., and Montgomery, D. C., “Response Surface Methodology: Process and Product Optimization
Using Designed Experiments”, John Wiley & Sons, Inc., New York, NY, 1995.
128 Metropolis, N., and Ulam, S., “The Monte Carlo Method,” Journal of the American Statistical Association, Vol.
44, No. 247, 1949, pp. 335-341.

103
by enforcing simple geometric properties (e.g., to produce MC samples in a circular region, inscribe
the circle in a square, sample over the square and discard samples that fall outside of the circle), or
by applying some type of transformation that maps the boundary of the rectangular design space to
the boundary of the convex design space. For nonconvex design spaces, MC sampling can be more
difficult to employ, especially in high-dimensional design spaces, depending on how the nonconvex
region is defined. A nontrivial aspect of MC sampling is the selection of a reliable algorithm to
generate random numbers. This topic is covered in numerous texts on numerical methods and
statistics and is not addressed here. While MC sampling is simple to implement, a set of MC samples
will often leave large regions of the design space un-explored. This occurrence stems from the
random and independent nature of the sample sites produced by a random number generator.
Several modern DOE methods have been developed to address this deficiency of basic MC sampling.
Some of these are variants are described below.
4.4.1.5 Stratified Monte Carlo Sampling

The stratified Monte Carlo sampling method4 was developed in an effort to pro-vide a more uniform
sampling of the design space as compared to the basic MC sampling approach. In stratified Monte
Carlo sampling each of the n intervals of [xL, xU]n is divided into subintervals, or “bins,” of equal
probability. In the case where all of the design
variables have uniform probability distributions,
the bins are of equal size. Once the bins are
defined, a sample site then is randomly selected
within each bin. An example of stratified MC
sampling is shown in Figure 4.11, where there
are two design variables, x1 and x2, both of which
have uniform probability distributions. The
interval along x1 is subdivided into four bins and
the interval along x2 is subdivided into three bins.
This yields 12 equally sized bins. Stratified MC
sampling provides better overall coverage of the
design space than does basic MC sampling. In
addition, the user has flexibility in choosing the
number of subintervals created in each interval in
[xL, xU]n. This allows the user to control the
number of bins in the design space to best match Figure 4.11 Stratified Monte Carlo sampling
the available computational budget. Some of the where the bins are sized to have equal
other modern DoE methods do not permit the probability, and a sample is randomly placed in
user to specify a different number of bins for each each bin
interval. A drawback to stratified MC sampling is
that the number of samples scales at best as 2n, i.e., two bins for each design variable interval. In cases
where n is large, and/or where computer simulation runs are expensive, it may not be possible to
evaluate O(2n) samples. For complete information, please refer to [Giunta et al.]129.
4.4.1.6 Latin Hypercube Sampling (LHS)

LHS was first introduced by [McKay et al.]130 as a space-filling design process that provides more
information within the design space and can be used with approximate computer experiments which
mainly have system errors rather than random errors. The LHD process is relatively straightforward
129 Anthony A. Giunta, Steven F. Wojtkiewicz Jr, and Michael S. Eldred, “Overview Of Modern Design Of
130 M.D. McKay, R.J. Beckman, W.J. Conover, “A comparison of three methods for selecting values of input variables
in the analysis of output from a computer code”, Technometrics 42 (2000) 55–61.

104
with the range of each input design variable divided into n intervals with each observation on the
input variable made in each interval using random sampling. Thus, there are n observations for each
of the d input variables. One of the observations on variable X1 is randomly selected (each
observation can be selected equally), matched with a randomly selected observation on X2, and so on
through Xd to build a design vector, X1. One of the remaining observations on X1 is then matched at
random with one of the remaining observation on X2 and so on to get X2. The procedure is followed
for X3, X4, …, Xn, resulting in n LHD
sampling points.
In real designs, some combinations of
the variables are not feasible or can
even crash the CFD code. However,
LHD allows the flexibility to adjust a
variable some without undermining
the fundamental properties of the
LHD sample. Various optimal LHDs
have been proposed based on
minimax, minimum mean square
error, maximum entropy or
orthogonal algorithms. The LHD Figure 4.12 Comparison of the Full Factorial and Latin
sample size can be controlled by the Hypercube Data Points (Courtesy of [Li & Zheng])
designer based on their time, budget
or other limitations. There is no comprehensive theory about the number of design points required
to construct the response surface models with LHD. Figure 4.12 compares the Full Factorial method
using 33 variable combinations with the LHD sampling method using only 3 samples. LHD methods
have been frequently coupled with surrogate models for optimization of turbomachinery designs131-
132.
4.4.2 Surrogate Model (SM)

For complex systems, the design process is a daunting optimization task involving multiple
disciplines, multiple objectives and computationally intensive models. The total time consumed is
always unacceptable in practice. Thus, approximation-based optimization methods have attracted
much attention in the past 20 years. These optimization methods approximate the objective functions
by simplified analytical models. The simple models are often called surrogate models or meta-
models. Surrogate models approximate computationally expensive functions with computationally
orders of magnitude cheaper models while still providing reasonably accurate approximations to the
real functions. For complete information, please consult the [Li & Zheng]133.
Typical surrogate modelling includes polynomial Response Surface Method (RSM), Kriging model,
radial basis function (RBF), artificial neural network (ANN), moving least squares (MLS), and
support vector regression (SVR). The choice of modelling scheme will affect prediction accuracy and
sampling strategies. [Le et al]134 introduced an adaptive surrogate that selects multiple diverse
approximation methods according to the evaluability metric in the optimum search. The evaluability
learning of surrogates is constructed for use within a trust-region enabled local search to increase
131 W. Yi, H. Huang, W. Han, “Design optimization of transonic compressor rotor using CFD and genetic
algorithm”,
ASME Turbo Expo, (ASME Paper GT 2006–90155), 2006.
132 D. Pasquale, P. Giacomo, R. Stefano, “Optimization of turbomachinery flow surfaces applying a CFD-based
through flow method”, ASME J. Turbomach, 2014.

Progress in Aerospace Sciences · July 2017.

134 Le, Minh Nghia, Yew Soon Ong, Stefan Menzel, Yaochu Jin, and Bernhard Sendhoff. "Evolution by adapting
surrogates." Evolutionary computation, 2013..

105
the searching efficiency. Kriging and radial basis function are preferred to conventional quadratic
models for robust design optimization because of a superior ability to simulate non-linear responses.
Kriging is known as Gaussian process modelling consisting of a regression model and a stochastic
process [Sacks et al..]135.
4.4.3 Simulated Annealing (SA)

The simulated annealing (SA) search uses a probabilistic rule for accepting a new current best
solution. The probability of acceptance of a worse solution is proportional to the difference in the
fitness or cost between the current best solution and the new competitor normalized through a
parameter called the temperature T which gradually decreases during the process. SA is able to
escape from local optimums by accepting inferior solutions. The term “annealing” refers to the
process in which a solid material is first heated and then allowed to cool by slowly reducing the
temperature. When the solid part is cooled too quickly, it will not reach the global minimum state of
its potential energy function. In nature, the energy states of a system follow the so-called Boltzman
probability distribution. The basic idea is that a system in thermal equilibrium at temperature T has
its energy probability distribution among various energy states. The simulation of the annealing is
regarded as an approach that found out a minimization of a function of large number of variables to
the statistical mechanics of equilibration of the mathematically equivalent artificial multi-atomic
system136.
The algorithm starts with an initial design. New designs are then randomly generated in the
neighborhood of the current design according to some algorithm137. The change of objective function
value, (ΔE), between the new and the current design is calculated as a measure of the energy change
of the system. If the new design is superior to the current design (ΔE < 0) it replaces it, and the
procedure starts over again. If the new design is worse than the current, it might still be accepted
according to the Boltzmann probability function (Eq. 4.9).
∆E
(− )
P(∆E) = e T
Eq. 4.9
P is the Boltzmann probability of accepting the new design and T is the current “temperature” of the
system. A random number in the range {0..1} is generated, and if it is less than P the new design
replaces the current design. The temperature is simply a control parameter in the same units as the
objective function. As the annealing processes proceeds the temperature is decreased according to a
cooling scheme. The temperature controls the probability that a worse design is accepted. This allows
the algorithm to avoid local optima in the beginning of the search when the temperature is high. At
the end of the search, when the temperature is low the probability of accepting worse designs is very
low. Thus, the search converges to an optimal solution. An advantage of SA is that it can handle mixed
discrete and continues problems. The parameters settings for a SA algorithm determines how new
solutions should be generate, the initial temperature and what the cooling scheme should be.
[Andersson]138.
135 Sacks, Jerome, William J Welch, Toby J Mitchell, and Henry P Wynn. "Design and analysis of computer
experiments." Statistical science:409-423, 1989.
136 See above.
IKP-R-1097.
IKP-R-1097.
106
4.4.4 Genetic Algorithms (GA)

The GA was designed by [Holland] in the 70s and improved and made famous by [Goldberg]139. It is
a search algorithm based on the principles of natural selection and natural genetics. It utilizes three
operators: reproduction, crossover and mutation. Reproduction is a process in which individual
chromosomes in a population are copied according to their objective function values. Crossover
refers to the exchange of genes between the parent chromosomes. Mutation is a gene change in a
chromosome to prevent GA falling into the local optima. It has been applied extensively for
aerodynamic design problems140. The GA imitates natural processes of the evolution of genes in a
stochastic search for the optimal values, which makes it different from other methods, such as the
gradient-based methods. The populations are encoded as binary codes, like chromosomes, in which
each bit is called a gene and each population represents a set of solutions to the problem. The
offspring are generated through the crossover, mutation and selection of chromosomes. The
breeding process is repeated iteratively until converging to a set of solutions, which are the optimal
results for the problem. The attraction of the GA is its simple algorithm. The GA calculation has two
main parts. One is the genetic operation involving chromosome crossover and mutation, while the
other part is the evolution or reproduction selection using genetic operations that imitate genetic
inheritance to create a new generation called the offspring. The evolution operation comes from
Darwinian evolutionism where a new generation is selected based on the fitness of the offspring. In
this work, the GA operations include selection, crossover and mutation with the elitist strategy
always used. Selection imitates the creating of the next generations and the fitness represents the
weightings occupied by the population. The weightings calculation is based on the Darwinian
principle of reproduction and survival of the fittest. An individual is probabilistically selected from
the population on the basis of its fitness and then the individual is copied, without change, into the
next generation of the population. The selection is done in such a way that the better fitness is more
likely to be selected.
4.4.5 Evolutionary Algorithms (EAs)

Evolutionary Algorithms (EAs) are mainly based on a GA, Evolution Strategy (ES) and Evolutionary
Programming with GA and ES s the two most widely. EAs mimic the mechanics of natural selection
and natural genetics with a biological population evolving over generations to adapt to an
environment. EAs start with a random population of candidates (chromosomes) with both the
objective and constraint functions evaluated for all of them. A metric (fitness) is assigned to each
candidate based on the objective function and constraint violations. A penalty is added to infeasible
candidates so that all infeasible solutions have a worse fitness than the feasible solutions. Typically,
EAs involve the three operators for selection, crossover, and mutation, similar to the GAs. The
primary purpose of the selection operator is to make duplicates of good candidates and eliminate
bad candidates in a population while normally keeping the population size constant [80] through
tournament selection, proportionate selection, and ranking selection. For single objective
optimization problems, the ranking is based on the candidate fitness. For multi-objective
optimization problems, the ranking can be based on Fonseca's non-dominated ranking method in
which an individual's rank is equal to the number of individuals in the present generation who are
better than the corresponding individual in all the objective functions. After ranking, the N best
candidates, which is the same size as the initial population, are chosen from both the current and
previous generations and then placed in the mating pool. The elitist strategy is often used to ensure
a monotonic improvement in the EA, in which some of the best individuals are copied directly into
the next generation without applying any evolutionary operators. EAs have been successfully applied
to aerodynamic design optimization problems for turbomachinery because of their ease of use, broad
139 D.E. Goldberg, “Genetic and evolutionary algorithms come of age”, Comm. ACM 37 (1994) 113–120.
140 F. Zhang, S. Chen and M. Khalid, “Optimizations Of Airfoil And Wing Using Genetic Algorithm”, ICAS 2002.
107
applicability, and global perspective.
4.4.6 Complex Method

The Complex method was first presented by [Box]141, and later improved by [Guin]142. The method
is a constraint simplex method developed from the Simplex method by [Spendley et al]143 and
[Nelder & Mead]144. Similar related methods goes under names such as [Nelder-Mead] Simplex and
flexible polyhedron search. These methods also have similar properties. In the Complex method, a
complex consisting of several possible problem solutions (sets of design parameters) is manipulated.
Each set of parameters represents one single point in the solution space. Typically, the complex
constitutes of twice as many points as the number of optimization parameters. The main idea of this
algorithm is to replace the worst point by a new and better point. The new point is calculated as the
reflection of the worst point through the centroid of the remaining points in the complex. By varying
the reflection distance from the centroid it is possible for the complex to expand and contract
depending on the topology of the objective function. The starting points are generated randomly and
it is checked that both the implicit and the explicit constraints are fulfilled. The optimal solution is
found when all points in the complex have converged. [Andersson]145.
An example of the complex method is shown in Figure 4.13 below for a two dimensional parameter
space. The circles in the graph indicate the objective function value for different solutions, with the
best value in the middle. The complex method has been applied to a wide range of problems such as
physics, structural engineering, fluid power system design, aerospace engineering, and many others.
The Complex method was originally developed for problems with continues variables but [Haque]146
has shown that the complex method could also be applied to mixed continues and discrete variable
problems.
Figure 4.13 The Progress of the Complex Method for a Two Dimensional Example, with the Optimum
Located in the Middle of the Circles. (Courtesy of J. Andersson).
4.4.7 Random Search

Random search method is a generic term for methods that rely on random numbers to explore the
search space. Random search methods are generally easy to implement, and depending on the
141 Box M. J., “A new method of constraint optimization and a comparison with other methods,”, 1965.
142 Guin J. A., “Modification of the Complex method of constraint optimization,” Computer Journal, vol. 10, 1968.
143 Spendley W., Hext G. R., and Himsworth F. R., “Sequential application of Simplex designs in optimization and
evolutionary operation,” Technimetrics, vol. 4, pp. 441-462, 1962.

144 Nelder J. A. and Mead R., “A simplex method for function minimization,” Computer Journal, vol. 7, 1965
IKP-R-1097.
146 Haque M. I., “Optimal frame design with discrete members using the complex method,” Computers &
Structures, vol. 59, pp. 847-858, 1996.

108
implementation they can handle mixed continues and discrete problems. However, they usually
shows quit slow convergence. Here just one among many methods is described. It is an iterative
procedure where the next point xt+1 is calculated as
𝐱 t+1 = 𝐱 t + α. 𝐒
Eq. 4.10
where α is a step size parameter and S is a random generated unit vector in witch to search. If xt+1
has a better function value than xt , xt+1 replaces xt . Otherwise a new search direction S is generated
until a better solution is found. If no better solution can be found the step size is reduced and new
search directions is generated. The search is considered to be converged when no better solutions
can be found and the step size is reduced beyond a prescribed value.
4.4.8 Hybrid Methods

Clearly the different methods have different advantages and it is therefore attractive to produce
hybrid methods. [Yen et al.]147 classified hybrid genetic algorithms in four categories, which are
suitable for classifying other hybrids as well.
1. Pipelining Hybrids
2. Asynchronous Hybrids
3. Hierarchical Hybrids
4. Additional Operators
4.4.8.1 Pipelining (Sequential) Hybrids

The simplest and most straightforward way of implementing hybrids is to do in sequentially. First,
one starts with exploring the whole search space with a method that is like to identify global optima
but perhaps with slow convergence. After identifying promising regions, one could switch to a
method with higher convergence rate in order to speed up the search. This could be accomplished by
combining for instance a GA with a gradient-based algorithm.
4.4.8.2 Asynchronous Hybrids

In asynchronous hybrids different methods work on different subsets of the solution space. The
different methods might work on a subset of a shared population for some iterations. If the
individuals from such a subset outperform the ones in the shared population, they are allowed to
immigrate into it. With this approach, a method that converges slowly could be combined with one
that converges faster, or a method that performs well on one subset of the search space could be
combined with method that performs well on another subset. The same idea is employed in genetic
algorithms with multiple populations, then in order to find multiple solutions in multi modal spaces.
4.4.8.3 Hierarchical Hybrids

In hierarchical hybrids, different optimization methods are applied at different levels of the
optimization. On an overall level, you can apply a robust optimization strategy to find an optimal
layout. At lower levels, where the system might be less complex and sensitive it might more
appropriate to employ for instance pure analytical methods.
4.4.8.4 Additional Operators

In the literature the are many examples of hybrids between different optimization methods where
operators from one method are added to or even replacing the standard operators of the other
147Yen J., Liao J., Lee B., and Randolph D., “A hybrid approach to modeling metabolic systems using a genetic
algorithm and simplex method,” IEEE Transaction on systems, man and cybernetics, vol. 28, pp. 173-191, 1998.
109
method. For instance, [Yen et al.] has introduced a simplex method as a new way of generating
children in a genetic algorithm. At each iteration a certain percentage of the population is generated
by employing a simplex method on group of promising individuals. The rest of the population is
generated using the usual genetic operators. This has improved both the convergence speed as well
as the ability to find the absolute optima. There are many additional hybrids of SA and GA algorithms
for instance where among other things the replacement is done according to a simulated annealing
scheme. The thermodynamic genetic algorithm is also an example of such a hybrid. [Gunel and
Yazgan]148 have presented a method where they combine a random search strategy with the complex
method. The basic idea of this method is to modify the reflection strategy of the complex method. If
the new reflected point is still the worst point it is not moved against the centroid as in the normal
Complex, but a random strategy is employed in order to generate the new point. Additional
information is available in [Andersson]149.
4.4.9 Notes on Comparisons of the Different Methods

There is no simple answer to which optimization methods is the best for any given problem. It is all
a matter of opinion; very much depending on the nature of the problem and the availability of
different optimization software that fits the problem statement. In most comparison studies different
methods come out on top depending on the problem and how well the different methods have been
tuned to fit that particular problem. Comparative studies of different types of non-derivative methods
could be found. An interesting question that one should keep in mind when comparing different
methods are the time spent on optimizing the different methods before they are compared. If a
method is five percent faster than another one, but takes three times as long to implement and
parameterize, it might not be worth the effort. GA’s seems to be most suitable to handle multi modal
function landscapes and to identify multiple optima in a robust manner. GA:s are however associated
with a high computational cost. Moreover, GA:s are more complicated and harder to implement and
parameterize then the other methods. This is however compensated for by the huge number of GA
software that are available in almost any programming language.
As GA’s have be around for such a long time they also have the broadest field of applications.
Simulated annealing and Tabu are growing in popularity and gaining ground on GA’s mostly on
combinatorial optimization problems. SA could actually be seen as a subset of GA’s with a population
of one individual and a changing mutation rate. Both SA and Tabu search are robust methods slightly
less computational expensive then genetic algorithms. In order shorten the computation time the
methods could be implemented on parallel CPU’s. This have been successfully implemented for both
genetic algorithms as well as simulated annealing. The Complex method and other related methods
are very fast, but not as robust as the other methods. Robust then referring to that they are more
likely to get stuck in local optima. Moreover, they can just find one optimal solution. However, the
complex method is easy to implement and understand and to parameterize, which makes it very user-
friendly. Diverse Studies shows that these types of methods could be very promising for engineering
optimization. In [Borup and Parkinson]150 the flexible polyhedron search comes out on top in a
comparison with the other methods.
148 Gunel T. and Yazgan B., “New global hybrid optimization algorithm,” presented at 2nd
Biennial European Joint
Conference on Engineering Systems Design and Analysis, London, England, 1994.
IKP-R-1097.
150 Borup L. and Parkinson A., “Comparison of four non-derivative optimization methods on two problem
containing heuristic and analytic knowledge,” presented at ASME Advances in Design Automation, Scottsdale,
Arizona, 1992.
110
4.4.10 Data Mining

A multi-objective optimization problem can be converted into a single-objective problem by
introducing weight factors to get one optimum solution. However, in practical applications, the
weight factors are difficult to specify for different objects with variable dimensions. Therefore, real-
world design processes do not obtain exactly optimal solutions. For instance, the peak efficiency of a
compressor configuration can be found that eliminates the losses by changing the blade shape in the
optimization algorithm. However, these changes will also modify the stable operating range and the
mechanical strength which should also be taken into account. The Pareto-optimal solutions of a
multi-objective problem rather than a single result of a converted single-objective optimization
problem can provide useful information such as which parameters are dependent or independent,
which design parameters are more sensitive to the final result, which objective functions are
independent or correlative, and so on. Aerodynamic shape optimization usually results in hundreds
or even thousands of Pareto-optimal solutions. [Jeong et al.]151 proposed the “multi-objective design
exploration (MODE)” concept with a multi-objective evolutionary algorithm used to find the Pareto-
optimal solutions and a data mining method used to extract the design information from the Pareto-
optimal solutions. This information is very useful for designers because it provides meaningful
guidance for the real-world design process. Various methods have been proposed by many
researchers to understand the Pareto-optimal solutions.
151 J. Shinkyu, C. Kazuhisa, O. Shigeru, “Data mining for aerodynamic design space”, J. Aerospace. Computation
Inf. Comm. 452–469, 2005.
111
5 Aerodynamic Shape Optimization

Aerodynamic shape optimization plays more and more important role in aircraft design. Shape
parameterization methods enormously impact on the results of aerodynamic optimization. In
general, the current shape parameterization methods used in aerodynamic optimization could be
classified into eight categories152: Basis Vector, Domain Element, Partial Differential Equation,
Discrete (mesh point), Polynomial and Spline, Analytical, CAD-based and Free-Form
Deformation (FFD). [Samareh]153 has reviewed and compared these methods, and pointed out that
successful parameterization methods should have following properties:
1) compact on the number of design variables,

2) providing the high flexibility to cover the optimal solution in design space,
3) representing existing geometries with high accuracy,
4) producing smooth and realistic shape.
Few researchers have investigated the effect of different shape parameterization methods on
optimization process. [Sripawadkul]154 studied and compared five airfoil parameterization methods,
Ferguson’s curves, Hicks-Henne bump functions, B-Spline, PARSEC and Class/Shape function
transformation method (CST), in terms of parsimony, completeness, orthogonality, flawlessness and
intuitiveness. Five parameterization methods were scored to assist to select the proper method
respect to specific issue. [Song and Keane]155 investigated effect of two parameterization methods,
orthogonal basis function and B-Spline, on inverse fitting the different airfoils. The results showed
the B-spline could provide higher accuracy than orthogonal basis function using high number of
design variables. [Castonguay]156 studied the effect of four parameterization methods, mesh points,
B-Splines Hicks-Henne bump function and PARSEC, on inverse design and drag minimization in 2D
airfoil. The results demonstrated the mesh points method provides the highest level of accuracy
comparing to other methods, and PARSEC may be unable to provide high flexibility since it failed in
inverse design case. [Mousavi]157 performed the 2D airfoil inverse design, 2D drag minimization and
152 Samareh, J.A., “Survey of shape parameterization techniques for high-fidelity multidisciplinary shape
optimization”. AIAA Journal, 2001.
153 See the previous.
154 Sripawadkul, V., M. Padulo and M.Guenov, “A Comparison of Airfoil Shape Parameterization Techniques for
Early Design Optimization”, AIAA-2010-9050, t.A.I.M.A.O. Conference, 2010.

155 Song, W. and A.J. Keane, “A Study of Shape Parameterization Methods for Airfoil Optimization”, AIAA- 2004.
156 Castonguay, P. and S. Nadarajah, “Effect of Shape Parameterization on Aerodynamic Shape Optimization”,
AIAA-2007-59. 2007.
157 Mousavi, A., Castonguay P., and S. K. Nadarajah, “Survey of Shape Parameterization Techniques and Its Effect
on Three-dimensional Aerodynamic Shape Optimization”. AIAA Computational Fluid Dynamics Conference

2007-3837, 2007.
112
3D wing drag minimization using mesh points, B-Spline and CST methods. It showed the mesh points
method provided the best results in all test cases. The B-Spline and CST methods were able to provide
the reasonable accuracy with low number of design variables. The CST was able to eliminate the
shock wave using very low number of variables in drag minimization case.
[He et al.]158 studied an aerodynamic shape optimization problem that demonstrates the importance
of robustness. The problem was to minimize the drag at a transonic condition while constraining lift
starting from a circular shape. This required CFD simulations of many shapes a human designer
would not consider, such as the shape shown in the second frame of Figure 5.1. Although RANS
cannot accurately predict the aerodynamic performance of such designs due to the massive
separation, the gradients provided the correct trends, and the optimization eventually converged to
an optimal supercritical airfoil for which RANS is valid.
Figure 5.1 The optimizer started with the initial shape of a circle (1st frame) and converged to a super-
critical airfoil (3rd frame). In this process, the optimizer had to go through infeasible intermediate shapes,
such as the one shown here (2nd frame)
5.1 Statement of Optimization Problem

By convention, the standard form defines a minimization problem. A maximization problem can be
treated by negating the objective function. In CFD analysis, we mostly deal with Continues
Optimization. Most optimization methods use an iterative procedure. The initial set x design
variables, which in the context of aerodynamic optimization this is referred to as the baseline
configuration, and is updated until a minimum of f(x) is identified or the optimization process runs
out of allocated time/iterations. The standard form of optimization problem statement is:
➢ The level of information fidelity required from the flow solver, depending on problem ;
➢ Scope of parametrized design space;
➢ Types of design variables, e.g. discrete and/or continuous;
➢ Single or Multi-Objective optimization;
➢ Constraints handling;
➢ Properties of the design space, e.g. number of local optima, discontinuities.
158 He, X., Li, J., Mader, C. A., Yildirim, A., and Martins, J. R. R. A., \Robust aerodynamic shape optimization from
a circle to an airfoil," Aerospace Science and Technology, Vol. 87, 2019.
113
Single Objective Function:

Minimize f(x) subject to: Objective Function
gi(x) ≤ 0 , i =1, 2, . . . , m ; Inequality constraints
hn(x) = 0 , n = 1, 2, . . . , p : Equality constraints
x = {x1 , x2, …… , xndv}T ; Design Variables
and xlk ≤ xk ≤ xuk ; Parameterized constraints
Multiple Objectives:
Minimize F(x) = [F1(x) , F2(x) , . . . , Fk (x)]T
subject to gj (F(x)) ≤ 0 , j = 1, 2, . . . , m , and hL (F(x)) = 0, L = 1, 2, . . . , e ,
F(x) ∈ Ek are also called objectives, criteria, payoff functions, cost functions, or
value functions, where k is the number of objective functions, m is the number of
inequality constraints, and e is the number of equality constraints. x ∈ En is a vector
of design variables (also called decision variables), where n is the number
independent variables.
It is important to note that no optimization procedure guarantees the global optima of the objective
function f(x) will be found the process may only converge towards a locally optimal solution.
Typically in this situation there are three possibilities:
➢ Restart the optimization process to investigate if the same solution is found;

➢ Approach the design problem with a different optimization methodology to compare solution
quality at a high computational expense;
➢ Accept the optimum found knowing that while it is superior to the baseline configuration it
may not be the optimal solution.
5.1.1 Multi-Objective vs. Multi-Level Optimization

According to [Houssam Abbas] of University of Pennsylvania, Multi-objective problem doesn't quite
optimize two objectives simultaneously: rather, it treats both objectives as equally important, and
will give you a trade-off curve (so-called Pareto front). At some points of that curve, you are making
a trade-off in favor of objective1, at others, in favor of objective2. All points along the curve are
feasible for the same set of constraints, and this set of constraints does not depend on either objective.
A multi-level program is different; you really care about one objective, say f(x). And you want the
optimum of f(x) over a set S which happens to be defined using another optimization (the lower level
program). For different values of x you get different values of S but this isn't a trade-off like in the bi-
objective case: here you are seeking the optimum solution, and there's exactly one (though perhaps
many optimizers). Indeed we are talking about two separate entities of modeling frameworks. In
fact, the two can be combined in a model where, for example, we can have several objectives at the
so-called "upper level" of the bi-level program. We consider the following multi-objective multi-level
Multi-Level Optimization:
Minimize (x , y) , F(x , y)
subject to: y ∊ S(x); G(x, y) ≤ 0
where S(x) denotes the set of solutions of the lower level problem as:
Minimize (y) : f(x , y) subject to g(x, y) ≤ 0
114
programming problem159:
[Fathi & Shadaram]160 introduced a of Multi-Level, Multi-Objective, as well as, Multi-Point
aerodynamic optimization of the axial compressor blade. Generally, they versioned an approach to
the problem to build an objective function which is the summation of penalty terms, to limit the
violations of the constraints. To reduce the computational effort, optimization procedure is working
on two levels. Fast but approximate prediction methods has been used to find a near-optimum
geometry at the firs-level, which is then further verified and refined by a more accurate but expensive
Navier–Stokes solver. Genetic algorithm and gradient-based optimization were used to optimize the
parameters of first-level and second-level, respectively.
5.1.2 Multi-Point Optimization Over a Fight Envelope

[Jameson] introduced both an additional step and a new method of calculations161. To account for
additional conditions, such as take-off, landing, climbing, and cruising, the modeler calculates all of
these simultaneously, rather than only one at a time. Each weighted gradient calculation is gβ where
β is corresponding weight. Higher priority items, such as cruising drag, are given more weight as:
β1 + β2 + ⋯ + β𝑛 = 1 , g = β1 g1 + β2 g 2 + ⋯ + β𝑛 g 𝑛
Eq. 5.1
159 Jane J. Ye, “Necessary optimality conditions for multi-objective bi-level programs”, 2010.
160 A. Fathi · A. Shadaram, “Multi-Level Multi-Objective Multi-Point Optimization System for Axial Flow
Compressor 2D Blade Design”, Arab J Scientific Engineering, 2013.
161 Jameson, A., Leoviriyakit, K., and Shankaran, S., "Multi-point Aero-Structural Optimization of Wings Including
Planform Variations", 45th Aerospace Sciences Meeting and Exhibit, AIAA-2007-764, Reno, NV, 8–11 Jan 2007.
115
The gradient to determine an assigned a weight overall loss or a gain for the design is created by
summing all the gradients times each respective weight (see Eq. 5.1). What this allows for is if a
change drastically improves takeoff performance but results in a slight hit on cruising performance,
the cruising hit can override the takeoff gain due to weighting. Setting the simulation up in this
manner can significantly improve the designs produced by the software. This version of the modeler,
however, adds yet another complexity to the initial conditions, and a slight error on the designer’s
behalf can have a significantly larger effect on the resulting design. The calculation efficiency
improvement takes advantage of the multiple variables. (See Figure 5.2). The problem observed is
that changes that boosted one point of interest directly conflicted with the other, and the resulting
compromise severely hampers the improvement gained. Current research involves a better way to
resolve the differences and achieve an improvement similar to the single-point optimizations.
Figure 5.2 Multi-Point Design Process as Envisioned by Jameson – (Courtesy of Jameson et al.)
5.1.3 Case Study – Multi-Point Optimization of Airfoil

Aerodynamically, an optimal airfoil shape produces high lift and low drag within the design
constraints often imposed by the structural requirements [Chiguluri]162. An inverse design technique
was applied to NACA 0012 airfoil which resulted in an airfoil with drag bucket at the normal flight
operation conditions. The most general form of an airfoil (used on most commercial airplanes)
consists of three individual units: slat, main element, and the flap. Each part has its importance in
obtaining the required performance from the airfoil. Slat and flap are often deployed or retrieved
162B., Chiguluri, “Multi-Point optimization of Airfoils”, Undergraduate Research Thesis, Georgia Institute of
Technology, 2011.
116
based on the phase of the flight. Slat is used to delay stall such that an increment in the angle of attack
doesn’t cause adverse effect on the lift. The flap is used to increase the camber of the airfoil so that
additional lift is obtained. Figure 5.3 summarizes the typical configuration of the wing at different
phases of flight level flight, take-off, and landing.
In the cruise phase i.e. when the slat and
flap are retracted, the multi-element airfoil
can be simplified (by ignoring the small
gaps between the surfaces) to a single
element airfoil. The simplified single
element airfoil’s aerodynamic properties
are often used to design an optimum wing
cross section. Often, landing could be
ignored because it is easily achieved
through aileron deployment. Therefore,
the two phases of flight that govern the
airfoil design are the steady flight and take-
off conditions. In most studies, the
optimization process is applied to the
cruise level condition while ignoring the
take-off conditions. The results often result
in inefficient take-off conditions which
result in excess fuel procurement. Figure 5.3 Wing configurations at different flight
Therefore, it is important to design the phases (Courtesy of Chiguluri)
airfoil for both the steady-flight and take-
off conditions163.
5.2 Geometric Parameterization

[Chernukin and Zingg]164 conducted one of the few studies on how the number of design variables
used, and the related modality, can affect aerodynamic designs and highlight that distinguishing
between multi-modality and poor optimizer convergence can prove problematic. By increasing the
dimensionality of a design space it can be expected, but not guaranteed, to increase the modality of
the search space. The planform shapes are distinct and so demonstrate that geometric variation is
significant between local optima which share similar performance characteristics. The method of
geometric parametrization used to communicate a set of variables plays an important role in
identifying optimal aerodynamics. It determines what shapes and topologies can be represented, and
how many design variables are necessary for sufficient representation of the geometry. Thus,
parametrization dictates particular geometric requirements and has a strong influence on the design
landscape. Therefore it cannot be precluded that different geometric parametrizations will increase
or decrease the degree of modality, linearity, or discontinuity observed. Additionally, a complex
geometry parametrization may impose distinct computational costs. Representations of a geometry
can be broken down into a number of categories but in a more broad sense they can be considered
to be constructive, reformative, or volume based.
Conferring to [Samareh]165, the shape parameterization must be compatible with and adaptable to
various analysis tools ranging from low-fidelity tools, such as linear aerodynamics and equivalent
163 See Previous.

164 O. Chernukhin and D.W. Zingg. ”Multimodality and Global
Optimization in Aerodynamic Design”. AIAA Journal,
51(6):1342{1354, 2013.
165 Jamshid A. Samareh, “A Survey of Shape Parameterization Techniques”, NASA Langley Research Center,
Hampton, Va.
117
laminated plate structures, to high-fidelity tools, such as nonlinear CFD and detailed CSM. For a
multidisciplinary problem, the application must also use a consistent parameterization across all
disciplines. An MDO application requires a common geometry data set that can be manipulated and
shared among various disciplines. In addition, an accurate sensitivity derivative analysis is required
for gradient-based optimization. The sensitivity derivatives are defined as the partial derivatives of
the geometry model or grid-point coordinates with respect to a design variable. The sensitivity
derivatives of a response, F, with respect to the design variable vector D, can be written as:
𝐅 Field Grid
∂𝐅 ∂𝐅 ∂𝐑 𝐅 ∂𝐑 𝐒 ∂𝐑 𝐆 𝐒 Surface Grid
=[ ][ ][ ][ ] where {
∂𝐃 ⏟∂𝐑 𝐅 ⏟∂𝐑 𝐒 ⏟ ∂𝐑 𝐆 ⏟∂𝐃 𝐆 Geometery
I II III IV 𝐃 Design Variables
Eq. 5.2
The 1st term on the right-hand side of Eq. 5.2 represents the sensitivity derivatives of the response
with respect to the field grid point coordinates. The 2nd term on the right-hand side is vector of the
field grid-point sensitivity derivatives with respect to the surface grid points. The sensitivity
derivative vector must be provided by the field grid generator, but few grid generation tools have the
capability to provide the analytical grid-point sensitivity derivatives? The third term on the right-
hand side of Eq. 5.2 denotes the surface grid sensitivity derivatives with respect to the shape design
variables, which must be provided by the surface grid generation tools. The fourth term on the right-
hand side of Eq. 5.2 signifies the geometry sensitivity derivatives with respect to the design variable
vectors; this must be provided by the geometry construction tools166. An important ingredient of
shape optimization is the availability of a model parameterized with respect to the airplane shape
parameters such as planform, twist, shear, camber, and thickness. The parameterization techniques,
according to [Samareh], are divided into the following categories:
➢ Basis vector,
➢ Domain Element,
➢ Partial Differential Equation (PDE),
➢ Discrete,
➢ Polynomial,
➢ Spline Representation,
➢ CAD-Based,
➢ Analytical,
➢ Free Form Deformation (FFD),
➢ Modified FFD.
Among those, we attend to Discrete, Analytical, PDE, CST, Spline Representation and Free From
Deformation (FFD).
5.2.1 Discrete Approach

The discrete approach is based on using the coordinates of the boundary points as design variables.
This approach is easy to implement, and the geometry changes are limited only by the number of
design variables. However, it is difficult to maintain a smooth geometry, and the optimization
solution may be impractical to manufacture. To control smoothness, one could use multipoint
constraints and dynamic adjustment of lower and upper bounds on the design variables. For a model
with a large number of grid points, the number of design variables often becomes very large, which
166 See Previous.

118
leads to high cost and a difficult optimization problem to solve. The natural design approach is a
variation of the discrete approach that uses a set of fictitious loads as design variables. These
fictitious loads are applied to the boundary points, and the resulting displacements, or natural shape
functions, are added to the baseline grid to obtain a new shape. Consequently, the relationship
between changes in design variables and grid-point locations is established through a finite element
analysis. [Zhang and Belegundu]167 provided a systematic approach for generating the sensitivity
derivatives and several criteria to determine their effectiveness. The typical drawback of the natural
design variable method is the indirect relationship between design variables and grid-point
locations.
For an MDO application, grid requirements are different for each discipline. So, each discipline has a
different grid and a different parameterized model. Consequently, using the discrete
parameterization approach for an MDO application will result in an inconsistent parameterization168.
The most attractive feature of the discrete approach is the ability to use an existing grid for
optimization. The model complexity has little or no bearing on the parameterization process. It is
possible to have a strong local control on shape changes by restricting the changes to a small area.
When the shape design variables are the grid-point coordinates, the grid sensitivity derivative
analysis is trivial to calculate; the third and fourth terms in Error! Reference source not found. can be c
ombined to form an identity matrix.
5.2.2 Analytical Approach

[Hicks and Henne]169 introduced a compact formulation for parameterization of airfoil sections. The
formulation was based on adding shape functions (analytical functions) linearly to the baseline
shape. The contribution of each parameter is determined by the value of the participating coefficients
(design variables) associated with that function. All participating coefficients are initially set to zero,
so the first computation gives the baseline geometry. The shape functions are smooth functions based
on a set of previous airfoil designs. [Elliott and Peraire]170 and [Hager et al.]171 used a formulation
similar to that of [Hicks and Henne], but a different set of shape functions. This method is very
effective for wing parameterization, but it is difficult to generalize it for a complex geometry.
5.2.3 Partial Differential Equation Approach

This method views the surface generation as a boundary-value problem and produces surfaces as the
solutions to elliptic partial differential equations (PDE). [Bloor and Wilson]172 showed that it was
possible to represent an aircraft geometry in terms of a small set of design variables. [Smith et al. ]173
extended the PDE approach to a class of airplane configurations. Included in this definition were
surface grids, volume grids, and grid sensitivity derivatives for CFD. The general airplane
configuration had wing, fuselage, vertical tail, horizontal tails, and canard components. Grid
sensitivity was obtained by applying the automatic differentiation tool ADIFOR. Using the PDE
approach to parameterize an existing complex model is time-consuming and costly. Also, because
this method can only parameterize the surface geometry, it is not suitable for the MSO applications
167 Zhang, S. and Belegundu, A. D., "A Systematic Approach for Generating Velocity Fields in Shape Optimization,"
Structural Optimization, Vol. 5, No. 1-2, 1993, pp. 84-94.
168 Jamshid A. Samareh, “A Survey of Shape Parameterization Techniques”, NASA Langley Research Center, VA.
169 Hicks, R. M. and Henne, P. A., "Wing Design by Numerical Optimization," Journal of Aircraft, 1978.
170 Elliott, 3. and Peralre, J., "Practical Three-Dimensional Aerodynamic Design and Optimization Using
Unstructured Meshes," AIAA Journal, Vol. 35, No. 9, 1997, pp. 1479-1486.
171 Hager, J. O., Eyi, S., and Lee, K. D., "A Multi-Point Optimization for Transonic Airfoil Design," AIAA 92-4681.
172 Bloor, M. I. G. and Wilson, M. J., "Efficient Parameterization of Genetic Aircraft Geometry," Journal of Aircraft,
Vol. 32, No. 6, 1995, pp. 1269-1275.

173 Smith, R. E., Bloor, M. I. G., Wilson, M. J., and Thomas, A. T., "Rapid Airplane Parametric Input Design (RAPID),"
AIAA 12th Computational Fluid Dynamics Conference, AIAA, Jun. 1995, pp. 452-462, also AIAA-95-1687
119
that must model the internal structural elements such as spars, ribs, and fuel tanks. As a result, this
method is suitable for problems involving a single discipline with relatively simple external geometry
changes.
5.2.4 Spline Based Parameterization

Constructive models include functions which define basic body shapes, spline methods such as Bezier
splines, basis splines (B-splines), Non-Uniform Rational Basis Spline (NURBS)174, and partial
differential equations. The basic wing topology was defined through a series of globally enforced
geometric variables to manipulate a series of wing sections. Parametrizing the entire geometry in
this way typically allows for global shape control with few basic variables. This method is well suited
to low-fidelity aerodynamic models if a wide allowable design scope is necessary; no need for mesh
deformations. Spline-based geometric parametrizations are used to represent 2 or 3D surfaces and
are typically used in conjunction with higher-fidelity flow solvers, such as Euler and Navier Stokes
solvers, with the control points being the design variables. Bezier splines are most efficient to
evaluate requiring few variables and have been used for efficient aero-foil definition by [Peigin and
Epstein]175. Modification of any single control point defining a Bezier spline will modify the entire
curve and thus is inherently effective for global shape definition, but has very limited local control.
B-splines address this issue of local control allowing single control point modifications to modify
small portions of the overall curve.
This allows for more complex aero
foil definitions, as demonstrated by
[Koziel at al.]176, and can enable the
use of hinged control surfaces to an
otherwise rigid body. NURBS
increase the local deformation
control over surface definitions
further in order to have more
complex geometric shapes such as
fairings or wing-fuselage junctions.
[Vecchia and Nicolosi]177 and
[Hashimoto et al.]178 adopt NURBS to
parametrize the entire aircraft
configuration in order to reduce drag
of the vehicle through steam-lining
fillets and fairings.
Figure 5.4 shows an example of Figure 5.4 NURBS Surfaces Parametrizing Surface Blend on
NURBS control points re-defining the Fuselage (Courtesy of Vecchia & Nicolosi)
surface over the upper section of the
174 M.J. Martın, E. Andres, M Widhalm, P. Bitrian, and C. Lozano,“Non-uniform rational B-splines-based
aerodynamic shape design optimization with the DLR TAU code”, Proceedings of the Institution of Mechanical
Engineers, Part G: Journal of Aerospace Engineering, 2011.
175 S. Peigin and B. Epstein. “Multi-constrained Aerodynamic Design of Business Jet By CFD Driven Optimization
Tool”. Aerospace Science and Technology, 12(2):125-134, 2008.

176 S. Koziel, Y. Tesfahunegn, A. Amrit, and L.T. Leifsson. “Rapid Multi-Objective Aerodynamic Design Using Co-
Kriging and Space Mapping”. 57th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials
Conference, AIAA 2016-0418, number January, pages 1-10, San Antonio, TX, USA, 2016.
177 P.D. Vecchia and F. Nicolosi. “Aerodynamic Guidelines in The Design and Optimization of New Regional
Turboprop Aircraft”. Aerospace Science and Technology, 38:88{104, Oct 2014.

178 A.H. Hashimoto, S.J. Jeong, and S.O. Obayashi. “Aerodynamic Optimization of Near-Future High-Wing Aircraft”.
Japan Society for Aeronautical and Space Sciences, 58(2):73{82, 2015.

120
fuselage/wing juncture [Vecchia and Nicolosi]179. Geometry definition through the use of partial
differential equations (PDEs) are not as commonly used as well-established spline-based methods
but are just as versatile for geometry surface definition. [Athanasopoulos et al.]180 show that for
equivalently complex surface construction PDEs require fewer design variables, resulting in a more
compact design space. Due to the small set of design parameters required by the PDE method the
computational cost associated with the optimization of a given aerodynamic surfaces can be reduced.
In a PDE-based method the parameters are boundary values to the PDE, hence the relationship
between the value of the design parameter and the geometry can be unclear making method-official
surface deformations tedious. This is likely why the aerodynamic definition of a body in an
optimization scheme does not used PDE representation even though it may initially seem a more
appropriate method. Comparatively, spline-based methods are conceptually simpler and will provide
a more direct relationship between design parameters and the resulting geometry and thus allow
better control over the range of geometries that can be generated.
If optimization establishes performance metrics from CFD, the simplest methods for body surface
definitions are reformative ones. In reformative methods the mesh points on the surface of the body
are directly treated as design variables,181 and their position can be perturbed by the optimizer in
order to generate new shapes. These approaches have the significant advantage that any geometry
the mesh generation algorithm is capable of can be evaluated, however it is likely to require many
hundreds of design variables; deformations are therefore usually limited to single-degree-of-
freedom deformations.
5.2.4.1 Free-Form Deformation Approach (FFD)

A common method used for aerodynamic optimization is the Free-Form Deformation (FFD) approach
which is useful if the geometry manipulations are particularly complex; FFD is covered in depth by
Figure 5.5 Free-Form Deformation (FFD) Parametrizing Wing with 720 Control Points - (Courtesy of
Kenway and Martins)
179 P.D. Vecchia and F. Nicolosi. “Aerodynamic Guidelines in The Design and Optimization of New Regional
Turboprop Aircraft”, Aerospace Science and Technology, Oct 2014.
180 M. Athanasopoulos, H. Ugail, and G.G. Castro. “Parametric Design of Aircraft Geometry Using Partial
Diffferential Equations. Advances in Engineering Software”, 40(7):479-486, 2009.

181 A. Jameson, L. Martinelli, and N.A. Pierce. “Optimum Aerodynamic Design Using the Navier-Stokes Equations.
Theoretical and Computational Fluid Dynamics”, 1998.

121
[Kenway and Martins]182. This approach embeds the solid geometry within a FFD hull volume
(volumes are typically referends of Bezier splines, Non-Uniform Rational B-splines of NURBS), which
are parametrized by a series of control points as shown in Figure 5.5. These control points deform
the volume which translate to geometric changes of the solid geometry rather than redefining the
whole geometry itself which can give a relatively more efficient set of design variables. A key
assertion of the FFD approach, when applied within a CFD environment, is that a geometry has
constant topology through-out the optimization process; this is typical of high-fidelity optimizations
where the initial geometry considered is sufficiently close to the optimal solution. Figure 5.5 shows
the FFD hull volume enclosing a wing with 720 geometric control points used by [Lyu et al.]183 which
control shape deformation in the vertical (z) axis. The initial random wing deformation and
associated optimized wing cross-sections at select locations are also shown. A similar method is
based on Radial Basis Function (RBF) interpolation which defines data sets of design variables and
their global relationships. [Fincham & Friswell]184 and [Poole et al.]185 use radial basis functions to
optimize morphing aero-foils and report that they provide a means to deform both aerodynamic and
structural meshes and interpolate performance metrics between two non-coincident meshes.
Volumetric-based body representation have been used for optimization but rarely in the field of
aerodynamics, a recent review of the applicability of volumetric parametrization for aerodynamic
optimization is given by [Hall et al.]186.
5.2.5 Class/Shape Function Transformation (CST) Method

In order to present a general parameterization technique for any type of geometries and to overcome
the mentioned limits, [Kulfan]187, [Kulfan & Bussoletti]188 and [Ceze]189 among others developed the
method of Class/Shape Function Transformation (CST). This method provides the mathematical
description of the geometry through a combination of a shape function and class function. The
class function provides for a wide variety of geometries. The shape function replaces the complex
non-analytic function with a simple analytic function that has the ability to control the design
parameters and uses only a few scalable parameters to define a large design space for aerodynamic
analysis. The advantage of CST lies in the fact that it is not only efficient in terms of low number of
design variables but it also allows the use of industrial related design parameters like radius of
leading edge or maximum thickness and its location190.
182 G. Kenway, G. Kennedy, and J.R.R.A. Martins. “A CAD-Free Approach to High-Fidelity Aero-structural
Optimization”. 13th AIAA/ISSMO Multidisciplinary Analysis Optimization Conference, AIAA 2010-9231.
183 Z. Lyu, G. Kenway, and J.R.R.A. Martins, “Aerodynamic Shape Optimization Investigations of the Common
Research Model Wing Benchmark”. AIAA Journal, 53(4):968{985, 2014.

184 J.H.S. Fincham and M.I. Friswell. “Aerodynamic Optimisation of a Camber Morphing Aerofoil”, Aerospace
Science and Technology, 2015.

185 D.J. Poole , C.B. Allen, T.C.S. Rendall, “Aero-foil Design Variable Extraction for Aerodynamic Optimization”,
AIAA 2013.
186 J. Hall, D.J. Poole, T.C.S. Rendall, and C.B. Allen. “Volumetric Shape Parameterization for Combined
Aerodynamic Geometry and Topology Optimization”.16th AIAA/ISSMO Multidisciplinary Analysis and

Optimization Conference, AIAA 2015-3354, number June, pages 1-29, Dallas, TX, 2015.
187 Kulfan, B. M., “Universal parametric geometry representation method,” Journal of Aircraft,, 2008.
188 Kulfan, B. M. and Bussoletti, J. E., “Fundamental Parametric Geometry Representations for Aircraft
Component Shapes," 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, 2006.
189 Marco Ceze, Marcelo Hayashiy and Ernani Volpe, “A Study of the CST Parameterization Characteristics”, AIAA
2009-3767.
190 Arash Mousavi, Patrice Castonguay and Siva K. Nadarajah, “Survey Of Shape Parameterization Techniques
And its Effect on Three-Dimensional Aerodynamic Shape Optimization”, AIAA 2007-3837.

122
5.2.5.1 CST Airfoils & Wings Geometric Parameterization

Any smooth airfoil can be represented by the general 2D CST equations. The only things that
differentiate one airfoil from another in the CST method are two arrays of coefficients that are built
into the defining equations. These coefficients control the curvature of the upper and lower surfaces
of the airfoil. This gives a set of design variables which allows for aerodynamic optimization. This
method of parameterization captures the entire design space of smooth airfoils and is therefore
useful for any application requiring a smooth airfoil. The upper and lower surface defining equations
are as follows:
ς U (ψ) = C N1
N2 (ψ).SU (ψ) + ψ.ΔςU 
 x z
 where ψ = and ς = Eq. 5.3
N2 (ψ).S L (ψ) + ψ.ΔςL 
ς L (ψ) = C N1  c c
The last terms define the upper and lower trailing edge thicknesses. Equation uses the general class
function to define the basic profile and the shape function to create the specific shape within that
geometry class. The general class function is defined as:
N2 (ψ) = ψ .(−ψ)
C N1 N1 N2
Eq. 5.4
For a general NACA type symmetric airfoil with a round nose and pointed aft end, N1 is 0.5 and N2 is
0 in the class function. This classifies the final shape as being within the "airfoil" geometry class,
which forms the basis of CST airfoil representation. This means that all other airfoils represented by
the CST method are derived from the class function airfoil. Further details can be found in [Lane and
Marshall]191, or [Ceze et al.]192. The 2D process for airfoils is easily extended to wings as a simple
extrusion of parameterized airfoils. This greatly increases the number of design variables for an
optimization scheme. However, it is no less powerful. By controlling the distribution of airfoils, any
smooth wing can be represented. Also, such characteristics as sweep, taper, geometric twist, and
aerodynamic twist can be included. The definition of a 3D surface follows a similar structure to that
of a 2D surface. Again, for complete description of method, readers are encouraged to consult193. For
further and complete information, readers encourage to consult [Su et al.]194.
5.2.5.2 Case Study - Airfoil Optimization

As previously explained, the CST method gives equations for the upper and lower surfaces of an
airfoil in terms of the curvature coefficients195. These coefficients can be used as design variables in
an aerodynamic optimization scheme. Such a scheme is currently being developed to maximize the
lift to drag ratio (L/D) of a supercritical airfoil for use on a next generation commercial airliner. The
optimization scheme uses the MATLAB function as the optimizer. This function was selected based
on that constraints could be placed on the airfoil geometry. Computational fluid dynamics (CFD) was
selected for the solution method because the optimization is performed in the transonic regime
191 Kevin A. Lane and David D. Marshall, “A Surface Parameterization Method for Airfoil Optimization and High
Lift 2D Geometries Utilizing the CST Methodology”, AIAA 2009-1461.
192 Marco Ceze, Marcelo Hayashiy and Ernani Volpe, “A Study of the CST Parameterization Characteristics”, AIAA
2009-3767.
193 See 40.
194 Hua Su, Chunlin Gong, and Liangxian Gu, “Three-Dimensional CST Parameterization Method Applied in
Aircraft Aero elastic Analysis”, Hindawi, International Journal of Aerospace Engineering Volume 2017, Article
ID 1874729, 15 pages, https://doi.org/10.1155/2017/1874729.
195 See 40.
123
where many other solution methods are not valid. This complicates the process greatly. Since CFD is
to be used by an optimizer, both the meshing and solution processes must be automated. Therefore,
the meshing process must be robust enough to handle any airfoil selected by the optimizer. However,
the meshing process will still be sensitive to the given airfoil geometry. If the airfoil selected by the
optimizer is too unlike the airfoil used to develop the meshing automation, the meshing process is
prone to errors. Therefore, constraints are used to force the optimizer to select airfoils that somewhat
resemble the initial airfoil. Constraints implemented to ensure an airfoil successfully passes the
meshing stage include limits on maximum thickness and minimum thickness. An additional
constraint was placed so that the upper surface does not cross the lower surface. The optimizer is
currently being tested for a cruise condition of Mach 0.8 at an altitude of 35,000 feet. To ensure that
a constant CL is maintained, the objective function estimates the current airfoil's lift curve by fitting
a line to CL values taken from CFD solutions at different angles of attack. This is used to obtain the
angle of attack that should produce the desired Cl. This angle of attack is used for the final CFD
solution of the objective function from which L/D is taken and read by the optimizer. The initial airfoil
selected for the optimization scheme was the RAE 2822 transonic airfoil previously used in the class
function coefficient optimization study. A CL of 0.322
was selected to correspond to the CL at cruise of the Initial Optimized
airfoil used by a next generation commercial airliner CL 0.329 0.318
currently being studied at Cal Poly. Table 5.1 displays
CD 0.0273 0.0140
a comparison between the performance of the initial
and optimized airfoils. The CL values differ somewhat L/D 12.05 22.78
and displays some error in the selection of angle of AoA 0.96 1.5
attack. However, the CD of the optimized airfoil is
dramatically lower than that of the initial airfoil. The CD Table 5.1 Performance Comparison of
value drops from 273 drag counts to 40, which is a Initial an Optimize Airfoils (Courtesy of 44)
reduction of 33 drag counts or about 49%. This also
causes the L/D to increase from 2.05 to 22.78, which is an increase of about 89%. Figure 5.6 displays
contours of Mach number over the initial and optimized airfoils. The initial airfoil is displayed on the
left while the optimized airfoil is shown on the right. The maximum Mach number in the flow over
the initial airfoil is much higher than that of the optimized airfoil. This is because the upper surface
of the optimized airfoil is much flatter than that of the initial airfoil, which causes the flow to
accelerate less over the upper surface of the optimized airfoil. This is the cause of the dramatic drag
reduction. The lowest point of the lower surface of the optimized airfoil is forward from that of the
initial airfoil. This allows for lower speed flow and therefore higher pressure.
Figure 5.6 Contours of the Initial Airfoil (Left) an Optimize Airfoil (Right)44
124
5.3 Constraint Handling

Constraint handling in aerodynamic, and indeed any industrial optimization problem, plays a
consequential role in the quality and robustness of an optimized solution within the defined design
space. Geometric parametrization itself poses a constrained optimization problem since, in addition
to minimizing the objective f(x), the design variables must satisfy some geometric constraints.
Constraint management techniques found in literature which have been classified by [Koziel &
Michalewicz]196 and [Sienz & Innocente]197 as:
➢ strategies that preserve only feasible solutions with no constraint violations: infeasible
solutions are deleted;
➢ strategies that allow feasible and infeasible solutions to co-exist in a population, however
penalty functions penalize the infeasible solutions (constraint based reasoning);
➢ strategies that create feasible solutions only;
➢ strategies that artificially modify solutions to boundary constraints if boundaries are
exceeded; and
➢ strategies that repair/modify infeasible solutions.
Most commonly optimizations apply weighted penalties to the objective function if the constraint(s)
are violated. The reason for this is that penalty functions are often deemed to ease the optimization
process, and bring the advantage of transforming constrained problems into unconstrained one by
directly enforcing the penalties directly to the objective function. With this method Pareto-optimal
solutions with good diversity and
reliable convergence for many
algorithms can be obtained easily
when the number of constraints are
small; fewer than 20 constraints. It
becomes more difficult to reach
Pareto-optimal solutions efficiently
as the number of constraints
increase, and the number of
analyses of objectives and
constraints quickly becomes
prohibitively expensive for many
applications.
This is because the selection
pressure decreases due to the
reduced region in which feasible
solutions exist. [Kato et al.]198
suggest that in certain
circumstances Pareto-optimal
solutions may exist in-between Figure 5.7 Concept of using Parallel Evaluation Strategy of
regions of solution feasibility and Feasible and Infeasible Solutions to Guide Optimization
Direction in a GA
196 S. Koziel and Z. Michalewicz. “Evolutionary Algorithms, Homomorphous Mappings, and Constrained
Parameter Optimization”. Evolutionary Computation, 7(1):19{44, 1999.
197 J. Siens and M.S. Innocente. “Particle Swarm Optimisation: Fundamental Study and its Application to
Optimisation and to Jetty Scheduling Problems”. Trends in Engineering Computational Technology, pages 103-
126, 2008.
198 T. Kato, K. Shimoyama, and S. Obayashi. “Evolutionary Algorithm with Parallel Evaluation Strategy of Feasible
and Infeasible Solutions Considering Total Constraint Violation”. IEEE, 1(978):986-993, 2015.
125
infeasibility. This is illustrated in Figure 5.7, where it is seen that feasible and infeasible solutions
could be evaluated in parallel to guide the optimization search direction towards feasible design
spaces. This is intuitively true for single discipline aerodynamic optimization problems where often
small modifications to design variables can largely impact the performance rendering designs
infeasible. Algorithm understanding of infeasible solutions can help in the betterment of feasible
solutions though algorithm learning/training and constraint based reasoning. [Robinson et al.]199,
comparing the performance of alternative trust-region constraint handling methods, showed that
reapplying knowledge of constraint information to a variable complexity wing design optimization
problem reduced high-fidelity function calls by 58% and additionally compare the performance to
alternative constraint managed techniques.
Elsewhere, [Gemma and Mastroddi]200 demonstrated that for the multi-disciplinary, multi-objective
aircraft optimizations the objective space of feasible and infeasible design candidates are likely to
share no such definitive boundary. With the adoption of utter constraints, structural constraints, and
mission constraints solutions defined as infeasible under certain conditions would otherwise be
accepted, hence forming complex Pareto fronts. Interdisciplinary considerations such as this help to
develop and balance conflicting constraints. For example, structural properties which may be
considered feasible, but are perhaps heavier than necessary will inflict aero-elastic instabilities at
lower frequencies. In the aerospace industry alone there are several devoted open-source
aerodynamic optimization algorithms with built-in constraint handling capability. Some studies
have also adopted MATLAB's optimization tool-box for successful optimization constraint
management.
199 T.D. Robinson, K.E. Willcox, M.S. Eldred, and R. Haimes. “Multi-fidelity Optimization for Variable-Complexity
Design”. 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, pages 1-18, Portsmouth,
VA, 2006. AIAA 2006-7114.
200 S. Gemma and F. Mastroddi. “Multi-Disciplinary and Multi-Objective Optimization of an Unconventional
Aircraft Concept”. 16th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, AIAA 2015-2327,
pages 1-20, Dallas, TX, 2015.
126
6 Gradient-Based Optimization Methods for Aerodynamic

Optimizations
Gradient-based optimization is a calculus-based point-by-point technique that relies on the gradient
(derivative) information of the objective function with respect to a number of independent variables.
The nature in which gradient-based methods (GBM) operate make them well suited to finding
locally optimal solutions but may struggle to find the global optimal. With gradient-based algorithms
an understanding of the design space is assumed, as an appropriately pre-conceived starting design
point must be given. [Kenway and Martins]201 point out that with increasingly higher fidelity
aerodynamic optimizations, a more refined initial design should be used so that the optimization
does not diverge too far from the baseline. If large changes in topology are expected lower fidelity
panel codes can facilitate useful optimization procedures. Typically, the higher the fidelity analysis
used the more compact the design variables will need to be to allow effective optimization with a
gradient based optimizer. Gradient-based optimization is, in its most basic form, a two-step iterative
process which can be summarized mathematically as:
xnew = xold + hf

Eq. 6.1
where ⊽ f is the gradient of function f(x), and x is a vector of the design variables. The first step is to
identify a search direction (gradient), ⊽ f, in which to move. The second step is to perform a one-
dimensional line search to determine a distance/step size h along ⊽f that achieves an adequate
reduction of some cost function, i.e. define how far to move in the search direction until no more
progress can be made. A schematic diagram illustrating the operation of a gradient-based
optimization is shown in Figure 6.1. In-depth benchmarking of gradient based algorithms for
aerodynamic problems has been conducted by [Secanell and Suleman]202 and [Lyu et al.]203. Gradient
based algorithms are extensively used in aerospace optimization as they exhibit low computational
Figure 6.1 Gradient-Based Aerodynamic Optimization Process
201 G. Kenway and J.R.R.A. Martins. “Aerodynamic Shape Optimization of the CRM Configuration Including Buffet-
Onset Conditions”, 54th AIAA Aerospace Sciences Meeting, AIAA 2016-1294, pages 1-23, San Diego, California.
202 M. Secanell and A. Suleman. “Numerical Evaluation of Optimization Algorithms for Low-Reynolds-Number
Aerodynamic Shape Optimization”. AIAA Journal, 43(10):2262{2267, 2005.

203 Z. Lyu, Z. Xu, and J.R.R.A. Martins. “Benchmarking Optimization Algorithms for Wing Aerodynamic Design
Optimization”. International Conference on Computational Fluid Dynamics, ICCFD8-2014-0203, pages 1-18,

Chengdu, Sichuan, China, 2014.
127
demands when handing many hundreds of design variables; this makes them well suited for
optimizing shapes based on irregular geometric parametrizations. optimizing shapes based on
deformities geometric parametrizations.
6.1 Sensitivity Analysis

Significant difficulties arise if they are not applied within a restricted set of functions with well-
defined slope values due to a dependency upon the existence of derivative information via some
sensitivity analysis. The computational expense of evaluating gradients using finite-difference or the
complex step method provide a simple and flexible means of estimating gradient information, but are
considered excessive with respect to hundreds of variables. These approaches preserve discipline
feasibility, but they are costly and can be unreliable. It is commented on that to increase the
dimensionality of the problem an analytic sensitivity analysis would have to be adopted. Finite-
differencing or complex-step methods employed for providing sensitivity analysis for low-fidelity
codes can be considered appropriate due to low computational demand. [Ning and Kroo] optimize a
series of wing topologies investigating fundamental wing design trade-offs for which sensitivity
analysis of the objective and constraints were approximated by finite-differencing. Results provided
by the sequential quadratic programming method show robust and quick convergence able to
determine relative gradients between approximated area-dependent weight, effects of critical
structural loading, and stall speed constraints. In the presence of several hundred design variables
and constraints the analysis code will require a particularly long time to evaluate sensitivities.
Automatic differentiation or analytic derivative calculations (direct or adjoint) can be used to avoid
multi-discipline analysis evaluations. [Pironneau]204 pioneered the adjoint method in fluid dynamics,
showing that the cost of computing sensitivity information was almost completely independent of
the number of design variables, and hence the overall cost of optimization is roughly linearly
proportional to the number of design variables. The adjoint form of the sensitivity information is
particularly efficient for aerodynamic optimization applications as the number of cost functions
(outputs) is small, while the number of design variables (inputs) is relatively larger. The discrete
adjoint method (as opposed to continuous adjoint method) is generally favored in aerospace-based
optimization as it ensures that sensitivities are exact with respect to the discretized objective
function. The implementation of the adjoint method for the governing equations of the flow analysis
can often be difficult to derive and require direct manipulation; adjoint methods require much more
involved detailed knowledge of the computational domain.
One way to approach this difficulty is to use Automatic Differentiation (AD), which is a method based
on the systematic application of the differentiation chain rule to the source code to compute the
partial derivatives required by the adjoint method. [Mader et al]205 developed a discrete adjoint
method for Euler equations using Automatic Differentiation (AD), later followed by [Lyu et al.]206 who
extended and developed this adjoint implementation to Reynolds-averaged Navier-Stokes (RANS)
equations and introduced simplifications to the automatic differentiation approach. Methods
developed have shown robust an efficient application to high-fidelity optimization. Others adopted
similar methods for the high-fidelity aerodynamic optimization of non-planar wings addressing the
non-linearity of wake shape and how it can impact the induced drag. Several non-planar geometries,
inherently creating non-planar wake-wing interactions, are optimized using discrete adjoint
sensitivities. This work illustrates the drawbacks in static-wake assumptions, demonstrating that
204 O. Pironneau. “On Optimum Design In Fluid Mechanics”. Journal of Fluid Mechanics, 64(1): 97-110, 1974.
205 C.A. Mader, J.R.R.A. Martins, J.J. Alonso, and E.V. Der Weide. “An Approach for the Rapid Development of
Discrete Adjoint Solvers”. AIAA Journal, 46(4):863-873, 2008.
206 Z. Lyu, G. Kenway, C. Paige, and J.R.R.A. Martins. “Automatic Differentiation Adjoint of the Reynolds-Averaged
Navier-Stokes Equations with a Turbulence Model”, 21st AIAA Computational Fluid Dynamics Conference, AIAA
2013-2581, pages 1-24, San Diego, California, 2013.
128
higher-order effects must be included for accurate induced drag prediction and hence for meaningful
optimizations. This work was followed by [Gagnon and Hicken]207 for the aerodynamic optimization
of un-conventional aircraft configurations. These global geometric variables are generally not
considered in high-fidelity simulation. The cost of allowing such geometric variation away from the
baseline under high-fidelity optimization limited how many variables could be considered in any one
optimization process. The authors observed limited optimization in some wing configurations
because of this. More details regarding the evaluation of sensitivity analysis is available in section 6.
6.2 Aero-Elastic Optimization

Aero elastic optimization requires the coupling of aerodynamic and structural models for most
effective sensitivity analysis in optimization routines. Even small changes in aerodynamic shape can
have a large influence on aerodynamic performance with various flow conditions resulting in
multiple shapes. Wing flexibility impacts not only the static flying shape but also its dynamics,
resulting in aero elastic phenomenon such as utter and aileron reversal. Based on this principle, to
enable high-fidelity aero structural optimization while encompassing hundreds of design variables,
[Martins et al.]208 proposed the use of a coupled adjoint method to compute sensitivities with respect
to both the aerodynamic shape and the structural sizing. [Kenway et al.] subsequently made several
developments and demon-started that the computation of coupled aero elastic gradient calculations
were scalable to thousands of design variables and millions of degrees of freedom, and since applied
it to the aero structural optimization of high aspect ratio wings with different structural properties.
More recently, [Burdette et al.]209 applied the coupled discrete adjoint method with the sparse non-
linear optimizer SNOPT for wing morphology optimization. This approach was capable of handling
over a thousand design variables and constraints. The coupled adjoint method is also applicable to
lower-fidelity model where they used a vortex lattice method and finite element analysis tool capable
of accurately mimicking high-fidelity accuracy at a greatly reduced computational cost. The coupling
of design constraints makes the optimizer additionally capable of considering more sophisticated
criteria flight dynamics into the coupled adjoint sensitivity and explored the use of static and dynamic
stability constraints. The result showed that coupling stability constraint sensitivities into the adjoint
formulation had a significant impact on optimal wing shape. Elsewhere, structural dynamics were
considered by [Zhang et al.]210 who used a coupled-adjoint formulation to include utter constraints.
The utter constraints used the coupled aerodynamic/structural solver to suppress utter onset by
identifying dominant modes and adjusting variables such as the wing stiffness.
Others investigated using modular sensitivity analysis for aero structural sequential optimization of
a sailplane. They showed that coupled aero structural optimization gave higher performance designs
than those identified by sequential optimization of aerodynamics followed by structural
optimization. Subsequently, [Grossman et al.]211 optimized the performance of a subsonic wing
configuration showing that while modular sensitivity analysis for sequential optimization reduced
207 H. Gagnon and D.W. Zingg. “High-Fidelity Aerodynamic Shape Optimization of Unconventional Aircraft
through Axial Deformation”. 52nd Aerospace Sciences Meeting, AIAA 2014-0908, pages 1-18, Maryland, 2014.
208 J.R.R.A. Martins, J.J. Alonso, and J.J. Reuther. “A Coupled-Adjoint Sensitivity Analysis Method for High-fidelity
aero-structural design”. Optimization and Engineering, 6(1):33{62, 2005.

209 D.A. Burdette, G. Kenway, Z. Lyu, and J.R.R.A. Martins. “Aero structural Design Optimization of an Adaptive
Morphing Trailing Edge Wing”. 15th AIAA/ISSMO Multi-disciplinary Analysis and optimization Conference,
AIAA paper 2014-3275, pages 1-13, 2014.
210 Z. Zhang, P.C. Chen, Z. Zhou, S. Yang, Z. Wang, and Q. Wang. “Adjoint Based Structure and Shape Optimization
with Flutter Constraints”. 57th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials
Conference, AIAA 2016-1176, pages 1-23, San Diego, California, 2016.
211 B. Grossman, R.T. Haftka, P.J. Kao, D.M. Polen, and M. Rais-Rohani. “Integrated Aerodynamic-Structural Design
of a Transport Wing”. Journal of Aircraft, 27(12):1050-1056, 1990.

129
the total number of function calls and sensitivity calculations, the wing performance gain was limited.
When performing sequential optimization the optimizer does not have sufficient information
necessary for aero elastic tailoring. This limitation of sequential optimization is further explained by
[Chittick and Martins]212. A significant drawback of all gradient-based algorithms is the requirement
for continuity and low-modality throughout the design space otherwise the algorithm may become
sub-optimally trapped. The challenge is that an aerodynamic shape analysis throughout a
geometrically varying search space will encounter both non-continuous topological and local flow
changes, each providing local optima. Gradient-dependent algorithms' robustness significantly
decreases in the presence of discontinuity and lack of convergence, usually related to turbulence
modelling, making the objective function noisy. [Kenway] encountered such a problem with
aerodynamic shape optimization with a separation-based constraint formulation to mitigate buffet-
onset behavior at a series of operating conditions. The discontinuity from the function arose from
monitoring the wing local surface for separated flow; this resulting in locally negative skin friction
coefficients. To address this issue blending functions were to be implemented to smooth the
discontinuity, smearing the separation sensor value around the separated flow region.
6.3 Multi-Point Optimization

[Kenway and Martins]213, among others, have used multi-point optimization strategies in order to
consider several operating conditions simultaneously. For more realistic and robust design it is
crucial to take into account more than one operating condition, especially off design conditions,
which form additional multi-objective requirements into the optimization. The single-point
optimization achieved an 8.6 drag count reduction and the shock-wave over the upper surface of the
wing is almost entirely
eliminated. Drag
divergence curves in
this work show the
nature of the single-
point optimization
presenting a significant
dip in the drag at the
design condition, but
the performance is
significantly
deteriorated at off
design conditions
relative to the baseline
condition. The multi-
point optimization,
accounting for 3 design Figure 6.2 High Performance Low Drag for Single and Multiple Design
conditions, found that Points (Courtesy of [Kenway & Martins])
drag at the nominal
operating condition increased by 2.8 counts and produced double shocks on the upper surface of the
wing as visible in Figure 6.2. However, at the sacrifice of performance at the nominal operating
condition, off design conditions for the multi-point optimization design was found to perform
substantially better over the entire range of Mach numbers.
212 I.R. Chittick and J.R.R.A. Martins. “An Asymmetric Sub-optimization Approach to Aero-structural
Optimization”. Optimization and Engineering, 10(1):133-152, 2009.
213 G. Kenway and J.R.R.A. Martins. “Aerodynamic Shape Optimization of the CRM Configuration Including Buffet-
Onset Conditions”, 54th AIAA Aerospace Sciences Meeting, AIAA 2016-1294, pages 1-23, San Diego, California.
130
6.3.1 Acceleration Technique for Multi-Level Optimization

An acceleration technique that reduced the overall computational cost of the optimization is sought.
Aerodynamic shape optimization is a computational intensive endeavor, where the majority of the
computational effort is spent in the flow solutions and gradient evaluations. Therefore, many CFD
researchers have tried to develop more efficient flow and adjoin solvers. Commonly used methods,
such as multigrid, pre-conditioning, and variations on Newton-type methods, can improve the
convergence of the solver, thus reducing the overall optimization time. Our flow solver has been
significantly improved over the years to provide efficient and reliable flow solutions. Another area
of improvement is the efficiency of the gradient computation. As mentioned before, the adjoin
method proficiently computes gradients with respect to large numbers of shape design variables. For
our adjoin implementation, the cost of computing the gradient of a single function of interest with
respect to hundreds or even thousands of shape design variables is lower than the cost of one flow
solution.
6.4 Effect of Variable Cant Angle Winglet in Aircraft Control

Aircraft performance is highly affected by induced drag caused by wingtip vortices. Winglets,
referred to as vertical or angled extensions at aircraft wingtips, are used to minimize vortices
formation to improve fuel efficiency. Winglets application is one of the most noticeable fuel economic
technologies on aircraft which defined as small fins
or vertical extensions at the wingtips. They
improve aircraft efficiency by reducing the induced
drag caused by wingtip vortices, by improving the
lift-to-drag ratio (L/D). Winglets function by
increasing the effective aspect ratio of the wing
without contributing significantly towards the
structural loads. The effect of variable winglet
investigated by [Beechook & Wang]214 where the
analysis were to compare the aerodynamic
characteristics and to investigate the performance
of winglet at different cant for various angles of
attack. Conventional winglets provide maximum
drag cutback and improve L/D under cruise
conditions only. During non-cruise conditions,
these winglets are less likely to improve aircraft Figure 6.3 Un-Symmetric Wing-Tip
Arrangement for a Sweptback Wing to Initiate
performance and subsequently, they do not
a Coordinated Turn
provide optimal fuel efficiency during take-off,
landing and climb. Non-cruise flight conditions add
up to a significantly large fraction of a flight and therefore, winglet designs must be optimized to be
able to function during both cruise and non-cruise flight conditions. In recent years, extensive
research has been ongoing, aiming to improve the design of winglets in order to boost the aircraft
performance during flight. Limited work has been carried out on winglet designs that can alter the
cant angle. [Bourdin at al]215 has explore similar concept for ‘morphing’ the control of aircraft. The
concept consists of a pair of winglets with adaptive cant angle, independently activated, mounted at
the tips of a flying wing. The variable cant angle winglet appears to be a multi-axis effector with a
214 A. Beechook1, J. Wang, “Aerodynamic Analysis of Variable Cant Angle Winglets for Improved Aircraft
Performance”, Proceedings of the 19th International Conference on Automation & Computing, Brunel
University, London, UK, 13-14 September 2013.
215 P. Bourdin_, A. Gatto_, and M.I. Friswell, “The Application of Variable Cant Angle Winglets for Morphing
Aircraft Control”, AIAA 2006-3660.

131
favorable coupling in pitch and roll with regard to turning maneuvers. (See Figure 6.3).
6.4.1 Comparison of Cant Angle Winglet for Simulation vs. Wind Tunnel
The comparison of lift-to-drag ratio values from wind tunnel test and CFD simulations is presented
in Figure 6.4. The L/D values obtained from wind tunnel experiments were very low compared to
those obtained from simulations. This is due to the high CD values from the wind tunnel results. From
the simulations results, winglet with cant angle 45° has the highest L/D compared to all other
configurations. From the wind tunnel results, the L/D for each winglet configuration varies for
different angle of attack, e.g. the winglet at cant angle 45° has the highest L/D at 12° angle of attack.
Figure 6.4 Lift-to-Drag Ratio, L/D (Wind Tunnel and CFD Comparison)
132
The CFD simulations and wind tunnel test results showed that the different winglet configurations
have different aerodynamic characteristics when the angle of attack is varied. At low angles of attack,
ideally at cruise angle of attack, winglets at cant angle 45° and 60° showed improved the aerodynamic
performance in terms of lift and drag coefficients. The winglets at cant 45° and 60° did not provide
optimum performance at high angles of attack, for example, at higher angle of attack, the winglets at
cant 45° produced more lift compared to other winglet configurations. Hence, varying the winglets’
cant angle at different flight phases can improve the aircraft efficiency and optimize performance.
Therefore, it can be concluded that the investigated concept of variable cant angle winglets appears
to be a promising alternative for traditional fixed winglets. However, this study involved only the
flow study and there are many other important factors to consider while designing new devices for
aircraft, e.g. structural weight and cost. Similar results obtained by [Bourdin at al.]216 for moments
attainable by folding up or down the right winglet.
6.5 The C-Wing Layout

The C-wing configuration, as discussed by [Skinner and Zare-Behtash]217 is a three element wing
system consisting of a side-wing and top-wing mounted at the wingtip of the main-wing, as shown in
Figure 6.5. C-wings differ from other multi-element configurations (such as a bi-plane or canard)
as the secondary surface
is designed to produce a
down force, thereby
acting against useful lift
(Demasi et al., 2014).
Typically non-planar
wing configurations
attempt to reduce
induced drag
contributions by
scheduling the loading
on each of the lifting
surfaces, the C-wing Figure 6.5 C-Wing Layout with Positive Direction of Span-Loading on
achieves drag reduction Each Surface Indicated
via two mechanisms:
1. alteration of the main-wing load distribution by promoting a less pronounced decrease in

local lift at the main-wing wingtip; and
2. forward tilting of the lift vector of the top-wing where the main wing’s down-wash is
exploited to produce a thrusting effect.
If designed appropriately, winglets, and indeed all non-planar wingtip variants, can be made to show
aerodynamic advantages when compared to conventional designs but often fail as they usually lead
to structurally heavier wings with detrimental increases in parasitic drag. C-wings have been
considered a compromise between a box wing and a winglet; theoretically providing a reduction in
the induced drag that approaches that of the closed box wing arrangement whilst additionally
reducing the viscous drag penalty incurred by large wetted areas. The C-wing and box wing have also
been recognized to have the potential to replace the conventional horizontal stabilizer to provide
pitch control. However, owing to large and heavy wingtip extensions, the C-wing. is inherently
216 See previous.

217 S.N. Skinner *, H. Zare-Behtash, “Study of a C-wing configuration for passive drag and load alleviation”, Journal
of Fluids and Structures 78 (2018) 175–196.

133
sensitive to structural and aero elastic issues; they are not closed systems like box wing
arrangements which are, by comparison, much stiffer as the upper wing is fixed. Despite the aero
elastic concerns C-wings are seemingly prone to, conceptually the auxiliary lifting surface at the
main-wing wingtip could be used to introduce substantial damping to modes of vibration; the
characteristics of such a design is not obvious.
The optimal loading condition indicated in Figure 6.5 indicate that the circulation of the main-wing
is carried onto the side wing, acting much like a winglet, thus loaded inward towards the fuselage218.
The circulation is then further extended onto the top-wing producing a net down-loaded surface for
minimum induced drag at a fixed total lift and wingspan. The goal of minimizing the induced drag of
the system requires the gradients of circulation, where possible, to be minimized219. Conventional
planar wings shed strong vortices at the wingtips and the circulation tends to zero. Hence,
distributing the vorticity in the wake over an effectively longer wingspan would reduce the wake
sheet intensity (weaker vortices shed), in addition to moving the wingtip vortices closer together
than that for a conventional wing, accelerating the breakdown of the wake system. The down-loading
of the top-wing surface will naturally have an effect on the structural weight, performance and
control, and may provide a means of stability that is less effected by the main-wing down-wash such
as conventional horizontal stabilizers.
6.6 Case Study 1 - Comparison of Point Design and Range-Based Objectives for
Transonic Airfoil Optimization
The most common airfoil optimization problem considered is lift-constrained drag minimization at
a fixed design point, however, shock-free solutions can result which can lead to poor off-design
performance. As such, [Poole et al.]220 presents a study into the construction of the airfoil
optimization problem and its elected of the performance over a range of operating conditions. Single-
and Multi-point optimizations of airfoils in transonic flow are considered and an improved range-
based optimization problem subject to a constraint on fixed non-dimensional wing loading with a
varying design point is formulated. This problem is more representative of the aircraft design
problem though similar in cost to single-point drag minimization. An analytical treatment using an
approximation of wave drag is also presented which demonstrates that the optimum Mach number
for a fixed shape is supercritical if the required loading is above a critical threshold. Optimizations
are presented that show that to dene an effective objective function, 3D effects modelled via an
induced drag term must be introduced. The general trend is to produce solutions with higher Mach
numbers and lower lift coefficients, and that shocked solutions perform better when considering the
performance in range over the operating space.
6.6.1 Discussion and Literature Survey

Aerodynamic drag reduction is a commonly-studied optimization problem. For typical cruising
conditions of a modern transport aircraft, the ow is transonic, often resulting in a shock; this causes
wave drag and also affects the boundary layer. Eliminating the shock therefore leads to large
reductions in the drag of the section and, in inviscid flow, should theoretically lead to a zero drag
218 Demasi, L., Dipace, A., Monegato, G., Torino, P., Cavallaro, R., “Invariant formulation for the minimum induced
drag conditions of nonplanar wing systems”, AIAA J. 52 (10), 2223–2240, 2014.
219 Prandtl, L., “Induced drag of multiplanes”. Technical Report TN 182, NACA, Reproduction of Der Induzierte
Wilderstands Von Mehreckern. Technische Bar, vol. 3, no. 7, pp. 309–315, 1924.
220 D.J. Poole, C.B. Allen, T.C.S. Rendallz, “Comparison of Point Design and Range-Based Objectives for Transonic
Aerofoil Optimization”, AIAA Journal · June 2018.

134
section. In the first two of a trilogy of papers, [Morawetz]221-222 proved that shock-free solutions in
inviscid transonic ow around airfoils were isolated. Due to this result, it was considered difficult, if
not impossible, to obtain a shock-free airfoil design. However, the hodograph method223 allowed
shock-free designs to be achieved224-225. [Harbeck & Jameson]226 later quantified the front in the M-
CL space between where shock-free solutions were and were not able 3 of 42 American Institute of
Aeronautics and Astronautics to be obtained. Nowadays, shock-free designs for transonic flows
around airfoils are commonly obtained; for example, of the benchmark cases from the AIAA
Aerodynamic Design and Optimization Discussion Group (ADODG) a shock-free results are readily
available for case 2 (transonic, viscous, drag minimization of RAE2822)227-228-229, and a low drag
solution has recently been published for case 1 (inviscid, non-lifting, drag minimization of
NACA0012) by the authors230.
The goal of point design, that can lead to shock-free solutions, is the substantial performance
improvement at the design point. However, the off-design performance is often severely
compromised, and may be much worse than the initial solution. It was proved in the final paper of
the trilogy by [Morawetz]231 that shock-free airfoils in transonic ow would have a shock if the
freestream Mach number was perturbed. The flow structure for these types of airfoils tends to be a
single shock for an increase in the freestream Mach number and a double shock for a decrease in the
Mach number. Hence, using a single-point design for airfoil optimization can be problematic. This
issue was also considered when designing the NASA supercritical airfoils; [Harris]232 stated
permitting a weak shock rather than trying to design for a shock-free design point also reduces the
off-design penalties usually associated with point design airfoils".
A common way of dealing with the off-design problems is to use multi-point design, where the
objective is a combination of the objective at different design points. The idea is to reach a
compromised solution which, while not being optimal at a number of discrete design points, is a
trade-off of the performance at those design points, which leads to lower off-design penalties. Many
221 Morawetz, C. S., “On the non-existence of continuous transonic flows past profiles I", Communications on Pure
and Applied Mathematics, Vol. 9, No. 1, 1956, pp. 45-68.
222 Morawetz, C. S., “On the non-existence of continuous transonic flows past profiles II," Communications on Pure
and Applied Mathematics, Vol. 10, No. 1, 1957, pp. 107-131.

223 Garabedian, P. R. and Korn, D. G., “Analysis of Transonic Airfoils," Communications on Pure and Applied
Mathematics, Vol. 24, No. 6, 1971, pp. 841-851.

224 Boerstoel, J., “A Survey of Symmetrical Transonic Potential Flows around Quasi-elliptical Aerofoil Sections,"
Tech. rep., NLR, 1967, NLR Report TR.T179.

225 Nieuwland, G., “Transonic Potential Flow around a Family of Quasi-elliptical Aerofoil Sections," Tech. rep.,
NLR, 1967, NLR Report TR.T172.

226 Harbeck, M. and Jameson, A., “Exploring the Limits of Transonic Shock-free Airfoil Design," 43rd AIAA
Aerospace Sciences Meeting and Exhibit, Reno, Nevada, 2005, AIAA Paper 2005-1041.
227 Carrier, G., Destarac, D., Dumont, A., Meheut, M., Salah El Din, I., Peter, J., Ben Khelil, S., Brezillon, J., and
Pestana, M., “Gradient-Based Aerodynamic Optimization with the elsA Software," 52nd AIAA Aerospace Sciences
Meeting, National Harbor, Maryland, 2014, AIAA Paper 2014-0568.
228 Bisson, F., Nadarajah, S. K., and Shi-Dong, D., “Adjoint-Based Aerodynamic Optimization Framework," 52nd
AIAA Aerospace Sciences Meeting, National Harbor, Maryland, 2014, AIAA Paper 2014-0412.
229 Poole, D. J., Allen, C. B., and Rendall, T. C. S., “Control Point-Based Aerodynamic Shape Optimization Applied to
AIAA ADODG Test Cases," 53rd AIAA Aerospace Sciences Meeting, Kissimmee, Florida,
2015, AIAA Paper 2015-1947.
230 Masters, D. A., Taylor, N. J., Rendall, T. C. S., and Allen, C. B., “Multilevel Subdivision Parameterization Scheme
for Aerodynamic Shape Optimization," AIAA Journal, Vol. 55, No. 10, 2017, pp. 3288-3303.
231 Morawetz, C. S., “On the non-existence of continuous transonic flows past profiles III," Communications on
Pure and Applied Mathematics, Vol. 11, No. 1, 1958, pp. 129-144.
232 Harris, C. D., “NASA Supercritical Airfoils: A Matrix of Family-Related Airfoils," Tech. rep., Langley Research
Center, Hampton, Virginia, NASA Technical Paper 2969, 1990.

135
examples of multi-point design can be found in the literature, see, for example233,234,235, or the AIAA
ADODG case 4 results236,237. Two common issues tend to arise when applying multipoint
optimization. The first is that to apply it successfully requires careful selection of both the design
points (these are often known a priori but can be determined using gradient span analysis), and the
weightings between the objectives at those design points. This issue can be eased by using automated
weight selections, an integral approach or a probabilistic approach. The second common issue is the
cost surrounding multi-point optimization.
By the nature of the problem, multipoint design requires a flow solution at each design point per
objective function evaluation. This makes performing high-fidelity, multi-point optimization on fine
numerical grids prohibitively expensive for more than a handful of design points. Further issues with
multi-point optimization were highlighted in a comprehensive study by [Drela]238. Drela considered
single , two and four-point optimizations and hypothesized that to avoid point design at each of the
considered design points, the number of chosen operating points should be of the order of the
number of design variables (this was later validated from a mathematical argument). The problem
tends to go back to the proven theory of [Morawetz], where, unless there is a shocked solution, a
shock will result for a deviation in
freestream Mach number, even if multiple
points are considered. Hence, the problem
of posing a suitable transonic airfoil
optimization problem is still an open one.
An alternative approach to the construction
of the aerodynamic optimization problem,
including the choice of design point, design
variables, objective function and
constraints is considered here alongside the
conventional single- and multi-point drag
minimization problem. Maximization of the
Breguet range parameter, ML/D, is
considered, subject to constant non-
dimensional wing loading. This design
problem is not often studied in Figure 6.6 Range Variation with Mach Number for
aerodynamic optimization, however, Boeing 747 (where l is the Non-Dimensional Wing
examples of it can be found in historical Loading) - (Courtesy of [Poole et al.])
aircraft design. For example, Figure 6.6
233 Lyu, Z., Kenway, G. K. W., and Martins, J. R. R. A., “Aerodynamic Shape Optimization Investigations of the
Common Research Model Wing Benchmark," AIAA Journal, Vol. 53, No. 4, 2015, pp. 968-985.
234 Epstein, B., Jameson, A., Peigin, S., Roman, D., Harrison, N., and Vassberg, J., “Comparative Study of Three-
Dimensional Wing Drag Minimization by Different Optimization Techniques," Journal of Aircraft, Vol. 46, No. 2,
2009, pp. 526-541.
235 Buckley, H. P., Zhou, B. Y., and Zingg, D. W., “Airfoil Optimization Using Practical Aerodynamic Design
Requirements," Journal of Aircraft, Vol. 47, No. 5, 2010, pp. 1707-1719.

236 Lee, C., Koo, D., Telidetzki, K., Buckley, H. P., Gagnon, H., and Zingg, D. W., “Aerodynamic Shape Optimization
of Benchmark Problems Using Jetstream," 53rd AIAA Aerospace Sciences Meeting, Orlando, Florida, 2015, AIAA
Paper 2015-0262.
237 Meheut, M., Destarac, D., Carrier, G., Anderson, G., Nadarajah, S., Poole, D., Vassberg, J., and Zingg, D.,
“Gradient-Based Single and Multi-points Aerodynamic Optimizations with the elsA Software," 53rd AIAA
Aerospace Sciences Meeting, Kissimmee, Florida, AIAA Paper 2015-0263, 2015.
238 Drela, M., “Pros and Cons of Airfoil Optimization," in Caughey, D. and Hafez, M., editions .,Frontiers of
Computational Fluid Dynamics," World Scientific, pp. 363-381, 1998.

136
(which was constructed using the data in the book of [Mair and Birdsall]239, which itself is a processed
form of the data from other researches, shows the range parameter variation with Mach number for
different non-dimensional wing loadings of early variants of the Boeing 747.
Further to considering this design problem, the design point is also considered here as a design
variable, with Mach number and lift coefficient allowed to vary, however to fully model the trade-offs
of speed, lift and drag with range, an induced drag penalty is also introduced. Hence the cost of a
range-based optimization problem is close to equivalent to a single-point design problem and
therefore much cheaper than a multi-point problem. The extra cost only comes from using one extra
design variable in the optimization (Mach number). The overall goal is to consider an aerodynamic
optimization problem which has an optimal solution that is shocked, allowing better overall
performance across the design space.
6.6.2 Flow Solver and Meshes

The flow solver used is a structured multi-block, finite-volume, cell-centered scheme solving the
compressible Euler or Reynolds-Averaged Navier-Stokes (RANS) equations. The convective terms
are evaluated using third-order upwind spatial approximation with the flux vector splitting of van
Leer. Diffusive terms are evaluated using second-order central differences, and turbulent viscosity is
modelled by the [Spalart-Allmaras] one-equation model. Multi-stage Runge-Kutta with local time-
stepping is used for time integration, and convergence acceleration is achieved through V-cycle
multigrid. Since global optimization is performed, which requires large numbers of solver calls,
careful selection of mesh density becomes very important. Meshes were created to minimize
numerical drag as much as possible, though balancing the need to minimize run-time. For inviscid
flows, a single-block O-mesh was generated using a conformal mapping approach. Figure 6.7 (A)
shows views of the 257 X 97 point mesh around the NACA0012, which extend to 100 chords at far-
field. All surface cells have an aspect ratio of one. For viscous flows, a three-block C-mesh was
generated using the transfinite interpolation with improved orthogonality and smoothness method.
Figure 6.7 (B) shows two views of the mesh which has 385 points around the airfoil, 65 points
along the wake line and 129 points into the far-field.
(A) - Invisid 25 X97 NACA0012 O- (B) - Three-block RAE2822

Mesh Viscous C-Mesh
Figure 6.7 Airfoil Meshing - (Courtesy of [Poole et al.])
239 Mair, W. A. and Birdsall, D. L., “Aircraft Performance”, Cambridge University Press, 1992.
137
6.6.3 Generic Single-Objective Optimization

A generic single-objective optimization problem requires minimizing an objective function, J, which
is a function of a vector of n design variables, α, subject to a set of inequality, g, and equality, h,
constraints. Formally, this is written as:
⏟
Minimize J(α) Subject to g(α) ≤ 0 , and h(α) = 0
α∈ℝn
Eq. 6.2
The design variables used are from a singular value decomposition (SVD) approach240, which
decomposes a training library of airfoils into constituent modes and this has the advantage of
producing an optimal reduced set of shape modes according to the optimality theory of SVD241. To
determine design variables using an SVD approach, a training library of airfoils is collated. From this,
shape variations between all of the airfoils in the library are calculated to produce a variations matrix,
ΔX. Performing an SVD then decomposes the variations matrix into a matrix of mode shapes, U, a
matrix of singular values, Σ and a weighting matrix, V, where the decomposition is given by:
∆𝐗 = 𝐔𝚺𝐕 𝐓
Eq. 6.3
The mode shapes, which are the columns of U, are then design parameters. Since the SVD
process ranks mode shapes by their singular values, the U matrix can be truncated to the first
n columns (where n is the required number of design variables in the optimization) to
produce U’. A new airfoil shape, Xnew, is then given by a linear combination of n modes
superimposed onto an initial airfoil shape, Xold:
n
𝐗 new = 𝐗 old + ∑ αi 𝐔n′

i=1
Eq. 6.4
where U’I i is the i-th column of U0 (i.e. the i-th mode). Hence the design variables in the optimization
are the weightings of each modal deformation. The method has been shown to produce airfoil design
variables that are effective at inverse shape recovery242 and airfoil optimization243, requiring as few
as six design parameters to obtain optimum solutions in transonic drag minimization cases, however,
shock-free solutions are more readily obtained with 12 design variables. As such, 12 modal design
variables are used for the optimizations. The optimization framework used here for performing the
aerodynamic optimizations are:
➢ Global Optimizer which is the global optimization algorithm used is an agent-based method,
where a population of agents are used to traverse the design space in search of a solution.
The location of an agent within the search space of n design variables is α = [α1 , α2 , , , αn]T
and in an agent-based optimization algorithm moves to a new location at the next iteration
240 Poole, D. J., Allen, C. B., and Rendall, T. C. S., “Metric-Based Mathematical Derivation of Efficient Airfoil Design
Variables," AIAA Journal, Vol. 53, No. 5, 2015, pp. 1349-1361.
241 Eckart, C. and Young, G., “The Approximation of One Matrix by Another of Lower Rank," Psychometrika, Vol.
1, No. 3, 1936, pp. 211-218.

242 See Previous.
243 Poole, D. J., Allen, C. B., and Rendall, T. C. S., “High-fidelity aerodynamic shape optimization using efficient
orthogonal modal design variables with a constrained global optimizer," Computers & Fluids, Vol. 143, 2017.
138
of the search by:

𝛂(t + 1) = 𝛂(t) + 𝐯(t)
Eq. 6.5
where v is the vector of location deformations, which is more commonly termed a particle's velocity, the
determination of which separates various agent-based methods.
➢ The gradient-based optimization algorithm is the feasible sequential quadratic

programming (FSQP) algorithm as implemented in version 3.7244. FSQP is based on the
sequential quadratic programming (SQP) approach, but modified to improve convergence by
combining a search along an arc245 with a non-monotone procedure for that search. The FSQP
algorithm is fully described and analyzed in, though the basics of the implementation are
described below. Again, the vector of n design variables is given as α, which moves to the next
location every major iteration along the arc given by:
𝛂(t + 1) = 𝛂(t) + 𝐚∆𝛂 + a2 ̅̅̅̅

∆𝛂
Eq. 6.6
where a is the step size, α is the step direction, which is found by a partition of unity-blend of the
conventional SQP step direction and a feasible step direction, and Δα¯ is a correction direction. The
rules governing the construction of the step directions are given by [Zhou et al.]246. The conventional
SQP step direction computation requires the Hessian and gradients. The Hessian is updated using the
Broyden-Fletcher-Goldfarb-Shanno (BFGS) update scheme where the Hessian approximation is
initialized as the identity matrix. The gradients are obtained by a second-order central-difference
scheme, so the number of objective function evaluations is proportional to the number of design
variables. The non-monotone line search then proceeds with the further modification being that a
reduction in the objective function is required at α(t + 1) against the maximum objective from the
previous four major iterations. This acts to further improve convergence. The algorithm iterates until
either the Kuhn-Tucker conditions are satisfied, or no step size can be found that maintains a feasible
solution.
To further improve the efficiency of the computational implementation, the authors employ a parallel
decomposition of the sensitivity evaluations based on the number of design variables. The sensitivity
evaluation of the objective function and constraints with respect to the design variables is split
between the number of CPUs available. Objective and constraint evaluations and optimizer updates
occur on the master process, and each CPU controls the geometry (and CFD volume mesh)
perturbations corresponding to the different design variables, and calls the flow solver. Flow solver
results are then returned to the master for optimizer updates. For complete information regarding
the optimization techniques used, readers are encourage to consult [Poole et al.]247.
6.6.4 Range Optimization with Varying Design Point

The majority of two-dimensional transonic aerodynamic optimizations seek to minimize drag at a
fixed Mach number, with the consequence that airfoil geometry is modified to force solutions that
are shock-free. As noted in the introduction, shock-free design is well known to degrade off-design
244 Zhou, J. L., Tits, A. L., and Lawrence, C. T., “Users Guide for FSQP Version 3.7 : A Fortran Code for Solving
Optimization Programs, Possibly Minimax, with General Inequality Constraints and Linear Equality Constraints,
Generating Feasible Iterates, "Tech. rep., Institute for Systems Research, University of Maryland, 1997.
245 Mayne, D. Q. and Polack, E., “A super linearly convergent algorithm for constrained optimization problems,"
Mathematical Programming Studies, Vol. 4, 1982, pp. 45-61.

246 See 124.
Airfoil Optimization”, AIAA Journal · June 2018.

139
behavior at different Mach number points, as by Morawetz's proof248 and [Drela's]249

demonstrations; a shock-free solution is strongly local. In addition, aircraft design is not driven
purely by drag, and an objective that typifies the industrial process more closely is optimizing the
range, r, which for a cruising, jet-powered aircraft is given by the Brequet range equation:
uL W1 L 1 W1
r= log ( ) or r = u log ( )
cD W2 ⏟D ⏟
SFC ⏟ W2
Aerodynamic Porplusion Structure
Eq. 6.7
where u is the aircraft velocity, c is the specific fuel consumption (SFC), L and D, are the lift and drag,
and W1 and W2 are the initial and final cruise weights respectively. Under the assumption of constant
speed of sound through cruise (so u/M) and constant SFC, the range factor can be extracted, R =
ML/D, which can be used as the objective function in optimization. The equivalent expression using
non-dimensional force coefficients is R = MCL/CD. In this scenario, the aerodynamic optimization
problem is enriched with the operating point (characterized by M and CL), which is allowed to vary.
A similar optimization problem has also be considered by [Buckley and Zingg]250, albeit for low-speed
UAV design. The work here expands into inviscid and viscous transonic airfoil design, and puts this
type of optimization problem in the context of suitability for design. It is also worth noting that a
simplified engine model can also be introduced to change the assumption of constant SFC. For
example, [Jameson et al.]251 assumed that c ∝ √M, hence this leads to a range factor of √ML=D. Using
this simplified model would likely alter the optimum design point. However, in this work the MCL=CD
factor is considered since it is the trade-offs in the aerodynamic performance that are studied.
Before attempting geometric optimization it is useful to consider the optimization of the operating
point in isolation. A common optimization approach is to constrain CL, however, this is not suitable
in a process where Mach number varies, as equilibrium flight at a fixed weight demands a fixed
dimensional lift. A more appropriate constraint is therefore M2CL, which is a non-dimensional
measure of wing loading (W/S =CL1/2γM2P). This means that there is only a single free parameter,
Mach number, with the airfoil trimmed to achieve the required lift coefficient for that Mach number.
The optimization problem is therefore written as:
CL
⏟
Maximize =M subjected to M2 CL = 𝑙
M
CD
Eq. 6.8
where the parameter, l, is some non-dimensional wing loading that must be maintained to yield the
same physical lift. In the purely unconstrained problem, where range is maximized with no lift
constraint, assuming two-dimensional inviscid flow, the solution is known to be the critical Mach
number (the Mach number at which flow over the body first becomes sonic). However, by realistic
selection of the lift constraint, a transonic, and shocked solution can be forced. While it is useful to
consider the isolated effect of changing Mach number, the usual aerodynamic optimization process
involves modifying some shape to improve the objective. Often this is subject to an internal volume
248 Morawetz, C. S., “On the non-existence of continuous transonic flows past profiles III," Communications on
Pure and Applied Mathematics, Vol. 11, No. 1, 1958, pp. 129-144.
249 Drela, M., “Pros and Cons of Airfoil Optimization," in Caughey, D. and Hafez, M., eds., “Frontiers of

250 Buckley, H. P. and Zingg, D. W., “Approach to Aerodynamic Design Through Numerical Optimization," AIAA
Journal, Vol. 51, No. 8, 2013, pp. 1972-1981.

251 Jameson, A., Vassberg, J. C., and Shankaran, S., “Aerodynamic-Structural Design Studies of Low-Sweep
Transonic Wings," Journal of Aircraft, Vol. 47, No. pp. 505-514, 2010.
140
(V) requirement to represent the need to house structure or fuel. Hence, if any general shape changes
are included, defined here by a vector, Δx, the full optimization problem is now described as:
CL
⏟
Maximize =M subjected to M 2 CL = 𝑙 and V ≥ Vinitial
ΔX , M
CD
Eq. 6.9
In the context of optimization, the cost of solving problem of Eq. 6.9 is similar to that of a single-
point drag minimization. The cost associated with adding a further design variable in both optimizers
is small. Hence, the multi-point optimization is performed using N design points, so the single-point
and range-based optimizations offers a cost reduction of O(N) of the cost of the multi-point. However,
while the cost is lower for range-based optimization, it is worth noting that the primary disadvantage
of considering this is the context of aircraft optimization is that improvement at a specified design
condition is not the goal (as it would be in point optimization). For the work considered in this paper
this is not a problem since the objective here is to consider the effect of a range-based problem on
the resulting optimal geometries. An interesting aspect of this problem is that in the circumstance of
fixing the design point, the problem reduces to that of a single-point drag minimization. Hence, it
would be theoretically possible, though prohibitively expensive, to obtain similar results if the M-CL
space was densely sampled and a single-point drag minimization performed at each of those sample
points. [Poole et al.]252.
6.6.5 Analytical Treatment for Fixed Shape

Before performing geometric optimization, which is presented later, an analytical treatment is
considered, first, for optimizing the problem described by Eq. 6.8 to find a value of M that maximizes
the Breguet range parameter. This involves differentiating the Breguet range parameter with respect
to the design variable, which is Mach number. This is performed by considering inviscid ow, so the
only source of drag is due to the shock. An analytical approximation of wave drag is used to
approximate the optimal solution.
6.6.5.1 Expression for Optimal Mach

A useful (but approximate) analytical result for wave drag is `Lock's fourth power result'[61], which
may be used to gain insight in to this problem. It should be noted that Lock's result as used here is
suitable for showing trends and relative comparisons, but it is not an accurate method for finding
absolute values of wave drag on airfoils owing to the restrictive assumptions used in the derivation.
Lock's approximation is based on a calculation of wave drag that uses an integration of the normal
shock relations along the face of the shock. This principle itself is exact, but does not lead to a
straightforward algebraic form. For that reason, Lock further assumed a particular variation of
upstream Mach number along the shock face, and also assumed a particular variation of shock height
with freestream Mach number. Lock also assumed that the shock forms, and remains, at the
incompressible Cpmin location. It is these assumptions that limit the accuracy of the method, but which
at the same time also permit a very practical analytical result where none would otherwise be
possible.
The final results of this analysis are that drag per unit height of a normal shock scales with the third
power of the Mach number above the critical Mach number, Mc, ie. M - Mc, while the shock height is
also proportional to M - Mc, finally giving a drag proportional to a fourth power. A calibration
constant k also appears in front of the final result to give an expression for wave drag, CDw, as:
252D.J. Poole, C.B. Allen, T.C.S. Rendallz, “Comparison of Point Design and Range-Based Objectives for Transonic
141
C𝐷𝑤 = k(M − M𝑐 )4
Eq. 6.10
Although k can be found through treatment of incompressible data, it is more straightforward and
accurate to use two-dimensional transonic CFD. Lock's work was originally aimed at deriving a
measure of compressible airfoil performance superior to only considering critical Mach number, for
which Lock proposed the use of k, but the Mach-drag scaling remains useful in the transonic regime,
where analytical results, however approximate, are relatively rare. The objective here is to apply this
in the context of a constrained ML=D operating point. Since Lock's result uses Mc as a reference Mach
number, the influence of lift on wave drag is included in addition to the effect of Mach umber, because
any increase in lift corresponds to a lower value of Mc, thus raising drag (the critical Mach number
drops as the minimum Cp becomes more negative, which is equivalent to higher Cl at incompressible
speeds). The physical trade-off for the operating point is very important. At low Mach, lift coefficient
must be high. This drives a low critical Mach number and consequently a higher wave drag. At high
Mach, the wave drag naturally increases due to the increased offset from Mc. It follows that in
between these extremes there lies an optimum where neither the lift coefficient nor Mach number
are too high, and it is this optimum that shall be explored with a basic analytical treatment. It is shown
that transonic results arise naturally if M2CL is large for the problem given by Eq. 6.8 (where the only
design variable is Mach number). After some differentiation, outlined in [Poole et al.]253, the optimum
Mach number, Mopt, for maximizing range subject to a constraint on fixed loading as:
Mc
Mopt =
dM
5 − 4 ( c)
dM
Eq. 6.11
where Mc is critical Mach number. To solve this, an outer bisection loop on Mopt is used, with Mc found
through an inner bisection loop. dMc/dM is calculated thereafter using the calculated Mc.
6.6.5.2 Results
First, it is interesting to explore the shape of the governing polynomial with the caveat that two-
dimensional inviscid flow is considered (meaning CD0 = 0) and any roots to the left of Mc are non-
(a) l = 0.35 (b) limit case l = 0.15

Figure 6.8 Comparison of Constraint Influence on Mopt for NACA 0012 - (Courtesy of [Poole et al.])
253D.J. Poole, C.B. Allen, T.C.S. Rendallz, “Comparison of Point Design and Range-Based Objectives for Transonic
142
physical. Figure 6.8 shows the polynomial for NACA 0012 alongside the Mc values; it is important
to note that the Mc value plotted corresponds to the Mc value for the rightmost root, therefore, the
Mc does not necessarily correspond to a root of the plotted function (this is intrinsic because Mc is a
function of M due to the M2CL constraint). Indeed, this is the important point
to note from the function shape, because for l > 0.15 the root is to the right of l Mopt/Mc
Mc, i.e. it is transonic. The limit case is also shown, illustrating that, as 0.20 1.071
expected, in this scenario for l = 0.15, the optimum Mach number sits just on 0.25 1.149
top of the root of the function, and for any higher value of l the root shifts to 0.35 1.230
the right of Mc and becomes transonic. For any lower value there will be no 0.45 1.288
root to the right of Mc. Table 6.1 shows the Mopt=Mc values for varying l for 0.55 1.340
the NACA0012, indicating that the value of 1.23 for l = 0.35 compares 0.60 1.366
reasonably to the CFD value of 1.33 (see below), at least to a margin Table 6.1
consistent with the assumptions underpinning Lock's relationship. Further Analytical optimal
increases in l drive a trend towards a higher Mc, consistent with the root in Breguet Mach
Figure 6.8 being driven to the right as the function curves increasingly below Numbers as a
Fraction of Mc for
the axis. Lock's result is limited in accuracy, but it gives a clear indicator of a
NACA 0012 using
transonic optimal point in this case (i.e. where Mopt/Mc ≥ 1). A final M2CL as a
interesting point is what value of l necessitates a transonic optimum. This is Constraint
found from enforcing Mopt = Mc, which may be done with a bisection loop
around the analytical root solver. This reveals that for the NACA 0012 case l = 0.15 is the approximate
limiting value, while the equivalent value for RAE 2822 is l = 0.26. Below these watershed points it is
possible to find a subcritical optimal point that satisfies the constraint, whilst above this only a
supercritical optimal condition is possible.
6.6.5.3 Numerical Correlation

The primary reason for considering this case is to produce an optimal solution that has a shock such
that point design is avoided. If the M2CL constraint is sufficiently large, at low M it is seen that CL must
rise to compensate, lowering Mc and increasing wave drag, whilst at high M, increases in M eventually
outpace any increase in Mc and wave drag again rises. In between these extremes must lie an
optimum, and whether or not it is transonic depends on the value of l that is used. Figure 6.9 shows
sweeps in M computed with inviscid CFD for NACA 0012 and RAE 2822 (each point was trimmed to
the appropriate CL value for that M), illustrating that for NACA 0012 at l = 0.35, Mopt = 0.65 to within
(a) NACA 0012 (b) RAE 2822
Figure 6.9 Mach Sweeps at Fixed l showing ML/D - (Courtesy of [Poole et al.])
143
the sweep resolution (and since Mc = 0.49 for this trim point, M/Mc= 1.33, compared to an analytical
prediction of 1:23), while for 2822 at l = 0.45, Mopt = 0.7 (and Mc = 0.55 so for this trim point, M/Mc =
1.27). The limited accuracy of the Lock result means that the absolute value of the optimal Mach
number differs between the algebraic and the CFD (0.75 versus 0.65 for NACA0012, and 0.8 versus
0.7 for RAE2822) by some margin, but as a fraction of Mc the agreement is surprising. Also, Lock notes
an offset in drag rise as a function of Mach of 0.1, which is observable compared to CFD and
attributable to the compressible flow simplifications in his analysis, and a similar shift subtracting an
increment of 0.1 in optimal Mach number would bring the absolute results much closer to CFD.
6.6.6 Inviscid Range Optimizations

In this section, a brief investigation is presented on performing range optimizations in inviscid flow.
The optimizations presented here are used as numerical validation of the simple concepts introduced
in the analytical treatment, and act as a proof-of-concept for solving Eq. 6.9 in preparation for a more
substantial study of optimization in viscous ow (presented later). All optimizations were performed
using the global optimizer (see Global Optimizer) due to the lower cost associated with performing
the objective evaluations (compared to the viscous results). Before progressing, care has to be taken
in the construction of the optimization problem. Now that Mach number is a design variable, its
influence on the aerodynamic design problem needs to be fully captured. This is only strictly possible
in full 3D wing optimization, where induced drag is captured. Hence, for the airfoil optimizations, an
induced drag coefficient CDi = kC2L (where k is the induced drag coefficient and k = 1/πAR) is added
to model these trade-offs and to penalize the negative effect of higher lift coefficients that would exist
in three-dimensional wing design. The range parameter including this induced drag term, Rk, is
introduced:
CL
Rk = M
CD + kCL2
Eq. 6.12
The optimization problem now being considered is given by:
CL
⏟
Maximize M subjected to M 2 CL = 𝑙 and V ≥ Vinitial
α ,M
CD + kCL2
Eq. 6.13
While the effect of adding this factor

is to mimic the trade-offs that occur
between speed, lift, drag and range,
it is interesting to note how this
occurs. This factor adds a penalty
due to lift to the denominator of the
objective function. Hence, a change
in the Mach number, which may lead
to the shock forming leads to a
change in CL due to the lift constraint.
As long as the change in the lift
coefficient is greater than the change
in the drag coefficient due to the
shock, then the shock is permitted. Table 6.2 Results for Inviscid Range Optimizations -
(Courtesy of [Poole et al.])
Due to CL appearing on the
numerator and denominator of the
144
objective function, this change will at some point balance out to result in a shocked optimum. Range
optimizations are now presented for the NACA0012 at three different values of non-dimensional
wing loading: l = 0.35, 0.4, 0.45. An initial set of optimizations are presented for no induced drag
penalty (k = 0) to provide a datum. For these optimizations, the shape and Mach number are allowed
to change with a constraint placed on the internal volume. The optimization results are presented in
Table 6.2.
The three optimizations have produced shock-free solutions [see Poole et al.]254. Furthermore, as was
shown in the analytical treatment, higher values of l result in lower optimum range factors, which
was also found in the
optimization results.
However, in the analytical
treatment it was also shown
that the optimum is
supercritical assuming that
the lift value chosen is
sufficiently high, but this does
not necessarily lead to a
shocked solution and, in fact,
all of the optimizations
presented are supercritical
(as shown in the surface Mach
plot), though shock-free. If
freestream Mach number was
to be increased further, to
where a shock forms, then Table 6.3 Results for Inviscid Range Optimizations with k = 0.04
wave drag increases Induced Drag Factor - (Courtesy of [Poole et al.])
approximately with the
fourth power of Mach number, according to Lock255.
The subsequent increase in objective function due to the increase in Mach number is off-set by the
reduction in objective function due to the increase in wave drag. Hence, the optimizer has increased
lift coefficient to maximize the objective function, at the expense of higher Mach numbers leading to
a shock-free solution. Optimizations for a value of induced drag representative of a wing with aspect
ratio 7.95 - which is reasonably typical for a conventional jet-powered airliner{(k = 0.04) are now
presented. Table 6.3 shows the results for these while Figure 6.10 shows the optimized pressure
distributions for these optimizations. The induced drag penalty has acted to lower the optimal lift
coefficient and to increase the optimal Mach against not having an representation of induced drag. It
is clear that for an induced drag penalty factor that is a representative value, shocked optima result
for all four of the l values considered. The general trend in the optimum solution with an increasing
value of l is that the optimum Mach number reduces. The reduction in the optimal range that would
result from a lower Mach number is compensated for by a greater increase in lift coefficient,
indicating that any further increase in the Mach number would substantially increase the wave drag.
The final surface shapes of each of these optimizations are shown in Figure 6.10 demonstrating that
not only are shocked solutions forced, but that the global form of the surfaces are reasonably
independent of the value of l chosen for a fixed k. It is also interesting to note that the resulting shapes
are supercritical in nature, displaying the at upper surface pressure distribution with delayed shock,
255 Lock, C. N. H., “The Ideal Drag Due to a Shock Wave Parts I and II," Tech. rep., Aeronautical Research Council,
1951, ARC report 2512.

145
and the trailing edge cusp. This result is particularly promising considering the airfoils were all
initialized as a NACA0012.
Figure 6.10 Surface Shapes and CP for Inviscid Range Optimizations of NACA0012 at Different Lift Values
with Induced Drag Penalty - (Courtesy of [Poole et al.])
6.6.7 Comparison of Approaches for Viscous Optimization

While inviscid optimizations demonstrate that a range problem produces optimal solutions with
shocks, it is also important to consider transonic viscous optimizations. Furthermore, it is also
necessary to consider the differences that result from single- and multi-point optimizations. Hence,
in this section, single- and multi-point, and range optimizations for a transonic viscous flow around
an RAE2822 airfoil are considered. All viscous runs were performed using the FSQP gradient-based
optimizer. While performing a small number of viscous global optimizations is possible, it has been
shown by [Chernukhin and Zingg]256 that gradient-based optimization is sufficient for viscous airfoil
optimization due to the design space being unimodal.
6.6.7.1 Single-Point and Multi-Point Optimization

A single-point drag minimization is presented on the RAE2822 at a fixed design point to create a
baseline result against which to compare. The problem is given by:
⏟
Minimize CD subjected to CL ≥ CL initial and V ≥ Vinitial
α
Eq. 6.14
Second, a multi-point optimization is also presented. The conventional weighted-sum approach,
where the overall objective function is a weighted sum of the objective from the individual design
points, is considered. A lift constraint on each of the design points is used as well as the volume
constraint on the overall shape. For N design points, where each has an objective weighting, λi, the
multi-point optimization problem is therefore given as:
256Chernukhin, O. and Zingg, D. W., “Multimodality and Global Optimization in Aerodynamic Design," AIAA
Journal, Vol. 51, No. 6, 2013, pp. 1342-1354.
146
⏟
Minimize ∑ 𝜆𝑖 𝐶𝐷𝑖 subjected to 𝐶𝐿𝑖 ≥ 𝐶𝐿𝑖 𝑖𝑛𝑡𝑖𝑎𝑙 1 ≤ i ≤ N
α 𝑖=1
and V ≥ Vinitial
Eq. 6.15
The two design

points for the
cases are based
on those studied
by [Drela]257 , and
are chosen such
that they are
suitably different
within the
operating space Table 6.4 Results for Drag Minimizations - (Courtesy of [Poole et al.])
of the airfoil.
They are (the
value for l is also calculated and given for comparison later):
Condition 1: M = 0.68, CL = 0.73, (l = 0.34) Re = 6.5 X 106

Condition 2: M = 0.74, CL = 0.73, (l = 0.40) Re = 6.5 X 106
where the single-point optimization is performed on case 2 and the multi-point optimization is
performed for equal weightings on each case, hence the objective is (1/2)CD1+(1/2)CD2. As before,
12 modal design parameters are used for the surface deformations. The results of the viscous
optimizations are given in Table 6.4. The final drag value of the single-point case at design condition
2 (which is the optimized condition) is slightly lower than the drag value of the multi-point case at
the same condition and this is to be expected since the trade-off with the second design condition in
the multi-point case restricts, somewhat, the result compared to considering one design point in
isolation. The surface shapes of the two optimizations (given in Figure 6.12-(c) as well as the
resulting pressure coefficients (given in Figure 6.12 (a-b) differ considerably. Both solutions reduce
the lift over the fore body of the airfoil to minimize the leading edge acceleration and therefore avoid
a shock forming while the lift is recovered closer to the trailing edge. However, the suction peak for
condition 2 is pronounced in the single-point case, whereas this is more suppressed in the multi-
point. The multi-point case has resulted in a slightly more cambered airfoil. Clearly, the addition of
condition 1 to the optimization has meant a slight compromise has been required in the multi-point
optimization, which is unsurprising. For further information, please refer to [Poole et al.]258.
6.6.7.2 Range Optimization

Range optimizations for viscous flow are now considered. As demonstrated in the inviscid
optimizations, a lift-based penalty has to be added to the denominator of the range factor in the form
of an induced drag expression to model the penalty that high lift coefficients have. As such, the
257 Drela, M., “Pros and Cons of Airfoil Optimization," in Caughey, D. and Hafez, M., eds., “Frontiers of
Airfoil Optimization”, AIAA Journal, June 2018.

147
viscous range optimization is also performed with the induced drag factor considered in the inviscid
cases, though two values are considered here: k = 0.04 and k = 0.1. The starting airfoil is the RAE2822,
which is in flow at Re = 6.5
X 106 (as per the drag
K = 0.04
minimizations).
The final optimization
results are given in Table
6.5. The first clear trend is
that for increasing non-
dimensional wing loading,
the optimum range
reduces for both induced
drag penalties
considered. Furthermore,
the increase in induced
drag penalty means that
higher lift coefficients are
penalized so the resulting
optimum design point is
at a higher Mach number
and lower lift coefficient. K = 0.1
These were both seen in
the inviscid results, so
these trends are expected.
The surface pressure
distributions of the range
optimizations are given in
Figure 6.11 (a-b) and
the surface shapes in
Figure 6.11 (c-d). An
interesting result is that
despite the fact that an
induced drag penalty has
been added, the k = 0.04
value is not enough to
force a shocked solution.
This is further shown in
Table 6.5 Results for Viscous Range Optimizations with k = 0:04 and
Figure 6.11(e-f), which
0.1 - (Courtesy of [Poole et al.])
gives the field pressure
contours of the
optimizations at the two different induced drag values at l = 0.35, which clearly show that the lower
value is not sufficient to penalize a shock-free solution. On the other hand, moving to a higher induced
drag factor is enough to create an optimum at a high enough Mach and CL combination such that a
shock-free optimum is not possible.
148
(a) Surface CP for k = 0.04 (b) Surface CP for k = 0 .1
(a) Single-point (b) Multi-point
(c) Surface shapes
(c) Surface Shapes for k = 0.04 (d) Surface Shapes for k = 0.1
Figure 6.12 Surface Shapes for Drag Minimizations
(e) Field Cp for k = 0.04 (f) Field Cp for k = 0.1
Figure 6.11 Surface Shapes & Cp for Viscous Range Optimizations - (Courtesy of [Poole et al.])
149
6.6.8 Off-Design Performance

To investigate the off-design performance of the results above, drag-rise curves and performance
maps are presented. Figure 6.13 gives the drag variation with Mach number at a fixed CL for viscous
optimizations. The CL for each curve
is the design CL, so care has to be
taken when comparing the absolute
performance of each airfoil.
Furthermore, since CL is fixed, l is
varying and the l values given in the
legend are those that the airfoils
were optimized at. The behavior of
the single- and multi-point cases are
typical, with a drop in the drag
coefficient around the design point
and then a drag rise. However, this
is also something that is seen in the
range optimizations. The lower
induced drag factor (k = 0.04)
produced shock-free solutions, so
the local performance improvement
is not surprising. However, even the
shock solutions (those at k = 0.1)
show this type of behavior. It Figure 6.13 Drag Curve at Design CL of Optimized Airfoils -
appears that producing shocked (Courtesy of [Poole et al.])
optimum solutions does not
necessarily lead to less point-like performance, at least when considering drag in isolation.
Drag is not the only measure of performance, and indeed the optimization problem considered here
is range. As such, performance maps are constructed, which give the normalized (by the maximum
range) range and are given in Figure 6.14. The 97% contour is also highlighted, the area enclosed
Single Point Multiple Point
Figure 6.14 M-CL maps with normalized ML/D Contours of Optimized airfoils (97% contour highlighted)
- (Courtesy of [Poole et al.])
150
by which gives a measure of robustness. (please refer to [Poole et al.]259 for full description). This
area has been calculated and the results are given for all of the viscous results. Clearly, moving to the
range optimization has resulted in an overall larger area in the M-CL space that contains high range
performance, hence the range optimizations are more robust to changes in the operating conditions.
It is also observed that the optimum range often does not occur at (or even close to) the final
optimized design point. Since the optimum point for the range optimizations must lie on the non-
dimensional wing loading constraint, the optimization is somewhat restricted. Since there is a better
range that exists at a different value of l, the question is raised of is there an overall optimum value
of l.
6.6.9 Concluding Remarks

A study into the effect of the choice of optimization problem for aerodynamic shape optimization has
been presented. As well as single and multi-point optimizations, a Breguet range problem is
considered with the design point (characterized by Mach number and lift coefficient) allowed to vary.
A non-dimensional measure of wing loading is therefore a constraint. The study presented has
investigated a suitable posing of the transonic airfoil problem from the point of view of suggesting an
optimization problem that has a shocked optimal solution in an attempt to minimize the off-design
penalties associated with optimizing at a specific design point. An analytical treatment of the problem
has shown that the optimal Mach number for the range optimization is supercritical if the specified
lift is over a minimum limit for a given shape.
To consider the effect of optimizing the shape of this problem, transonic inviscid and viscous
optimizations have been performed with an induced drag factor added to mimic, more closely, the
real trade-offs that exist in aircraft design. It has been shown that a shocked optimal solution can be
found when performing range optimization, indicating that this may be a more practical optimization
problem than drag minimization that is also more indicative of an industrial design objective. The
resulting shocked solutions come about specifically by not fixing the design point, allowing the
optimizer to locate a shocked optimum if this is permitted. Since for a fixed design point, the range
optimization reduces down to drag minimization, the resulting optimum design point must be above
the boundary at which shock-free solutions are no longer possible.
The overall trend in range optimization is to produce an airfoil that appears to be of a supercritical
family, with high optimal Mach numbers that are high enough to produce shocked solutions, and low
trimmed lift coefficients. Any changes to the total loading required are accounted for by having higher
lift coefficients, with small reductions in the freestream Mach number indicating that for optimal
range, keeping Mach number as high as possible is advantageous. The off-design performance in drag
of shock-free drag minimizations and shocked range optimizations appears to be similar, with the
shocked solutions not necessarily leading to more robust performance in drag. However, when range
is considered, there is a considerable improvement in the off-design performance, with the overall
performance improvements being less restricted to one area of the operating space.
6.7 Case Study 2 - Wing Aerodynamic Optimization using Efficient Mathematically-

Extracted Modal Design Variables
Aerodynamic shape optimization (ASO) of a transonic wing using mathematically extracted modal
design variables is presented. by [Allen et al.]260. A novel approach is used for deriving design
variables using a singular value decomposition (SVD) of a set of training airfoils to obtain an efficient,
reduced set of orthogonal ‘modes’ at represent typical aerodynamic design parameters. These design
260 Christian B. Allen, Daniel J. Poole, Thomas C. S. Rendall, “Wing aerodynamic optimization using efficient
mathematically-extracted modal design variables”, Optimum Engineering, 2018.

151
parameters have previously been tested on geometric shape recovery problems and aerodynamic
shape optimization in two dimensions, and shown to be efficient at covering a large portion of the
design space; the work is extended here to consider their use in three dimensions. Wing shape
optimization in transonic flow is performed using an upwind flow-solver and parallel gradient-based
optimizer, and a small number of global deformation modes are compared to a section-based local
application of these modes and to a previously-used section-based domain element approach to
deformations. An effective geometric deformation localization method is also presented, to ensure
global modes can be reconstructed exactly by superposition of local modes. The modal approach is
shown to be particularly efficient, with improved convergence over the domain element method, and
only 10 modal design variables result in a 28% drag reduction.
6.7.1 Introduction and Background

Numerical simulation methods to model fluid flows are used routinely in industrial design, and
increasing computer power has resulted in their integration into the optimization process to produce
the aerodynamic shape optimization (ASO) framework. The aerodynamic model is used to evaluate
some metric against which to optimize, which in the case of ASO is an aerodynamic quantity, most
commonly drag or range, subject to a set of constraints which are usually aerodynamic or geometric.
Along with the fluid flow model, the ASO framework requires a surface parameterization scheme,
which describes mathematically the aerodynamic shape being optimized by a series of design
variables; changes in the design variables, which are made by a numerical optimization algorithm,
result in changes in the aerodynamic surface. Numerous advanced optimizations using compressible
computational fluid dynamics (CFD) as the aerodynamic model have previously been performed
[Hicks & Henne]261; [Qin et al.]262; [Nielsen et al.]263; [Lyu et al.]264; [Choi et al.]265. The authors have
also presented work in this area, having developed a modularized, generic optimization tool, that is
flow-solver and mesh-type independent, and applicable to any aerodynamic problem [Morris et al.
]266-267; [Allen and Rendall]268.
The fidelity of results obtained by the optimization process are dependent on the fidelity and quality
of each of the three individual components of the ASO process; optimization algorithm, shape
parameterization and aerodynamic model. To facilitate optimum compatibility between these
components, each is often designed in a modular manner such that, for example, the aerodynamic
model is independent of the parameterization scheme used. A high-fidelity numerical aerodynamic
model with good capture of the true physics is important in producing optimum aerodynamic
designs, particularly at transonic conditions. The aerodynamic model also defines the parameter
space of the problem, which is the definition of the aerodynamic outputs based on flow field inputs
such as Mach number and angle of attack.
261 Hicks RM, Henne PA, “Wing design by numerical optimization”. J Aircr 15(7):407–412, 1978.
262 Qin N, Vavalle A, Le Moigne A, Laban M, Hackett K, Weinerfelt P, “Aerodynamic considerations of blended wing
body aircraft”. Prog Aerosp Sci 40(6):321–343, 2004.

263 Nielsen EJ, Lee-Rausch EM, Jones WT, “Adjoint based design of rotors in a no inertial frame”, J Aircraft
47(2):638–646, 2010.
264 Lyu Z, Kenway GKW, Martins JRR, “Aerodynamic shape optimization investigations of the common research
model wing benchmark”, AIAA J 53(4):968–985, 2015.

265 Choi S, Lee KH, Potsdam M, Alonso JJ, “Helicopter rotor design using a time-spectral and adjoint based
method”, J Aircr 51(2):412–423, 2014.

266 Morris AM, Allen CB, Rendall TCS, “CFD-based optimization of airfoils using radial basis functions for domain
element parameterization and mesh deformation”. Inter J Numerical Meth Fluids 58(8):827–860, 2008.
267 Morris AM, Allen CB, Rendall TCS, “Domain-element method for aerodynamic shape optimization applied to a
modern transport wing”, AIAA J 47(7):1647–1659, 2009.

268 Allen CB, Rendall TCS, “Computational-fluid-dynamics-based optimization of hovering rotors using radial basis
functions for shape parameterization and mesh deformation”. Optimum Eng. 14:97–118.
152
The quality of the optimization result obtained is driven, primarily, by the quality and type of
numerical optimization algorithm used in the ASO framework, and the two primary types of
optimization algorithms are local methods and global methods. The local methods are usually built
around the gradient-based approach, which uses the local gradient of the design space as a basis
around which to construct a search direction. The optimization algorithm therefore traces a
movement path through the design space until the gradient values become very small where the
result has converged. These approaches are the most common methods used in the ASO framework,
driven primarily by the low cost associated with them compared to global methods, and an efficient
gradient-based optimizer is used here.
The aerodynamic model defines the parameter space of the problem, but the problem design space,
which the optimization algorithm interrogates, is constructed to fully interrogate the true design
space (which contains every possible design) is driven by the ability of the degrees of freedom of the
parameterization scheme to represent any shape within the design space, and so this is a critical
aspect of any optimization scheme. The level of flexibility generally increases with the number of
design variables, but the use of a low number of design variables is advantageous, since good
convergence of optimization algorithms tends to correlate with small numbers of design variables,
and so there is a definite requirement for an efficient parameterization scheme. The work presented
at this juncture is considers aerodynamic shape optimization using a novel method of deriving design
variables. The design variables used here are derived by a mathematical technique that is based on
singular value decomposition (SVD), that extracts an orthogonal set of geometric ‘modes’. The
method itself has been presented recently by the authors [Poole et al.]269, and has been shown to
outperform other commonly-used parameterization schemes (Masters et al.]270 when considering
geometric inverse design in two dimensions, often requiring fewer than a dozen variables to
represent a large design space [Poole et al.]271.
6.7.2 Shape Parameterization & Literature Review

The role of the parameterization method is to provide an efficient interface between the optimization
method and a solver to form an optimization framework [Kedward et al.]272. A surface
parameterization scheme defines a design space by a number of design variables. A separate problem
to this, though often considered alongside, is the deformation of the subsequent surface during the
optimization process, which is required to allow deformation of a body-fitted CFD mesh. An effective
parameterization method is
➢ flexible and robust enough to cover the design space, and

➢ efficient enough to represent a given shape with as few design variables as possible.
Methods are classified as either constructive, reformative or unified. In-depth reviews have been
269 Poole DJ, Allen CB, Rendall TCS, “Metric-based mathematical derivation of efficient airfoil design variables”.
AIAA J 53(5):1349–1361, 2015.
270 Masters DA, Taylor NJ, Rendall TCS, Allen CB, Poole DJ, “Geometric comparison of airfoil shape
parameterization methods”, AIAA J 55(5):1575–1589, 2017.

271 Poole D, Allen C, Rendall T, “High-fidelity aerodynamic shape optimization using efficient orthogonal modal
design variables with a constrained global optimizer”. Computer Fluids 143:1–15, 2017.
272 L. J. Kedward , A. D. J. Payot y, T. C. S. Rendall, C. B. Allen, “Efficient Multi-Resolution Approaches for

153
presented by [Samareh]273, [Castonguay and Nadarajah]274, [Mousavi et al. ]275 and [Masters et al.
]276. Constructive methods consider the definition of the surface and the deformation of the surface
separately. Examples of these methods are CST [Kulfan]277, PARSEC [Sobieczky]278, PDEs [Bloor and
Wilson]279 and splines [Braibant and Fleury]280. Other approaches that combine various
parameterizations in a hybrid approach can also be found. Because of the constructive nature of these
approaches, perturbation of the base geometry through the optimization process requires that the
new surface be reconstructed, which subsequently requires automatic mesh generation tools for
production of a new surface and volume mesh. This extra difficulty can make it advantageous to
consider approaches that manipulate an existing mesh.
An alternative to constructive methods are deformities methods which unify the geometry creation
and perturbation. This tends to make them simpler to integrate with mesh deformation tools and
allows the use of previously generated meshes; a considerably cheaper alternative to regeneration,
although the mesh deformation scheme is a separate algorithm. Analytic [Hicks and Henne]281 and
discrete [Jameson]282 methods are examples of deformities approaches. A further refinement of
unifying geometry creation and perturbation is the integration with a mesh deformation algorithm.
Methods of this type typically have some interpolation that describes a link between the surface and
volume, often via a set of control points that are independent of both, such that deformation of the
control points results in deformation of the surface and CFD mesh. These approaches are commonly
used in ASO, and the methods included in this unified category are free-form deformation
[Samareh]283, domain elements (Morris et al.]284 and direct manipulation [Yamazaki et al.]285.
Surface parameterizations developed around the FFD and domain element approach are very
popular in wing optimization as this type of approach allows the design space to be reduced from
thousands of design parameters to hundreds of design parameters. Such techniques have been
developed by [Zingg] and colleagues [Hicken and Zingg]286 ; [Leung and Zingg]287, and have shown
273 Samareh JA, “Survey of shape parameterization techniques for high fidelity multidisciplinary shape
optimization”, AIAA J 39(5):877–884, 2001.
274 Castonguay P, Nadarajah SK, “Effect of shape parameterization on aerodynamic shape optimization”, 45th
AIAA Aerospace Sciences Meeting and Exhibit, Reno, Nevada, AIAA Paper 2007–59.
275 Mousavi A, Castonguay P, Nadarajah SK, “Survey of shape parameterization techniques and its effect on three
dimensional aerodynamic shape optimization”.18th AIAA CFD dynamics conference, Florida, 2007.
276 Masters DA, Taylor NJ, Rendall TCS, Allen CB, Poole DJ, “Geometric comparison of aerofoil shape
parameterization methods.”, AIAA J 55(5):1575–1589, 2017.

277 Kulfan BM, “Universal parametric geometry representation method”. J Aircraft 45(1):142–158, 2008.
278 Sobieczky H, “Parametric airfoils and wings”. Notes Numerical Fluid Mechanics 68:71–88 Toal DJJ, Bressloff
NW, Keane AJ, Holden CME (2010) Geometric filtration using proper orthogonal decomposition for
aerodynamic design optimization. AIAA J 48(5):916–928, 1998.
279 Bloor MIG, Wilson MJ, “Generating parameterizations of wing geometries using partial differential equations”.
Computer Methods Applied Mechanics Eng. 148:125–138, 1997.

280 Braibant V, Fleury C, “Shape optimal design using B-splines”. Computer Methods Applied Mechanics Eng.
44(3):247–267, 1984.
281 Hicks RM, Henne PA, “Wing design by numerical optimization”. J Aircraft 15(7):407–412, 1978.
282 Jameson A (1988) ,“Aerodynamic design via control theory”. J Scientific Computation 3(3):233–260.
283 Samareh JA, “Novel multidisciplinary shape parameterization approach”. J Aircraft- 38(6):1015–1024, 2001.
284 Morris AM, Allen CB, Rendall TCS, “CFD-based optimization of airfoils using radial basis functions for domain
element parameterization and mesh deformation”, Int J Numer Meth Fluids 58(8):827–860, 2008.
285 Yamazaki W, Mouton S, Carrier G, “Geometry parameterization and computational mesh deformation by
physics-based direct manipulation approaches”. AIAA J 48(8):1817–1832, 2010.

286 Hicken JE, Zingg DW, “Aerodynamic optimization algorithm with integrated geometry parameterization and
mesh movement”. AIAA J 48(2):400–413, 2010.

287 Leung TM, Zingg DW, “Aerodynamic shape optimization of wings using a parallel newton-krylov approach”.
AIAA J 50(3):540–550, 2012.

154
that these types of methods can be flexible enough to allow the molding of a sphere into an aircraft
like shape under certain optimization conditions [Gagnon and Zingg]288. Further work has been
performed by Martins and others [Mader and Martins]289; [Lyu and Martins]290 who showed results
for blended-wing-body optimizations, and [Yamazaki et al.]291 who further reduced the number of
design variables by considering the direct manipulation method for wing optimization. A novel
method, recently developed by the authors, is to extract airfoil design variables using a mathematical
approach. The approach utilizes singular value decomposition in a manner that analyses an initial
library of airfoils and decomposes that library into a reduced set of optimum variables that are
geometrically orthogonal to each another. The method is based on perturbations, so is independent
of the initial geometry and can fit into any of the three categories outlined above; the deformities
formulation is used in this work, to allow a unified application of the design variables to control both
the surface and volume mesh within the ASO framework. Previous work has considered the method’s
ability to represent a wide-range of airfoil shapes [Poole et al.]; [Masters et al.], and their effectiveness
in airfoil optimization [Poole et al.]; [Masters et al.], wherein the efficiency of this modal approach
was clearly demonstrated. Hence, the aim of the work presented here is to develop an effective
method to apply these novel mathematically-extracted design variables, which have been extracted
as two-dimensional quantities, in three dimensions, and determine their effectiveness when applied
to aerodynamic optimization, in particular drag minimization of wings in transonic flow.
6.7.2.1 Other Parameterization Techniques

This section develops the R-Snake Volume of Solid (RSVS) parameterization method which blends
the topological flexibility of volume of solid design variables with the efficiency of established
aerodynamic parameterization methods. Achieving this level of efficiency requires the RSVS to
generate smooth surfaces fulfilling volumes specified on a predefined grid. To ensure the method is
flexible enough to support anisotropic design variable refinement and to facilitate the extension to
3D, the RSVS must be generic enough to work on arbitrary polygonal grids. One of the difficulties in
designing a parameterization with topological flexibility is to maintain smooth control close to
topology changes, as these are geometrically discontinuous regions of the design space. To define a
set of VOS variables a grid is superimposed on the design space, where the design variables become
Figure 6.15 Volume of solid (VOS) design variables as grey-scale and RSVS profile in red; 1
corresponds to a completely full cell and 0 an empty cell – Courtesy of [Allen et al.]
288 Gagnon H, Zingg DW, “Two-level free-form deformation for high-fidelity aerodynamic shape optimization”.
12th AIAA aviation technology, integration and operations (ATIO) conference and 14th AIAA/ISSMO
multidisciplinary analysis optimization conference, Indianapolis, Indiana, 2012.
289 Mader CA, Martins JRRA, “Stability-constrained aerodynamic shape optimization of flying wings”. J Aircraft
50(5):1431–1449, 2013.
290 Lyu Z, Kenway GKW, Martins JRRA , “Aerodynamic shape optimization investigations of the common research
model wing benchmark”. AIAA J 53(4):968–985, 2014.

291 Yamazaki W, Mouton S, Carrier G, “Geometry parameterization and computational mesh deformation by
physics-based direct manipulation approaches”. AIAA J 48(8):1817–1832, 2010.

155
the fraction of each cell within a geometry built from this information. This process is shown for a
simple grid in Figure 6.15. This parameterization procedure provides intuitive handling of topology
change without maintaining explicit control of it. It is important that topology is not controlled
explicitly as this would lead to a severely discontinuous design space which would not be usable with
many of the traditional local and global optimizers used for aerodynamic optimization. Further
details can be obtained from [Kedward et al.]292.
6.7.2.2 Shape Optimization using Multi-Resolution Subdivision Curves

A subdivision scheme defines a curve or surface as the limit of successive refinements starting from
some initial polygon or polygonal mesh. Subdivision curves and surfaces currently dominate the
entertainment graphics industry due to their unique topological flexibility compared to traditional
spline-based methods, however the technology has recently seen growing attention in engineering
applications. Recent work by Masters et al. applied multi-resolution subdivision curves in a
hierarchical manner to parameterize airfoil geometry and demonstrated improved efficiency and
accuracy of aerodynamic shape optimization. Whereas the RSVS method provides complete
topological flexibility which, in combination with a global search algorithm, also offers excellent
coverage of the design space, the multilevel subdivision parameterization represents an efficient and
robust method for precisely resolving the local shape optimum for fixed topology configurations.
In their work, Masters et al. performed multiple optimizations sequentially, starting from a coarse
control mesh and progressively refining; the effect of this is that shape control occurs at different
length scales, starting with smooth large-scale changes and progressing to increasingly localized
control. In this way high precision shape control can be performed without the deterioration in
optimization efficiency associated with localized shape parameterization; when used in combination
with an adjoint flow solver, providing surface sensitivities at greatly reduced cost, this results in
significant reductions in computational cost. In addition, the subdivision method also inherently
improves robustness against local optima since initial coarse control levels, which represent low-
dimension approximations, allow the design space to be extensively explored early-on during
optimization. The subdivision formulation is conceptually simple; given an initial control polygon C0,
a refinement can be made linearly such that a new polygon is derived by a linear relationship using
a subdivision matrix P:
C1 = P0 C0
Eq. 6.16
Figure 6.16 Four Levels of Subdivision of a Four Point Control Polygon - Courtesy of [Allen et al.]
292L. J. Kedward , A. D. J. Payot y, T. C. S. Rendall, C. B. Allen, “Efficient Multi-Resolution Approaches for

156
This subdivision matrix encompasses two operations: a uniform topological refinement of the mesh
(splitting) and a smoothing of the result (averaging), demonstrated in Figure 6.16. Both operations
are local and can hence be performed very efficiently. [Kedward et al.]293.
6.7.3 Shape Deformations by Singular Value Decomposition (SVD)

The derivation of airfoil perturbation modes come from a singular value decomposition of a training
library of airfoils. The resulting modes, which form airfoil design variables used in this work for ASO,
are guaranteed to be orthogonal (scalar product of any two modes is zero), meaning a given airfoil
shape is described uniquely by a given set of input parameters. This alleviates some multimodality
that can be introduced numerically by the given parameterization scheme, and expands design space
coverage. An alternative to deriving design variables by a direct decomposition approach is to
manipulate already existing ones by Gram–Schmidt orthogonalization. This can be used to force
orthogonality, however, it is ideal to use the SVD method to guarantee orthogonal modes and provide
a low-dimensional approximation (modal parameters) to a high-dimensional design space (full
training library). Initial studies of using the SVD method to derive design variables were performed
by [Toal et al.] and [Ghoman et al. ], and further studies were carried out by the authors for geometric
shape recovery [Poole et al.] and [Masters et al.] as well as airfoil optimization. The work presented
here develops more fully the use of mathematically-derived modes for performing aerodynamic
shape optimization in 3D.
It is worth considering the result of an SVD decomposition. A matrix is decomposed into constituent
matrices where the dominant features of the input matrix are ordered. Hence, the SVD can be used
to project a reduced-order basis approximation to produce a low-rank approximation to the original
matrix. [Eckart and Young] showed that, given a low rank approximation found through SVD, Mk, of
a full rank input matrix, M, the following is true:
‖𝐌 − 𝐌 k ‖F ≤ ‖𝐌 − 𝐦‖F
Eq. 6.17
where m is any matrix of rank k and ‖ . ‖F is the Frobenius norm. Hence, the error in the low rank
approximation (found from SVD) will always be at least as good as the error between any other rank
k matrix and the full rank matrix. The SVD thus produces an optimal low order projection of the
higher dimensional space into the lower dimensional one, which is significant for optimization
parameters. The SVD method first requires a training library of Na airfoils to be collated from which
the airfoil deformation modes are extracted. Each airfoil surface is parameterized by N surface points,
where the i-th surface point has a position in the space (xi , zi). To ensure consistency of the surface
description of the training data all airfoils are parameterized with the same parametric distribution.
The x distribution is often defined as the controlling parameterization, with zi = f (xi), but this is not
the most flexible approach; instead all airfoil surfaces are parameterized in terms of peripheral
distance s ∈ [0 , 1] and then exactly the same si distribution is defined for all airfoils. Following the
surface point distribution, each airfoil has a rigid body translation, scaling and then rotation applied
to it to map the geometry into a consistent form where each section has unit chord and z(0) = z(1) =
0: A matrix is built from which SVD is performed, by evaluating the vector difference of the i-th
surface point between all airfoils, producing Ndef = Na(Na -1)/2 airfoil deformations. The x and z
deformations are stacked into a single vector of length 2N, for each airfoil deformation, so a matrix is
built of the airfoil deformations which has 2N rows and Ndef columns:
293L. J. Kedward , A. D. J. Payot y, T. C. S. Rendall, C. B. Allen, “Efficient Multi-Resolution Approaches for

157
∆x1,1 ⋯ ∆x1,Ndef
⋮ ⋱ ⋮
∆xN,1 ⋯ ∆xN,Ndef
𝐌=
∆z1,1 … ∆z1,Ndef
⋮ ⋱ ⋮
[ ∆zn,1 … ∆zn,Ndef ]
Eq. 6.18
Performing a SVD decomposes the matrix into three constituent matrices:
𝐌 = 𝐔𝚺𝐕 𝐓
Eq. 6.19
where U is a matrix of vectors, each of length 2N. The structure is analogous to the decomposed
matrix, so the columns of this matrix are the airfoil mode shapes. Σ is a diagonal matrix of the singular
values, arranged in descending order. These can be considered the ‘relative energy’ of the modes, and
represent the ‘importance’ of the mode shapes in the original library. The total number of possible
mode shapes is governed by the number of singular values, which is the minimum of the number of
columns and rows of the decomposed matrix. A truncation of the U matrix, based on a certain total
energy required, then gives the number of design variables used in the optimization. The training
library is based on deformations, and this is an important choice such that design variables that result
from the decomposition are also deformations, ensuring they are independent of the topology of the
airfoils that are used. This allows direct insertion into an aerodynamic shape optimization
framework where deformation of the surface and mesh is important. If the constructive formulation
is used, however, then the columns of the training matrix, M, are absolute positions of the airfoil
surface points as opposed to deformations between surface points.
In this work, a generic, non-symmetric training library is considered based on the optimization being
performed. The library contains 100 different airfoils, extracted from a larger library by quantifying
their performances in the transonic regime using the Korn technology factor [Poole et al.]294. The first
six modes of the library are shown in Figure 6.17; all modes are scaled up for illustration purposes,
and have been added to a NACA0012 section. Also the relative ‘energy’ of the first 20 modes, i.e. the
singular values of each mode normalized by the sum of all singular values. Once the design variables
Figure 6.17 Generic Non-Symmetric Airfoil Modes - a Mode 1. b Mode 2. c Mode 3. d Mode 4. e Mode 5.
f Mode 6 – Courtesy of [Allen et al.]
294Poole DJ, Allen CB, Rendall TCS, “Metric-based mathematical derivation of efficient airfoil design variables”.
AIAA J 53(5):1349–1361, 2015.
158
have been extracted and the total number of modes has been truncated, a new airfoil can be formed
by a weighted combination of m modal parameters, as shown in Eq. 6.20. The weighting vector, β,
represents the magnitude of the modal deformations which are then the design variable values that
the optimizer works with. The truncation of the total number of modes, which is often very large,
down to a number which is useful for the optimization can either be user-specified or based on the
requirement for a total amount of energy to be preserved, e.g., if 99.0% of the energy of the original
library is required to be preserved then the first, say, six modes may cumulatively have 99.1% of the
energy so six modes would be used. In this work, a number of modes is specified and those modes
with the highest amount of energy are taken.
m
new old
𝐗 =𝐗 + ∑ βn 𝐔 n
n=1
Eq. 6.20
The modes extracted here are two-dimensional deformations, based on a large database of
aerodynamic surfaces, and so are effective in two dimensions, and this has been proven previously
[Poole et al.]. Hence, it would make sense to consider a similar approach in three dimensions.
However, this would require a database of wings, something that would not be easy to create, and
with variable parameters such as taper and sweep, and surface discontinuities such as crank
locations, would also require a complex parametric transformation to a normalized space.
Furthermore, this would still not contain global variables, and so it is more sensible and flexible to
consider a more local sectional approach. This is the approach considered here.
6.7.4 RBF Coupling of Point Sets for Airfoil Deformation

The airfoil design variables must be coupled to a control point-based approach to allow flexible
deformation of the CFD mesh. The control point method links deformations of the CFD mesh to
deformations of a small set of control points on or near the surface. At the center of this technique is
a multivariate interpolation using radial basis functions (RBFs), which provides a direct mapping
between the control points, the surface geometry and the locations of grid points in the CFD volume
mesh. The approach is meshless, so requires no connectivity and is applicable to any mesh type;
control points and volume mesh points are simply treated as independent point clouds. The system
is only the size of the number of control points, and so is not related to the mesh size.
The general theory of RBFs is presented by Buhmann (2005) and Wendland (2005), and the basis of
the method used here is described in detail by Rendall and Allen (2008). If φ is the chosen basis
function and ‖ . ‖ is used to denote the Euclidean norm, then a general volume interpolation models
has the form
n
s(𝐱) = ∑ αi φ (‖𝐱 − 𝐱 i ‖) + p(𝐱)

i=1
Eq. 6.21
where I =1 . . . n denotes the n control points, αi i=1, , , , n are model coefficients, x is the vector
coordinate, and p(x) is an optional polynomial. Control points (sometimes named domain element
points) are used here to decouple the shape parameters from the surface mesh, and provide a flexible
framework through which to control the shape of a base geometry. Setting up a global RBF volume
interpolation for nc control points then requires a solution to a linear system [see Morris et al.
(2008)) for more details] to ensure exact recovery of the control point data, in this case deformations:
∆𝐗 𝒄 = Cα𝑥 , ∆𝐘 𝒄 = Cα𝑦 , ∆𝐙𝒄 = Cα𝑧

Eq. 6.22
159
For surface and volume mesh deformation, it is sensible to use Polynomials are not included here,
due to their growing radial influence, and so (superscript c represents a control point):
∆x1c α1x
∆𝐗 𝐜 = [ ⋮ ] , 𝛂n = [ ⋮ ]
c
∆xnc αxnc
Eq. 6.23
(analogous definitions hold for y and z coordinates) and the control point dependence
matrix, C, takes the form
φ11 … φ1nc
𝐂=[ ⋮ ⋱ ⋮ ], where φij = φ(‖𝐱 ic − 𝐱 jc ‖)
φnc 1 … φncnc
Eq. 6.24
For surface and volume mesh deformation, it is sensible to use decaying basis functions, to give the
interpolation a local character and ensure deformation is contained in a region near the moving body,
and [Wendland’s] C2 function is used here. It is also sensible to omit polynomial terms, since these
will transfer deformation throughout the entire mesh. Hence, in the case considered here the global
influence on any point in the aerodynamic mesh (denoted by superscript a) from the control points
is determined by Eq. 6.21, which is applied as
n𝑐
∆x 𝒂 = ∑ 𝛼𝑖𝑥 φ (‖x 𝑎 − 𝑥𝑖𝑐 ‖)

i=1
n𝑐
𝑦
∆y 𝒂 = ∑ 𝛼𝑖 φ (‖x 𝑎 − 𝑥𝑖𝑐 ‖)
i=1
n𝑐
∆z 𝒂 = ∑ 𝛼𝑖𝑧 φ (‖x 𝑎 − 𝑥𝑖𝑐 ‖)

i=1
Eq. 6.25
Hence, the design variables are the modal deformations, which give control point perturbations,
which hence are decoupled from the surface and volume meshes.
6.7.5 Control Point Deformations

The method for deriving surface design parameters and the methods for perturbing the CFD mesh
have been presented. The derived parameters are, however, surface deformations whereas for the
aerodynamic optimization process, control point parameters are required. Previous work has
involved placing control points away from the surface, to form off-surface domain elements, and this
has proven very effective, and is used again for the three-dimensional case later. In two dimensions,
the control points to define the modal deformations are located on the surface of the airfoil section.
This ensures that there is direct coupling between the control point deformations and the surface
deformations that derived them. The deformation modes derived here by SVD are extracted from a
training library of airfoils. A complete library of airfoils is quantified in terms of aerodynamic
160
performance, using the Korn technology factor, and a form of library filtering applied to down-select
the library; see [Poole et al.]. A set of control points is used to control the aerodynamic surface; these
points are independent of a base geometry, and the surface deformations are defined in terms of
perturbations so the modes can be applied to any geometry. A ‘shrink-wrapping’ method is used to
map them onto the geometry being considered. Here, 24 control points are used; more than this are
not necessary unless small wavelength changes are required. The modal deformations can be defined
using a larger number of points than the N value in Eq. 6.18 and projected onto these 24 points, but
here N = 24 is used in the SVD extraction process. Figure 6.18 shows the surface control points and
an example deformation of the fourth mode for a NACA0012 mesh.
6.7.6 Computation of Deformation Field in 2D

The modal deformations can be applied to any geometry, and are extracted using a training library
wherein all airfoils have been normalized to unit chord and all have leading and trailing edges at
z(0)= z(1) = 0. Hence, the modal perturbations are all extracted from these geometries, but since the
surface that the modes are added to will not have leading and trailing edges at z = 0, each mode needs
to be transformed to the local airfoil axis system. A local rotation matrix is thus used to rotate each
mode. All deformations are computed for the 24 control points, and added to the initial airfoil defined
at zero incidence, so there is a deformation due to rigid rotation and that due to the modal
parameters. In two dimensions, deformation is computed at each control point, i, by:
∆𝐱 𝐢𝐜 = (∆x𝐢𝐜 , 0, ∆z𝐢𝐜 ) = (𝐑 − 𝐈)(𝐱 𝐢𝐜 − 𝐱 𝐫 ) + 𝐑 ∑ β𝑛 ∆𝐱 𝐢𝐧

𝐧=𝟏
Eq. 6.26
where R is the rotation matrix which is computed using the total incidence, including the initial
section incidence and any incidence change due to the pitch design variable, αtotal =α0 + αpitch, xr is the
rotation center, m is the number of modal design parameters, i.e. modes, βn are the design
parameters, and Δxni is the modal deformation of point i for mode n. Once the deformation vector has
been evaluated for every control, the ΔX and ΔZ vectors are known (ΔY = 0 in 2D), Eq. 6.22 can be
solved, and the deformation of all mesh nodes, including those on the surface, is evaluated using Eq.
6.25.
Figure 6.18 Surface-Based Control Points and Example Deformation. a Control Points. b Example
Deformation - Courtesy of [Allen et al.]
161
6.7.7 Computation of Deformation Field in 3D

In three dimensions, a set of ns sectional slices of control points are applied to the surface at regular
intervals. However, when these are deformed, the variation of the deformation field between the
sections can either be defined explicitly or left to the global interpolation field. The latter is normally
used, but this means that interpolation properties, for example the basis function chosen and the
support radius set, will influence the deformed surface. That effect is undesirable, so it is eliminated
here, as it can result in a more global influence of an effectively local deformation. Intermediate
sections are thus defined between each deformed slice, and the deformation of these is controlled
analytically. The span wise region between each section is split into Nint intermediate regions, and so
the total number of sections becomes 1+(ns -1) nint .
The geometry considered here is the MDO wing [Allwright] and [Haase et al.]. The surface is
preprocessed to compute the local chord length at each section, i.e. cj, and the initial rotation angle of
each section, α0j , where j is the section location. The control point sections are then applied to the
surface by scaling by local chord, rotating by local incidence, and shrink-wrapping to the exact
geometry using a local geometric intersection algorithm. Figure 6.19 shows the control points
resulting from using ns = 10 and nint = 4, for the surface mesh used later. This means there are 37
control point sections but only 10 are deformed by the design parameters. The deformed points are
shown in green, and the controlled points in black. Consider first the deformation field for global
application of the modal parameters. In this case the modal deformations are applied using a single
global weighting, i.e. one design variable for each mode. As with the two-dimensional approach, all
deformations are computed at each sectional set of 24 control points defined at zero incidence, and
so there is deformation due to rigid rotation and that due to modal parameters. Global pitch and twist
variables are used later. In three dimensions the modal deformations must be scaled by the local
chord as well as being rotated by local section incidence, and so to compute the deformation field at
the 24 control points, i, at section j:
∆𝐱 𝐢𝐣𝐜 = (∆x𝐢𝐜 , 0, ∆z𝐢𝐜 ) = (𝐑 𝐣 − 𝐈)(𝐱 𝐢𝐣𝐜 − 𝐱 𝐣𝐜 ) + cj 𝐑 𝐣 ∑ βn ∆𝐱 𝐢𝐧

𝐧=𝟏
Eq. 6.27
Figure 6.19 Surface Mesh and Control Points in 3D – Courtesy of [Allen et al.]
162
where Rj = R ( α0 +αtwist +αpitch) and xrj is the local rotation center. Hence, in this case there are m
design parameters. For local deformations, i.e. one design variable for each mode at each of the ns
sections, this can be formulated as:
𝐧𝒔 𝐦
∆𝐱 𝐢𝐣𝐜 = (∆x𝐢𝐜 , 0, ∆z𝐢𝐜 ) = (𝐑 𝐣 − 𝐈)(𝐱 𝐢𝐣𝐜 − 𝐱 𝐣𝐜 ) + cj 𝐑 𝐣 ∑ φ(j, s) ∑ βn ∆𝐱 𝐢𝐧

𝐬=𝟏 𝐧=𝟏
Eq. 6.28
where φ (j , s) is a basis function. In this case there are m _ ns design parameters. Hence, this basis
function can be used to determine how the deformation of each of the ns sections affects the other
sections, i.e. controls the zone of influence. This can be left to the global interpolation, but is defined
here to allow control of the decay. A basis function can be defined such that if the effect of the
sectional deformation decays to zero at the neighboring sections each side, a global modal
deformation can be recovered exactly. In this case βn would have a single value for all sections, and
so it can be shown that if
ns
∑ φ (j, s) = 1
s=1
Eq. 6.29
Figure 6.20 Surface and Control Point Modal Deformations. a Mode 1 global. b Mode 3 global. c Mode 5
global. d Mode 1 local. e Mode 3 local. f Mode 5 local – Courtesy of [Allen et al.]
163
at any span wise point, Eq. 6.26 and Eq. 6.27 are equivalent. Hence, a trigonometric function of (j,
s) is used. Figure 6.20 shows the control locations and resulting surface mesh for deformations
using the first, third, and fifth modes; the upper row shows a global modal deformation, and the lower
row shows local modal deformations of the fifth control point section. The modal deformation
magnitude is exaggerated to 10% local chord for illustration purposes. This improved localization
process is also adopted to improve the application of off-surface domain element perturbations, used
previously by the authors. Figure 6.21 shows two views of the surface and domain element points,
again using ns = 10 and nint = 4. An exaggerated movement of all the points on the fifth section is
shown; magnitude 20% local chord. (see [Allen et al.]295).
6.7.8 Optimization Approach

Typically, the two main types of numerical optimization algorithm that are chosen for aerodynamic
optimization are gradient-based and global search. Gradient-based methods, such as conjugate
gradient and sequential quadratic programming (SQP), use the local gradient as a basis from which
to construct a search direction. The algorithm starts at an initial solution and marches towards the
minimum solution. Global search methods, however, use a number of agents with different starting
positions within the search space. These agents then cooperate and move by various, often nature-
inspired, mechanisms towards the global optimum solution. The selection of a gradient-based or
global search algorithm for aerodynamic optimization is highly dependent on the optimization case
analyzed, specifically the degree of modality present in the situation. Multimodal problems are
characterized by multiple local optima, where one or more of those local optima is the globally
optimum solution. This can be particularly problematic for gradient-based optimizers due to
premature convergence in a local minimum that is not necessarily close to the global optimum.
Agent-based methods can alleviate this issue somewhat.
Figure 6.21 Surface Mesh and off-Surface Control Points – Courtesy of [Allen et al.]
Within the context of aerodynamic shape optimization, the presence of a multi-modal search space
is highly dependent on the extent of the surface representation and the fidelity of the flow analysis
tool. The issue of degree of multi-modality in aerodynamic optimization problems is an unanswered
question, with work presented showing that multimodality exists in a number of cases, but unimodal
295Christian B. Allen, Daniel J. Poole, Thomas C. S. Rendall, “Wing aerodynamic optimization using efficient
164
cases also exist (Namgoong et al]296, [Khurana et al.]297; [Buckley et al.]298; [Chernukhin and Zingg].
[Chernukhin & Zingg] have considered this issue by testing a number of different optimization
problems and have shown that for a b-spline parameterization of the surface, viscous, compressible
drag minimization of the RAE2822 airfoil has one global optimum. They also showed multiple local
optima for other three-dimensional problems. For maximum flexibility and efficiency, a gradient-
based method is used here, with a second-order finite-difference approach for gradient evaluation.
This approach allows a ‘wrap-around’ approach, i.e. any flow-solver can be implemented within the
framework.
6.7.8.1 Feasible Sequential Quadratic Programming (FSQP)

The feasible sequential quadratic programming (FSQP) algorithm is used here as implemented in
version 3.7 [Zhou et al.]299. FSQP is based on an SQP method, which is an approach for constrained
gradient-based optimization. It is constructed with a number of modifications to the conventional
SQP method to avoid the so-called ‘Maratos’ effect (restriction of a step size due to the requirement
of feasibility) [Maratos]300. The modifications include a number of strategies, the primary one being
combining a search along an arc [Mayne and Polack] with a non-monotone procedure for that search
[Grippo et al.]. The FSQP algorithm is briefly outlined below, and fully described and analyzed in
[Panier and Tits] and [Bonnans et al.]. At every major iteration, t, the design vector, b, at the next
iteration is given by:
𝛃(t + 1) = 𝛃 + a∆𝛃 + a2 ̅̅̅̅
∆𝛃
Eq. 6.30
where a is the step length, Δβ is the line step direction and Δβ→ is a correction direction used to create
a search arc. To find the line step direction, FSQP solves a quadratic programming (QP) sub problem.
Considering inequality constraints only, this QP sub problem at every major iteration is:
1 T
Minimize: ∆𝛃 𝐇∆𝛃sqp + ∇(𝛃)T ∆𝛃 sqp
2 sqp
Subject to: ∇g i (𝛃)T ∆𝛃sqp + g i (𝛃) ≤ 0 i = 1, , , , , G
Eq. 6.31
where J is the objective function and gi is the ith inequality constraint of a total of G inequality
constraints. FSQP augments the SQP descent direction by a feasible step direction, Δβf , that is a
fraction of either ⊽J(β) or ⊽gi(β), depending on the constraint value. The overall step direction is
then a blend of the SQP and feasible step directions
∆𝛃 = (1 − ρ)∆ 𝛃 𝑠𝑞𝑝 + ρ∆𝛃𝑓

Eq. 6.32
where ρ ∈ [0,1] = O (‖ Δβsqp ‖2) such that as a solution is approached, q tends very quickly to zero to
enable the fast convergence of the pure SQP step direction to be inherited [Bonnans et al.]. The
296 Namgoong H, Crossley W, Lyrintzis AS, “Global optimization issues for transonic airfoil design”, 9th
AIAA/ISSMO symposium on multidisciplinary analysis and optimization, Atlanta, AIAA Paper 2002–5641.
297 Khurana MS, Winarto H, Sinha AK, “Airfoil optimization by swarm algorithm with mutation and artificial
neural networks.” ,47th AIAA aerospace sciences meeting including the new horizons forum and aerospace
Exposition, Orlando, Florida, AIAA Paper 2009–1278.
298 Buckley HP, Zhou BY, Zingg DW, “Airfoil optimization using practical aerodynamic design requirements”. J
Aircraft 47(5):1707–1719, 2010.

299 Zhou JL, Tits AL, “Non-monotone line search for minimax problems.” J Optimum Theory Applied, 1993.
300 Maratos N, “Exact penalty function algorithms for finite dimensional and optimization problems”, Ph.D. thesis,
Imperial College, 1978.

165
correction direction is found such that both descent and feasibility are ensured by solving a further
quadratic programmed while avoiding the need for further constraint and function evaluations. The
exact implementation of the rules that govern the computation of the step size are given in Zhou et
al. (1997). The Hessian, or an approximation to the Hessian, at every major iteration is required,
which in turn requires sensitivity of the objective function and constraints with respect to the design
variables. The Hessian is approximated by the Broyden–Fletcher–Goldfarb–Shanno (BFGS) update
scheme where the Hessian approximation is initialized as the identity matrix. The gradients are
obtained by a second Aerodynamic optimization using efficient modal variables order central-
difference scheme, so the number of objective function evaluations is proportional to the number of
design variables. Once the search arc has been determined, the no monotone line search proceeds
(Zhou and Tits 1993). For this, the conventional backtracking line search requirement of requiring a
suitable reduction in the objective function from iteration t to t + 1 is relaxed, such that a reduction
in the objective function to iteration t + 1 is required against the maximum objective function from
the last four iterations. This has been shown to be highly effective for unconstrained optimization
when compared to a conventional backtracking search (Grippo et al. 1986), and when implemented
for FSQP shows similar results for constrained optimization (Zhou and Tits 1993).
The algorithm iterates until the Kuhn–Tucker conditions are satisfied, which then represent a
converged solution using a constrained gradient-based optimizer. For computational efficiency, the
sensitivity evaluation has been parallelized based on the number of design variables such that the
evaluation of the sensitivity of the objective function and constraints with respect to the design
variables is split between the number of CPUs available (Morris et al. 2008, 2009). This is necessary
as within the ASO environment, an objective function evaluation represents a CFD solution, so this
formulation allows parallel evaluation of the required sensitivities; second-order finite-differences
are used for the sensitivities. It is well known that the accuracy of the gradient evaluation is a critical
issue, and the authors have performed several studies on perturbation size for finite-differences; see
for example Morris et al. (2008). A relative perturbation of 10-4 is adopted here, i.e. a deformation
magnitude of 0.01% of local chord. Constraint and step-size evaluations and optimizer updates occur
in the master process, and each CPU controls the geometry (and CFD volume mesh) perturbations
corresponding to the different design variables, and calls the flow solver. Flow-solver results are then
returned to the master for optimizer updates.
6.7.9 Flow Solver

The flow-solver used is a structured multi-block finite-volume code, with upwind spatial
discretization, using the flux vector splitting of [van Leer], and multistage Runge–Kutta time-
stepping. Convergence acceleration is achieved through multigrid [Allen]301.
6.7.10 Application of Modal Design Variables in 3D

Optimization is applied here to the MDO wing [a large modern transport aircraft wing, the result of a
previous Brite–Euram project [Allwright]302 and [Haase et al.] in the economical transonic cruise
condition.
6.7.10.1 Problem Definition

The economical cruise flight Mach number for the MDO wing defined by [Allwright] and [Haase et
al.] is 0.85, with the wing trimmed to obtain a lift coefficient of 0.452. This design case is well-suited
to inviscid flow analysis, since induced and wave drag are dominant here. Compressible transonic
301 Allen CB, “Multigrid convergence of inviscid fixed- and rotary-wing flows”. International J Numerical Meth
Fluids 39(2):121–140, 2002.
302 Allwright S, “Multi-discipline optimization in preliminary design of commercial transport aircraft”.
Computational Methods in Applied Sciences, ECCOMAS, pp 523–526, 1996.

166
wing optimization for drag minimization subject to strict constraints is investigated, and so the
problem definition is:
Objective Minimize Drag (CD )

Constraint 1 (Life) C L ≥ CL0
0
Constraint 2 (Moment) C Mx ≥ CMx
0
Constraint 3 (Moment) C 𝑀𝑦 ≥ 𝐶𝑀𝑦
Constaint 4 (Internal Volume) V ≥ V0
Eq. 6.33
A 688,000 cell, eight-block structured C-mesh was generated (Allen]303; 129 X 81 surface mesh, 33
points on either side of the wake, 33 points in the tip-slit, and 33 points between inner and outer
boundary. Figure 6.22 shows domain and boundaries and far field mesh. In previous work the
authors have applied a 16-point off-surface domain element for an airfoil, and a set of section-based
domain elements for a wing, which has been shown to be very effective [Morris et al.]. Hence, an
improved version of this approach, implementing the localization method, is used here as a
comparison with the new method; the 24-point on-surface set of control points used in two
dimensions is again used here. The same evenly-distributed set of slices is used as above, but the
points at each slice are ‘shrink-wrapped’ to the local surface. Figure 6.21 shows two views of the
located control point span wise locations.
Optimizations of the MDO wing were run using four sets of design variables, all with the parallel FQSP
optimizer, and are detailed below. The drag comprises pressure, induced, and wave drag
components, and it has been found to be most Figure 6.22 Domain and block boundaries and far
field mesh Aerodynamic optimization using efficient modal variables efficient to address these
separately since, with a gradient-based approach, the twist variable can dominate the sensitivities.
Hence, the induced drag was considered by running a twist-only optimization first, and optimizations
to minimize the remaining drag restarted from this geometry; the restarted cases still included the
two twist variables.
1. Twist case to address the induced drag effect, a simple case was first run using a global linear
twist variable, plus a global pitch variable to allow lift balancing. This results in two variables.
2. Individual point deformation case Conventional off-surface domain element, with individual
deformations of each point, normal to the local chord, in each of the 10 slices, plus a global
linear twist variable and a global pitch variable to allow lift balancing. This results in 10 x16
+ 2 = 162 variables.
3. Global mode case Global modal deformations of all 10 sectional slices using 6, 8, and 10
modes, a global linear twist variable, plus a global pitch variable to allow lift balancing. This
results in 6 + 2; 8 +2 or 10+ 2 = 8; 10 or 12 variables. A global mode is a single deformation
of all control points, with the modes scaled and rotated according to the local geometry.
4. Local mode case Local modal deformation using 6, 8, and 10 modes at each of the 10 sectional
locations, a global linear twist variable, plus a global pitch variable to allow lift balancing. This
results in 10 x 6 + 2; 10 x 8 + 2 or 10 x 10 + 2 = 62 ; 82 or 102 variables. Again at each section,
the local modes are scaled and rotated according to the local geometry. Global modes are not
included, since these can be recovered exactly from a combination of the local modes.
303 Allen CB, “Towards automatic structured multi-block mesh generation using improved transfinite
interpolation”. International J Numerical Meth Eng. 74(5):697–733, 2008.
167
Figure 6.22 Domain and Block Boundaries and far-field Mesh – Courtesy of [Allen et al.]
6.7.10.2 Results
Table 6.6 presents results for the four sets of variables. The twist variables are clearly effective at
reducing the induced drag, and the finer surface deformations then reduce the pressure and wave
drag. Figure 6.23 shows the upper surface pressure contours for the baseline case, and
optimizations using 16-point domain element deformations at each section, 10 global modes, and 10
local modes. Sectional pressure coefficient variations are also presented in [Allen et al.]304. The
convergence histories in terms of iterations and function evaluations are shown in Figure 6.24 in
terms of the objective function convergence. Also shown in Table 6.6 is the total CPU time, i.e. the
Table 6.6 Optimization Results (CD in Counts) – Courtesy of [Allen et al.]
304Christian B. Allen, Daniel J. Poole, Thomas C. S. Rendall, “Wing aerodynamic optimization using efficient
168
number of objective evaluations (flow solutions) multiplied by run-time per solution. All cases were
run on the University of Bristol HPC cluster, comprising Intel Sandy Bridge 2.6 GHz cores. Also shown
in the table are optimization run times and the number of cores used for each. Note that the costs
presented do not include the cost of the twist-only case run first. The optimizer adopts a second-
order central finite-difference gradient evaluation, and so each iteration requires two flow solutions
per variable, and a further one or two solutions for the step size evaluation, and the step size
evaluation is always performed in serial on the master node. All cases were run with one core per
design variable and one for the master process. Hence, the total cost scales with the number of design
variables, but the parallel framework means the optimization run time scaling can be reduced to the
number of iterations. It is clear that the global modes are particularly efficient, requiring significantly
fewer evaluations than the off-surface domain element, for similar drag reduction. However, neither
of these approaches has eliminated the wave drag entirely, whereas the local modes have achieved
Figure 6.23 Upper Surface Pressure Coefficient. a Initial Geometry. b Domain Element. c 10 Global
Modes ,d 10 Local Modes – Courtesy of [Allen et al.]
169
this for significantly lower cost than the domain element approach. an improved distribution.
Figure 6.24 Convergence Histories – Courtesy of [Allen et al.]
6.7.11 Conclusions
Aerodynamic shape optimization has been considered, using mathematically derived design
variables. Orthogonal design variables have been extracted by a singular value decomposition
approach where a training library of airfoils is analyzed and decomposed to obtain an efficient and
reduced set of design variables. They are geometric ‘modes’ of the original library, representing
typical airfoil design parameters. In the aerodynamic shape optimization framework a surface and
mesh deformation algorithm is required, and a control point approach has been adopted. This adopts
a small number of control points which are linked to the numerical mesh points by a global volume
interpolation using radial basis functions to allow large, smooth deformations of the mesh. The
performance of the mathematical design variables has been demonstrated in three dimensions, with
results of optimization of the MDO wing in transonic flow. The modal deformations have been applied
as both local and global variables. An important aspect of effective geometric application of these
two-dimensional variables is localization of the deformation field. A basis function deformation
control approach has been developed and presented, allowing improved local control of
deformations, and ensuring exact recovery of global modes from local modes. It has been
demonstrated that the modal approach gives better results than the domain element approach, for
significantly fewer design variables and, furthermore, using global modes, an impressive result is
achieved with only O(10) variables.
6.8 Case Study 3 - Gradient Based Aerodynamic Shape Optimization Applied to a

Common Research Wing (CRM)
The design of transonic transport aircraft wings is particularly important because of the large
number of such aircraft operating on a daily basis, and because small changes in the wing shape may
have a large impact on fuel burn, [Martins and Hwang]305. This directly affects both the airline’s cash
305Martins, J. R. R. A. and Hwang, J. T., “Review and Unification of Methods for Computing Derivatives of
Multidisciplinary Computational Models," AIAA Journal, Vol. 51, No. 11, pp. 2582-2599, 2013.
170
operating cost and the emission of green-house gases. Despite considerable research on
aerodynamic shape optimization, there is no standard benchmark problem allowing researchers to
compare results. This was also address by [Mavriplis]306 which he complained about the lack of
certification by analysis. Aerodynamic shape optimization can be dated back to the 16th century,
when Sir Isaac Newton307 used calculus of variations to minimize the fluid drag of a body of revolution
with respect to the body's shape. Although there were many significant developments in
optimization theory after that, it was only in the 1960s that both the theory and the computer
hardware became advanced enough to make numerical optimization a viable tool for everyday
applications.
The application of gradient-based optimization to aerodynamic shape optimization was pioneered in
the 1970s. The aerodynamic analysis at the time was a full-potential small perturbation inviscid
model, and the gradients were computed using finite differences. [Hicks et al.]308 first tackled airfoil
design optimization problems. [Hicks and Henne]309 then used a three-dimensional solver to
optimize a wing with respect to 11design variables representing both airfoil shape and the twist
distribution.
Because small local changes in wing shape have a large effect on performance, wing design
optimization is especially effective for large numbers of shape variables. As the number of design
variables increases, the cost of computing gradients with finite differences becomes prohibitive. The
development of the adjoin method addressed this issue, enabling the computation of gradients at a
cost independent of the number of design variables. For a review of methods for computing
aerodynamic shape derivatives, including the adjoin method, see [Peter and Dwight]310. For a
generalization of the adjoin method and its connection to other methods for computing derivatives,
see [Martins and Hwang]311.
6.8.1 Methodology
This section describes the numerical tools and methods that we used for the shape optimization
studies. These tools are components of the framework for multidisciplinary design optimization
(MDO) of aircraft configurations with high fidelity312. It can perform the simultaneous optimization
of aerodynamic shape and structural sizing variables considering aero-elastic directions313.
However, here we use only the components which are relevant for aerodynamic shape optimization,
namely, the geometric parametrization, mesh perturbation, CFD solver, and optimization algorithm.
6.8.1.1 Geometric Parametrization

Many different geometric parameterization techniques have been successfully used in the past for
aerodynamic shape optimization. These include mesh coordinates (with smoothing), B-spline
306 Dimitri Mavriplis, Department of Mechanical Engineering, University of Wyoming and the Vision CFD2030
Team, “Exascale Opportunities for Aerospace Engineering”, AIAA 2007-4048.
307 Newton, S. I., Philosophic Naturalis Principia Mathematica, Londini, jussi Societatus Regiaeac typis Josephi
Streater; prostat apud plures bibliopolas, 1686.

308 Hicks, R. M., Murman, E. M., and Vanderplaats, G. N., “An Assessment of Airfoil Design by Numerical
Optimization," Tech. Rep. NASA-TM-X-3092, NASA, 1974.

309 Hicks, R. M. and Henne, P. A., “Wing Design by Numerical Optimization," Journal of Aircraft, Vol. 15, 1978.
310 Peter, J. E. V. and Dwight, R. P., “Numerical Sensitivity Analysis for Aerodynamic Optimization: A Survey of
Approaches," Computers and Fluids, Vol. 39, pp. 373-391, 2010.

311 Martins, J. R. R. A. and Hwang, J. T., “Review and Unification of Methods for Computing Derivatives of
Multidisciplinary Computational Models," AIAA Journal, Vol. 51, No. 11, pp. 2582-2599, 2013.
312 Kenway, G. K. W., Kennedy, G. J., and Martins, J. R. R. A., “Scalable Parallel Approach for High-Fidelity Steady-
State Aero-elastic Analysis and Adjoint Derivative Computations," AIAA Journal, Vol. 52, No. 5, pp. 935-951, 2014.
313 Kenway, G. K. W. and Martins, J. R. R. A., “Multi-point High-fidelity Aero-structural Optimization of a Transport
Aircraft Configuration," Journal of Aircraft, Vol. 51, No. 1, pp. 144-160, 2014.
171
surfaces, Hicks–Henne bump functions, camber-line-thickness parameterization314, and Free-Form

Deformation (FFD)315. In this work is done using a Free Form Design (FFD) volume approach. The
FFD approach can be visualized as embedding the spatial coordinates defining a geometry inside a
flexible volume. The parametric locations (u; v; w) corresponding to the initial geometry are found
using a Newton search algorithm. Once the initial geometry is embedded, perturbations made to the
FFD volume propagate within the embedded geometry by evaluating the nodes at their parametric
locations. Using B-spline volumes for the FFD implementation, and displacement of the control point
locations as design variables. The sensitivity of the geometric location of the geometry with respect
to the control points is computed efficiently using analytic derivatives of the B-spline shape
functions316.
Figure 6.25 Shape Design Variables are the z-Displacements of 720 FFD Control Points - (Courtesy of
Martins and Hwang)
The FFD volume parametrizes the geometry changes rather than the geometry itself, resulting in a
more efficient and compact set of geometry design variables, thus making it easier to manipulate
complex geometries. Any geometry may be embedded inside the volume by performing a Newton
search to map the parameter space to the physical space. All the geometric changes are performed
on the outer boundary of the FFD volume. Any modification of this outer boundary indirectly
modifies the embedded objects. The key assumption of the FFD approach is that the geometry has
constant topology throughout the optimization process, which is usually the case in wing design. In
addition, since FFD volumes are B-spline volumes, the derivatives of any point inside the volume can
be easily computed. Figure 6.25 demonstrations the FFD volume and the geometric control points
(red dots) used in the aerodynamic shape optimization. The shape design variables are the
displacement of all FFD control points in the vertical (z) direction.
6.8.1.2 Mesh Perturbation

Since FFD volumes modify the geometry during the optimization, we must perturb the mesh for the
CFD to solve for the revised geometry. The mesh perturbation scheme used here is a hybridization of
314 Carrier, G., Destarac, D., Dumont, A., Meheut, M., Din, I. S. E., Peter, J., Khelil, S. B., Brezillon, J., and Pestana,
M., “Gradient-Based Aerodynamic Optimization with the elsA Software,” 52nd Aerospace Sciences Meeting, 2014.
315 Kenway, G. K., Kennedy, G. J., and Martins, J. R. R. A., “A CAD-free Approach to High-Fidelity Aero-structural
Optimization,” Proceedings of the 13th AIAA/ISSMO Multidisciplinary Analysis Optimization Conference, Fort
Worth, TX, 2010.
316 De Boor, C., A Practical Guide to Splines, Springer, New York, 2001.
172
algebraic and linear elasticity methods, developed by [Kenway et al.]317. The idea behind the hybrid
scheme is to apply a linear-elasticity-based perturbation scheme to a coarse approximation of the
mesh to account for large, low-frequency perturbations, and to use the algebraic warping approach
to attenuate small, high-frequency perturbations.
6.8.1.3 CFD Solver

We use a finite-volume, cell-centered multi-block solver for the compressible Euler, laminar Navier
Stokes, and RANS equations (steady, unsteady, and time periodic). The solver provides options for a
variety of turbulence models with one, two, or four equations and options for adaptive wall functions.
The Jameson-Schmidt-Turkel (JST) scheme augmented with artificial dissipation is used for the
spatial discretization. The main ow is solved using an explicit multi-stage Runge-Kutta method, along
with geometric multi-grid. A segregated Spalart-Allmaras turbulence equation is iterated with the
diagonally dominant alternating direction implicit method. To efficiently compute the gradients
required for the optimization, we have developed and implemented a discrete adjoin method for the
Euler and RANS equations. The adjoin implementation supports both the full-turbulence and frozen-
turbulence modes, but in the present work we use the full-turbulence adjoin exclusively. We solve
the adjoin equations with preconditioned [GMRES]318. The Euler-based Aerodynamic shape
optimization and Aero-Structural optimization has been studies extensively earlier. However,
preceding observation indicates serious issues with the resulting optimal Euler-based designs due to
the missing viscous effects. While Euler-based optimization can provide design insights, it has found
that the resulting optimal Euler shapes are significantly different from those obtained with RANS.
Euler-optimized shapes tend to exhibit a sharp pressure recovery near the trailing edge, which is
nonphysical because such flow near the trailing edge would actually separate. Thus, RANS-based
shape optimization is necessary to achieve realistic designs.
6.8.1.4 Optimization Algorithm

Because of the high computational cost of CFD solutions, we must choose an optimization algorithm
that requires a reasonably low number of function evaluations. Gradient-free methods, such as
genetic algorithms, have a higher probability of getting close to the global minimum for multi-nodal
functions. However, slow convergence and the large number of function evaluations make gradient
free aerodynamic shape optimization infeasible with the current computational resources, especially
for large numbers of design variables. Since it usually require hundreds of design variables, the use
of a gradient-based optimizer combined with adjoin gradient evaluations is recommended. The
optimization algorithm to use in all the results presented herein is SNOPT (Sparse Non-linear
OPTimizer)319 through the Python interface. SNOPT is a gradient-based optimizer that implements a
sequential quadratic programming method; it is capable of solving large-scale nonlinear optimization
problems with thousands of constraints and design variables. SNOPT uses a smooth augmented
Lagrangian merit function, and the Hessian of the Lagrangian is approximated using a limited-
memory quasi-Newton method.
6.8.2 Problem Formulation

The goal of this optimization case is to perform lift-constrained drag minimization of the NASA-CRM
wing using the RANS equations. In that respect, complete description of the problem provided below.
317 Kenway, G. K., Kennedy, G. J., and Martins, J. R. R. A., “A CAD-free Approach to High-Fidelity Aero-structural
Optimization," Proceedings of the 13th AIAA/ISSMO Multi-disciplinary Analysis Optimization Conference”, 2010.
318 Saad, Y. and Schultz, M. H., “GMRES: A Generalized Minimal Residual Algorithm for Solving Non-symmetric
Linear Systems," SIAM Journal on Scientific and Statistical Computing, Vol. 7, No. 3, 1986, pp. 856-869.
319 Gill, P. E., Murray, W., and Saunders, M. A., “SNOPT: An SQP Algorithm for Large-Scale Constrained
Optimization," SIAM Journal on Optimization, Vol. 12, No. 4, 2002, pp. 979-1006.
173
6.8.2.1 Mesh Convergence Study

We generate the mesh for the CRM wing using an in-house hyperbolic mesh generator320. The mesh
is marched out from the surface mesh using an O-grid topology to a far-field located at a distance of
25 times the span (about 185 mean chords). The nominal cruise ow condition is Mach 0.85 with a
Reynolds number of 5 million based on the mean aerodynamic chord. The mesh we generated for the
test case optimization contains 28.8 million cells. The mesh size and y+ max values under the nominal
operating condition are listed in Table 6.8. We perform a mesh convergence study to determine the
resolution accuracy of this mesh. It lists the drag and moment coefficients for the baseline meshes.
We also compute the zero-grid spacing drag using Richardson's extrapolation, which estimates the
drag value as the grid spacing approaches zero. The zero-grid spacing drag coefficient is 199.0 counts
for the baseline CRM wing. We can see that the L0 mesh has sufficient accuracy: the difference in the
drag coefficient for the L0 mesh and the zero-grid spacing drag is within one drag count. The surface
and symmetry plane meshes for the L0, L1, and L2 grid levels are developed where O-grids of varying
sizes were generated using a hyperbolic mesh generator.
Table 6.8 Mesh Convergence Study for the Baseline CRM Wing - (Courtesy of Martins and Hwang)
Table 6.7 Aerodynamic Shape Optimization Problem - (Courtesy of Martins and Hwang)
320Zhoujie Lyu and J. R. R. A. Martins. “Aerodynamic Shape Optimization Investigations of the Common
Research Model Wing Benchmark”. AIAA Journal, 2014.
174
6.8.2.2 Optimization Problem Formulation

The aerodynamic shape optimization seeks to minimize the drag coefficient by varying the shape
design variables subject to a lift constraint (CL = 0.5) and a pitching moment constraint (CMy > -0.17).
The shape design variables are the z-coordinate movements of 720 control points on the FFD volume
and the angle-of-attack. The control points at the trailing edge are constrained to avoid any
movement of the trailing edge. Therefore, the twist about the trailing edge can be implicitly altered
by the optimizer using the remaining degrees of freedom. The leading edge control points at the wing
root are also constrained to maintain a constant incidence for the root section. There are 750
thickness constraints imposed in a 25 chord wise and 30 span wise grid covering the full span and
from 1% to 99% local chord. The thickness is set to be greater than 25% of the baseline thickness at
each location. Finally, the internal volume is constrained to be greater than or equal to the baseline
volume. The complete optimization problem is described in Table 6.7.
6.8.3 Single-Point Aerodynamic Shape Optimization

Here, we present our aerodynamic design optimization results for the CRM wing benchmark problem
(Figure 6.26) under the nominal flight condition (M = 0.85, Re = 5 x 106). We use the L0 grid (28.8
M cells) for the optimization, thanks to a multilevel optimization acceleration technique that
meaningfully reduces the overall computational cost of the optimization. Our optimization
procedure reduced the drag from 199.7 counts to 182.8 counts, i.e., an 8.5% reduction. The
corresponding Richardson-extrapolated zero-grid spacing drag decreased from 199.0 counts to
181.9 counts. Given that the CRM configuration was designed by experienced aerodynamicists, this
is a significant improvement (although they designed the wing in the presence of the fuselage, which
we are ignoring in this problem). At the optimum, the lift coefficient target is met, and the pitching
moment is reduced to the lowest allowed value. The lift distribution of the optimized wing is much
closer to the elliptical distribution than that of the baseline, indicating an induced drag that is close
Figure 6.26 Optimized Wing with Shock-Free with 8.5% Lower Drag – (Courtesy of Lyu and Martins)
175
to the theoretical minimum for a planar wake. This is achieved by fine-tuning the twist distribution
and airfoil shapes. The baseline wing has a near-linear twist distribution. The optimized design has
more twist at the root and tip, and less twist near mid-wing. The overall twist angle changed only
slightly: from 8.06 degree to 7.43 degree. The optimized thickness distribution is significantly
different from that of the baseline, since the thicknesses are allowed to decrease to 25% of the
original thickness, and there is a strong incentive to reduce the airfoil thicknesses in order to reduce
wave drag. The volume is constrained to be greater than or equal to the baseline volume, so the
optimizer drastically decreases the thickness of the gained value drag trade off more promising. To
ensure that the result of our single-point optimization has sufficient accuracy, we conducted a grid
convergence study of the optimized design.
6.8.4 Effect of the Number of Shape Design Variable

The cost of computing gradients with an efficient adjoin implementation is nearly independent of the
number of design variables. We took advantage of this efficiency by optimizing with respect to 720
shape design variables in the previous sections. However, we would like to determine the tradeoff
between the number of design variables and the optimal drag, and to examine the effect on the
computational cost of the optimization. Thus, in this section we examine the effect of reducing the
number of design variables. A series of new enlarged FFDs are created to ensure proper geometry
embedding for small numbers of design variables. The shape design variables are distributed in a
regular grid, where the finest grid has 15 x 48 = 720 design variables. The 15 chord wise stations
correspond to 15 distinct airfoil shapes, while the shape of each airfoil is defined by 48 control points
(half of these on the top, and the other half on the bottom). Figure 6.27 (top) shows the resulting
optimized designs for different numbers of airfoil control points and a fixed number of defining
airfoils. Reducing the airfoil control points from 48 to 24 has a negligible effect on the optimal shape
and pressure distribution, and the optimum drag increases by only 0.1 counts. As we further reduce
the number of airfoil points to 12 and 6, both the drag and pressure distribution show noticeable
differences. Variation in the number of defining airfoils follows a similar trend to the variation in the
number of airfoil control points, as shown in Figure 6.27 (middle). However, the drag penalty due
to the number of airfoils is less severe than the penalty observed in the airfoil point reduction.
Therefore, increasing the number of design variables in the chord wise direction is more
advantageous than increasing the number of defining airfoils in the span wise direction. Also perform
the optimization with a reduced number of shape design variables in both the chord wise and span
wise directions simultaneously. From this study it can be concluded that an adequate optimized
design can be achieved with a smaller number of design variables: with 8 x 24 = 192 shape variables,
the difference in the optimal drag coefficient is only 0.6 counts. Any further reduction in the number
of design variables has a much larger impact on the optimal drag.
Figure 6.27 plots the convergence history for each optimization case. Note that number of
optimization iterations does not decrease significantly as the number of defining airfoils is decreased.
When we decrease the 20 number of airfoil control points, the number of optimization iterations
required decreases drastically. However, the number of defining airfoils has little effect on the
optimization effort. This is in part because the adjoin computational cost is independent of the
number of design variables. In addition, the coupled effects between design variables are much
stronger between variables within an airfoil than between variables in different airfoils. For an
optimization process in which the computational cost scales with the number of design variables,
such as when the gradients are computed vi a finite differences, or for gradient-free optimizers, a
smaller number of design variables would significantly impact the optimized design. For example,
for 3 x 6 = 18 variables, the drag of the optimized design would increase by 5.4 counts.
176
Figure 6.27 Insensitivity of Number of Optimization Iterations to Number of Design Parameters
6.8.5 Acceleration Technique for Multi-Level Optimization

Here, we present a method that is inspired by the grid sequencing (multi-gridding) procedure in
CFD. Since it is less costly to compute both the flow solution and the gradient on a coarser grid, we
perform the optimization first on the coarsest grid until a certain level of optimality is achieved. Then,
we move to the next grid level and start with the optimal design variables from the coarser grid. Since
the drag and lift coefficients are generally different for each grid level, the approximate Hessian (used
by the gradient-based optimizer) must be restarted. We repeat this process until the optimization on
the finest grid has converged. Note that this procedure is different from traditional multigrid
methods, where the coarse levels are revisited via multigrid cycles. We used this procedure to obtain
the optimal wing presented in the previous section. We use three grid levels: L2 (451 K cells), L1 (3.6
M cells), and L0 (28.8 M cells). We can see that most of the optimization iterations are performed on
the coarse grid, and as a result, the number of the function and gradient evaluations on the
177
successively finer grids is greatly reduced. Thanks to the optimization with the coarser grids, only 18
iterations are needed on the L0 grid to converge the optimization. However, the L0 grid requires the
largest computational effort, due to the high cost of the flow and adjoin solutions on this fine grid.
Given that the cost per optimization iteration in the L0 grid is 770 process-hr (compared to 2.9
process-hr for the L2 grid) it is not feasible to perform an optimization using only the L0 grid.
Assuming that the same number of iterations used for the L2 grid (638) would be needed for the L0
grid, the computational cost would be 23 times higher than that of the multilevel approach, which
would correspond to 16 days using 1248 processors.
6.8.6 Multi-Point Aerodynamic Shape

Optimization
Transport aircraft operate at multiple cruise
conditions because of variability in the flight
missions and air traffic control restrictions. Single-
point optimization under the nominal cruise
condition could overstate the benefit of the
optimization, since the optimization improves the
on-design performance to the detriment of the off-
design performance. In previous sections, the single-
point optimized wing exhibited an unrealistically
sharp leading edge in the outboard of the wing. This
was caused by a combination of the low value for the
thickness constraints (25% of the baseline) and the
single-point formulation. A sharp leading edge is
undesirable because it is prone to ow separation Figure 6.28 Multipoint Optimization Flight
under off-design conditions. We address this issue by Conditions
Figure 6.29 Multi-Point Optimized - (Courtesy of Lyu and Martins)

178
performing a multi-point optimization. The optimization is performed on the L2 grid. We choose five
equally weighted flight conditions with different combinations of lift coefficient and the Mach
number. The flight conditions are the nominal cruise, 10% of cruise CL, and 0.01 of cruise M, as shown
in Figure 6.28. More sophisticated ways of choosing multipoint flight conditions and their
associated weights can be used. The objective function is the average drag coefficient for the have
flight conditions, and the moment constraint is enforced only for the nominal flight condition.
A comparison of the single-point and multi-point optimized designs is shown in Figure 6.29. Unlike
the shock-free design obtained with single-point optimization, the multipoint optimization settled on
an optimal compromise between the flight conditions, resulting in a weak shock at all conditions. The
leading edge is less sharp than that of the single-point optimized wing. Additional fight conditions,
such as a low-speed flight condition, would be needed to further improve the leading edge. The
overall pressure distribution of the multipoint design is similar to that of the single-point design. The
twist and lift distributions are nearly identical. Most of the differences are in the chord wise Cp
distributions in the outer wing section. The drag coefficient under the nominal condition is
approximately two counts higher. However, the performance under the off design conditions is
considerably improved.
6.8.7 Strength of Multi-Point Optimization

To demonstrate the robustness of the multipoint design, we plot ML = D contours of the baseline,
single-point, and multipoint designs with respect to CL and cruise Mach in Figure 6.30 where ML =
D provides a metric for quantifying
aircraft range based on the Breguet
range equation with constant thrust
specific fuel consumption. While the
thrust-specific fuel consumption is
actually not constant, assuming it to be
constant is acceptable when
comparing performance in a limited
Mach number range. We add 100 drag
counts to the computed drag to
account for the drag due to the
fuselage, tail, and nacelles, and we get
more realistic ML = D values. The
baseline maximum ML = D is at a lower
Mach number and a higher CL than that
of the nominal flight condition. The
single-point optimization increases
the maximum ML = D by 4% and
moves this maximum toward the
nominal cruise condition. If we Figure 6.30 Comparison of Baseline, Single, and Multipoint
examine the variation of ML =D along Optimization
the CL = 0.5 line, we see that the
maximum occurs at the nominal Mach of 0.85, which corresponds to a dip in a drag divergence plot.
If we examine the variation of ML = D along the CL = 0.5 line, we see that the maximum occurs at the
nominal Mach of 0.85, which corresponds to a dip in a drag divergence plot. For the multipoint
optimization, the optimized flight conditions are distributed in the Mach-CL space, resulting in an
attended ML=D variation near the maximum, which means that we have more uniform performance
for a range of flight conditions.
If we examine the variation of ML=D along the CL = 0.5 line, we see that the maximum occurs at the
179
nominal Mach of 0.85, which corresponds to a dip in a drag divergence plot. For the multipoint
optimization, the optimized flight conditions are distributed in the Mach-CL space, resulting in an
attended ML=D variation near the maximum, which means that we have more uniform performance
for a range of flight conditions. In aircraft design, the 99% value of the maximum ML = D contour is
often used to examine the robustness of the design. The point with the highest Mach number on that
contour line corresponds to the Long Range Cruise (LRC) point, which is the point at which the
aircraft can fly at a higher speed by incurring a 1% increase in fuel burn. In this case, we see that the
99% value of the maximum ML = D contour of the multipoint design is larger than that of the single-
point optimum, indicating a more robust design.
6.9 Case Study 4 – Multi-Strategies Optimization of 3D High-Lift Wing

At this juncture, we concern with the numerical optimization activity carried out at DLR for the
design of wing-body aircrafts in high-lift configuration. The purpose of the study is to assess the high-
fidelity methods and tools needed to optimize the flap and slat settings of a wing configurations in a
limited turn-around time. The selected key technologies are successfully applied for the
optimizations of 2 different high lift configurations. See [Brezillon et al]321.
6.9.1 Introduction and Background

The wing of an aircraft is classically designed to reach a desired performance at cruise conditions,
which is transonic for current commercial aircraft. At landing or take-off, the aerodynamic conditions
are so different that such wing cannot fulfil basic requirements without high-lift devices. The aim of
such a system is to increase the lift coefficient in order to compensate the low velocity during the
takeoff and approach phases. Thanks to the deployment of trailing and/or leading edge devices the
resulting multi-element wing can reach the necessary aerodynamic performance typically higher lift
requested for a safe landing and take-off. Nowadays, the demands for noise reduction in the vicinity
of the airport have led to stringent regulations that demand efficient and environmental friendly
high-lift device design.
Numerical optimization based on high-fidelity methods is now playing a strategic role in future
aircraft design and (CFD) is widely used for the prediction of the aerodynamic performance of the
wing, at least in cruise flight. The computation of the flow over a multi-element wing in high-lift
configuration remains however one of the most difficult problems encountered in CFD. In Europe,
such problems are continuously tackled by various projects funded by the European Commission, in
particular the EUROLIFT I and II projects, and flow solvers based on the Reynolds-averaged Navier-
Stokes (RANS) equations are able to predict aerodynamic behavior with good accuracy at reasonable
computing cost322-323. However, the wall-clock time required to solve such problems is still too
large to include them within a design loop, at least for 3D configurations. At the same time, CFD
projects like MEGAFLOW and later MEGADESIGN324-325 were initiated within the framework of the
German aerospace research program. The main goals of these projects are the development of
efficient numerical methods for aerodynamic analysis and optimization.
321 J. Brezillon, R.P. Dwight, J. Wild, “Numerical Aerodynamic Optimization of 3D High-Lift Configurations”,
German Aerospace Center, Institute of Aerodynamics and Flow Technology, Braunschweig, Germany, 26th
International Congress Of The Aeronautical Sciences, ICASE 2008.
322 Thiede P. EUROLIFT - Advanced high lift aerodynamics for transport aircraft. AIR&SPACE EUROPE, 2001.
323 Rudnik R, and Geyr H. The European high lift project EUROLIFT II – Objectives, Approach, and Structure. 25th
AIAA Applied Aerodynamics Conference, AIAA-2007-4296, Miami, FL, 2007.

324 Kroll N, Rossow C-C, Becker K, Thiele F. MEGAFLOW, “A numerical flow simulation system”. ICAS 1998
Congress, Paper 98-2.7.4, Melbourne, Australia, 1998.

325 Kroll N, Rossow CC, Becker K, Thiele F. The MEGAFLOW project. Aerospace Science and Technology, Vol. 4,
2000, pp. 223-237.

180
As a result of these efforts, we present the numerical optimization activity carried out at DLR for the
optimization of 3D multi-element aircrafts. Since nowadays the time required by the design process
is a key element to capture new market, a challenging time constraint for the 3D optimization has
been set to 2 weeks. The purpose here is to assess the tools and methods needed for the optimization
of a 3D high-lift model within a given (short) wall clock time. After exposing the CFD challenges to
simulate an airplane in high-lift configuration, the relevant key technologies to perform the
optimization are presented and then applied on 2 different high-lift configurations. For further
information, please consult the [Brezillon et al]326.
6.9.2 CFD Challenges in High-Lift Design

The aerodynamics around a wing in high lift configuration is one of the most complex flows occurring
around an airplane. Figure 6.31 presents an example of the flow field around a wing section of a 3-
element wing equipped with a slat at the leading edge and a flap at the trailing edge. Apart the typical
boundary layer regions near the walls the multi-element wing presents additional important features
like the re-circulation areas in the cut-outs, the mixing of boundary layers and wakes of preceding
elements and secondary flows that takes place through the slots between the main wing and high-lift
devices. Furthermore, since the high-lift wing operates at high-angle of attack, local supersonic area
at the leading edge of the slat and flow separation is most likely to occur on wing and flap upper sides.
As a consequence the flow in high lift configuration is dominated by viscous effects. The most
appropriate numerical method to correctly capture all these flow features in an acceptable
turnaround time must be based on compressible Reynolds-averaged Navier-Stokes (RANS)
equations.
Figure 6.31 Flow Field Around the Wing Section of a 3-Element Wing – Courtesy of [Brezillon et al.]
J. Brezillon, R.P. Dwight, J. Wild, “Numerical Aerodynamic Optimization of 3D High-Lift Configurations”,

326 326
German Aerospace Center, Institute of Aerodynamics and Flow Technology, Braunschweig, Germany, 26 th
181
In order to capture all of these critical flow features a grid of high quality is required. This implies the
use of thin cells not only normal to the wall for the accurate discretization of the boundary layers but
also behind the trailing edge of the upstream element and up to the downstream element in order to
accurately resolve the wakes until its confluence with the boundary layer of the following elements.
A thick layer of thin cells has then to be generated orthogonal to the wall in order to capture the
mixing shear layers and the ability of the boundary layer to sustain separation. Furthermore, the
high-lift configuration has complicated areas like slots, slat and flap coves, which have to be meshed
as well. The selection of the meshing procedure for high-lift design is then a compromise between
the flexibility to handle complex configurations, the number of cells for fast computations and the
capability to control the space discretization in particular areas.
A comparison between block-structured and hybrid unstructured approaches for high-lift
configurations has already been investigated 327. On a given simplified high-lift configuration
and with the same mesh size, the block structured mesh allows a better stream wise resolution
on the leading edges and normal resolution. Additionally a higher cell stretching in spanwise
direction is feasible than for hybrid unstructured mesh. However, the hybrid approach clearly
simplifies the meshing procedure and permits to consider more complex configurations. A
simplification in the structured grid generation process can be achieved with the so-called
overset technique, also commonly called chimera technique. This approach has been
successfully used for the flow analysis on 3D high-lift configuration.
Maintaining a constant mesh quality in high-lift design is a second great challenge as the change of
geometry can be rather large. The most relevant design parameters are indeed the relative position
of the slat and the flap with respect to the main wing, the so called setting. The shape may also be
changed, but since the outer shape of the aircraft is designed for cruise condition, only the shape that
is hidden when the devices are retracted is allowed to be modified. In the scope of this paper only the
settings of the elements are considered as design parameters. The optimization of the slot imposes a
modification of the mesh surrounding the trailing edge of the preceding elements, which is a critical
area in aerodynamics. A change of the mesh quality in this region can artificially change the flow
physics and may slow down the design process or even lead to a non-physical optimum. For all these
reasons, the selection of the meshing procedure is driven by its capability to preserve a constant
mesh quality during the optimization process. Various mesh deformation procedures exist and have
successfully been used for shape optimization problems328 and even for 2D high-lift optimization329.
However, this technique applied on large geometric changes can degrade the quality of the resulting
mesh due to highly skewed cells. The overset approach seems to be a better strategy since the original
mesh is not modified and only cells masked and overlapped are adjusted during the setting
optimization. This approach has been used in 2D high-lift optimization but the procedure to mask
the cells influences the flow around the multielement wing and can lead to a wrong design. A last
approach is to generate new meshes during the optimization process. If the replay mode of the mesh
generator permits to control the mesh properties in almost the complete domain, this procedure will
guarantee a sufficiently constant mesh quality during the design. However, the major drawback here
is its fastidious setting to get a robust mesh generation process for a large range of setting changes.
327 Melber-Wilkending, S, Rudnik R, Ronzheimer A, Schwarz T. Verification of MEGAFLOW-software for high lift
applications. MEGAFLOW – Numerical Flow Simulation for Aircraft Design. Notes on Numerical Fluid Mechanics
and Multidisciplinary Design (NNFM), Vol. 89, pp. 163-178, ISBN 3-540-24383-6, 2005.
328 Mavriplis DJ. Multigrid solution of the discrete adjoint for optimization problems on unstructured meshes. AIAA
Journal, Vol. 44, No. 1, January 2006.

329 Kim S, Alonso JJ, Jameson A. Design optimization of high--lift configurations using a viscous continuous adjoint
method. 40th AIAA Aerospace Sciences Meeting and Exhibit, AIAA Paper 2002-844, Reno NV, January 2002.
182
6.9.3 Optimization Strategies

Optimization strategies for numerical problems are very well-explored and several hundred
algorithms exist, which makes it difficult to test them all to find the most appropriate strategy for 3D
high-lift design. We voluntary limit our investigation to 3 optimization strategies,
1 Differential Evolution (DE) that belongs to the group of evolutionary algorithms 330;
2 Gradient free subspace simplex method (SubPlex) 331;
3 Gradient based sequential quadratic programming algorithm NLPQLP 332, available within
mode FRONTIER 333.
These strategies were already evaluated for the design of the shape and position of a 2D flap in high-
lift configuration. It has been observed that the evolutionary algorithm is the most robust to failure
and uncertainty in the numerical chain, is easily parallelizable and permits to reach the best optimum
on multimodal design space. However, this strategy requires at least one order of magnitude more
time to converge than gradient based strategy. On the other hand, the gradient-based strategy is
more tedious to use in high-lift configuration since it requires a highly accurate solution with as less
uncertainty on the goal function as possible. At this time, free approach obtained the best
compromise between efficiency and robustness. Currently, these strategies are tested on the DLR-
F11 configuration in order to check their capabilities to efficiently complete the high-lift
optimizations problem within 2 weeks. See [Brezillon et al]334.
6.9.4 Meshing Procedures

The meshing procedure is a major key component for successfully optimizing high-lift configurations,
as outline before. At DLR, large experience has been gained on the set up of mesh for the analysis of
complex 3D high-lift configurations as well as 2D optimizations. For aerodynamic analysis, the
currently preferred mesh strategy is based on hybrid approach consisting of prismatic, pyramidal,
and tetrahedral elements generated with the Centaur® software package from CentaurSoft335. Well
suited for analysis, where the user can iteratively adapt the mesh quality according to his need, this
approach turned out to be inefficient in optimization process since the mesh generation time is long
(about hours on complex configurations) and the number of generated mesh points is quite high. For
2D high-lift optimization, the structured multi-block approach is preferred and reliably executed by
MegaCads, an in-house developed system that provides a broad palette of functionalities for CAD
and structured mesh generation. However, its application is laborious on 3D high-lift configurations
and two alternatives have been investigated.
In the first approach, the ICEM-CFD-HEXA tool is employed instead to generate multi-block
structured meshes. The software has an interactive part for basic CAD operation, the set-up of the
block topology and discretization, the specification of the boundary conditions and the preparation
of the macro to automatically adapt the mesh to a new deformed configuration. The replay file is then
330 Storn R, Price K. Differential Evolution - a simple and efficient adaptive scheme for global optimization over
continuous spaces. Technical Report, International Computer Science Institute, TR-95-012, Berkley, 1995.
331 Rowan T. Functional stability analysis of numerical algorithms, Thesis, Department of Computer Sciences,
University of Texas at Austin, USA 1990.

332 Schittkowski K. NLPQLP: A new Fortran implementation of a sequential quadratic programming algorithm
for parallel computing. Report, Department of Mathematics, University of Bayreuth, 2001.

333 Esteco, modeFRONTIER v4, http://www.esteco.com/
334 334 J. Brezillon, R.P. Dwight, J. Wild, “Numerical Aerodynamic Optimization of 3D High-Lift Configurations”,
German Aerospace Center, Institute of Aerodynamics and Flow Technology, Braunschweig, Germany, 26 th
335 Kallinderis Y. Hybrid grids and their applications. Handbook of Grid Generation, edited by J.F. Thompson, B.K.
Soni, and N. Weatherill, CRC Press, Boca Raton, FL, 1999, pp. 25.1-25.18.
183
latter run in batch modus during the optimization process. This approach has been applied for the
optimization of the DLR-F11 configuration, a 3D high-lift configuration featuring full span flap and
slat. However, the increasing complexity of the configuration to be designed limits the application of
purely structured meshes mainly because of the intricate mesh topology needed.
As a second alternative, a mixed mesh approach has been tested. This relatively new development in
mesh generation techniques combines the advantages of structured meshing for the resolution of
boundary layers and wakes with the advantages of unstructured mesh generation for its flexibility
and cell growing in all 3 dimensions. Pure block structured meshes are employed where the geometry
is not too complicated and more topologically difficult areas are meshed with prisms like in the
classical hybrid unstructured grid approach. A further step towards quality of these elements has
recently been achieved by developing an automatic generator for smooth prismatic layers applying
parabolized Laplacian equations336. The rest of the flow field is meshed using tetrahedral elements.
This procedure has been implemented in MegaCads by incorporating the 3D triangulation software
NETGEN of [Schöberl]337 as black box for the generation of the unstructured mesh part. The
structured hexahedrons are connected to the unstructured part by collapsing the outer hexahedral
layer into prisms and tetrahedrons in order to achieve a smooth transition of the control volumes for
the reduction of numerical errors and instabilities. It has already been shown that applying this mesh
type can greatly speed up RANS flow computations without losing solution accuracy, mainly due the
reduced number of points338. This second approach has been selected for the setting optimization of
the FNG configuration that is a 3D high-lift configuration featuring a slat and a flap that does not
extend the whole wing span.
6.9.5 CFD Flow Solvers

For the resolution of the flow around the high-lift configuration the block-structured FLOWer-Code
339-340 and the unstructured TAU-Code 341-342-343 are available at DLR. Both codes are well established
tools for aerodynamic applications in DLR, aerospace industry and universities344-345. Both codes
336 Wild J, Niederdrenk P, Gerhold, T. Marching generation of smooth structured and hybrid meshes based on
metric identity. 14th International Meshing Roundtable, edited by B. Hanks, Springer, Berlin, pp. 109-127, 2005.
337 Schöberl J. NETGEN - An advancing front 2D/3D mesh generator based on abstract rules. Computing and
Visualization in Science, Vol. 1, pp. 41-52, 1997.

338 Wild J. Acceleration of aerodynamic optimization based on RANS-Equations by using semi-structured grids.
ERCOFTAC Design Optimization: Methods & Applications, Paper ERCODO2004_221, Athens (Greece), 2004.
339 Raddatz J, Fassbender JK. Block structured Navier-Stokes solver FLOWer. MEGAFLOW – Numerical Flow
Simulation for Aircraft Design. Notes on Numerical Fluid Mechanics and Multidisciplinary Design (NNFM), Vol.
89, pp. 27-44, ISBN 3-540-24383-6, 2005.
340 Kroll N, Radepiel R, Rossow CC. Accurate and efficient flow solvers for 3D applications on structured meshes.
AGARD R-807, 4.1-4.59, 1995.

341 Galle M. Ein Verfahren zur numerischen Simulation kompressibler, reibungsbehafteter Strömungen auf
hybriden Netzen. DLR-FB 99-04, 1999.

342 Gerhold T. Overview of the Hybrid RANS TAUCode. MEGAFLOW - Numerical Flow Simulation for Aircraft
Design. Notes on Numerical Fluid Mechanics and Multidisciplinary Design (NNFM), Vol. 89, pp. 81-92, ISBN 3-
540-24383-6, 2005.
343 Schwamborn D, Gerhold T, Heinrich R. The DLR TAU-Code: Recent Applications in Research and Industry.
ECCOMAS CDF 2006, In proceedings of “European Conference on Computational Fluid Dynamics“, Delft The
Netherland, 2006.
344 Kroll N, Rossow CC, Schwamborn D. The MEGAFLOW-project - numerical flow simulation for aircraft. A.
DiBucchianico, R.M.M. Mattheij, M.A. Peletier (Edts.), Progress in Industrial Mathematics at ECMI 2004,
Springer, New York, S. 3 – 33, 2005.
345 Kroll N, Fassbender JK. MEGAFLOW – Numerical flow simulation for aircraft design. MEGAFLOW - Numerical
Flow Simulation for Aircraft Design. Notes on Numerical Fluid Mechanics and Multidisciplinary Design (NNFM),
Vol. 89, ISBN 3-540-24383-6, 2005.
184
solve the compressible, three dimensional, unsteady Reynolds-Averaged Navier-Stokes (RANS)

equations for rigid bodies in arbitrary motion. For spatial approximation a finite-volume method
with second order upwind or central discretization with scalar or matrix artificial dissipation is
available. In FLOWer cell centered and cell vertex formulations are provided, whereas TAU uses a
vertex centered dual mesh formulation.
The discrete equations are integrated explicitly by multistage Runge-Kutta schemes, using local time
stepping and multigrid acceleration. In FLOWer the explicit scheme is used in combination with
implicit residual smoothing, whereas in TAU the implicit LU-SGS scheme is additionally available.
Preconditioning is used for low speed flow simulations. Various turbulence models are available,
ranging from eddy viscosity to full differential Reynolds stress models including options for DES
(Detached Eddy Simulation). For aerodynamic optimization, the Spalart-Allmaras model with
Edwards modification is preferred for its accuracy and robustness. For a long time only the low
Reynolds number formulation has been available in both codes for accuracy reasons, but recently
model specific “universal” wall-function have been introduced in the TAU code to achieve a higher
efficiency of the solver, especially for use in optimization.
This approach is able to deliver results nearly as good as the low Reynolds number approach for
pressure and skin friction distributions over a wide range of y+ values for the first cell height at the
wall, while saving computational time and memory. Both codes can be run in target-lift mode in order
to compute the aerodynamic state at a given lift coefficient by automatically adjusting the angle of
attack. Since the efficiency of the flow solver is an important key to reduce the turnaround time
dedicated strategies have been developed. On multi-block structured meshes, the solver has to
handle large vectors and the FLOWer has been accordingly optimized to efficiently run on vector
supercomputers like the NEC-SX series.
In the same way, a solver based on unstructured mesh has to resolve a single large computational
domain that can easily be partitioned in an arbitrary number of domains. Based on domain
decomposition and the message passing concept using MPI TAU reaches a high level of efficiency on
parallel computers thanks to its optimization for cache processors through specific edge coloring
procedures and load balancing adjusted to the solver needs and the number of requested processors.
Another step forward has been achieved thank to the discrete adjoint solver that was developed
within TAU enabling cost-efficient gradient-based aerodynamic optimization. The advantage of the
adjoint method is its ability to evaluate the gradient of a single cost function with respect to a large
number of design variables with an effort that scales weakly with the number of design variables.
The method consists of the explicit construction of the exact Jacobian of the spatial discretization
with respect to the unknown variables. A wide range of spatial discretization available in TAU has
been differentiated, including the Spalart-Allmaras-Edwards one-equation turbulence model. The
effect of various approximations of the Jacobian was first investigated on 2D cases and the efficiency
of the adjoint approach has been demonstrated on several 2D and 3D optimization problems346-347.
In the present study, the robustness of the linear solver has been improved for high-lift application
by applying the Generalized Minimum Residual (GMRes) method in its restarted form that requires
storage of a given number of Krylov basis function348. The metric terms required for the gradient
computation are reliably evaluated by finite differences, which imply the necessity of keeping
346 Brezillon J, Dwight R. Discrete adjoint of the Navier-Stokes equations for aerodynamic shape optimization.
Evolutionary and Deterministic Methods for Design, Optimization, and Control with Applications to Industrial and
Societal Problems EUROGEN 2005, edited by R. Schilling, W. Haase, J. Pé riaux, H. Baier and G. Bugeda, FLM, ISBN:
3-00-017534-2, Munich, 2005.
347 Brezillon J, Brodersen O., Dwight R, Ronzheimer A, Wild J. Development and application of a flexible and
efficient environment for aerodynamic shape optimization. ONERA-DLR Aerospace Symposium (ODAS),
Toulouse, 2006.
348 Saad Y, Schultz MH. A generalized minimum residual algorithm for solving non-symmetric linear systems. SIAM
Journal of Scientific and Statistical Computing, Vol. 7, No. 3, pp. 856-859,1988.

185
constant the number of grid points while varying the design variables. This process can be done
during the CFD run and once the aerodynamic and adjoint states are available, the gradient is
extremely fast to compute. See [Brezillon et al]349.
6.9.5.1 Optimization of the DLR-F11 Configuration

The first configuration optimized is the so called DLR-F11 model with full span flap and slat in take-
off configuration. This model is a wide-body Airbus-type research configuration with a half span of
1.4 m that can feature different degrees of complexity350. In the present study, six design variables
are selected to modify the deflections, the horizontal and the vertical positions of the flap and the
slat. The geometric changes are propagated homogenously along the span. The goal is to maximize at
a single take-off condition (M = 0.3, Re =20 x 106, AoA = 8°) a derived expression of the lift to drag
ratio: Obj = CL3 /CD2 .
This performance indicator, based on the climb index, has already been successfully employed for
flap design based on 2D computations and turned to be better suited than the lift to drag ratio.
Additionally, the lift is not allowed to decrease and the angle of attack is kept fix. In order to make a
more realistic optimizations the weight of the high-lift system kinematics, which depends on the
horizontal deployment capability, is taken into account by penalizing the objective function to avoid
Figure 6.32 Multi-Block Structured Mesh Around the DLR-F11 Model in Full Span Flap and Slat
Configuration – Courtesy of [Brezillon et al.]
J. Brezillon, R.P. Dwight, J. Wild, “Numerical Aerodynamic Optimization of 3D High-Lift Configurations”,

349 349
German Aerospace Center, Institute of Aerodynamics and Flow Technology, Braunschweig, Germany, 26th
350 Rudnik R, Thiede P. European research on high lift commercial aircraft configurations in the EUROLIFT
projects. CEAS/KATnet Conference on KeyAerodynamic Technologies, Bremen, DE, 2005.

186
too heavy a mechanism. The relation between the horizontal displacement and the penalty is set
according to industrial specifications.
6.9.5.1.1 Parametrization, Mesh Procedure and Flow Solver

Here, an ICEM-CFD macro has been developed to handle both the parametrization and the mesh
procedure. This macro first sets the position of the elements according to the design variables and
computes automatically the flap and slat intersection lines with the body. Once the CAD geometry is
ready, the meshing part starts and automatically projects the mesh on the moving part and on the
updated intersections lines, sets the position and size of the O blockings surrounding the elements.
The resulting structured mesh has in total 2.5 M points and 25 blocks, realize Figure 6.32. Four “O”
blocks type are designed to discretize the boundary layers, the wakes and to ensure a nominal first
cell distance to the wall (y+ = 1).
The upper part of the main wing is discretized by 73 points to capture the boundary layer and the
wake of the slat, see Figure 6.34, while 49 points are set for the slot between the main element and
the flap. The complete process, from reading the design variables to writing the mesh in either
structured or unstructured formats takes about 1 minute on a single AMD Opteron 2.5 GHz processor.
The numerical simulations, either with the FLOWer or the TAU codes, are based on the RANS
equations and the Spalart-Allmaras-Edwards turbulence model. For fast convergence, the low Mach
number preconditioning approach is adopted and the steady state is reached by a Runge-Kutta
scheme using multigrid W-cycles on 3 levels. A fully converged solution with almost 5 orders of
density residual decrease is obtained after 1,500 FLOWer or 5,000 TAU cycles. Since the integration
scheme to get convergence is differently implemented with more operations for the structured code
and since the mesh for TAU computations can be partitioned in an arbitrary number of domains, the
total time needed to converge the flow can be almost identical for both codes.
6.9.5.1.2 Optimizations Using the FLOWer Code

In this first attempt, the numerical flows are computed with the structured FLOWer code, sequentially
running on a NEC-SX8. This is quite effective and only limited gain is expected by performing parallel
computations on this supercomputer. Multi-block structured mesh around the DLR-F11 model in
full span flap and slat configuration. See Figure 6.32. Close view of the wake discretization on the
top of the DLR-F11 wing. In order to check the possibility to perform the optimization within 14 days,
three strategies are tested: the DE, the NLPQLP with the gradients evaluated thanks to central finite
differences and the SubPlex strategies. According to previous experiences, the DE needs at least 100
generations to converge the population to the optimum. Even on a small population with 10
individuals, the process requires more than 1,000 evaluations. Motivated by the fact that the DE is
robust to inaccuracy and easily scalable, it is decided to partially converge the aerodynamic
computations and to compute the population in parallel on a cluster. In the present case, a reasonable
flow convergence is obtained after 500 iterations and together with a population size set to 10
individuals, the evaluation of a single population on a cluster of 5 NEC-SX8 CPUs is reduced to 1.5
hours, wall-clock time.
In the same way, in order to speed up the optimization process with the NLPQLP strategy, the
components of the gradients are computed simultaneously. Since the convergence of the
optimization process here depends of the accuracy of the gradients, the aerodynamic computations
are fully converged and the gradients are computed with central finite differences: based on a NEC-
SX8 cluster with 6 processors, the turnaround time for the computation of the gradients is equivalent
to only 2 flow computations, i.e. 4 hours, wall clock time, instead of 24 hours as in a sequential
approach.
The SubPlex approach, which involves sequential evaluations only, does not benefit from possible
simultaneous computations. A speed up could be obtained by running the FLOWer code in parallel
on the NEC, but this was not tested during the study.
187
Figure 6.34 Close View of the Wake Discretization on the Top of the DLR-F11 Wing – Courtesy of
[Brezillon et al.]
Figure 6.33 presents the

evolutions of the optimizations
processes during 14 days, wall
clock time. For the clarity of the
figure, only the solutions that
fulfill the constraint on the lift
level within 0.2% are presented.
In order to measure the
convergence of the DE
algorithm, the best objective and
the average objective within one
generation are presented. The
DE ran up to 162 generations,
representing more than 1,600
evaluations, and stopped since
the convergence reaches a
plateau and the average solution Figure 6.33 Objective function according to the wall-clock time -
is close to the best optimum. In Aerodynamic flows computed with the structured FLOWer code
total the optimizations process running sequentially on a NEC-SX8 – Courtesy of [Brezillon et al.]
required 10 days to converge.
The SubPlex algorithm that involves here only one single CPU, presents a convergence rate close to
the average solutions from DE. After 14 days and 168 CFD computations, the SubPlex was almost
converged and the process was voluntary stopped. On the contrary, the gradient-based strategy was
completely converged after 3 days of simulations and 123 evaluations including 108 for the gradients
only.
188
6.9.5.1.3 Optimizations Using the TAU Code

In a second attempt, the aerodynamic flow is computed with the TAU code running in parallel and
the solution is fully converged after 3 hours, wall-clock time, on a cluster of 32 AMD Opteron 2.4 GHz
processors. In order to plenty use the capability of the TAU code, the adjoint mode is here used to
efficiently compute the
gradients of the lift and drag
coefficients. The adjoint
states, computed
simultaneously on 2
clusters of 16 processors
each, the gradients of the
objective function and the
constraint - derived from
the drag and lift gradients
are obtained within 3 hours.
Figure 6.35 presents the
evolution of the
optimizations process
obtained with the NLPQLP
strategy coupled to the
adjoint approach for the
computations of the Figure 6.35 Objective and Lift Coefficient According to the
wall-clock time - Aerodynamic and adjoint flows computed with the
gradients. After 13
unstructured TAU code – Courtesy of [Brezillon et al.]
evaluation and 78 hours of
simulations the
optimizations converged to a maximum with a limited deviation on the lift coefficient. Thanks to the
adjoint approach, the process is now almost independent to the number of design variables and a
more complex optimization problem involving more design parameters should require almost the
same turnaround time.
6.9.5.2 Synthesis
All optimizations presented above were obtained within 14 days but with different solvers or levels
of convergence. For the sake of comparison, the optimums previously obtained are recomputed with
the same flow solver and the same level of convergence and the deviations to the baseline
configuration are summarized in Table 6.9. One can sees that all optimization strategies give almost
the same improvement with a slight advantage of the NLPQLP strategy, independently to the way of
computing the gradients.
Figure 6.37 (a-b)
present a comparison of
the slat and flap positions
at a given spanwise
position and confirm that
all optimums are located at
almost the same position
and that both optimums
given by the NLPQLP Table 6.9 Variations of the Objective Function, Drag (dc=drag count)
strategy are identical. It and Lift Coefficients – Courtesy of [Brezillon et al.]
can be guessed that the
design space is rather shallow close to the optimum and the optimum can be reached only with a fully
converged optimizations process, as for the NLPQLP cases. The performance improvement is made
189
evident by plotting the drag

distribution in spanwise
direction for each element,
see Figure 6.36, the
optimizations has almost no
influence on the drag of the
body and the flap but
permits to made further
negative the drag on the slat.
This improvement has to be
paid by a lower drag
increase on the main wing
and the optimized
configuration has in total
17.8 counts less drag than
on the baseline
configuration.
6.9.6 Optimization of Figure 6.36 Drag Distribution Along the Spanwise Direction on
the FNG the Baseline and Optimized configurations – Courtesy of [Brezillon et
Configuration al.]
The configuration used for the second design case, the so-called FNG wing351, is similar to the first
configuration a wing-body configuration with deployed high-lift devices. The difference to the
previous DLR-F11 is that for the FNG the high-lift devices do not extend over the full wing span but
are limited to 95% relative span. Figure 6.37 (a) Slat setting for the baseline and optimized
configurations at the middle of the outer wing. Figure 6.37 (b) Flap setting for the baseline and
optimized configurations at the middle of the outer wing. By this the topology of the geometry is no
longer suited for block structured mesh generation like the DLR-F11 configuration. The design again
is made for a take-off configuration at flight conditions (M = 0.18, Re = 18 x 106) and a constant lift
coefficient of CL =1.25. In order to achieve the latter the calculations are all made in target lift mode,
where the angle of attack is adapted during the flow calculation. The objective of the optimization is
the minimization of drag coefficient. In order to eliminate even smallest deviations of the lift
coefficient and its influence on the induced drag, the value used was the actual drag coefficient minus
the ideal elliptic induced drag, commonly known as profile drag
(CL )2
CD 𝑝 = CD −
πΛ
Eq. 6.34
6.9.6.1 Parameterization and Meshing Procedure

The number of design parameters is increased compared to the previous case by allowing different
deflections of the inboard and outboard slat. This reflects that usually for transport aircraft with the
engines mounted under the wing the slat is not continuous at the pylon. So there is neither a need
nor a restriction for matching slat deflections inboard and outboard the engine. This extends the
geometry parameterization to 9 degrees of freedom for the rigid body positioning of the 3
independent devices. As for the DLR-F11 the geometric changes in gap and overlap are propagated
351 Dargel, G., Hansen, H., Wild, J., Streit, T., Rosemann, H. Aerodynamische flügelauslegung mit
multifunktionalen steuerflächen (aerodynamic design of wings with multi-functional control devices). DGLR
Jahrbuch 2002, DGLR-2002-096, Vol I, DGLR, (2002).
190
at this stage homogenously along the device span. Since the geometric restrictions at the device ends
and their interference with the remaining clean wing tip do not allow for an easy application of block
structured meshes, here the mixed mesh type was used.
6.9.6.2 Results
For this design only the SubPlex method was applied. The gradient method based on the adjoint could
not be applied here due to the variation of the number of grid points in the unstructured mesh part.
The subspace simplex method was run for 5 cycles resulting in overall 150 flow calculations. For the
flow calculations 96 processors have been used, resulting in an overall turn-around time of roughly
375 hours or 15 days. The optimum solution has already been found after the third loop, the rest of
the optimization secures that there is no better optimum within the range of the parametric changes.
Neglecting these iterations would decrease the turn-around time to approximately 11 days. The
objective was reduced by 0.83%, which corresponds to approximately 4 dc. The drag reduction
corresponds to a slight gap increase over the whole wing span. The lift coefficient was kept constant
within a margin of 0.03%. The relatively small amount of improvement may be explained by the fact
that the wing section of the FNG high-lift wing has already been designed applying numerical
optimization in 2D and the spanwise variation of the geometry was not included in full extend into
the presented exercise.
(a) Slat Setting for the Baseline (b) Flap Setting for the Baseline
and Optimised Configurations and Optimised Configurations
Figure 6.37 Optimizing Configuration for Slat and Flap – Courtesy of [Brezillon et al.]
6.9.6.3 Conclusion
The methods and tools developed and successfully applied to perform the settings optimizations of
3D high-lift configurations within a limited time frame were presented. The major key technology to
optimize such complex configurations is the meshing procedure and two ways followed at DLR were
discussed in detail. The development of efficient and robust numerical methods and the increase of
the computer performance permit fast computations of complex flows and makes feasible numerical
optimizations within limited turn-around time. It was observed that the evolutionary algorithm is
very attractive thanks to his inherent possibility to compute a population in parallel. For strategies
involving only sequence of simulations, the reduction of the turnaround time can be achieved by
conducting CFD in parallel. The gradient-based strategy tested here has permitted to fully converge
the optimizations problem within a very short time frame and provides here the best solution. The
inclusion of the adjoint approach gives new opportunities to treat more complex optimizations
problems in limited turnaround time and will be further investigated at DLR.
191
192
7 Non-Gradient Methods for Aerodynamic Optimizations

The principal source of difficulty in the application of gradient-based optimizers is the requirement
for having a non-discontinuous and mathematically predictable design space. Non-gradient based
methods can prove more complex to implement than Gradient Based Methods (GBM), but they
do not require continuity or predictability over the design space, and usually increase the
likelihood of finding a global optimum. Methods of optimization known as metaheuristics can offer
robust methods of finding a solution, and increases the likelihood of converging onto a solution at
the global optimum. These gradient-free methods are known to be capable of engaging with
numerically noisy optimization problems that be difficult for GBM. This is because metaheuristics
operate from a completely different paradigms usually based on the some naturally occurring
phenomenon. Unlike gradient methods, derivatives of the cost functions are not necessary, allowing
metaheuristics to easily cope with non-continuous or numerically noisy cost functions. Furthermore,
no pre-defined baseline design or knowledge of the design space is required and gradient-free
methods typically optimize several solutions in parallel. Consider, for example, the Griewank
function:
n n
xi2 xi
f(x) = ∑ ( ) − ∏ cos ( ) + 1 , − 600 ≤ xi ≤ 600
4000 √i
i=1 i=1
Eq. 7.1
Figure 7.1 displays the Griewank function looks deceptively smooth when plotted in a large domain
(left), but when you zoom in, you can see that the design space has multiple local minima although
the function is still smooth (right). Many gradient-free methods mimic mechanisms observed in
nature or use heuristics. Unlike gradient-based methods in a convex search space, gradient-free
methods are not necessarily guaranteed to find the true global optimal solutions, but they are able to
find many good solutions (the mathematician's answer vs. the engineer's answer). The key strength
of gradient-free methods is their ability to solve problems that are difficult to solve using gradient-
based methods. Furthermore, many of them are designed as global optimizers and thus are able to
find multiple local optima while searching for the global optimum.
Figure 7.1 Sketch of Griewank Function on larger scale (left) vs. smaller scale (right)
7.1 Genetic Algorithms (GA)

GAs are a population-based optimization technique based on the Darwinian theory of survival of the
fittest: a primary aspect of evolution. These algorithms are often praised for their ability to explore
and exploit solutions simultaneously due to their inherent multi-start capability. They are easily
193
capable of constructing insightful design trade-off relationships, referred to as Pareto fronts, between
objectives. GAs are well-suited to complex optimization tasks as they can easily use both discrete
and continuous variables, and can easily handle non-linear, non-convex, and non-continuous
objective functions. [Chiba et al.] suggest that GAs have four distinct advantages which encourage
their use in aerodynamic/aero-structural optimizations:
➢ GAs have the ability to find multiple optimal solutions and design trade-offs;
➢ GAs process information in parallel, optimizing from multiple points within the design space;
➢ High-fidelity CFD codes can be adapted to GAs without any modifications;
➢ GAs are insensitive to numerical noise that may be present in the computation.
The main drawbacks associated with these algorithms are high computational cost, poor constraints
handling, and the requirement for problem specific tuning and limitations in how many variables are
feasible to handle. Studies have shown that GAs are very fast at identifying regions of optimality
within a design space but demonstrate slow convergence as they moves nearer optimal solutions.
Some studies have tried to build on the classical GA to enhance its applications to aerodynamic
optimization. GA optimization is, in its most basic form, an iterative process which can be
summarized as:
1. Random generation of individuals to form the initial population.

2. Evaluation of the fitness/survivability of each individual in the population to the given
environment. This would be done with the aerodynamic solver.
3. Selection of individuals to take part in genetic operations.
4. Apply genetic operations which mimic reproduction to define a new population.
5. Iterate over steps 2-4 are over multiple generations until some convergence criterion is met.
Other noticeable techniques of Gradient-Free Methods for Aerodynamic Optimizations, includes:
• Particle Group Optimization

• Simulated Annealing (SA)
Details for these and other methods can be found in [Skinner & Zare-Behtash]352, as well as in
Wikipedia.
7.1.1 Framework for the Shape Optimization of Aerodynamic using Genetic Algorithms (GA)
To demonstrate the Genetic Algorithm GA, [López et al.]353 developed a framework for the shape
optimization of aerodynamics profiles using computational fluid dynamics (CFD) and genetic
algorithms. A genetic algorithm code and a commercial CFD code were integrated to develop a CFD
shape optimization tool, as illustrated in Figure 7.2. The results obtained demonstrated the
effectiveness of the developed tool. The shape optimization of airfoils was studied using different
strategies to demonstrate the capacity of this tool with different GA parameter combinations. Details
of procedures can be found in354. Optimization was performed using a simple GA that follows the
352 S. N. Skinner and H. Zare-Behtash, ”State-of-the-Art in Aerodynamic Shape Optimisation Methods”, Article in
Applied Soft Computing , September 2017, DOI: 10.1016/j.asoc.2017.09.030.
353 D. López, C. Angulo, I. Fernández de Bustos, and V. García, “Framework for the Shape Optimization of
Aerodynamic Profiles Using Genetic Algorithms”, Hindawi Publishing Corporation, Mathematical Problems in
Engineering, Volume 2013, Article ID 275091, 11 pages http://dx.doi.org/10.1155/2013/275091.
354 See above.
194
sequence shown in Figure 7.2.

First, a seed number 𝑠 is provided
by the user, which is used to
generate a univocal sequence of
random numbers that form the
genes of the P chromosomes in the
initial generation population. This
is denoted as P(𝑡 = 0), where P
means population and 𝑡 = 0 is the
number of the generation. The seed
number could also be generated
randomly, but the former option
was preferred because it facilitated
the performance of different
experiments starting with the same
initial population to investigate the
separate effects of different
combinations of GA parameters on
exploratory and exploitative
behaviors during search. The aim
was to tune them to obtain the best
results for a given objective
function. After generating the initial
population P(0), each individual Figure 7.2 Optimization Scheme (GA)
was before selection, crossover,
and mutation operators are applied to this population to obtain the next generation of individuals
P(1).
7.1.2 Case Study 1 - Optimizations of Airfoil & Wing using Genetic Algorithm (GA)
The study by [Zhang et al.]355 demonstrates how the Genetic Algorithm (GA), coupled with the CFD
solvers for 2D and 3D problems, can successfully be applied to the airfoil and wing aerodynamic drag
minimization. The geometry of airfoil and wing sections is represented by a B-spline curve. The
actual values of the coordinates of the control nodes for the B-spline curve are designated as the
design variables. The NACA0012 airfoil is optimized for a free stream Mach number M∞=0.30, at
which the drag coefficient is reduced by 46.1% for a constant lift coefficient of CL = 0.55. For the
corresponding straight wing, the Mach number is set at M∞=0.80. The drag coefficient is reduced by
13.5% under the constant lift coefficient of CL = 0.30.
7.1.2.1 Optimization & Genetic Algorithm Operations

Optimization techniques can be classified in three different categories: local, global and other
methods. Local methods are gradient based algorithms, which only search one part of the design
space. Global methods are stochastic methods which take into consideration the entire design space.
Genetic algorithm (GA), simulated annealing, random search methods are all considered as global
methods. They also have the advantage of operating on discontinuous design space. Other methods
are one-shot or inverse methods356.
355F. Zhang, S. Chen and M. Khalid, “Optimizations Of Airfoil And Wing Using Genetic Algorithm”, ICAS2002.
356Blaize M, Knight D and Rasheed K. “Automated Optimal-Design of 2-Dimensional Supersonic Missile Inlets”.
Journal of Propulsion and Power, Vol. 14, Iss. 6, 1998.
195
Genetic algorithm is a search algorithm based

on the principles of natural selection and
natural genetics. It utilizes three operators:
reproduction, crossover and mutation.
Reproduction is a process in which individual
chromosomes in a population are copied
according to their objective function values.
Crossover refers to the exchange of genes
between the parent chromosomes. Mutation
is a gene change in a chromosome to prevent
GA falling into the local optima. The basis of (a) B-Spline
genetic algorithm can be found in357. It has Representation of Airfoil
been applied extensively for aerodynamic
design problems. GA works on a coding of the
design variables subject to certain
performance constraints. In this study, a B-
spline curve of the 6th order is used to
represent the airfoil geometry. The actual
values of the x and y coordinates of the
control nodes for the B-spline curve are
designated as the design variables (Figure
7.3-(a)).
There are 8 control points for each of the
lower and upper sides of the airfoil. Generally,
we consider a given initial shape, which is
precisely defined by the coordinates of the
shape points rather than the control points.
The first step is then to find the control points (b) Crossover
based on the initial shape coordinates by
using the least square function method.
A certain number of airfoils (wings) consist of
a population. An airfoil (wing) is a
chromosome in the population. As suggested
in reference [9], the small population size by
using Micro-Genetic Algorithm (μGA) can
facilitate fitness convergence, while frequent
regeneration of new population members
enhances the algorithm’s capability to void
local optima. In this study, this technique was
also used. The population size is set to 10. The
starting population is generated by mutation
from the original airfoil (wing) which is to be
(c) Mutation
optimized.
Fitness evaluation is the basis for GA search
and selection procedure. GA aims to reward Figure 7.3 GA Representation via Control Point of
individuals (chromosomes) with high fitness B-Spline for an Airfoil - Courtesy of [Zhang et al.]
values and to select them as parents to
357David E. Goldberg. “Genetic Algorithms in Search, Optimization, and Machine Learning”. Massachusetts,
Addison-Wesley, 1989.
196
reproduce offspring. The purpose of

optimization in this study is to reduce
the drag of an airfoil or a wing for a
given lift. Therefore, the ratio of the lift
and drag coefficients is used as the
fitness value (objective function).
Parents are chosen based on the
Roulette wheel method where the
probability of a parent being chosen is
proportional to its fitness value. Each
pair of parents produces one offspring
(chromosome) by crossover. Then
mutation is applied to the offspring.
After a new population is produced,
the fitness of each member is
compared to that of the parent
generation and the best members
(elitism) are assigned to be the new
generation.
A simple one-point crossover scheme
is applied. The crossover point is
selected randomly. Figure 7.4-(b)
shows how the crossover operates.
Some design variables (control nodes)
of the kid-airfoil are from dad-airfoil
(squares) and some from mom-airfoil
(crosses). The probability of the
crossover is set at 80%, as the use of
smaller values was observed to
deteriorate the GA performance [5].
Mutation is carried out by randomly
selecting a gene (control node) and
changing its value by an arbitrary
amount within a prescribed range (1%
chord) as illustrated in Figure 7.3-
(c).
As this change is applied to the
selected node, its neighboring nodes
are also adjusted so that the change in
slope and curvature of the airfoil
profile will not be too abrupt. As
discussed by [Mantel et. al.], a high
mutation rate of 80% is chosen for
better GA performance with real
number coding. To obtain a realistic
airfoil geometry constraints, such as
the minimum allowable maximum Figure 7.4 GA Flowchart - Courtesy of [Zhang et al.]
thickness (>8% chord) and the
maximum allowed trailing edge angle ( > 5o, < 20o), are imposed. The penalty of the imposed
geometry constraints is a loss of a certain amount of drag reduction.
197
Figure 7.4 shows the flowchart describing the GA application to aerodynamic optimization for an
airfoil (or a wing). The CFD solver calculates the objective function (Cl/CD) and sends it to GA, which
uses it as a fitness value. For the 3D wing configuration, a straight wing with constant chord and
thickness and an aspect ratio of 1.5 is chosen. The GA operations are applied to each section, defined
in the figure, in the same way as that for an airfoil. The procedure only modifies the section shapes.
Numerical experiments showed that the CPU time spent for the GA operations is negligible when
compared to the CPU time of flow solution. For a complete information, please refer to [Zhang et
al.]358.
7.1.2.2 Results and Discussions for

2D Airfoil
The drag minimization study was
carried out for the airfoil NACA0012
by using GA coupled with grid
generator HYGRID and CFD solver
ARC2D discussed above. The more
challenging Navier-Stokes
computation was carried out to
demonstrate the reliability and
robustness of GA and its successful
coupling with the CFD software. The
free stream Mach number was set at
M∞ = 0.30. CL is set to be 0.55. The
angle of attack is allowed to vary
during the course of the optimization
process. The convergence history of
the computation. It was noted after Figure 7.5 Original NACA0012 and Optimized Airfoil N.S.
about 650 CFD calls, that the fitness Solution – Courtesy of [Zhang et al.]
value reaches its converged value. It
(a) Original (b) Optimized

Figure 7.6 Mach Number Distributions on the Wing Surfaces - Courtesy of [Zhang et al.]
358 F. Zhang, S. Chen and M. Khalid, “Optimizations Of Airfoil And Wing Using Genetic Algorithm”, ICAS2002.
198
should be mentioned here that the maximum fitness corresponds to the best member in each
generation and the averaged fitness of the entire members in the generation. The trend of the fitness
in this figure strongly shows that the optimum was approaching from one generation to another,
demonstrating the reliability of the Genetic Algorithm. Figure 7.5 displays the original NACA0012
airfoil in comparison with the optimized airfoil.
The required free stream angle of attack for the original airfoil was computed to have a value of α =
5.49 degrees to create the required lift coefficient, while it was 1.91 degrees to keep the same lift
coefficient for the optimized airfoil. Compared with the original airfoil, the radius of leading edge of
the optimized airfoil is greatly reduced. Both smaller angle of attack and leading edge radius result
in the decrease of the pressure peak value on the suction surface. At the rearward part of the airfoil,
the curvature on the both lower and upper surfaces is increased, which creates the bigger pressure
difference between the two surfaces. This would then compensate the lift lost at the forward part of
the airfoil in order to keep the lift coefficient constant. The Mach number contours for both original
and the resulting optimized airfoils are displayed in Figure 7.7. The maximum local Mach number
is reduced from 0.561 for the original airfoil to 0.432 for the optimized airfoil.
7.1.2.3 3D Straight Wing

The Genetic Algorithm optimizer was extended to 3D problems based on the 2D problem studies. The
computation was performed. An interface was established to couple the GA optimizer and the CFD
solver and transfer the data between them. For the safety consideration, the drag minimization was
carried out for the NACA0012-based straight wing to validate the optimizer. The wing was
represented by 6 sections in the span wise direction where GA operations are applied. The
optimizations for the more challenging tapered and swept back wings can be carried out in the future
from the confidence of successfully investigating this kind of straight wing. For the present study, the
free stream Mach number was set at M∞=0.80. Cis set to be 0.30. Once again, the angle of attack is
allowed to be altered during the optimization process. The most interesting thing is that the shape at
the wing root section is quite different from the traditional airfoil shape. This could be changed by
optimizing wing-fuselage configuration However, the strength of the shock waves for the optimized
wing was reduced, from their original values. The location too moved closer to the leading edge. This
observation is also substantiated by the Mach number distributions for both original and the
resulting optimized wings in Figure 7.6.
(a) Original (b) Optimized
Figure 7.7 Mach Numbers for the Original and Optimized Airfoil - Courtesy of [Zhang et al.]
As is well known, one of the main contributions to aerodynamic drag in transonic flow is from shock
199
waves. Therefore, in the present study, the reduction of the shock wave in both strength and size
contribute to the drag coefficient decrease from 0.03686 for the original wing to 0.03190 for the
optimized wing, which represents 13.5% reduction under the fixed lift coefficient CL = 0.30. It is not
surprising that the drag reduction is smaller for a wing than that for an airfoil. For a wing, each wing
section must satisfy the geometry constraints, which is equal to imposing much more constraints
than those for an airfoil. The more constraints imposed, the less benefits obtained. Close to the
trailing edge, the increased curvature on both lower and upper surfaces of the optimized wing creates
a greater loading. This would then compensate for the lift lost at the forward part of the wing sections
due to the reduced expansion on the upper surface in order to keep the lift coefficient constant. It
should be noted that the pressure distribution on each wing section is subject to both stream wise
and span wise (3D effects aspects of the problem are comprehensively accounted for in the
computations. It was noted that, for the original wing, the free stream angle of attack was set at α =
4.31 degrees to provide a lift coefficient of CL = 0.30. For the optimized wing, the angle of attack was
reduced to α = 3.40 degrees to provide the same lift.
7.1.2.4 Conclusions
The Genetic Algorithm has been successfully applied to the airfoil and wing aerodynamic drag
minimization. The results demonstrated the powerful reliability and robustness of the genetic
algorithms. Numerical experiment showed that the CPU time spent for GA operations is negligible
when compared to the CPU time of flow solution during the optimization. The genetic algorithm is
independent of the CFD solvers used. This means that the ability of the optimization, to deal
accurately and efficiently with subsonic, transonic or supersonic flows, or potential, Euler or Navier-
Stokes solutions, strongly depends on the CFD solver. The optimized airfoil has smaller leading edge
radius and angle of attack compared with the original one, leading to the smaller suction peak value
on the upper surface. The optimized 3D wing has weaker shock waves on the upper surface, leading
to the smaller drag coefficient. Both the optimized airfoil and wing have a greater aft loading to
compensate for the lift lost at the forward part in order to keep the lift coefficient constant.)
7.1.3 Case Study 2 - Cavitation Airfoil Optimization of Multi-Phase Flow-Fields using the
Evolutionary Algorithms (GA)
Shape Optimization of airfoils operating in multi-phase flow regimes is discussed by [Ahuja and
Hosangadi]359 in this section. Such airfoil design efforts in cavitation flow regimes are important
because of their application to turbo pumps operating with cryogenic fluids, where cavitation
breakdown significantly affects performance characteristics and in marine propeller systems where
cavitation erosion in of primary concern.
7.1.3.1 Genetic Algorithms

Genetic algorithms are based on the principles of Darwin’s theory of evolution and natural selection.
The key ideas of how design unfolds in nature in an efficient, parallel and multi-modular manner
satisfying a complex network of constraints, variables and objectives are embodied in the workings
of genetic algorithms. Formal presentation of the ideology is based on seminal work of [Holland] that
structures based on chromosome-like string of binary switches could trigger more favorable
characteristics in systems if the chromosomes were permitted to interact with other similar
structures based on some measure of fitness, thereby, reproduce and mutate leading to offspring
systems that were better adapted to the environment. The design procedure is started by taking a
stochastic representation of possible designs from the design space and carrying out fitness
evaluations utilizing RANS analyses concurrently on all the designs. Designs evolve with the use of
359Vineet Ahuja and Ashvin Hosangadi, “Design Optimization of Complex Flow fields Using Evolutionary
Algorithms and Hybrid Unstructured CFD”, Article · June 2005.
200
the selection, crossover and mutation operators on the design space in manner analogous to
evolution in nature. Many variants of these operators exist and in our particular implementation we
utilize tournament selection with elitism and uniform crossover. In the Simple Genetic Algorithm
(SGA) (see Goldberg360) mutation played a dominant role in avoiding premature convergence in
multi-modal design landscapes. However, placing undue reliance on the mutation is inefficient
because mutation usually results in designs with lower fitness. Preservation of diversity in the design
population is ensured by niching or fitness sharing by sub-populations that define a certain niche in
a multi-modal design space. In particular, following the lead of [Carroll], we have used Goldberg’s
multi-dimensional phenotypic sharing scheme with a triangular sharing function. For multi-objective
optimization problems we follow the ranking scheme of [Fonseca and Fleming]361-362 in obtaining the
Pareto optimal set of solutions.
The Navier-Stokes simulations are performed with the multi-element unstructured CRUNCH CFD®
code discussed in a following section. The CRUNCH CFD® code used for fitness evaluations, can
simulate multi-phase flow fields with cavitation. Pure incompressible flow fields devolve naturally as
a subset of the generalized multi-phase system and will be utilized in this paper. Since genetic
algorithms effectively search the entire design space, the geometry can undergo radical changes,
thereby requiring a new grid to be generated. For each design, a new grid is generated through a
semi-automated grid generation procedure utilizing the scripting language in GRIDGEN ©. The
scripting language efficiently reconstructs the grid from the baseline geometry to new designs and is
discussed in detail in the following section.
7.1.3.2 Multi-Phase Equation System

In this section we briefly discuss the equation system. Our multiphase equation system is a superset
of the incompressible equations with the distinction that the acoustic information in this system is
preserved. Therefore, this framework can be used for problems ranging from the pure
incompressible limit to problems with cavitation and problems in the cryogenic limit. This system is
well documented in our previous papers 363-364 and is briefly presented here. The multiphase equation
system is written in vector form as:
∂𝐐 ∂𝐄 ∂𝐅 ∂𝐆
+ + + = 𝐒 + 𝐃V
∂t ∂x ∂y ∂z
Eq. 7.2
Here Q is the vector of dependent variables, E, F and G are the flux vectors, S the source terms and DV
represents the viscous fluxes. The viscous fluxes are given by the standard full compressible form of
Navier Stokes equations [Hosangadi]365. The vectors Q, E and S are given below and a detailed
discussion on the details of the cavitation source terms is provided in our previously published
works.
360 Goldberg, D.E., “Genetic Algorithms in Search, Optimization, and Machine Learning,” Addison-Wesley,
Reading, MA, 1989.
361 Fonseca, C.M., and Fleming, P. J., “An Overview of Evolutionary Algorithms in Multi objective Optimization,”
Evolutionary Computation, Vol. 3, No. 1, Spring, 1995.

362 Deb, K., “Multi objective Optimization Using Evolutionary Algorithms,” Wiley, New York, 2002
363 Ahuja, V., Hosangadi, A., Ungewitter, R. and Dash, S.M., "A Hybrid Unstructured Mesh Solver for Multi-Fluid
Mixtures," AIAA-99-3330, 14th AIAA CFD Conf., Norfolk, VA, June 28-July 1, 1999.
364 Ahuja, V., Hosangadi, A. and Arunajatesan, S., "Simulations of Cavitating Flows Using Hybrid Unstructured
Meshes," Journal of Fluids Engineering, May/June, 2001.

365 Hosangadi, A., Lee, R.A., York, B.J., Sinha, N., and Dash, S.M., "Upwind Unstructured Scheme for Three-
Dimensional Combusting Flows," Journal of Propulsion and Power, Vol. 12, No. 3, pp. 494-503, May-June 1996.
201
ρm ρm u 0
ρm u ρm u2 + P 0
ρm v ρm uv 0
ρm w ρm uw 0
𝐐= ρ ϕ , 𝐄= ρ ϕ u , 𝐒= S
g g g g g
ρm hm ρm hm u Sh
ρm k ρm ku Sk
[ ρm ε ] [ ρm εu ] [ Sε ]
Eq. 7.3
Here, ρm and are the mixture density and enthalpy respectively, and φg the volume fraction or
porosity of the vapor phase. The mixture energy equation has been formulated with the assumption
that the contribution of the pressure work on the mixture energy is negligible which is a reasonable
assumption for this flow regime. The mixture density and gas porosity are related by the following
relations locally in a given cell volume:
ρm = ρg ϕg + ρL ϕl , ϕg + ϕL = 1
Eq. 7.4
where ρg , ρL are the physical material densities of the gas and liquid phase respectively and in general
are functions of both the local temperature and pressure. The equation system as formulated in Eq.
7.2 is very stiff since the variations in density are much smaller than the corresponding changes in
pressure. Therefore to devise an efficient numerical procedure we wish to transform Eq. 7.2 to a
pressure based form where pressure rather than density is the variable solved for. An acoustically
accurate two-phase form of Eq. 7.2 is first derived, followed by a second step of time-scaling or
preconditioning to obtain a well-conditioned system. We begin by defining the acoustic form of
density differential for the individual gas and liquid phase as follows:
1 1
dρg = dP , dρL = dP
cg2 cL2
Eq. 7.5
Here cg is the isothermal speed of sound (∂P/∂ρg )T in the pure gas phase, and cL is the corresponding
isothermal speed of sound in the liquid phase, which is a finite-value. We note that in Eq. 7.5 the
variation of the density with temperature has been neglected in the differential form. This
assumption was motivated by the fact that the temperature changes are primarily due to the source
term and not by the pressure work on the fluid i.e. the energy equation is a scalar equation. This
simplifies the matrix algebra for the upwind flux formulation significantly, at the potential expense
of numerical stability in a time-marching procedure. However, more importantly, there is no impact
on the accuracy since the fluid properties themselves are taken directly from the thermodynamic
data bank for each fluid. Following the discussion above, the differential form of the mixture density
ρm using Eq. 7.5 is written as,
1 1 𝜙𝑔 𝜙𝐿
dρm = (ρ𝑔 − ρ𝐿 )dϕ𝑔 + dP , = +
𝑐𝜙2 𝑐𝜙2 𝑐𝑔2 𝑐𝐿2
Eq. 7.6
Here, cφ is a variable defined for convenience and is not the acoustic speed, cm, in the mixture, which
will be defined later. Using Eq. 7.6, Eq. 7.2 may be rewritten as:
202
∂𝐐𝐕 ∂𝐄 ∂𝐅 ∂𝐆
Γ + + + = 𝐒 + 𝐃𝐕 , 𝐐𝐕 = [ρ , u , v , w , ϕg , k , ε ] T
∂t ∂x ∂y ∂z
Eq. 7.7
The numerical characteristics of the Eq. 7.7 are studied by obtaining the eigenvalues of the matrix,
Γ−1(∂E/Qv) . The eigenvalues of the system are derived to be:
𝚲 = [u + c𝑚 , u − c𝑚 , u , u , u , u , u ]
Eq. 7.8
where cm turns out to be the well-known, harmonic expression for the speed of sound in a two-phase
mixture and is given as:
1 𝜙𝑔 𝜙𝐿
= ρ𝑚 [ + ,]
2
𝑐𝑚 𝜌𝑐𝑔2 𝜌𝑐𝐿2
Eq. 7.9
The behavior of the two-phase speed of sound is interestingly a function of the gas porosity; at either
limit the pure single-phase acoustic speed is recovered. However, away from the single-phase limits,
the acoustic speed rapidly drops below either limit value and remains at the low-level in most of the
mixture regime. As a consequence, the local Mach number in the interface region can be large even
in low speed flows. To obtain an efficient time-marching numerical scheme, preconditioning is now
applied to the system in Eq. 7.7, in order to rescale the eigenvalues of the system so that the acoustic
speeds are of the same order of magnitude as the local convective velocities.
7.1.3.3 Hybrid Unstructured Flow Solver

The multi-phase formulation derived in the previous section has been implemented within a three-
dimensional unstructured code CRUNCH CFD®, a brief overview of the numeric is given here and we
refer the reader to References 20-21 for additional details. The CRUNCH CFD® code employs a multi-
element unstructured framework which allows for a combination of tetrahedral, prismatic, and
hexahedral cells. The grid connectivity is stored as an edge-based, cell-vertex data structure where a
dual volume is obtained for each vertex by defining surfaces, which cut across edges coming to a
node. An edge-based framework is attractive in dealing with multi-elements since dual surface areas
for each edge can include contributions from different element types, making the inviscid flux
calculation “grid transparent”. The integral form of the conservation equations are written for a dual
control volume around each node as follows:
∆𝑄𝑉 𝑉
Γ𝑃 + ∫ 𝐹(𝑄𝑉 , 𝑛)𝑑𝑠 = ∫ 𝑆 𝑑𝑉 + ∫ 𝐷(𝑄𝑉 , 𝑛)𝑑𝑠
∆𝑡
𝜕𝑄𝑖 𝑄𝑖 𝜕𝑄𝑖
Eq. 7.10
The inviscid flux procedure involves looping over the edge list and computing the flux at the dual face
area bisecting each edge. The Riemann problem at the face is then solved using higher order
reconstructed values of primitive variables at the dual face. Presently a second-order linear
reconstruction procedure366 is employed to obtain a higher-order scheme. For flows with strong
gradients, the reconstructed variables are limited to obtain a stable TVD scheme. While the inviscid
flux as outlined above is grid-transparent, the viscous flux calculation is computed on an element
basis since the diffusion of scalars is sensitive to the skewness of the element type. The numerical
366 Barth, T. J., "A 3-D Upwind Euler Solver for Unstructured Meshes,” Paper No. AIAA-91-1548.
203
framework is operational on distributed memory systems for parallel computations. Details of the
parallel architecture and viscous flux formulation are described in [Barth]367.
7.1.3.4 Optimization
In our optimization work, the profile
of the airfoil was defined as a cubic Optimized
Bezier curve and the coordinates of
the control points were specified as
design variables. The shape of the
airfoil was assumed to be symmetric
and the length of the airfoil was kept
constant. The airfoil was operating in
water at a 4 degree incidence angle
with a freestream cavitation number
of 0.6, and a freestream velocity of
12.2 m/s. The baseline design Base Line
represented a NACA 0012 airfoil
profile and the fitness function was
defined by lift experienced by the
airfoil in the cavitation flow regime.
Fitness evaluations were carried out
with CFD simulations utilizing a
multi-phase version of CRUNCH CFD®
with the multi-phase equation Figure 7.8 Comparison of the Pressure Distribution
system. Cavitation in this system is between Baseline and Optimized Design for Maximizing
triggered by finite rate source terms Airfoil Lift – Courtesy of [Ahuja and Hosangadi]
and the liquid-vapor interface is
captured as part of the solution
procedure for the mixture Navier-
Stokes equation system. This case is
particularly interesting because the
lift characteristics of the airfoil
strongly correlate with the extent of
cavitation on the suction side of the
airfoil surface. Therefore, it becomes
imperative to use a high-fidelity
solution procedure that has been
extensively validated for cryogenic
and cavitation flow regime 17,18 such
as the one utilized for fitness
evaluations in this paper. Fitness
calculations for multi-phase flows are
expensive because of more rigorous
numerical stability considerations
when compared to conventional
single phase systems. In our case, Figure 7.9 Comparison of Cavitation Zones between
fitness calculations for a particular Baseline (Bottom) and Optimize Design (Top) For
design were initiated from the Maximizing Airfoil Lift – Courtesy of [Ahuja and Hosangadi]
367 Barth, T. J., "A 3-D Upwind Euler Solver for Unstructured Meshes,” Paper No. AIAA-91-1548.
204
converged solution of the nearest

neighbor in the design parameter
space. Each generation in this case
consisted of a population of 8 designs
and convergence was achieved in 20
generations. Comparison of the
pressure distributions and Cp profiles
on the airfoil surface between the
baseline and optimized designs are
shown in Figure 7.8. The figures
indicate, as expected, a larger
thickness distribution such as that
seen in the baseline case leads to
lower suction side pressure.
However, in a cavitation flow regime
it also leads to a larger cavitation zone
(See void fraction distribution in
Figure 7.9 and the pressure in the
cavity region equilibrates close to the Figure 7.10 Comparison of Axial Velocity Distribution
vapor pressure, thereby reducing the between Baseline (Bottom) and Optimize Design (Top) For
suction performance of the airfoil. Maximizing Airfoil Lift – Courtesy of [Ahuja and Hosangadi]
The axial velocity distributions in
Figure 7.10 show the closure regions of the cavity that are marked by a reentrant jet and a sharp
increase in pressure on the suction surface of the airfoil aft of the cavity. Furthermore, the higher
pressure on the pressure side of optimal design when compared to the baseline design leads to a net
improvement of over 16% for the lift coefficient (0.044 for the baseline against 0.051 for the
optimized design).
7.1.4 Case Study 3 - Computational Aerodynamic Optimization of Wing-Design Concept at

Supersonic Conditions via the Response Surface Method (RSM)
By means of CFD, a significant study has been made on the effects of geometric parameters of wing
with capability of flying efficiently and cost-effectively at supersonic condition. Multi-objective
optimization has been performed for the aerodynamic shape optimization of the wing configuration.
See [Manshadi & Aghajanian]368. The 3D wing shape defined by four design variables is optimized.
For achieving the most desirable aerodynamic efficiency (lift-to-drag ratio), Response Surface
Method (RSM) and Genetic Algorithm is utilized. To ensure the reliability of the solution and
validating the numerical evaluation, flow around a delta wing is simulated and results are compared
with credible numerical works. Furthermore, the particular design variables, which have serious
effects on the objective functions, are found. Wing sweep angle along with aspect ratio has strong
effects on the main outputs. Given that the current flow regime is supersonic, counteracting the
negative effects of shock waves is one the most important design points. Among the studied
parameters, leading edge sweep angle has the greatest impact on the main objectives of this research
and it is the primary factor for delaying the formation of shock waves over the wing surface. Lift and
drag coefficients, as primary objective functions, have higher sensitivity to changes in aspect ratio.
By comparison to best geometry among initial cases, aerodynamic efficiency is increased by
approximately 15% as a result of optimization study of this supersonic wing geometry.
368Mojtaba Dehghan Manshadi, Soheil Aghajanian, “Computational aerodynamic optimization of wing-design

concept at supersonic conditions by means of the response surface method”, Journal of the Brazilian Society of
Mechanical Sciences and Engineering, 2018.
205
7.1.4.1 Introduction & Contributors

The successful flight of the first powered flying machines, at the beginning of the twentieth century,
brought numerous major achievements in theoretical aerodynamics. Indeed, the problem associated
with the first generation of flying machines offered scientists and engineers of that time their most
interesting research challenges and shaped direction of much of their work369. Since then, these
studies in the realm of aerodynamics and specifically in wing schematic of aerial vehicles have
generated significant technologies and achievements.
One of the parameters that plays a fundamental role in design of aircraft is lift generator surface or
wing. The main function of wing is to generate the aerodynamic force of lift to keep the aircraft
airborne. The design of an airplane wing plays an important role in deciding the purpose for which
the airplane will be used in a later stage. Accordingly, the first step in designing of an aerial vehicle is
wing design based on the requirements, mission and expected performance of that aircraft. The
aerodynamic problem facing the designer of an aircraft that is intended to cruise at supersonic speeds
is basically similar to the corresponding subsonic or low speed problems; in all cases the drag is to
be kept as low as possible. Because of these circumstances, the aircraft will have a dramatic reduction
in fuel consumption and noise, as well as a rise in aerodynamic performance and operating range370.
The high-speed flight is greatly complicated, and indeed is governed by appearance of shock waves
with their associated drag. As a result, any method for designing supersonic aircraft must consider
the wave drag minimization as the essential feature371.
Wing design is usually done in the conceptual design phase. At this stage, the general design
requirements are entered in a process to generate a satisfactory configuration372. During the wing
design process, various geometric characteristics are defined, which are clearly associated with
aircraft performance variables. Some of these geometric parameters are wing span, area, thickness
to chord ratio, aspect ratio, sweepback angle, twist angle and airfoil. Airfoil has direct impact on
aircraft performance, range and flight regime. By changing the stated parameters, wing performance
in different conditions can be altered or corrected according to the required specifications of aircraft.
Sweep angle is one of the design variables which can adjust flight regime by altering its critical Mach
number.
Aircraft missions require it to fly in supersonic regimes. Therefore, considering the effects of these
factors on the overall configuration of aircraft are fundamental. Impact of shock waves on lift and
drag, countering the wave drag throughout the transonic and supersonic regimes and achieving an
optimized aerodynamic efficiency are among the main complications facing designers for achieving
an optimum wing shape in supersonic flights373. Nowadays, with vivid development of aviation
industry, there is a great interest in manufacturing of manned and unmanned military and
commercial supersonic transport aircraft. The main focus for designing future aircraft is their
environmental and economic impact374-375.
According to studies and reviews, among the variety of wings, sweep wings with low aspect ratio are
favorable for high-speed flight and are being used in various aircrafts around the globe. Hence,
369 Anderson JD, “A history of aerodynamics and its impact on flying machines”. Cambridge University Press,
Cambridge, 1997.
370 Secanell M, Suleman A, Gamboa P (2006) Design of a morphing airfoil using aerodynamic shape optimization.
AIAA J 44:1550–1562.
371 Lock RC, Bridgewater J (1967) Theory of aerodynamic design for swept-winged aircraft at transonic and
supersonic speeds. Prog Aerosp Sci 8:139–228.

372 Sadraey M (2012) Aircraft design: a systems engineering approach. Wiley, Amsterdam.
373 Talay TA (2012) Introduction to the aerodynamics of flight. NASA, New York.
374 Yoshida K (2009) Supersonic drag reduction technology in the scaled supersonic experimental airplane project
by JAXA. Prog Aero space Sci 45:124–146.

375 Yuhara T, Rinoie K, Makino Y (2014) Conceptual design study on LH2 fueled supersonic transport considering
performance and environmental impacts. AIAA SciTech Forum.

206
evaluating the structure and analyzing flow

pattern around these types of wings are a
complex phenomenon, which is an important
and ongoing topic in aerodynamics. In the late
1960s, extensive research was done to
achieve supersonic business jets which
resulted in design and manufacturing of the
Concorde. After Concorde’s period,
supersonic transport idea was delayed.
However, new supersonic transport concepts
have been systematically investigated.
Researchers are always working on
developing the state of the art concepts
suitable for our era. Aerion Company predicts
a market with more than two hundred
aircrafts within a twenty-year period376.
Beside time factor, the demand for low ticket
prices has been a very visible aspect of air
travel in the recent years. This ability to save
time can be substantially enhanced by
increasing the aircraft’s flight speed into the
supersonic regime. A supersonic business jet
could offer considerable time savings. An
appealing design would still need the usual
aspects of safety, be environmentally friendly
and achieve a good performance.
Furthermore, a practical design would need to
make a significant attempt at sonic boom
reduction377. It is expected by 2025 that small
supersonic planes will open up new market
opportunities378. Chances are deemed
substantial for a small supersonic aircraft
development program to succeed on civil
aviation market, as passenger numbers are
likely continue
to grow.
During the past decades, extensive research
activities have been done to overcome the
limitations regarding supersonic aircraft wing Figure 7.11 Solution Schematic and Flowchart
and system design. [Mavris and Hayden]379 as
well as [Chudoba et al.]380 conducted a
376 Li P, Sobieczky H, Seebass R (1995) A design method for supersonic transport wings. AIAA Meet Pap.
377 Elmer K, Welge H, Salamone J, Cowart R (2013) SCAMP: supersonic passenger transport transonic
acceleration flight profiles with considerations of focused sonic boom. AIAA Meet Pap.
378 Mavris DN, Hayden WT (1996) Formulation of an IPPD methodology for the design of a supersonic business
jet. Georgia Institute of Technology, June 2017.

379 Mavris DN, Hayden WT, Formulation of an IPPD methodology for the design of a supersonic business jet.
Georgia Institute of Technology, 1996.

380 Chudoba B, Coleman G, Huang X, Huizenga A, Czysz P, Butler C (2006) A feasibility study of a supersonic
business jet (SSBJ) based on the Learjet airframe. AIAA Meet Pap.
207
conceptual design of commercial supersonic aircraft with the highest Mach number of 2 and a cruise
flight range of 6000 km. Aerodynamic characteristics of this vehicle were modeled and incorporated
into an aircraft sizing code through the use of Response Surface Methodology, Design of Experiments
techniques and mathematical modeling.
A detailed aerodynamic design of a complete aircraft configuration was presented by [Sturdza]381.
Euler equations along with multipoint optimization techniques were employed in the design. In
addition, a full-scale Reynolds number laminar flow experiment was presented. The experiment was
based on a low-sweep wing with sharp nosed sections of the supersonic Aerion Business Jet. The
concept of a natural laminar flow was the central feature of the investigation. [Lee et al.]382 carried
out a multidisciplinary design with multiple objectives for a supersonic fighter wing with sweep
angle of 30 and 40 degrees. They utilized Response Surface Methodology and Genetic Algorithm.
For investigating aerodynamic efficiency, nine wing and airfoil parameters were chosen and four
structural variables were added to determine the wing skin thickness. They applied three-
dimensional Euler equations to calculate the transonic and supersonic aerodynamic properties of the
fighter wing. Accomplishing the higher lift-to-drag ratio at the cruise flight speed, improving the
maneuverability at the transonic flight condition and boosting the maximum speed of the aircraft
were the main objectives of their project.
[Yoshida]383 at the Japan Aerospace Exploration Agency (JAXA) has developed an advanced drag
reduction technique for next generation supersonic transport (SST). The method is based on
pressure drag reduction concept. It is mainly built on supersonic linear theory and a friction drag
reduction technique. To obtain the most optimized geometry that maximizes the drag reduction
effects, he applied an extensive numerical and experimental study on arrow planform. This type of
warped wing alongside an area-ruled body configuration is favorable for reducing the wing–body
interference. In [Reuther’s]384 work, to optimize a supersonic aircraft that cruises at Mach 2.2, a fluid
dynamics algorithm using Euler equations is modeled. Design variables are chosen as Hicks-Henne
shape functions due to its consistency and simplicity of use. Eighteen design variables are defined for
wing cross-sections.
According to their final results, drag coefficient is reduced from 0.0088 to 0.00812. The study of
[Kiyici and Ardag]385 focuses on the aerodynamic design and shape optimization of a supersonic
business jet through designing an algorithm called BF-1. By obtaining the baseline geometry, CFD
analysis is performed and Euler equations are used to solve a compressible flow. They have
developed a numerical methodology at Mach number 1.5 to optimize the standard geometry for
getting minimum CD and maximum CL values for the wing with NACA 65-210 airfoil. According to
their results for the final optimized geometry, drag coefficient is decreased by 14% and lift-to-drag
ratio increased by 10%.
7.1.4.2 Design Methodology

A wide range of optimization algorithms are used in engineering applications. Genetic algorithm-
based multi-objective optimization methods are particularly interesting because of their ability to
generate a relatively uniform, well-distributed Pareto frontier properly quickly and efficiently386.
381 Sturdza P (2007) Extensive supersonic natural laminar flow on the Aerion business jet. AIAA Meeting.
382 Kim Y, Jeon Y, Lee D, Multi-objective and multidisciplinary design optimization of supersonic fighter wing. J
Aircraft, 2006.
383 Yuhara T, Rinoie K, Makino Y (2014) Conceptual design study on LH2 fueled supersonic transport considering
performance and environmental impacts. AIAA SciTech Forum

384 Reuther J, Alonso JJ, Rimlinger MJ, Jameson A (1999) Aerodynamic shape optimization of supersonic aircraft
configurations via an adjoint formulation on distributed memory parallel computers. J Computer Fluid.
385 Kiyici F, Aradag S (2015) Design and optimization of a supersonic business jet. AIAA Aviation Forum.
386 Parashar S, Bloebaum C (2006) Multi-objective genetic algorithm concurrent subspace optimization
(MOGACSSO) for multidisciplinary design. AIAA Meet Pap.

208
Genetic Algorithm (GA) as a gradient-

free method, which has a high
probability of getting close to the
global minimum387, and it is generally
simple to implement388. Although the
gradient-based optimization algorithm
is one of the most efficient optimization
algorithms, it cannot ensure the global
optimum389. Additionally, as numbers
of design variables in current study is
not large, the computational cost of
using a gradient-free method is
satisfactory. Hence, in the present
research, global optimum search
algorithms such as GA and the
Response Surface Methodology (RSM)
have been used for numerical
optimization. GA was proposed by
[John Henry Holland]390 in the 1970s
and was developed by [Goldberg]391. It
commonly used to generate high-
quality solutions for optimization and
search problems by relying on bio-
inspired operators such as mutation,
crossover and selection.
Figure 7.12 View of two Distinct NACA Supersonic
In this study, the finite volume-based
Airfoils
commercial CFD solver ANSYS/Fluent,
is used for conducting the whole
process of numerical simulations. Optimization method is used for extracting a final wing geometry
with favorable efficiency at supersonic flight condition. In a flowchart of Figure 7.11, entire
schematic and steps taken to solve the problem are shown.
7.1.4.3 Geometry Description

Cross-section profile of wing determines the functional range of it. According to the designated airfoil,
wing of an aerial vehicle conducts particular performance. Since flow regime around wing in the
present work is supersonic, two supersonic airfoils with distinctive thickness to chord ratio (t/c) are
used. For the baseline geometry, a NACA airfoil with thickness to chord ratio of 10% is selected. For
analyzing the effects of wing thickness on aerodynamic coefficients, another similar airfoil with
thickness to chord ratio of 6% is used as well. Figure 7.12 depicts the selected airfoils used in the
current investigation. These airfoils have a smoother upper surface, so that a weaker shock wave is
387 Kenway GKW, Martins JRRA (2015) Multipoint aerodynamic shape optimization investigations of the common
research model wing. AIAA J 10(2514/1):J054154.
388 Lyu Z, Xu Z, Martins J R R A (2014) Benchmarking optimization algorithms for wing aerodynamic design
optimization. 8th International conference on computational fluid dynamics (ICCFD8). Chengdu, Sichuan.
389 Kim Y, Jeon Y, Lee D (2006) Multi-objective and multidisciplinary design optimization of supersonic fighter
wing. J Aircraft.
390 Holland J (1992) Adaption in natural and artificial systems. MIT Press, Cambridge.
391 Goldberg DE (1989) Genetic algorithms in search, optimization and machine learning. Wesley Longman
Publishing, Boston 26. Sforza P (2014) Commercial airplane design principles, 1 st ed. Butterworth-Heinemann,
Oxford, pp 119–212.
209
produced than that on a conventional airfoil. Furthermore, this group of airfoils with their exclusive
design are used for maintaining laminar flow on the wing. Laminar airfoils have the potential to delay
flow separation in specific cases.
For the 3D wing design and analysis in this study, effect of sweep angle is combined with effect of
aspect ratio and taper ratio of this specific wing. For investigating the particular effects of sweep
angle, three analogous geometries with sweep angle of 37, 50 and 60 degrees with two distinctive
thickness to chord ratio are generated. Free stream Mach number is constant during this study and
it equals with 1.4 and the angles of attack are 0, 5 and 10 degrees. Extracted aerodynamic coefficients
in this work are based on wing’s root length as well as surface area (when viewed from top), which
is calculated and equal to 1.01 square meters. In this phase of study, aspect ratio of the wing is
constant and equal to 3.3. Figure 7.13 depicts the 2D view of geometries in three distinct sweep
angles.
Figure 7.13 2D View of the Wing in Sweep Angle of 37, 50 and 60 Degrees
7.1.4.4 Turbulence Modeling

In the present numerical simulation, the Reynolds-averaged Navier–Stokes (RANS) equations, widely
accepted for practical engineering applications, are used to describe turbulent flows. RANS models
provide an economic method to solve complex, turbulent flows by modeling turbulence as
fluctuations within an average velocity field392. The RANS models apply a Reynolds decomposition
technique to the Navier–Stokes equations, which breaks the velocity down into its mean and
fluctuating components. Time-averaged Navier–Stokes equations for density-varying and
compressible flows in Cartesian tensor form are as follows:
∂ ∂
(ρui ) + (ρui uj )
∂t ∂xj
∂p ∂ ∂ui ∂uj 2 ∂ui ∂
=− + [μ ( + − δij )] + ̅̅̅̅̅
(−ρu ′ u′ )
i j
∂xj ∂xj ∂xj ∂xi 3 ∂xi ∂xj
Eq. 7.11
where ü, ú, p, ρ, μ, respectively, denote time-averaged fluid velocity, the fluctuating velocity, fluid
pressure, fluid density and fluid dynamic viscosity. Reynolds stresses, qu’iu’j, must be modeled to
close the equation. The Spalart–Allmaras turbulence model393 is used in this work for modeling
turbulent flow. It is a 1- equation model that solves a transport equation for the kinematic eddy
turbulent viscosity. This model was designed exclusively for aerospace applications and has shown
392 Wu Z, Zhang Q, Bao T, Li L, Deng J, Hu Z (2016) Experimental and numerical study on ethanol and dimethyl
ether lifted flames in a hot vitiated co-flow. J Fuel 184:620–628.
393 Spalart P, Allmaras S (1992) A one-equation turbulence model for aerodynamic flows. AIAA Meet Pap.
210
to provide decent results for boundary layers exposed to adverse pressure gradients394-395.
7.1.4.5 Boundary Conditions

Considering the fact that flow field is external and compressible, no-slip boundary condition is
applied and density is calculated using the ideal-gas law. Pressure far-field boundary condition is
used during this study. To effectively approximate true infinite-extent situations of this boundary
condition, the far-field boundary is distant enough from the object of interest of this research which
is 15–18 root chord lengths.
7.1.4.6 Numerical Methods

To solve the system of non-linear governing equations of continuity and momentum, the second-
order density-based solver using the coupled-implicit formulation is used. Additionally, convective
flux type during this numerical simulation is Roe flux-difference splitting (Roe-FDS) scheme, which
splits the fluxes in a manner that is consistent with their corresponding flux method eigenvalues. For
understanding the flow physics in supersonic regime around the current wing geometry, flight
characteristics of a predefined aerial
vehicle are used and thermophysical Geometry Value
properties of air are considered Leading edge sweep angle (deg) 65
according to the defined mission. chord length (m) 0.3268
Appropriate meshing and grid system Wing span (m) 0.3048
are important in computational fluid
dynamics. Because of the intricacies of Table 7.1 Delta Wing Geometry Specifications
flow field in this study which includes
the shock waves and their interaction with boundary layer, significance of meshing is twofold.
Generally, mesh sensitivity study means investigating changes in factors like static pressure,
structure of vortices, lift and drag coefficients, while number of grid cells is altered considerably.
7.1.4.6.1 Grid Generation

The generated grid around the wing geometry is an unstructured and irregular tetrahedral mesh. In
sensitive regions, meshing system has been severely miniaturized to capture and model the subtle
changes in those sections. [Manshadi & Aghajanian]396 show the generated mesh around flow field in
this study. Cell size is decreased as it gets closer to the wing surface and in the region adjacent to wall,
Reynolds number and mean flow velocity are low and velocity gradient is high which in turn damps
the fluctuations in velocity. Additionally, the results of numerical calculation in turbulent flow are
far more sensitive to mesh quality and number of cells than those in laminar flows. Hence, the
appropriate mesh size is defined in a way that satisfies the wall function and y+ values. Boundary
layer mesh of the computational grid is generated in a way that fist cell neighboring to the wing’s wall
is in accordance with turbulence model used. As shown in the [Manshadi & Aghajanian]397, y+ value
does not exceed 2.5 in any position neighboring the wing’s wall. Δy and y+ are distances from wall
in non-normalized and normalized forms, respectively.
394 Dehghan Manshadi M, Jamalinasab M (2016) Optimizing a two element wing model with morphing flap by
means of the Response Surface Method. Iran J Sci Technol Trans Mech Eng.
395 Catalano P, Amato M (2003) An evaluation of RANS turbulence modelling for aerodynamic applications. J
Aerosp Sci Technol 7:493–509.

396 Mojtaba Dehghan Manshadi, Soheil Aghajanian, “Computational aerodynamic optimization of wing-design
Mechanical Sciences and Engineering (2018) 40:254.
397 See Previous.
211
7.1.4.7 Validation
To ensure the integrity of present numerical method, computational results obtained by [Oyama et
al.]398 are compared with the numerical simulation data. The delta wing examined here has leading
edge sweep angle of 65 degree. The leading edge is sharp and lee-surface is flat. Geometric
specification of the delta wing is presented in Table 7.1 and different views of its geometry are
shown in Figure 7.14. Flow
field around the wing geometry
is supersonic and Mach number
is 1.7. RANS equations along
with Spalart–Allmaras
turbulence model are utilized
for solving the governing
equations in domain of study.
Spanwise distributions of
pressure coefficient on the
upper surface at 95% chord
position of the delta wing are
compared in Figure 7.15.
According to the extracted
results, qualitative objectives of Figure 7.14 Delta Wing Geometry Used for Numerical Validation
the present computational
approach are satisfactory.
Figure 7.15 Spanwise Cp over the Delta Wing Upper Surface at M = 1.7, AoA = 8 Degree
_
398 OyamaA, Imai G, Ogawa A, Fujii K (2008) Aerodynamic characteristics of a delta wing at high angles of attack.
AIAA Meet Pap.
212
7.1.4.8 Results and Discussion

Leading edge sweep angle, specifically in high-speed conditions, is one of the essential factors for
drag reduction over wing and aerial vehicle. Wave drag, which is a component of the aerodynamic
drag on aircraft wings, increases significantly in transonic and supersonic speeds. Error! Reference s
ource not found.-a and Figure 7.16-b show the drag and lift coefficient diagrams at three distinct
sweep angles for the wing with thickness to chord ratio of 10%. According to these charts, by
increasing the sweep angle, drag coefficient shares the same trend and at particular angle of attack
its respective values declines notably. However, this trend does not completely apply to the lift
coefficient; since applying sweep angle to the wing leads to a lift coefficient rise at 0_ angle of attack.
According to the Figure 7.16-c, lift-to-drag ratio as the objective function of this study increases by
increasing the sweep angle of the wing. A component of free stream, which is perpendicular to the
wing, is slower than the free stream itself and causes the creation of lift, pressure distribution and
generation of shock waves over wing. This triggers the increase in critical Mach number as well as
drag divergence Mach number, and by delaying the compressibility effects, improves the
aerodynamic efficiency.
Additionally, adverse pressure gradient might produce flow separation with consequent losses in
performance. Increasing leading edge sweep angle and reducing thickness to chord ratio of the airfoil
(a) CL vs CD (b) CL vs AoA
(d) CL/CD at t/c =

6% and 10 %
(c) CL/CD vs CL
Figure 7.16 Aerodynamic Changes in Sweep Angles of 37 ; 50 and 60 , t/c =10%

213
prevent the extension of this pressure gradient, which in turn increases the overall value of L/D. As
sweep wings have the potential of achieving comparatively low drag at supersonic lifting conditions,
for almost all high-speed aircraft, a rational increase in sweep angle has a positive outcome. However,
a decrease in stall angle of attack and tip stall of a swept wing are some of the major constraints. Thus,
acquiring an optimal wing design is extremely challenging, especially in supersonic condition, and a
trade-off between several essential parameters has to be well thought-out.
For investigating the effect of t/c on the aerodynamic coefficients, thickness of the airfoil is reduced
from 10 to 6%. Figure 7.16-d show drag coefficient values for two distinct thickness to chord ratios
at Mach number 1.4. It can be seen that decreasing the thickness of the wing in any given lift
coefficient has favorable effects on CD and a rise in CL/CD ratio. Thus, to obtain a higher maximum lift-
to-drag ratio, the airfoil ought to be thinner, on the premise of good stall characteristics. It is clear
that the eventual goal and mission of each aircraft are major constraints for excessive reduction of
t/c.
(a) Sweep Angle= (b) Sweep Angle =

37 deg. 70 deg.
Figure 7.17 Mach Number at X/L = 0.6 and AoA = 5 deg.
Reducing thickness of the wing, not only has structural and operational limitations, but also
decreases the internal space of wing which is suitable for fuel tanks and other equipment. Pressure
coefficient (Cp) charts is display the effects of sweep angle and thickness ratio of the airfoil on
pressure distribution over the wing399. Reduction in t/c with a systematic increase of sweep angle,
reduces the free stream velocity over wing surface, and by averting the undesirable effects of adverse
pressure gradient range on the wing causes an improvement in lift force. Formation of shock waves
in flow around wing does not have a positive outcome. This is because much of the flow energy is
wasted by drag and friction400.
Mach number contours in the direction of wing root chord with t/c equal to 10 % for sweep angles
of (37, 60), and 5 deg, angle of attack is, respectively, demonstrated in Figure 7.17 (a-b). Velocity
distribution is evidently changed for both upper and lower side of the wing for all cases. As can be
seen, applying sweep angle to the wing results in delaying of curved and oblique shocks. A high Mach
399 Mojtaba Dehghan Manshadi, Soheil Aghajanian, “Computational aerodynamic optimization of wing-design
Mechanical Sciences and Engineering , 2018.
400 Roelof V, Farokhi S (2015) Introduction to transonic aerodynamics. Springer, New York.
214
number causes a strong acceleration of flow around the wing and generation of a large supersonic
region with a shock wave. This can have a significant influence on aircraft and often leads to
undesirable effects such as loss of performance or structural damage.
Thus, sweep angle by diminishing strength of shock waves, which in turn leads to a decrease in wave
drag of supersonic flow, increases the aerodynamic efficiency of the wing. At cruise condition, the
flow around wing of a highspeed aircraft is classified by the presence of shock waves on the suction
side of the profile. The result is the existence of shocks and the shear layers resulting from the
interaction with the boundary layers developing over a surface401.
7.1.4.9 Design of Experiments (DoE) and Response Surface Method (RSM)

To better understand a phenomenon affecting a system or process, it is essential to conduct effective
experiments while minimizing cost and time factors. This requirement in engineering and industry
led the way to introduction of Design of Experiments (DoE) technique. DOE offers a detailed and
comprehensive procedure, which reasonable usage of it, will remarkably shrink the cost and time
factors as well as lead the way to have a product with higher performance and reliability. Throughout
conducting experiments and trial and error process, a central principle is studying the changes in
output parameters by altering the input variables. DOE is used to calculate those inputs that have a
substantial impact on the outputs402.
The DoE approach is a statistical model, which for a set of design parameters provides an
experimental table of different design configurations that should be evaluated for covering the design
space in an efficient manner. Among the various DOE types, Central Composite Design (CCD) is
frequently used. CCD is composed of 2 axis points per input variable, the factorial points at the
corners of the cube and one central point located at level. The CCD is more flexible and it supports a
maximum of 20 input parameters. Response surface methodology (RSM), Taguchi based DOE
method403 and [Plackett–Burman]404 are among some of the various schemes for DOE. In this study,
RSM approach, as an approximation method, is used to optimize the response of interest. As the
response surface method is based on the design of experiments, data provided by the DOE
experimental table and the results of CFD evaluations are used to construct the RSM. Then, a response
surface as an approximation model is generated. This causes the overall computational cost to be
reduced. If the solution is satisfactorily modeled by a linear function of independent parameters, then
the approximating function for the first-order model will be:
y = β0 + β1 x1 +. . . . . . . +βk xk + ε
Eq. 7.12
In the case of any form of curvature in the system, higher-order polynomials have to be used:
k k
y = β0 + ∑ βi xi + ∑ βii xi2 + ∑ ∑ βij xj + ε

i=1 i=1 i j
Eq. 7.13
401 Sartor F, Timme S (2015) Reynolds averaged Navier–Stokes simulations of shock buffet on half wing body
configuration. AIAA SciTech Forum.
402 Monotgormery D (2008) Design and analysis of experimental. Wiley, Amsterdam.
403 Myers RH, Montgomery DC, Anderson-Cook CM (2009) Response surface methodology: process and product
optimization using designed experiments. Wiley, Amsterdam.

404 Plackett RL, Burman JP (1946) The design of optimum multifactorial experiments, 1st ed. Oxford University
Press, Biometrika.
215
where xi and xj are the design variables, β are the tuning variables and e represents the noise or error
observed in the response y. In this paper, to achieve a high quality and comprehensive model, by
applying DOE module, based on CCD and RSM, some of the important wing shape parameters are
investigated. As shown in Table 7.3, four design parameters including leading edge sweep angle,
thickness to chord ratio of the airfoil, angle of attack through cruise flight and aspect ratio of the wing
are designated. Similar procedures and process for stipulating the design variables have been
performed by [Yoshida] and
[Chiba et al.]405 for multi- Aspect Ratio AoA t/ c Leading Edge Sweep Angle
objective aerodynamic 2.7 0 0.06 37 37 deg.
optimization of a supersonic
3,3 3 0.1 65 deg.
wing shape. In selection of
variables range and lower and
higher bounds of design space, Table 7.3 Range of Design Variables
some predefined conditions as
well as geometric limitations have been taken to account. The goal of this project was to analyze and
to achieve a supersonic wing design in a prearranged criterion; like, sweep angle between 37–60
Table 7.2 Design of Experiments (DoE) result; input and output parameters value
405 ChibaK, Makino Y, Takatoya T (2007) Multidisciplinary design exploration of wing shape for Silent supersonic
technology demonstrator. AIAA Meet Pap.
216
degrees, maximum aspect ratio of 3.3. As shown in various charts of the previous sections, sweep
angle has a great effect in controlling aerodynamic parameters of this type of wing.
That’s the reason of 5 degree increase in its higher bounds for a chance of achieving an even better
aerodynamic efficiency. Table 7.3 displays the defined range of design variables in this work. ANSYS
software’s CCD algorithms generate 25 design points for 4 input parameters406. RSM has the potential
to quickly provide the approximated values of the output parameters throughout the design space
without having to perform a complete solution. However, in this study, for increasing the accuracy of
response surfaces, 25 CCD generated design points were numerically solved by the FLUENT 16.0
solver and outputs were manually inserted.
Each configuration corresponds to a different geometry for which all the output parameters were
numerically evaluated by the solver. Clearly, the accuracy of the response surface outcome is a
function of the data fitting of the response surfaces to the DOE design points. In addition, verification
points are applied to determine the accuracy of fit criterion which compares the response surface
outputs with the DoE results
used to create them. For
calculating the error after
creating the response
surface, verification points
are placed in locations that
maximize the distance from
current DOE points. These
points are never used for
training the model. If the
model can fit well with these
data without using them for
training, optimization Figure 7.18 Predicted from RSM vs. observed from DOE, Normalized
procedure continues further values
which is a sign of good
predictability. Hereby, by specifying the refinements and increasing the number of verification points
of the solver, relatively accurate surface model is achieved. Table 7.2 shows the DoE result of this
study. Figure 7.18 displays the scatter chart that values predicted from the response surface versus
the values observed from the design points. It specifies that response surface correctly fits the points
of the DoE.
7.1.5 Optimization
Once the RSM data are obtained, it is possible to run a multi-objective genetic algorithm (MOGA)
and also carry out a sensitivity analysis, which is provided in the following sections. In multi-objective
optimization, also known as Pareto optimization, several objective functions exist, and the goal is
optimizing those functions by getting their minimum or maximum values simultaneously. Most of
these objectives are in contrast to each other, so that improving one of them worsens the other
responses that are not appropriate. Evolutionary algorithms are popular approaches for generating
Pareto optimal solutions to a multi-objective optimization problem. One of the most prominent and
widely used evolutionary algorithms is the improved version of Non-dominated Sorting Genetic
Algorithm, called NSGA-II, which is suggested by [Deb et al.]407. NSGA-II is easy to use, almost
parameter-less and is fast due to its non-dominated sorting with the crowding distance as a diversity
metric.
406ANSYS© Academic Research, Release 16.0, Help System, Workbench Guide, ANSYS, Inc
407Deb K, Pratap A, Agarwal S, Meyarivan T (2002) A fast and elitist multi objective genetic algorithm: NSGA-II.
IEEE Trans Evol Comput 6:182–197.
217
NSGA-II is implemented in Design-Xplorer module of ANSYS® commercial CFD solver, version 16.0.
Lift and drag coefficients are considered as objective functions of this study. Final goal of optimization
process is minimizing the drag and maximizing the corresponded lift to achieve the finest lift-to-drag
ratio. By applying GA, as shown in Table 7.4, three candidates are derived, as final optimum design
points. The first candidate was selected as the Table 7.3 Defined range for design variables Aspect
ratio AoA , t/c Leading edge sweep angle optimum wing geometry. From a design perspective, a
single point must be chosen
from amongst these Pareto Design Parameters First Second Third
solutions as the optimum or Nominee Nominee Nominee
most acceptable solution. Sweep Angle (deg.) 64.78 63.01 60.09
In this study, MOGA method Aspect Ratio 3.277 3.113 3.248
generated 10,000 samples t = c (%) 6.25 6.43 6.64
initially and performed 5000 AoA (deg.) 2.60 2.47 2.36
samples per iteration. Solution CL 0.1745 0.1681 .0.1664
converged after 23,842 CD 0.0237 0.0234 0.0251
evaluations and 410 iterations, CL/CD 7.36 7 7.18 6.63
which generated 3 final
candidates. These generated Table 7.4 Three Candidates as Final Optimum Design Points
points belong to the best Pareto
fronts. In the trade-off chart,
samples are ranked by non-dominated Pareto frontier. In the preliminary phase of this study and
before conducting the design of experiments, 18 different wing geometries are numerically analyzed.
Throughout this level, maximum CL/CD achieved at t/c 6%, CL of 0.2183 in a corresponding angle of
attack of 5 deg. Table 7.5 tabulates CL, CD, and CL/CD for both optimized geometry and the finest
design case selected among
the preliminary geometries. Cases CL CD CL/CD
Aerodynamic efficiency is Best Geometry Among Initial 0.2183 0.0342 6.38
increased by 15% and CD is Cases
reduced by approximately Optimized Geometry 0.1745 0.0237 7.36
30%, as a result of
optimization study of this Table 7.5 Aerodynamic Coefficients Comparison before and after
supersonic wing geometry. Optimization
In addition, to ensure the
reliability of
the
optimization
process, the
optimized
geometry is
evaluated with
the CFD solver.
By generating
precise mesh
and grid
system, flow
field around
the optimized
wing is
analyzed and Figure 7.19 Final and Optimized Wing Geometry
through
218
numerical simulations final results acquired. Lift and drag coefficient values, as objective functions,
evaluated by numerical calculations are 0.1716 and 0.0228, respectively. This yields to the significant
design element of any aerial vehicle, aerodynamic efficiency of 7.52. The aerodynamic cruise
efficiency at a particular Mach number is significant for all aircraft, as it has a direct impact on the
achievable range. It can be seen that there is negligible variance between calculated values of the
numerical solution and predicted values by the optimization algorithm. This indicates the high
capability of the whole solution procedure in simulating flow field and solving the related governing
equations for offering an optimized wing geometry for supersonic flights. Optimized wing geometry
is depicted in Figure 7.19.
7.1.5.1 Sensitivity of the Objective Functions w.r.t Input Parameters

In a series of diagrams in this section, the effects of the major input factors and the sensitivity of the
objective functions to these input variables are studied. Extracted data are resulted from the
response surface method analysis at the optimized point. These non-dimensionalized charts
represent how variation of each input parameter affects the output factors. On each of these curves,
only one input is varying and other input parameters are constant. Figure 7.20-a shows the impact
of sweep angle as an input parameter on drag and lift coefficients. The circle at one end of a curve
(a) Sweep Angle (b) Aspect Ratio
(c) Thickness to Chord
Figure 7.20 Sensitivity of Objective Functions w.r.t Input Parameters

219
represents the beginning of it, which is the lower bound of the input parameter as specified in Table
7.3. According to this non-dimensionalized chart, lift has higher sensitivity to changes in sweep angle
than drag coefficient. As sweep angle increases from 37 to 50 degrees, drag coefficient decreases by
an amount of 0.4892 along the Y-Axis, while CL decreases by a quantity of 0.8187 along the X-Axis.
This implies that sweep angle has pronounced impact and influences on variations in both lift and
drag coefficients.
Figure 7.20-b indicates the effects and sensitivity of changing just aspect ratio of the optimized wing
on drag and lift coefficients. Steep slope indicates the sensitivity of design parameters and outputs
on each other. Both of the objective functions have high sensitivity to fluctuations in this input
variable. Thus, by increasing aspect ratio in the specified range according to Table 7.3, CL and CD
take ascending trend. This trend is consistent for any distinct aspect ratio. However, as aspect ratio
increases from lower bound of 2.7 up to the optimized point of 3.277, CL shows marginally more
sensitivities to this factor than drag. Figure 7.20-c shows how much two objective functions are
inclined to changes in thickness to chord ratio. It can be seen that any increase in t/c causes a
continuous negative trend on CL. By increasing t/c more than a certain limit, drag coefficient rises
remarkably, which indicates a higher sensitivity of drag on wing’s overall thickness.
7.1.5.2 Conclusion
The successful application of multi-objective optimization design for supersonic wing configurations
has been presented. The multi-objective design and aerodynamic shape optimization of a wing with
capability of flying efficiently and economically at supersonic regime has been explored using
numerical simulations, design of experiment techniques and Genetic Algorithm. The objective
functions of the optimization process are lift and drag coefficients of the wing. In this study, the effects
of different sets of aerodynamic design variables are explored in the geometry design and
optimization procedure. The compressible flow field around the wing geometries is solved using the
CFD tools and numerical calculations. Values of aerodynamic parameters are validated by the results
published in reliable studies. The effects of the design parameters on lift, drag and pressure
coefficients are studied by various charts and figures. Furthermore, the particular design variables,
which have severe effects on the objective functions, are found. Wing sweep angle alongside aspect
ratio have strong effects on the objective functions. It can be seen that, achieving a final geometry in
multi-objective optimization, for a supersonic wing shape design is extremely challenging and trade-
offs among several variables have to be pondered. In a fixed state, with the optimized supersonic
wing geometry compared to the best geometry among initial cases, maximum lift-to-drag ratio
increased from 6.38 to 7.36. For further information, please see the work by [Manshadi &
Aghajanian]408.
7.2 Hybrid Algorithms to Aerodynamic Optimizations

Numerous hybrid algorithms which incorporate elements from different optimization algorithms
exist and have shown successful application. Here we will only consider hybrid algorithm schemes
applied to aerodynamic design problems. Deterministic approaches take advantage of the analytical
properties of the search space to generate a sequence of candidate solutions with systematic
improvements, usually resulting in the number of design iterations required to be small; a major
short-coming is the dependency of a compatible design space and sufficient baseline geometry. The
various methods of hybridization between different types of algorithms can be classified into three
main groups:
408Mojtaba Dehghan Manshadi, Soheil Aghajanian, “Computational aerodynamic optimization of wing-design

Mechanical Sciences and Engineering, 2018.
220
➢ Pre-hybridization, where, for example, the population of the (GA) is pre-optimized using the
Gradient-Based Method (GBM);
➢ Organic-hybridization, in which the (GBM) is used as an operator within the (GA)s for
improving each population member in each generation;
➢ Post-hybridization, in which the (GA)s final population is used to provide an initial design for
the (GBM).
It is should be noted that these classifications are not limited to the hybridization of GAs and GBMs,
however, the most frequent hybrid algorithm found in aerospace application have been designed in
attempt to combine the best characteristics of GAs and GBM. [Gage et al.]409 present the post-
hybridization of a classical GA with sequential quadratic programming for the topological design of
wings and trusses. This work is notable for hybridization as it is one of the first hybrid methods (HM)
employed in aerodynamic design optimization. They demonstrated that post-hybridization is
effective for final refinement of the GA's candidate solutions. By switching to a GBM once the GAs
population is sufficiently mature, computational demands can be reduced and superior solutions can
be found relative to allowing the GA to continue. In more recent work, [Kim et al.]410 also use post-
optimization, to improve the aerodynamic and acoustic performance of a axial-flow fan, by combining
the multi-objective real-encoded NSGA-II from which the Pareto-optimal solutions are further
optimized using sequential quadratic programming. The specific difficulty in this method of
hybridization is the transition from a multi-objective problem to a single-objective problem. There
are typically two ways to transition:
➢ Combine all of the objectives into a composite objective using a weighted-sum approach for
example;
➢ Sequential optimization, optimizing one objective at a time while treating all other objectives
as equality constraints.
[Kim et al.]411 adopted the latter method, pointing out that it did not preserve Pareto optimality and
created a set of optimal solutions for each objective with many duplications forming. Similar pre-
optimization strategies have been employed by [Xing & Damodaran]412 which combine GA stochastic
searching and GBMs analytical optimization procedures in the optimization of nozzle shapes.
Compiled optimization results from [Chernukhin & Zingg]413 for a series of optimization problems
was found to significantly outperform other algorithms for highly-multi-modal problems; namely
the Griewank function which offers hundreds of locally optimal solutions.
The classical GA has been extended for the purpose of more efficient aerodynamic shape design
optimization by [Catalano et al.]414 to include two new operations based on gradient search in a
hybrid organic-optimization algorithm. Figure 7.21 shows how the classical genetic algorithm has
been modified to include such operators. The activation of each gradient operator is controlled
probabilistically, inspired by classical crossover and mutation operation use. The first gradient-based
operator, which acts on the whole population, has two further probabilistic controls determining
409 P. Gage, I. Kroo, and P. Sobieski. “Variable-Complexity Genetic Algorithm for Topological Design”. AIAA J, 1995.
410 J. Kim, B. Ovgor, K. Cha, J. Kim, S. Lee, and K. Kim. “Optimization of the Aerodynamic and Aero acoustic
Performance of an Axial-Flow Fan”. AIAA Journal, 52(9):2032-2044, 2014.
411 See previous.
412 X. Xing and M. Damodaran. “Design of Three-Dimensional Nozzle Shape using NURBS, CFD and Hybrid
Optimization Strategies”, 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, 2004.
413 O. Chernukhin and D.W. Zingg. “Multimodality and Global Optimization in Aerodynamic Design”. AIAA J, 2013.
414 L.A. Catalano, D. Quagliarella, and P.L. Vitagliano. “Aerodynamic Shape Design Using Hybrid Evolutionary
Computing and Multigrid-Aided Finite-Difference Evaluation of Flow Sensitivities”. International Journal for
Computer Aided Engineering and Software, 32(2):178-210, 2014.
221
behavior with each candidate solution. The first determines the maximum number of iterations and
the second determines the sensitivity analysis method the gradient optimizer uses. The second
gradient operator is relatively simpler, applying only one optimization iteration to the current best
solution according to the steepest descent rule with a random step size. Finally there is an exclusive
mechanism which preserve the test solutions from each generation and reintroduces the best known
solution from all generations into the current population.
Figure 7.21 Hybrid Organic-Optimization Algorithm
For the single-objective optimization of an aero-foil with 24 variables, [Catalano et al.]415 find that the
complex HM developed is comparable to the standard GBM in terms of the number of function
evaluations only achieving a 0.4% better objective. Under different settings (population, number of
iterations, sensitivity analysis, etc.), they find that the hybrid algorithm slightly outperforms the
gradient method, reducing the objective function further by 2.2%, but requires many more function
evaluations. The classical GA is outperformed by all other algorithms. Therefore, the hybridized GA-
GBM showed accelerated performance in aerodynamic optimization relative to a standard GA and
capable of matching, and in one case able to outperform, the GBM. The GBM (with a suitable
sensitivity analysis) is shown overall more effective, the hybrid algorithm performed well however
added unnecessary complexity to the optimization framework. [Jong-Taek Oh & Nguyen Ba Chien]416
purpose an optimization procedure coupling (CFD) and genetic algorithms (GAs) as depicted in
Figure 7.22. Current the procedure is deployed relying on the open-source software OpenFOAM in
415 L.A. Catalano, D. Quagliarella, and P.L. Vitagliano. “Aerodynamic Shape Design Using Hybrid Evolutionary
Computing and Multigrid-Aided Finite-Difference Evaluation of Flow Sensitivities”. International Journal for
Computer Aided Engineering and Software, 2014.
416 Jong-Taek Oh and Nguyen Ba Chien, “Optimization Design by Coupling CFD and Genetic Algorithm”, 2018.
222
CFD block, the DAKOTA in optimization block, and the interface script to connect two blocks.
Figure 7.22 Flow Chart of Coupled Optimization Framework – Courtesy of [Oh and Chien]
7.2.1 Case Study - Airfoil and Wing Design Through Hybrid Optimization Strategies
Real world design problems need robust and effective system-level optimization tools, as they are
ruled by several criteria, most often in multidisciplinary environments. In this work by [Vicini &
Quagliarella]417 hybrid optimization algorithm has been obtained by adding a gradient based
technique among the set of operators of a multi-objective genetic algorithm. This way it has been
possible to increase the computational efficiency of the genetic algorithm, while preserving its
favorable features of robustness, problem independence and multi-objective optimization
capabilities. The results here illustrated regard aerodynamic shape design problems, including both
airfoil and wing design.
7.2.1.1 Background and Discussion

Several techniques are today available for design through numerical optimization418. Concerning in
particular the field of aerodynamic design, beyond methods developed ad hoc and characterized by
inverse design capabilities. The techniques more properly related to direct optimization include
mature gradient based methods, and more recent approaches like automatic differentiation, control
theory based methods and genetic algorithms (GAs). Generally speaking, it is not possible to state
the superiority of one method over the others, if not with reference to a specific problem that needs
to be faced. The characteristics of importance that need to be evaluated are numerous:
• Generality of the formulation vs. dependence on the problem;
417 A. Vicini, D. Quagliarella, “Airfoil and Wing Design Through Hybrid Optimization Strategies”, AIAA-98-2729.
418 Optimum Design Methods for Aerodynamics, AGARD-R-803, Nov. 1994.
223
• Robustness, intended as the capability of avoiding local optima, vs. the need of human
interaction and expertise;
• Capability of multiple objective optimization vs. single-objective one;
• Computational efficiency vs. the need of large computational resources.
From this point of view, the choice of one particular optimization technique implies the renunciation
of some possible advantages in favor of some others. On the other hand, due to the fact that
aerodynamic shape design represents only a part of the overall design of a flying vehicle, and that the
need for an effective multidisciplinary approach to the design task is arising, it is important for an
optimization tool to combine as much as possible all the favorable characteristics stated above while
avoiding the shortcomings. In this sense, a hybrid approach to optimization, in which techniques of
different nature are used at the same time, may result extremely beneficial.
Hybrid optimization may in fact exploit the most favorable features of the methods which are
combined while masking the corresponding shortcomings. In this work a hybrid optimization tool,
developed by incorporating a gradient based optimization routine among the operators of a multi
objective genetic algorithm, is applied to aerodynamic shape design problems. Genetic algorithms
belong to the class of evolutionary optimization procedures, which finds its philosophical basis in
Darwin's theory of survival of the fitness test419. In an attempt to mimic the process of biological
evolution, a set of design alternatives, representing a population in this metaphorical transposition,
is let evolve through successive generations so as to promote the individuals which better adapt
themselves to the environment, i.e. those which better meet the design requirements. Each element
is characterized by the value of its fitness, which is the measure of how fit it is for the given
environment; in other words, how good the corresponding solution is for the problem at hand. The
process of evolution is realized in the reproduction phase using a selection criteria driven by the
value of the fitness of the individuals, so that bias is allocated to the best fit members of the
population.
The individuals selected for reproduction are recombined using genetic operators (crossover,
mutation), so that a combination of their most desirable characteristics may be obtained in the off-
springs, and hence elements characterized by higher fitness are produced in subsequent generations.
These search methods rely only on the evaluation of the fitness of the elements and do not require
the computation of gradients; therefore, they are less susceptible to pitfalls of convergence to a local
optimum, and can successfully deal with disjoint or non-convex design spaces. Moreover, they are
capable of facing the problem of multiple objectives optimization in a straightforward fashion, using
the notion of domination among solutions. These characteristics make GAs very attractive
optimization tools, and explain the considerable growth of interest which has been devoted to them
in recent years for applications of engineering interest420.
The major weakness of GAs lies in their relatively poor computational efficiency, as they generally
require a very high number of evaluations of the objective function. For this reason, the use of GAs
may become unpractical when this evaluation is expensive, as happens for aerodynamic optimization
applications where the solution of complex partial differential equation systems is necessary.
Coupling a genetic algorithm with a different optimization technique can be an effective way to
overcome its lack of efficiency while preserving its favorable features. Many different strategies to
hybridize the GA can be realized; the simplest one is that of using the best solution found by the GA
as starting point for a subsequent optimization with the other method adopted421. However, a closer
419 Holland, J. H., “Adaptation in Natural and Artificial Systems”, The University of Michigan Press, 1975.
420 Ahmed, Q., Krishnakumar, K., and Neidhoefer, J., “Applications of Evolutionary Algorithms to Aerospace
Problems - A Survey", in Computational Methods in Applied Sciences '96, John Wiley & Sons Ltd., England, 1996,
421 Poloni, C., “Hybrid GA for Multi Objective Aerodynamic Shape Optimization", Winter G. et al., editors, Genetic
Algorithms in Engineering and Computer Science, John Wiley & Sons Ltd., England, Dec. 1995, pp. 397-416.
224
interaction between the different algorithms, rather than the two-stage optimization described, may
more favorably combine the best features of both methods, and provide results better than those
obtainable using either of the two techniques. Some representative results obtained with the hybrid
genetic algorithm (HGA) will be demonstrated for aerodynamic shape design problems, including
both airfoil and wing optimization test cases.
7.2.1.2 Hybridization of the Genetic Algorithm

A simple GA may by itself be considered as the combination of two different search techniques,
namely crossover and mutation, that are characterized by different behaviors when searching the
parameter space. Crossover generates the candidate solutions (off-springs) through a combination
of two existing ones (parents); the solutions thus obtained, independently from the way the parents
are selected and combined, can be very far from the starting ones. Thus, crossover is a powerful tool
to search the design space and single out the region where the global optima lie, but it lacks the
capability of effectively refine the sub-optimal solutions found. On the other hand, mutation has a
more local effect, since the modifications it produces are generally small in the coded parameter
space. Hence, mutation has two important roles in simple GAs:
• To provide the capability to effectively refine sub-optimal solutions;

• To re-introduce in the population the alleles lost by the repeated application of crossover,
maintaining population diversity.
However, the rate of mutation needed for these two tasks may be different; in particular, while
mutation is very good for maintaining population diversity, its refining capabilities may not be
optimal for every class of problems. There is in fact a broad class of problems, namely the ones where
the fitness function is differentiable, for which gradient based techniques are much more efficient to
locally improve a given solution. This suggests the introduction of a gradient based routine among
the set of operators of the GA; mutation is then prevalently left with the role of keeping the diversity
among population elements at an optimum level. The genetic algorithm developed adopts a bit string
codi_cation of the design variables; anyway, this does not prevent the use of operators requiring real
number list encoding, such as extended intermediate crossover and word level mutation422.
In these cases the binary string is decoded into a real number list, the operator is applied and the set
of modified variables is encoded back into a bit string. This scheme allows the use of a free mix of
different type of operators; among these, as said before, a routine performing a gradient based
optimization (with a conjugate gradients technique) has been included, and called “hill climbing
operator" (HcO). The HcO operates as follows: through the application of the selection, crossover
and mutation operators, an intermediate generation is created from the current one. Afterwards, if
the hybrid option is activated, some individuals may be selected and fed into the HcO to be improved,
and then introduced into the new generation, as sketched in Figure 7.23. Regarding the choice of
the elements to be fed into the HcO, in the case of single objective optimization three different
strategies are possible:
1) only the best fit individual of the current generation is chosen;

2) a number of elements determined by an assigned probability is picked using the selection
operator;
3) a number of elements determined by an assigned probability is picked in a purely random fashion.
Of course, these strategies determine different levels of selection pressure, decreasing from strategy
422Vicini, A., and Quagliarella, D., “Inverse and Direct Airfoil Design Using a Multi objective Genetic Algorithm",
AIAA Journal, Vol. 35, No. 9, Sep. 1997, pp. 1499-1505.
225
#1 to strategy #3; the relative performance will therefore depend on the optimization problem. The
above described scheme can be naturally extended for multi-objective optimization. In this case the
elements are not ranked on the basis of a scalar fitness function, but are just divided into two classes:
the dominated and the not dominated ones423. The set of not-dominated individuals (Pareto front),
updated after each new generation, is composed by all potential solutions of the problem, satisfying
the design criteria at different levels of compromise. When multi-objective problems are formulated,
strategy 1) becomes the (random) selection of a number of elements determined by an assigned
probability from the current set of Pareto optimal solutions, while strategies 2) and 3) remain the
same. Of course, the HcO is by its nature capable of dealing only with scalar objective functions; thus,
when multi-objective problems are faced, the objective function fed into the HcO is obtained through
a weighted linear combination of the n problem objectives, i.e. as obj = α obj1 + (1−α) obj2 in the case
of n = 2.
Hill Climbing
Figure 7.23 Sketch of the Hybrid Genetic Algorithm – Courtesy of [Vicini & Quagliarella]
The weighting factor α can be chosen at random or assigned explicitly to favor one of the objectives.
It must be remarked, on the basis of what previously stated, that the aid provided by the HcO simply
consists in its capability to improve to some extent the selected individuals; in other words, the role
of the HcO is that of introducing improvements which will then be processed and exploited by the
GA, which remains the driving engine of the procedure. From this point of view, the use of the HcO
has to be limited to the minimum necessary to provide the desired effect, which is that of improving
the convergence characteristics of the procedure without causing premature convergence to local
minima. On the basis of these considerations, the use of the HcO has been subject to the following
rules:
• Hybrid mechanism sketched in Figure 7.23 is not used at each generation, but only after
each assigned block of K generations;
• It is not necessary { and it would be detrimental for the computational performances } for the
HcO to carry out each time a converged optimization.
Therefore, only one or two gradient iterations are generally prescribed. Furthermore, as the HcO has
basically to behave as an improved mutation operator, the beneficial effects of hybridization can be
obtained also by making it operate only on a subset of the active design variables, thus reducing the
number of objective function evaluations that the HcO needs to carry out each time; the success in
423Goldberg, D. E., “Genetic Algorithms in Search, Optimization and Machine Learning”, Addison-Wesley,
Reading, Massachusetts, Jan. 1989.
226
this case will depend on the degree of cross correlation among the design variables. The total number
of evaluations of the objective function needed, Ne, can be estimated as follows:
φ
Ne = Npop N gen [1 + N (η Nvar + 4)]
K it
Eq. 7.14
where Npop and Ngen are the population size and the total number of generations, φ is the HcO
probability, K is the frequency in terms of number of generations for the activation of the HcO, Nit is
the number of gradient iterations, Nvar is the number of design variables, and η = [0; 1] the factor
determining the size of the subset of design variables that is passed to the HcO. In the applications
that will be illustrated, the design variables that need to be frozen are chosen at random each time
the HcO is used; in this way, a different subset of design variables is passed each time to the HcO.
7.2.1.3 Applications to Airfoil Design

In the airfoil inverse design problem, a pressure distribution is given corresponding to a design point
determined by the values of Mach number and angle of attack, and the geometry of the airfoil
producing this target pressure distribution must be found. In this case, the objective function to be
minimized is computed by:
obj = 10 ∫(Cp − Cpt )2 ds

S
Eq. 7.15
where Cp and Cp(t) p are the current and target pressure distributions, respectively, and S is the
current airfoil contour; the fitness is then obtained as f = 1/obj2. A full potential transonic flow solver,
with non-conservative formulation, has been used to calculate the flow field. The airfoil geometry is
represented by means of two 5th order B-spline curves, for the upper and lower parts. The
coordinates of the control points of the B-spline constitute the design variables424-425; control points
are used both for the upper and lower surfaces of the airfoil, including those fixed at the leading and
trailing edges, for a total of 18 design variables (the first control points at the leading edge can move
only in direction y). The problem here presented consists in the reconstruction of the CAST-10
airfoil426 at M = 0:765, α = 0. This problem has been solved using a NACA 0012 as initial guess, which
can be considered an absolutely generic starting point.
The design variables have been encoded using 8 bit strings (giving a chromosome length of 144 bits),
Table 7.6 Set of operators of the two GAs used – Courtesy of [Vicini & Quagliarella]
424 Poloni, C., “Hybrid GA for Multi Objective Aerodynamic Shape Optimization", Winter G. et al., editors, Genetic
Algorithms in Engineering and Computer Science, John Wiley & Sons Ltd., England, Dec. 1995, pp. 397-416.
425 Vicini, A., and Quagliarella, D., “Inverse and Direct Airfoil Design Using a Multi objective Genetic Algorithm",
AIAA Journal, Vol. 35, No. 9, Sep. 1997, pp. 1499-1505.

426 CAST-10-2/DOA 2, Airfoil Studies Workshop Results, NASA CP 3052, 1989.
227
and a 50 individuals population evolved for 100 generations; the hybrid strategies have been
activated so as to select on average only one individual every other generation, and carry out 2
gradient iterations (φ = 0:02, K = 2, Nit = 2, η = 1). Hence, to consider the same total number of
objective function evaluations, the hybrid strategies must be judged approximately at generation 70.
Two different GAs, characterized by the set of operators described in Table 7.6, have been used with
and without hybridization. Figure 7.24 illustrates the convergence histories, each one averaged
over 10 successive trials characterized by different starting populations; the convergence history
obtained by the application of the gradient based method by itself is also shown in the same figure;
besides, it must be noted that a restart procedure had to be used in this case to take the solution out
of a local minimum where it got stuck after a few iterations.
Figure 7.24 Convergence Histories for the CAST 10 Inverse Design Problem - Courtesy of [Vicini &
Quagliarella]
As can be seen, for a given GA, hybridization is always beneficial, meaning that a better result can be
found with the same amount of computations, or that the same result can be obtained with a
substantial reduction of computation needed (ranging in this case from 30 to 75%). In particular,
strategy #1, when the HcO is applied only to the best fit individuals, appear as the less effective,
probably due to an excessive selection pressure. At the same time, the behavior of the gradient based
method is considerably improved from the point of view of the robustness.
Another important characteristic that needs to be considered is the statistical dispersion of the
results obtained starting from different initial populations; in fact, if it is correct to judge the
convergence characteristics of a given GA by averaging the results of a number of runs, from an
application-oriented point of view it is more important for the algorithm to guarantee satisfactory
convergence performances even on a single run basis. Figure 7.25 shows all the values of the
objective function obtained at the end of each of the 10 different runs, for each one of the algorithms
used; it can be observed how the scatter of the results provided by both basic GAs is much higher
than that obtained using the corresponding hybrid algorithms.
In particular, the best behavior from this point of view is obtained when the elements to be fed into
the HcO are chosen at random, so that the level of selection pressure is not increased too much. The
same runs have then been repeated using η = 0.5; in this way, the HcO acts on a subset of 9 design
variables out of 18, that are chosen at random each time. The convergences obtained are illustrated
in Figure 7.26, limitedly to the hybrid strategies #2 and #3, i.e. those giving the best performances.
228
In this case the actual number of fitness evaluations has been used for the x axis, in order to better
compare the results. We see how freezing some of the design variables has a positive effect when GA
#1 is used, whereas for GA #2 convergence is slowed down to some extent. Considering that the
design variables for this problem are strongly cross-correlated, as it is not possible to move one
control point of the B-splines independently from the others, this result shows that this approach can
generally be used with success. An example of multi-objective optimization is then presented,
consisting in reducing the wave drag of the airfoil while keeping the corresponding pitching moment
under control, for a fixed lift coefficient and maximum thickness.
Figure 7.25 Scatter of the Results Obtained in 10 Different Runs for the CAST 10 Inverse Design
Problem – Courtesy of [Vicini & Quagliarella]
The airfoil chosen as initial geometry is the RAE 2822,10 at a design point M = 0.78, CL = 0.75. The
constraint on lift coefficient is satisfied by letting the flow solver find the angle of attack that produces
the specified lift, while the thickness of the airfoil is scaled to the desired value after each geometry
modification; in this way, every solution is a feasible one. The two objective functions have been
evaluated as obj1 = Cdw= C2L , obj2 = C2m. A population of 100 individuals was let evolve for 100
generations; selection was carried out by means of a 3 steps random walk, with one-point crossover
(Pc = 1) and bit mutation (Pm = 0.02). Differently from the inverse design previously described, the
geometry of the airfoil has been represented as a linear combination of the initial one, yo, and a
number of modification functions, yi :
y = y0 + ∑ x i yi
i=1
Eq. 7.16
The coefficients xi of this combination are the design variables; the functions yi have been obtained
as the difference between the initial geometry and the geometries of other airfoils chosen from a
database, so that a particular aerodynamic effect can be associated to each design variable. The
allowable range assigned was xi ∈ [−0.2; 1.2], i = 1, N, and 12 design variables were used. The same
run was then repeated using the HcO, on average, on one element per generation, chosen at random
from the current Pareto front, and carrying out only one gradient iteration. The run in this case was
stopped at generation #86, in order to establish the comparison for the same total number of
229
evaluations of the objective functions. It can be seen how the result provided by the hybrid algorithm
is a Pareto front characterized by solutions of higher quality, and more uniformly distributed; only
12 of the solutions found by the GA are not dominated by those obtained with the HGA. (see [Vicini
& Quagliarella]427.
Figure 7.26 Comparison of the Convergence Histories Obtained by Letting the HcO Operate on All
Design Variables or on a 50% Subset – Courtesy of [Vicini & Quagliarella]
7.2.1.4 Applications to Wing Design

Wing design is a highly multidisciplinary task; the use of designer expertise is therefore necessary to
obtain realistic results, unless the various design criteria and off-design considerations can be
included in the formulation of the optimization problem. The multi objective optimization approach
offers great advantages for these kind of problems, avoiding the need of arbitrarily interrelating the
different design criteria into a single scalar objective function. Genetic algorithms have already been
applied to the problem of planform wing design, taking into account aerodynamic and structural
requirements. In428 structural rigidity considerations are included in the optimization, but a single-
objective GA is used, with a selection of design variables which is not representative for a complete
definition of the planform shape. Non-planar wing shapes are allowed to maximize the L/D ratio
with the condition that the wing doesn't break under the applied loads. In both cases, the
aerodynamic models are limited to subsonic flow, with structural models based on simple beam
theory. A parallel Pareto GA is used for the planform optimization of a transonic wing, minimizing
aerodynamic drag and structural weight, and maximizing tank volume; however, the dimensions of
the design space are limited by the use of only 3 design variables.
In this work the HGA has been applied to the optimization of the shape of a wing for transonic flow
conditions, modifying both the planform and the wing section. The results here presented have been
obtained by coupling the HGA with a finite difference full potential flow solver. First, the wing
planform design has been accomplished by minimizing aerodynamic drag, which is both induced and
wave drag, and structural weight, at a given Mach number M = 0.85 and lift coefficient CL = 0.5. The
starting point chosen is a straight, untwisted and un tapered wing of aspect ratio AR=7, with a RAE
427A. Vicini, D. Quagliarella, “Airfoil and Wing Design Through Hybrid Optimization Strategies”, AIAA-98-2729.
Doorly, D. J., Peir_o, J., and Oesterle, J.- P., “Optimization of Aerodynamic and Coupled Aerodynamic-Structural
428
Design Using Parallel Genetic Algorithms", 6th AIAA/NASA/USAF Multidisciplinary Analysis & Optimization
Symposium, AIAA Paper 96-4027, Bellevue, Seattle, WA, U.S.A., Sep. 1996.
230
2822 airfoil; for simplicity, the wing planform is maintained trapezoidal, so that all geometric
characteristics vary linearly from the root section to the tip. A total of 5 design variables have been
used: 4 of these act directly on the wing planform, namely the taper ratio θ, the sweep angle at 25%
of the chord Λ, the aspect ratio AR and the twist angle θ; moreover, the thickness at the wing root has
also been included among the design parameters, while the thickness at the wing tip has been fixed
at t/c t = 10%. The wing surface is kept constant, so that the average wing loading is not changed
during optimization.
Table 7.7 Design Parameters for the Wing Planform Optimization – Courtesy of [Vicini & Quagliarella]
In Table 7.7 the initial values of the design parameters are reported together with the prescribed
allowable ranges. The wing twist is distributed symmetrically between the root and the tip; in other
words, a twist angle θ corresponds to an increase of local incidence of θ/2 at the tip, and a decrease
of θ/2 at the root. The wing weight is computed using the algebraic equation; this equation combines
analytical and empirical (statistical) methods, and shows design sensitivity and prediction accuracy
that make it possible to use it with success for preliminary design. As can be seen from , two separate
runs have been carried out exploring separately the positive or negative sweep design spaces; in fact,
the choice of a positive or negative swept wing is based on considerations of different nature,
including stability and handling characteristics.
The selection has been carried out through a 3 steps random walk, with one-point crossover (Pc = 1)
and bit mutation (Pm = 0.1); a population of 64 individuals was let evolve for 50 generations. The HcO
has been used on one element for each generation, selected from the current Pareto front, with Nit =
1. The Pareto fronts obtained are illustrated in Figure 7.27 (where Wo is a reference weight),
together with the planform of the wings corresponding to the extremities and to the center of the
fronts. It can be seen that, for a given value of aerodynamic drag, the negative swept wings are heavier
than the corresponding positive swept ones; therefore, almost all the solutions with a negative sweep
angle would be dominated if the two Pareto fronts were merged. The fronts are populated by 116
and 100 individuals, in the case of positive and negative swept wings, respectively. The use of the
HcO doesn't prevent the development of the complete Pareto front; on the contrary, the solutions are
uniformly distributed along the fronts without the need of niching techniques. In order to evaluate
how well these solutions are representative of the real Pareto fronts, the same test case has been
solved using the gradient based method by itself, with the problem formulated through the weighted
linear combination approach (i.e. the same used by the HcO): obj = α obj1 + (1− α) obj2 ; 5 different
231
values for α have been used: 1, 0.7, 0.5, 0.3, 0.
Figure 7.27 Pareto Fronts Obtained for the Wing Optimization – Courtesy of [Vicini & Quagliarella]
The solutions thus obtained are compared in Figure 7.28 with the Pareto fronts provided by the
HGA. As can be observed, these solutions lie at most on the Pareto Fronts, and in some cases they fall
in the dominated solutions region. It is also interesting to observe that in neither cases the gradient
method is capable of finding the solution of minimum drag, i.e. that corresponding to α = 1. The values
of the design parameters of the solutions belonging to the Pareto fronts are shown as a function of
aerodynamic drag. As can be expected, the sweep angle varies in an almost linear fashion from the
maximum allowable values (positive or negative) to zero. Similarly, the aspect ratio is at its maximum
at the low-drag end of the front, and rapidly diminishes to the minimum as drag increases. (see [Vicini
& Quagliarella]429.
It can be seen how changing the aspect ratio from 8 to 6 implies an increase of aerodynamic drag of
about 80%; this increase is composed for 60% by induced drag, and by wave drag for the remaining
40%. The taper ratio remains approximately at the minimum allowable value, λ = 0.1, for most part
of the front, assuming higher values only for the solutions corresponding to minimum drag; in the
case of positive sweep minimum drag is obtained for a taper λ = 0.5, whereas for negative sweep a
higher value is necessary, λ = 0.78. The role of twist is essentially that of redistributing the span wise
loading so as to better approach the elliptic distribution; this explains the opposite sign of the twist
angle that is obtained when positive or negative swept wings are considered.
It can also be observed how higher values of twist are necessary in the latter case. Finally, the
behavior of the thickness at the root section appears less intuitive; only at the low-weight end of the
front a clear trend can be observed, with an almost linear increase of drag with the thickness. As
anticipated, after optimization of the planform a further improvement of the aerodynamic
characteristics has been obtained by modifying the shape of the wing section. One of the solutions
belonging to the Pareto front has been selected as starting point; attention has been focused on the
positive sweep angles, and the geometry chosen lies approximately at the center of the front, being
characterized by CD=C2L = 0.776 and W/Wo = 0.65. The wing section has been modified using the
same shape functions technique described in x3; 12 design variables have been used also in this case,
and for simplicity the wing profile has been maintained constant in the span wise direction. As
429 A. Vicini, D. Quagliarella, “Airfoil and Wing Design Through Hybrid Optimization Strategies”, AIAA-98-2729.
232
modifying the wing section may have a strong impact on the aerodynamic characteristics but not on
the structural weight, which is going to remain (almost) constant, the optimization problem in this
case has been formulated so as to reduce wave drag with control on pitching moment; the latter in
fact determines the level of trim drag.
Figure 7.28 Comparison Between the Pareto Fronts and the Results Obtained Through the Gradient
Based Method – Courtesy of [Vicini & Quagliarella]
The design objectives have been formulated as obj1 = CDw/C2L, obj2 = (CM−0.5)2; like in the previous
case, the lift coefficient has been fixed to CL = 0.5, and the maximum thickness has been maintained
at the value obtained by the previous run at each span wise station. The same GA parameters used
for the wing planform optimization have been adopted, except for the mutation rate which has been
reduced to Pm = 0.04, and for the population size which has been increased to 100. The Pareto front
obtained where some of the corresponding wing section shapes are also shown. Depending on the
actual design requirements, it is now possible to extract from this front the solution with the desired
characteristics. In particular, the drag rise curve (at CL = 0.5) of the wing before optimization of the
section is compared with those of three wings extracted from the front: the low-drag end of the front,
corresponding to an unconstrained optimization, and the two solutions characterized by the same
pitching moment and wave drag coefficients, respectively, of the initial wing. As can be seen the first
two of these solutions provide an overall improvement of the drag rise curve; at the design point M
= 0.85 the reduction of wave drag is 32 drag counts for the unconstrained solution, and 22 for the
fixed CM one. On the other hand, when the drag coefficient is kept constant so that a reduction of CM
ca be achieved, lower wave drag values are obtained for Mach numbers lower than the design one,
but a steeper increase at higher Mach numbers.
7.2.1.5 Conclusions
In most practical applications, design problems are governed by several criteria, most often deriving
from different disciplines; to approach such design tasks, robust and effective system-level
optimization tools are needed. Genetic algorithms are characterized by a number of favorable
features that make them attracting for this class of problems; besides, multi objective optimization,
which is a peculiar feature of GAs, appears particularly suited for multidisciplinary environments, as
it allows to determine sets of Pareto solutions in the design space where tradeoffs can be
conveniently examined a-posteriori. In fact the generated solutions (Pareto front) represent different
levels of compromise among the design goals or constraints. Therefore, the designer can make
233
his/her choice introducing an a-posteriori selection criteria. The flexibility of the design process can
thus be increased, as the need of interrelating criteria of different natures is avoided, and the effect
of changing constraints can be evaluated off-line. In this work an effective algorithm for multi
objective applications has been developed through a hybrid approach, by coupling a multi objective
genetic algorithm to a gradient based operator. Applications to multi objective airfoil and wing
design have been presented. The basic idea to use a gradient based routine in the fashion of a genetic
operator derives from the observation that mutation by itself is not very effective as a refinement
operator, leading to generally poor convergence speed; on the other hand, it has been demonstrated
how the beneficial effects of the HcO can be exploited even when its use is considerably limited, in
terms of number of elements processed and computations carried out for each element. For the class
of problems that has been investigated, significant improvements have been obtained both with
respect to simple genetic algorithms, in terms of computational efficiency, and with respect to
gradient based approaches in terms of robustness. In particular, it has been possible to use the HGA
with success even in the case of multi objective problems, when a weighting approach must be used
to compose a scalar objective function each time resort is made to the HcO. For full details, please
consult the [Vicini & Quagliarella]430.
7.3 Surrogate Modelling to Aerodynamic Optimization

For complex systems, the design process is a daunting optimization task involving multiple
disciplines, multiple objectives and computationally intensive models. The total time consumed is
always unacceptable in practice. Thus, approximation-based optimization methods have attracted
much attention in the past 20 years. These optimization methods approximate the objective functions
by simplified analytical models. The simple models are often called surrogate models or meta-
models. Surrogate models approximate computationally expensive functions with computationally
orders of magnitude cheaper models while still providing reasonably accurate approximations to the
real functions. Artificial Neural Network (ANN), Response Surface Model (RSM) and the Kriging
Model models are also widely used in turbomachinery applications431.
Surrogate Modelling can be viewed as a non-linear inverse problem with the aim of determining a
continuous function that relates design variables to output responses from finite data. Surrogate
assisted optimization aims to alleviate the computational burden of the aerodynamic optimization
process by defining a simplified mathematical relationship allowing for fewer numerical simulations
to be required. To interrogate the surrogate an optimization algorithm is needed to perform a global
search of the design space relating to the response surface. It is seen from the literature that
surrogates are almost exclusively coupled with gradient-free population based optimization
methods, such as genetic or particle swarm algorithms. Examples of surrogate assisted stochastic
optimization would be as optimized a diffuser shape, or optimized the nacelle/pylon position for a
wing, as well as, optimized ground vehicle aerodynamics. The construction of the surrogate generally
consists of three steps:
➢ Design of Experiment (DoE) sample plan to generate initial sample points in the design space-
point selection;
➢ Numerical simulations are performed to compute the output/performance of each sample
point;
➢ Sample point data (input & output) are used by an approximation model to construct the
surrogate.
430A. Vicini, D. Quagliarella, “Airfoil and Wing Design Through Hybrid Optimization Strategies”, AIAA-98-2729.
431Zhihui Li, Xinqian Zheng, “Review of design optimization methods for turbomachinery aerodynamics”,
234
Replacing a particular problem analysis with a surrogate analysis does not affect the problem
formulation, but it will strongly influence the solutions identified. Therefore, once the surrogate
model is constructed it must be validated (sometimes considered a 4th step). This has the purpose of
establishing the predictive capabilities of the surrogate model in design regions away from known
sample data. There are both parametric and non-parametric alternatives in constructing a surrogate
model. Parametric approaches (such as kriging or polynomial regression) are model dependent
forming a functional relationship between the response variables and the design variable samples
that are known. Non-parametric approaches (such as Radial-Basis Functions(RBF) or Artificial
Neural Networks (ANN)) use local models in different regions of the sample data to build-up an over
fall frame work of the model. Furthermore, surrogates can also be classified into regression type
(polynomial regression, radial basis functions) which tend to be better suited to noisy functions, and
interpolation type, creating best response models.
Usage of any of these models is not straight forward as the quantity and quality of information the
user has to provide in the construction of the surrogate is not known a priori. Hence selection of the
most appropriate surrogate is considered problem dependent, as it will directly influence the
optimization algorithms decision making capability. There are no general rules leading to the choice
of type of surrogate, generation of sample data for training and validation, and indeed the
combination of surrogate model and optimization algorithm. Different surrogate models will be
better suited to different data sets and care must be taken to not over-generalize the problem or false
optimization my occur. As an example of Surrogate Modeling for Optimization, the work by [Du et
al.]432 where the results of aerodynamic design of a rectangular wing in subsonic inviscid flow using
surrogate-based local and global search algorithms, was investigated.
7.3.1 Case Study – Surrogate Based Aerodynamic Shape Optimization (SBO) of a Wing-Body of
Civilian Transport Aircraft Configuration
Aerodynamic shape optimization driven by high-fidelity (CFD) simulations is still challenging,
especially for complex aircraft configurations. The main difficulty is not only associated with the
extremely large computational cost, but also related to the complicated design space with many local
optima and a large number of design variables. Therefore, development of efficient global
optimization algorithms is still of great interest. This study by [Han et al.]433, focuses on
demonstrating surrogate-based optimization (SBO) for a wing-body configuration representative of
a modern civil transport aircraft parameterized with as many as 80 design variables, while most
previous SBO studies were limited to rather simple configurations with fewer parameters. The
freeform deformation (FFD) method is used to control the shape of the wing. A Reynolds-averaged
Navier-Stokes (RANS) flow solver is used to compute the aerodynamic coefficients at a set of initial
sample points. Kriging is used to build a surrogate model for the drag coefficient, which is to be
minimized, based on the initial samples. The surrogate model is iteratively refined based on different
sample infill strategies. For 80 design variables, the SBO type optimizer is shown to converge to an
optimal shape with lower drag based on about 300 samples. Several studies are conducted on the
influence of the resolution of the computational grid, the number and randomness of the initial
samples, and the number of design variables on the final result.
432 Xiaosong Du, Anand Amrit, Andrew Thelen, and Leifur Leifsson, Yu Zhang, and Zhong-Hua Han, and
Slawomir Koziel, “Aerodynamic Design of a Rectangular Wing in Subsonic Inviscid Flow by Surrogate-Based
Optimization” 35th AIAA Applied Aerodynamics Conference, 2017.
433 Zhong-Hua Han, Mohammad Abu-Zurayk, Stefan Görtz and Caslav Ilic, “Surrogate-Based Aerodynamic Shape
Optimization of a Wing-Body Transport Aircraft Configuration”, Chapter 16 - Notes on Numerical Fluid

Mechanics and Multidisciplinary Design · January 2018.
235
7.3.1.1 Background and Introduction

Starting from a baseline shape, the most efficient optimization methods use gradient information to
find a direction or path towards the nearest (local) minimum of the objective function under
aerodynamic and geometrical constraints. Studies using this method for aerodynamic shape
optimization were pioneered in the 1970s, with gradients of the cost function evaluated with the
finite-deference method. [Hicks et al.]434 were first to use this method for airfoil design and then
[Hicks and Henne]435 extended it to wing design. The evaluation of gradient information using finite
differences suffers from the large computational cost associated with many design variables since
each design variable needs to be perturbed separately and then the flow field needs to be
recalculated. This problem can be tackled by employing the adjoint method, which was first applied
to transonic aerodynamic shape optimization problems by [ Jameson]436-437 in the 1980s. The adjoint
method is extremely efficient for gradient evaluation, since the cost of computing all partial
derivatives of one objective or constraint function is nearly independent of the number of design
variables, requiring one flow solution and one adjoint solution. The adjoint method greatly reduces
the computational cost of aerodynamic shape optimization of complex aerodynamic configurations
with many design variables and few objectives and constraints. Typically, the optimal shape can be
obtained at the cost of 10–100 equivalent CFD evaluations. The adjoint method rapidly gained
popularity, leading to a shift of the focus of aerodynamic design from the heuristic approach to
numerical optimization. Nowadays, this method is still one of the most attractive methods for
aerodynamic shape optimization of wings and complex aircraft configurations438.
Despite their fast convergence, gradient-based methods can be rather sensitive to the initial guesses
or starting point and can easily be trapped in a local optimum 439. The aerodynamic design space is
usually multi-modal with many local optima, which are associated with the non-linear flow
phenomena occurring in transonic or separated flows. Therefore, a gradient-free method with global
optimization capability needs to be employed to explore the design space. Among the gradient-free
methods, guided random search algorithms such as genetic algorithms (GA), simulated annealing
(SA), or the particle swarm algorithm (PSA) are capable of finding the global optimum. However,
when using this type of algorithms, a single shape optimization usually requires thousands of CFD
simulations and the computational cost can easily exceed the available computational budget. This
situation becomes even worse when dealing with full aircraft configurations parameterized with a
large number of design variables. At DLR’s Institute of Aerodynamics and Flow technologies, the
subplex algorithm440 has been the favored gradient-free algorithm in the past since it can deal with
noisy objective functions and produces good results at acceptable computational cost for up to 15–
20 design variables. Larger numbers of design parameters can make this algorithm very expensive
depending on the complexity of the CFD model, especially in its currently employed sequential form.
7.3.1.2 Case for Surrogate-Based Optimization (SBO)

Recently, surrogate-based optimization (SBO) gained a lot of attention by aircraft design experts
because it has been successfully applied to non-local optimization problems in the field of design
434 R.M. Hicks, E.M. Munnan, G.N. Vanderplaats, “An Assessment of Airfoil Design by Numerical Optimization”,
NASA TM X-3092 , NASA Ames Research Center, Moffett Field, 1974.
435 R.M. Hicks, P.A. Henne, “Wing design by numerical optimization”. J. Aircraft, (1978)
436 A. Jameson, “Aerodynamic design via control theory”. J. Sci. Computation, 1988.
437 A. Jameson, “”Optimum aerodynamic design using CFD and control theory,” AIAA Paper 95-1729 -1995.
438 D. Koo, D.W. Zingg, “Progress in aerodynamic shape optimization based on the Reynolds averaged navier-
stokes equations”, AIAA Paper 2016–1292, 54th AIAA Aerospace Science Meeting, 4–8, January 2016.
439 O. Chernukhin, D.W. Zingg, “Multimodality and global optimization in aerodynamic design”, AIAA J. 51(6),
1342–1354 (2013).
440 J.Wild, “On the Potential of Numerical Optimization of High-Lift Multi-Element Airfoils based on the Solution
of the Navier-Stokes-Equations”, Computational Fluid Dynamics (Springer, Berlin, 2002), pp. 267–272.
236
optimization. A surrogate model is a cheap-to-evaluate approximation model of the expensive-to-

evaluate objective or constraint function and is built (or trained) based on limited observed data
obtained by sampling the design space. To implement SBO, the simplest way is to build a sufficiently
accurate surrogate model before the actual optimization process starts and then use it to completely
replace the expensive CFD solver during the optimization. However, this is only applicable for low-
dimensional problems as the required number of CFD evaluations for building an accurate surrogate
model increases exponentially with an increase in the number of design variables. To tackle this
problem, an initial surrogate model can be built at the beginning of the process based on a few
samples. Then, the model is adaptively refined with new sample points. The next point for evaluation
is selected by optimizing some infill criterion441, such as maximizing the expected improvement (EI)
function442 or minimizing the lower confidence bounding (LCB) function443. Using the computed
objective value of the new point, the model is updated and the next evaluation is determined and so
forth.
As a result, additional sample points are adaptively clustered in promising regions of the design space
and the efficiency of converging to the optimum can be dramatically improved compared to
evolutionary algorithms. In this type of SBO framework, the role of the surrogate model is not to
replace the flow solver in the optimization loop but rather to guide the search of a conventional
optimization algorithms444, either gradient-based or gradient-free, to the optimum by suggesting
new sampling sites to be evaluated with CFD. From this point of view, the role of the surrogate model
and the infill-sampling criteria is equivalent to that of the conventional optimizers, generating new
designs based on known designs. In addition to using infill criteria to adaptively choose new sample
points, gradient information and lower-fidelity CFD analysis can used be to enhance the predictions
of the surrogate models and to speed up the SBO process, however, this is beyond the scope of this
article.
Despite its potential for use in global optimization, application of the SBO-type optimization
algorithms in the field of aerodynamic shape optimization of aircraft is currently limited to relatively
simple configurations such as airfoils or more complex configurations with a rather small number of
design variables445-446. There has been some debating whether the SBO-type optimizer can be applied
to more realistic aircraft design problems and a few studies set out to compare SBO with its gradient-
based counterpart447,448,449. While previous SBO work at DLR focused on developing and combining
different infill criteria, on applying SBO to classical airfoils, natural laminar flow (NLF) airfoils and
2D high-lift configurations and on comparing SBO with gradient-free optimization algorithms, this
article is motivated by the aspiration to demonstrate an efficient SBO framework for minimizing the
441 A.I.J. Forrester, A.J. Keane, “Recent advances in surrogate-based optimization”, 2009.
442 D.R. Jones, M. Schonlau, W.J. Welch, “Efficient global optimization of expensive black-box functions”, 1998.
443 D.D. Cox, S. John, SDO: A statistical method for global optimization, in Proceeding of the ICASE/NASA Langley
Workshop on Multidisciplinary Analysis and Optimization, vol. 2 (Reston, VA, 1998), pp. 738–748.
444 Y. Lian, M. Liou, “Multi objective optimization using coupled response surface model and evolutionary
algorithm”. AIAA J. 43(6), 1316–1325 (2005).

445 K.-S. Zhang, Z.-H. Han, W.-J. Li, W.-P. Song, “Coupled aerodynamic/structural optimization of a subsonic
transport wing using a surrogate model”. J. Aircraft 45(6), 2167–2171 (2008).

446 M. Kanazaki, T. Imamura, S. Jeong, K. Yamamoto, “High-lift wing design in consideration of sweep angle effect
using kriging model”, 46th AIAA Aerospace Sciences Meeting and Exhibit, 7–10 January 2008.
447 Y.A Tesfahunegn, S. Koziel, J.R. Gramanzini, S. Hosder, Z.-H Han, L. Leifsson, “Application of direct and
surrogate-based optimization to two-dimensional benchmark aerodynamic problems: a comparative study”, AIAA

Paper 2015-0265, 53rd AIAA Aerospace Sciences Meeting, 5–9 January 2015.
448 J. Laurenceau, M. Meaux, M. Montagnac, P. Sagaut, “Comparison of gradient-based and gradient-enhanced
response-surface-based optimizers”. AIAA J. 48(5), 981–994 (2010).

449 S.J. Leary, A. Bhaskar, A.J. Keane, “Global approximation and optimization using adjoint computational fluid
dynamics codes” AIAA J. 42(3), 631–641 (2004).

237
drag of a 3D wing-body transport aircraft configuration with as many as 80 design variables. A

comprehensive study of the influence of the grid resolution, the randomness and number of the initial
samples and the number of design variables is carried out to investigate the performance of the SBO
method. An a posteriori study is also carried out to characterize the design space and to identify the
important parameters.
7.3.1.3 Surrogate-Based Optimization (SBO) Framework

For an m-dimensional problem, here we are concerned with solving the following single-objective
optimization problem
Min. y(𝐱) S. T. g 𝑖 (𝐱) ≤ 0 , i = 1, , , , , nC , 𝐱𝑙 ≤ 𝐱 ≤ 𝐱u

Eq. 7.17
where y(x) is the objective function; gi(x) denotes the constraint with nc being the number of
constraints; x is the vector of design variables with their upper and lower limits denoted by xl and xu,
respectively. Here, we employ a framework for SBO as shown in Figure 7.29. There are two loops
in this framework: the main- and the sub-optimization. The main loop is exactly the same as that in
conventional gradient-based or gradient-free optimization, in which the CFD evaluations are directed
by the optimizer to find the optimal aerodynamic shape; the sub-optimization is in some way
equivalent to the conventional optimizer (such as GA), which suggests the new design(s) to be
evaluated by CFD. Note that compared to a conventional optimizer, the SBO optimizer is particularly
useful when the objective and constraint functions are expensive to evaluate. Here, we set up an
aerodynamic shape optimization problem for a wing-body transport aircraft configuration. The basic
steps of this process are as follows:
Figure 7.29 Surrogate-Based Optimization Framework – Courtesy of [Z.-H. Han et al.]
7.3.1.4 Initialization
Define the objective function and constraints (such as minimizing CD subject to constant CL as well as
wing thickness constraints); define the design variables and their range by parameterizing the
aerodynamic shape using freeform deformation (FFD), the class/shape transformation (CST) method
or any other methods.
7.3.1.5 DoE and CFD Evaluations

Design of experiments (DoE) methods450, such as Latin hypercube sampling (LHS), are used to
generate a number of initial sample points in the design space, with each sample representing a
450A.A. Giunta, S.F. Wojtkiewicz Jr., M.S. Eldred, “Overview of modern design of experiments methods for
computational simulations,” AIAA paper 2003-649 (2003).
238
candidate aerodynamic shape. Computational grids are generated (or a grid for the baseline shape is
deformed) for these candidate shapes and CFD computations are run to obtain the corresponding
aerodynamic data needed to evaluate the objective function and constraints. Thereafter, this data is
stored in a database. Note that, as an alternative to starting from scratch, it is possible to use and
append to a given database, which was generated, for example, during a previous optimization run.
This provides the flexibility to the user to terminate the optimization process any time and to restart
later or to change the optimization strategy.
7.3.1.6 Building Surrogate Models

Based on the sampled database, surrogate models are trained by fitting the model to the data and
tuning the parameters. Note that we need to build surrogate models for each objective and constraint
function. Once the surrogate models are built, the objective and constraint functions and their mean
squared error (MSE) are very cheap to evaluate if compared to the expensive CFD simulations.
7.3.1.7 Solving Sub-Optimization Problems Corresponding to User-Defined Sample Infill Criteria

Sample infill criteria determine the mechanism of how to generate new design(s) based on the
surrogate model. Different sample infill criteria correspond to different sub-optimization problems,
which are to be solved by using a conventional gradient-based and/or gradient-free algorithm. Note
that the outcome of the sub optimization problem(s) is the new aerodynamic design(s) to be
evaluated with CFD, which is expected to improve the surrogate model in a region of interest, either
by further exploring the design or by exploiting a certain region of it.
7.3.1.8 CFD Evaluation of New Sample Point(s)

The computational grids for the new design(s) are generated (or deformed) and CFD simulation(s)
are run to evaluate the aerodynamic performance. This newly obtained data is then used to augment
the database.
7.3.1.9 Refinement and Termination

The surrogate models are updated and steps 3–5 are repeated until some termination criterion is
satisfied.
7.3.1.10 Posterior Treatment

The optimum design(s) may be analyzed at off design conditions and the sample-points in the
database may be analyzed by other techniques, such as data mining techniques or sensitivity analysis.
The posterior treatment may help to refine the settings or to identify key design parameters.
7.3.1.11 Results for a Generic Wing-Body Transport Aircraft Configuration

The baseline shape employed for this study is a clean wing-body configuration similar to existing
Airbus wide-body transport aircraft. In the DLR research project Digital-X451, this aircraft
configuration was used as a benchmark test case for demonstrating multidisciplinary design
optimization of a complete aircraft. Here, we are concerned with the single-point aerodynamic shape
optimization of the wing-body configuration (see Figure 7.30 for the surface grid), at the cruise
condition: M = 0.83, Re = 43.4 x 106 and CL = 0.5, to demonstrate our newly-developed SBO-type
optimizer. The fuselage is fixed and the wing shape is parameterized by free-form deformation (FFD),
with a number of control sections along the wing span. See Figure 7.30 for the schematics of the
wing parameterization with 8 control sections along the wing span and 10 nodes for each section,
451 N. Kroll, M. Abu-Zurayk, D. Dimitrov, T. Franz, T. Führer, T. Gerhold, S. Görtz, R. Heinrich, C. Ilic, J. Jepsen, J.
Jägersküpper, M. Kruse, A. Krumbein, S. Langer, D. Liu, R. Liepelt, L. Reimer, M. Ritter, A. Schwöppe, J. Scherer,
F. Spiering, R. Thormann, V. Togiti, D. Vollmer, J.-H.Wendisch, “DLR project digital-X: towards virtual aircraft
design and flight testing based on high-fidelity methods”. CEAS Aeronaut. J. 7(1), 3–27 (2016).
239
resulting in total number of 80 FFD nodes. The objective here is to minimize the drag, subject to lift
and sectional thickness constraint of wing. The optimization mathematical model is of the form:
Minimize CD S. T. CL = 0.5 Thick i = Thick 0i i = 1, , , , , , nsection

xjl ≤ xj ≤ xju , j = 1, , , , , , m
Eq. 7.18
where nsection is the number of control sections and m is the total number of design variables. To
ensure that all the candidate shapes in the design space satisfy the thickness constraint, we change
the corresponding FFD nodes of the upper and lower wing surfaces simultaneously. This implies, for
example, that the number of design variables is reduced to 40 for the parameterization of wing with
80 FFD nodes (see Figure 7.30). DLR’s RANS flow solver TAU 452,453,454 is used to calculate the
aerodynamic performance. Jameson’s central scheme is used for spatial discretization and the
Spalart-Allmaras one-equation model is used for turbulence closure. The lift constraint CL = 0.5 is
handled by the flow solver using a target-lift approach, which internally changes the angle of attack
to retain the target lift.
Figure 7.30 Wing-Body Transport Aircraft Configuration and FFD box (8 control sections with 10 FFD
Nodes for each Section, Resulting in 40 nodes on upper and lower wing surfaces, respectively)
7.3.1.12 Study of the Baseline Configuration

A study on the grid resolution is a basic requirement set forth by the AIAA aerodynamic design
optimization discussion group (ADODG) for its benchmark aerodynamic shape optimization
452 T. Gerhold, V. Hannemann, D. Schwamborn, “On the Validation of the DLR-TAU Code, in New Results in
Numerical and Experimental Fluid Mechanics”, vol. 72, Notes on Numerical Fluid Mechanics, ed. by W. Nitsche,
H.-J. Heinemann, R. Hilbig (Springer Vieweg, Berlin, 1999), pp. 426–433. ISBN 3-528-03122-0
453 N. Kroll, J.K. Fassbender (eds.), MEGAFLOW – “Numerical Flow Simulation for Aircraft Design, vol. 89, Notes
on Numerical Fluid Mechanics and Multidisciplinary Design”, (Springer, Berlin, 2005).

454 D. Schwamborn, T. Gerhold, R. Heinrich, “The DLR TAU-code: recent applications in research and industry,
invited lecture, in Proceedings of the European Conference on Computational Fluid Dynamics” (ECCOMAS CFD
2006), eds by P.Wesseling, E. Oñate, J. Périaux, (TU Delft, The Netherlands, 2006)
240
problems. For example, in455 the first author of the current study conducted a thorough grid
convergence study for the baseline RAE 2822 airfoil and for the optimized airfoil to ensure that the
variation of the drag coefficient is less than 1 count. While a full-fledged grid convergence study is
beyond the scope of the present study, a set of grids of different size is generated to study the
characteristics of the baseline configuration. The grids are block-structured and are generated using
a DLR in-house tool, which automatically changes the CAD model of the aircraft and the associated
block topology, and applies Pointwise to create the surface and volume grid. Here we study the
aerodynamic performance of two representative grids: a grid with 0.78 M nodes and a finer grid with
3.8 M nodes. The comparison of pressure coefficient contour is shown in Figure 7.31. From the
pressure distribution, one can clearly see that there is a shock wave at around 65% of the chord-
wise location, and there is only very small difference between the pressure distributions on the fine
Figure 7.31 Comparison of Surface CP on Fine and Coarse Grids (M = 0.83, Re = 4.34E7, CL = 0.5)
455Y. Zhang, Z.-H. Han, L.-X. Shi, W.-P. Song, “Multi-round surrogate-based optimization for benchmark
aerodynamic design problems”, AIAA Paper 2016–1545, 54th AIAA Aerospace Science Meeting, 4–8.
241
and the coarse grids, where the differences can be seen near the shock wave for both grids.
Concerning the drag coefficient, there is only 1 count difference between the grids, which enables us
to use the coarse grid to run the intensive aerodynamic shape optimizations. Note that the reference
point of moment coefficient is at the nose of the fuselage.
7.3.1.13 Optimization Results

The convergence history of the SBO is shown in Figure 7.33-(a). Note that we use 81 initial samples
for SBO, with 80 samples selected by LHS and one additional sample corresponding to the baseline
shape. The optimization reduced the drag by 18 counts. Figure 7.32 shows the pressure distribution
of the baseline and the optimized configurations, and we can see that the shock wave is nearly
smoothed out by SBO. In addition to being a nearly global optimizer, the potential benefit of SBO can
further be explained as:
➢ SBO can definitely be an alternative to gradient-based method in the case that fast adjoint
gradient is not available, such as the case of laminar wing design considering transition;
➢ Adjoint gradients can be incorporated in SBO to further improve the overall efficiency, which
lends it to the method of gradient-enhanced Kriging (GEK);
➢ It is straight forward to extend the SBO framework to robust design, i.e., to design under
uncertain flow conditions or random shape variations due to manufacturing tolerances.
Figure 7.32 CP of the Baseline and SBO Optimized Configurations (M = 0.83, Re = 4.34E7,CL = 0.5)
242
7.3.1.14 Parametric Study - (Influence of Grid Resolution)

The influence of grid resolution on the SBO optimization is studied. All the settings except the number
of grid nodes are exactly the same. The convergence histories of fine- and coarse-grid optimizations,
shown in Figure 7.33-(b), are very similar. There exists only 1 drag count difference between the
optimal shapes obtained by fine and coarse grids, which is consistent with the results of the baseline
shape study. This study encourages us to use the coarse grid for the rest of study, which is associated
with the intensive optimizations of wing-body transport aircraft configuration.
7.3.1.15 Parametric Study – (Influence of Number of Initial Sample Points)

The number of initial sample points is a key issue for a SBO-type optimization. Here for 40 design
variables, we used a series of initial sample points, from 0.5ndim to 8ndim. The convergence histories
of all these optimizations are shown in Figure 7.33-(c). The difference between the results is less
than 1 drag count. With more initial sample points, the infill-sampling process would be faster. But
for the overall computational cost, we suggest using the initial number of sample points of ndim or
2ndim (Figure 7.33-(c) ).
(a) Convergence History (b) Influence og Grid

Resolution
(c) Influence of number of (d) Influence of number

initial sample of design variables
Figure 7.33 Different Influences on SBO (M = 0.83, Re = 4.34E7, CL = 0.5)

243
7.3.1.16 Parametric Study – (Influence of Number of Design Variables)

At last, we study a very important issue about SBO; the effect of number of dimensions. The
optimizations are conducted for the number of design variable of 20, 40, 64, and 80, respectively.
According to the best practice obtained, we used an initial number of sample points equal to the
number of design variables. When the number of design variables is increased from 20 to 40, we can
see that the drag of optimum shapes (less than 0.6 counts). Further study shows that all the (Figure
7.33-(d)), at the beginning, the improvement with 20 design variables is faster, but then it slows
down. The overall performance when using 40 design variables seems to be the best, considering
both the efficiency and final drag counts. When we continue to increase the number of design
variables to 64 and 80, the convergence is slowed down again, but the last stage of convergence is
similar. Considering the total computational cost, we can still afford to optimize with our SBO
optimizer and using the settings according to our best practice when the number of design variables
is as large as 80. We expect that the number of design variables can be even larger. Nevertheless, the
number of design variables has notable influence on the optimum results. The differences observed
here may be a combination of different numbers of design variables and randomness of the initial
samples.
7.4 Kriging Model

7.4.1 What is Kriging?
Kriging is an advanced geo statistical procedure that generates an estimated surface from a scattered
set of points with z-values. Unlike other interpolation methods in the Interpolation toolset, to use
the Kriging tool effectively involves an interactive investigation of the spatial behavior of the
phenomenon represented by the z-values before you select the best estimation method for
generating the output surface456. The IDW (inverse distance weighted) and Spline interpolation tools
are referred to as deterministic interpolation methods because they are directly based on the
surrounding measured values or on specified mathematical formulas that determine the smoothness
of the resulting surface. A second family of interpolation methods consists of geo statistical methods,
such as kriging, which are based on statistical models that include autocorrelation; that is, the
statistical relationships among the measured points.
Because of this, geo statistical techniques not only have the capability of producing a prediction
surface but also provide some measure of the certainty or accuracy of the predictions. Kriging
assumes that the distance or direction between sample points reflects a spatial correlation that can
be used to explain variation in the surface. The Kriging tool fits a mathematical function to a specified
number of points, or all points within a specified radius, to determine the output value for each
location. Kriging is a multistep process; it includes exploratory statistical analysis of the data,
variogram modeling, creating the surface, and (optionally) exploring a variance surface. Kriging is
most appropriate when you know there is a spatially correlated distance or directional bias in the
data. It is often used in soil science and geology. Kriging is similar to IDW in that it weights the
surrounding measured values to derive a prediction for an unmeasured location. The general formula
for both interpolators is formed as a weighted sum of the data:
Ẑ(s0 ) = ∑ λi Z(si )
i=1
Eq. 7.19
where:
Z(si) = the measured value at the ith location
456 ArcGIS for Desktop.

244
λi = an unknown weight for the measured value at the ith location

s0 = the prediction location
N = the number of measured values
In IDW, the weight, λi, depends solely on the distance to the prediction location. However, with the
kriging method, the weights are based not only on the distance between the measured points and the
prediction location but also on the overall spatial arrangement of the measured points. To use the
spatial arrangement in the weights, the spatial autocorrelation must be quantified. Thus, in ordinary
kriging, the weight, λi,
depends on a fitted
model to the
measured points, the
distance to the
prediction location,
and the spatial
relationships among
the measured values
around the prediction
location. The
following sections
discuss how the
general kriging
formula is used to
create a map of the
prediction surface and
a map of the accuracy
of the predictions.
Regression models Figure 7.34 Example of 1D data Interpolation by Kriging, with Confidence
can be zeroth, first, or Intervals
second order
polynomials which globally approximates design space, while stochastic processes compose local
deviations. Kriging model provides a measure for the predictor error (Kriging variance) to establish
a confidence interval as shown in Figure 7.34 where the squares indicate the location of the data.
The kriging interpolation, shown in red, runs along the means of the normally distributed confidence
intervals shown in gray. The dashed curve shows a spline that is smooth, but departs significantly
from the expected intermediate values given by those means.
The response surface models (RSM) are generally second-order polynomial models that have limited
capability to accurately predict nonlinear results. Higher-order models are more accurate with
nonlinear problems, but may be unstable. Kriging models show greater promise for accurate global
approximations of the design space. They are flexible due to the wide range of correlation functions
which can be used to build the approximation framework. Thus, Kriging models can accurately
predict both linear and nonlinear functions. An advantage of the Kriging model is its ability to reduce
the number of needed parameters if the database is small. Thus, the model can be successful even if
there are less training members than design variables. Kriging models combine a global model with
localized departures as:
y(x) = f(x) + Z(x)
Eq. 7.20
245
where y(x) is the objective function, f(x) is an approximation function which is usually a polynomial
function and Z(x) is a stochastic function with zero variance and nonzero covariance. When f(x)
globally approximates the
design space, Z(x) creates
deviations where the Z(x) is
given by 457.
7.4.2 Gradient-Enhanced
Kriging
It is straightforward that the
computation cost can be
reduced with the gradient
information. There are several
ways of implementing
Gradient-Enhanced Kriging
(GEK). Error! Reference
source not found. shows the
prediction comparison of the
Rosenbrock function based on
Kriging model and GEK model
and it is apparent that GEK
outperforms Kriging for the
same number of samples. The
indirect GEK uses the gradient
information to provide
additional data to the Figure 7.35 Prediction Comparison of the Rosenbrock Function
observation results with Based on Kriging Model and GEK Model
defining a small but finite step
size. However, the direct GEK modifies the prior covariance or changing the prior covariance matrix
with appending the partial derivatives to observation results. The main advantages of direct GEK
over indirect GEK are:
1. Direct GEK doesn't need choose the step size;

2. The observation uncertainties can be included for direct GEK;
3. Direct GEK is more robust to poor conditioning of the matrix.
The GEK has also been developed to solve the 2D airfoil drag minimization problems by [Yamazaki
et al.]458.
458 W. Yamazaki, M. Rumpfkeil, D. Mavriplis, “Design Optimization Utilizing Gradient/Hessian Enhanced
Surrogate Model”, 2010 (AIAA Paper AIAA 2010-4363).

246
247
8 Artificial Neutral Networks (ANNs)

Artificial Neutral Networks (ANN) algorithms use a neurological model with learning from
experience, making generalization from similar situations and judging states. The ANN method
began in the early 1940s and became practical in the mid-1980s. Nowadays, there are many different
types of ANN methods including the multilayer perceptron (MLP) (which is generally trained using
the back-propagation of the error algorithm), learning vector quantization, and the radial basis
function (RBF). Some ANNs are classified as feed forward while others are recurrent depending on
how the data is processed through the network. ANN types can also be classified based on their
learning method with some ANN using supervised training, while others are self-organizing. The
most widely used ANN is the Back Propagation Neural Network (BPNN). The first step is to
initialize the weight and bias factors using small random values. Then, the input vector for the first
training sample is input into the network input with the signal propagated to the output layer.
Generally, the output vector provided by the network does not correspond to the desired output
vector associated with this input vector, which is called the forward training phase. The error
between the real and the desired output vector is back-propagated to the network input with this
error used to adjust the connection weights to minimize the error. The learning process requires a
set of input/output vectors that will be sequentially input to the network input/output layers. This
process of presenting the input and output vectors to the network and updating the weights is
repeated for each training set until the weights converge, which is called the backward process.
Figure 8.1 shows the basic structure of a BPNN.
Figure 8.1 Artificial Neural Network (ANN) Configuration
In the forward phase, the sums of the input contributions are connected to the nodes in the next layer
by a sigmoidal transfer function. (see Figure 8.3). The standard sigmoid transfer function, fs, is:
1
fS (x) =
1 + e−x
Eq. 8.1
248
For further details, readers should consult

the [Li & Zheng]459. Figure 8.2 shows how
a network with 2 hidden layers gives
better results for the non-linear function
than a network with 1 hidden layer460.
Radial Basis Neural Networks (RBNN) is
an alternative to the more widely used
BPNN that requires less computer time for
network training. An RBNN consists of an
input layer, a hidden layer, and an output
Figure 8.3 Sigmoid Function
layer. The nodes within each layer are
fully connected to the previous layer. The
input variables are each assigned to a node in the input layer and pass directly to the hidden layer
without weights. Thus, each hidden node receives each input value unaltered. The hidden nodes
contain the Radial Basis Functions (RBFs) which are also called the transfer functions. An RBF is
symmetric about a mean or center point in a multidimensional space. The RBNN has a number of
hidden nodes with RBF activation functions connected in a feed forward parallel architecture.
Figure 8.2 Artificial Neural Networks (ANN) with 1 & 2 Hidden Layers
8.1.1 Learning
Learning is nothing else than determining network unknown parameters through some algorithm in
order to minimize network’s performance measure, typically a function of the difference between
predicted and target (desired) outputs. When ANN learning is iterative in nature, it consists of three
Progress in Aerospace Sciences · July 2017.
460 X.D. Wang, C. Hirsch, S. Kang, C. Lacor, “Multi-objective optimization of turbomachinery using improved NSGA-
II and approximation model”, Computer Methods Appl. Mech. Eng. 200 (2011) 883–895.
249
phases:
(i) training, (ii) validation, and (iii) testing. From previous knowledge, examples or data points
are selected to train the network, grouped in the so-called training dataset. During an iterative
learning, while the training dataset is used to tune network unknowns, a process of cross-validation
takes place by using a set of
data completely distinct from
the training counterpart (the
validation dataset), so that the
generalization performance of
the network can be attested.
Once ‘optimum’ network
parameters are determined,
typically associated to a
minimum of the validation
performance curve (called
early stop ; see Figure 8.4),
many authors still perform a
final assessment of model’s Figure 8.4 Assessing ANN’s Generalization Ability via Cross-
accuracy, by presenting to it a Validation
third fully distinct dataset
called ‘testing’. Heuristics suggests that early stopping avoids overfitting, i.e. the loss of ANN’s
generalization ability. [Quesada]461 provides an easy to understand algorithms to train a neural
network in machine learning blog, using optimizer procedure.
8.1.2 What Does a Neuron Do? 462

The operations done by each neurons are pretty simple : First, it adds up the value of every neurons
from the previous column it is connected to. On the Figure 8.5, there are 3 inputs (x1, x2, x3) coming
to the neuron, so 3 neurons of the
previous column are connected to
our neuron. This value is
multiplied, before being added, by
another variable called “weight”
(w1, w2, w3) which determines the
connection between the two
neurons. Each connection of
neurons has its own weight, and
those are the only values that will
be modified during the learning
process.
Moreover, a bias value may be
Figure 8.5 Operations Done by a Neuron
added to the total value calculated.
It is not a value coming from a
specific neuron and is chosen before the learning phase, but can be useful for the network. After all
those summations, the neuron finally applies a function called “activation function” to the obtained
value.
file:///C:/Users/Owner/Desktop/5%20algorithms%20to%20train%20a%20neural%20networ
461
k%20_%20Machine%20learning%20blog.html
462file:///C:/Users/Owner/Desktop/First%20neural%20network%20for%20beginners%20explained%20(
with%20code).html
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The so-called activation function usually serves to turn the total value calculated before to a number
between 0 and 1 (done for example by a sigmoid function shown by Figure 8.3). Other function
exist and may change the limits of our function, but keeps the same aim of limiting the value. That’s
all a neuron does ! Take all values from connected neurons multiplied by their respective weight, add
them, and apply an activation function. Then, the neuron is ready to send its new value to other
neurons. After every neurons of a column did it, the neural network passes to the next column. In the
end, the last values obtained should be one usable to determine the desired output.
1.1.1.1 Functional Relations

The functional relationship b(η), where η = [η1, η2, , , , ηM]T are input features derived from mean-
field variables that will be available during the predictive solution process. The functional
relationship must be developed by considering the output of a number of inverse problems
representative of the modeling deficiencies relevant to the predictive problem. Further, as explained
below, elements of the feature vector η are chosen to be locally non-dimensional quantities. The
standard NN algorithm operates by constructing linear combinations of inputs and
transforming them through nonlinear activation functions463. The process is repeated once for
each hidden layer (marked blue in Figure 8.6) in the network, until the output layer is reached.
Figure 8.6 Network Diagram for a feed-forward NN with three inputs and one output
Figure 8.6 presents a sample ANN where a Network diagram for a feed-forward NN with three
inputs, two hidden layers, and one output. For this sample network, the values of the hidden nodes
z1,1 through z1,H1 would be constructed as
 3 1 
z1,i = a   w i, jηi 
1
Eq. 8.2
 i =1 
where a1 and w1i,j are the activation function and weights associated with the first hidden layer,
respectively. Similarly, the second layer of hidden nodes is constructed a
463 Anand Pratap Singh, Shivaji Medida, Karthik Duraisamy, “Machine Learning-augmented Predictive Modeling
of Turbulent Separated Flows over Airfoils”, Nov 2016.

251
 H1 2 
z 2, j = a   w i, jz1,i 
2
Eq. 8.3
 i =1 
Finally, the output is
 H2 3 
y  f( ) = a   w i, j z 2,i 
3
Eq. 8.4
 i=1 
Given training data, error back-propagation algorithms464 are used to find wnij . Once the weights are
found, computing the output depends only on the number of hidden nodes, and not on the volume of
the training data. Hyper-parameters of the NN method include the number of hidden layers, the
number of nodes in each hidden layer, and the forms of the activation functions. Typically, 3 layers
and about 100 nodes were employed with a sigmoid activation function.
1.1.2 The Future of ANNs for Fluids Modelling

ANNs will almost certainly have a transformative impact on modelling high dimensional complex
systems such as turbulent flows. The successes with many complex data sets will compel researchers
to utilize this rapidly emerging data analysis tool for improving predictive capabilities. ANNs
represent a paradigm shift for the community. Whereas many innovations have often been inspired
from expert-in-the-loop intuition and physically interpretable models, ANNs have challenged these
traditional notions by building prediction engines that simply outperform competing methods
without providing clear evidence of why they are doing so. To some extent, the application of ANNs
to turbulent flows will bring awareness to the fluids community of the two cultures of statistics and
data science. These two outlooks are centered around the concepts of machine learning and
statistical learning. The former focuses on prediction (ANNs) while the latter is concerned with
inference of interpretable models from data (POD/DMD reductions). Although both methodologies
have achieved significant success across many areas of big data analytics, the physical and
engineering sciences have primarily focused on interpretable methods. Despite its successes,
significant challenges remain for ANNs. Simple questions remains:
1. How many layers are necessary for a given data set?

2. How many nodes at each layer are needed?
3. How big must my data set be to properly train the network?
4. What guarantees exist that the mathematical architecture can produce a good predictor of
the data?
5. What is my uncertainty and/or statistical confidence in the ANN output?
6. Can I actually predict data well outside of my training data?
7. Can I guarantee that I am not overfitting my data with such a large network?
And the list goes on. These questions remain central to addressing the long-term viability of ANNs.
The good news is that such topics are currently being intensely investigated by academic researchers
and industry (Google, Facebook, etc.) alike. Undoubtedly, the next decade will witness significant
progress in addressing these issues. From a practical standpoint, the work of determine the number
of layers and nodes based upon prediction success, i.e. more layers and more nodes do not improve
performance. Additionally, cross-validation is imperative to suppress overfitting. As a general rule,
one should never trust results of a ANN unless rigorous cross-validation has been performed. Cross-
validation plays the same critical role as a convergence study of a numerical scheme. Given the
464 Zhang, Z. J. and Duraisamy, K., “Machine Learning Methods for Data-Driven Turbulence Modeling,” 22nd AIAA
Computational Fluid Dynamics Conference, AIAA Aviation, (AIAA 2015-2460), Dallas, TX, Jun 2015.
252
computational maturity of ANNs and how readily available they are (see Google’s open source
software called Tensor Flow), it is perhaps time for part of the turbulence modelling community to
adopt what has become an important and highly successful part of the machine learning culture:
challenge data sets.
8.1.2.1 Case Study 1 - 2D High-Lift Aerodynamic Optimization Using Neural Networks

Artificial neural networks (ANN) were successfully used to minimize the amount of data required to
completely define the aerodynamics of a three-element airfoil465. The ability of the neural nets to
accurately predict the aerodynamic coefficients (lift, drag, and moment coefficients), for any high-lift
flap deflection, gap, and overlap, was demonstrated for both computational and experimental
training data sets. Multiple input, single output networks were trained using the NASA Ames
variation of the Levenberg-Marquardt algorithm for each of the aerodynamic coefficients. The
computational data set was generated using a 2D incompressible Navier-Stokes algorithm with the
Spalart-Allmaras turbulence model. In high-lift aerodynamics, both experimentally and
computationally, it is difficult to predict the maximum lift, and at which angle of attack it occurs. In
order to accurately predict the maximum lift in the computational data set, a maximum lift criteria
was needed. The "pressure difference rule," which states that there exists a certain pressure
difference between the peak suction pressure and the pressure at the trailing edge of the element at
the maximum lift condition, was applied to all three elements. In this study it was found that only the
pressure difference on the slat element was needed to predict maximum lift. The neural nets were
trained with only three different values of each of the parameters stated at various angles of attack.
The entire computational data set was thus sparse and yet by using only 55 - 70% of the computed
data, the trained neural networks predicted the aerodynamic coefficients within an acceptable
accuracy defined to be the experimental error.
A high-lift optimization study was conducted by using neural nets that are trained with
computational data. Artificial neural networks have been successfully integrated with a gradient
based optimizer to minimize the amount of data required to completely define the design space of a
three-element airfoil. This design process successfully optimized flap deflection, gap, overlap, and
angle of attack to maximize lift. Once the neural nets were trained and integrated with the optimizer,
minimal additional computer resources are required to perform optimization runs with different
initial conditions and parameters. Neural networks "within the process" reduced the amount of
computational time and resources needed in high-lift rigging optimization.
8.1.2.1.1 Discussion and Background

Artificial neural networks are a collection (or network) of simple computational devices which are
modeled after the architecture of biological nervous systems. The ability of neural networks to
accurately learn and predict nonlinear multiple input and output relationships makes them a
promising technique in modeling nonlinear aerodynamic data. CFD in conjunction with Artificial
Neural Networks (ANN) and optimization, may help reduce the time and resources needed to
accurately define the optimal aerodynamics of an aircraft. Essentially, the neural networks will
reduce the amount of data required to define the aerodynamic characteristics of an aircraft while the
optimizer will allow the design space to be easily searched for extreme as. Figure 8.7 shows a visual
depiction of the agile artificial intelligence (AI) enhanced design space capture and smart surfing
process that is developed.
The design space data source is represented by black dots. In this study, computational fluid
dynamics will be used to generate the data. The entire design space analyzed is shown in the figure
Roxana M. Greenman, “Two-Dimensional High-Lift Aerodynamic Optimization Using Neural Networks”, Ames
465
Research Center, Moffett Field, California, NASA / TM- 1998-112233.

253
with a carpet map. The neural network will be able to capture the design space with the small amount
of data that is generated. Next, the optimizer will be able to locate extreme as in the design space by
using the captured design space to calculate the path that must be followed to reach a maxima. The
agile artificial intelligence (AI) design space capture and surfing process is shown in Figure 8.7.
Figure 8.7 Agile AI-Enhanced Design Space Capture and Smart Surfing
Recently, neural networks have been applied to a wide range of problems in the aerospace industry.
For example, neural networks have been used in aerodynamic performance optimization of rotor
blade design466. The study demonstrated that for several rotor blade designs, neural networks were
advantageous in reducing the time required for the optimization. [Failer and Schreck]467 successfully
used neural networks to predict real-time three-dimensional unsteady separated flow fields and
aerodynamic coefficients of a pitching wing. It has also been demonstrated that neural networks are
capable of predicting measured data with sufficient accuracy to enable identification of
instrumentation system degradation. [Steck and Rokhsaz]468 demonstrated that neural networks can
be successfully trained to predict aerodynamic forces with sufficient accuracy or design and
modeling. [Rai and Madavan]469 demonstrated the feasibility of applying neural networks to
aerodynamic design of turbomachinery airfoils.
8.1.2.1.2 Agile AI-Enhanced Design Process

Here, we describes a process which allows CFD to impact high-lift design. This process has three
phases:
1. generation of the training database using CFD;
2. training of the neural networks;
3. integration of the trained neural networks with an optimizer to capture and surf (search) the
466 LaMarsh, W. J.; Walsh, J. L.; and Rogers, J. L.:, “Aerodynamic Performance Optimization of a Rotor Blade Using
a Neural Network as the Analysis”. AIAA Paper 92-4837, Sept. 1992.
467 Failer, W. E.; and Schreck, S. J., “Real-Time Prediction of Unsteady Aerodynamics: Application for Aircraft
Control and Maneuverability Enhancement”. IEEE Transactions on Neural Networks, vol. 6, no. 6, Nov. 1995.
468 Steck, J. E.; and Rokhsaz, K.: “Some Applications of Artificial Neural Networks in Modeling of Nonlinear
Aerodynamics and Flight Dynamics”. AIAA Paper 97-0338, Jan. 1997.

469 Rai, M. M.; and Madavan, N. K.: “Application of Artificial Neural Networks to the Design of Turbomachinery
Airfoils”. AIAA Paper 98-1003, Jan. 1998.

254
high-lift design space (refer to Figure 8.8).
In this reading, an incompressible 2D Navier-Stokes solver is used to compute the flow field about
the three-element airfoil shown in Figure 8.9. The selected airfoil is a cross-section of the Flap-Edge
model that was tested in
the 7- by 10-Foot Wind
Tunnel No. 1 at the NASA
Ames Research Center.
Extensive wind-tunnel
investigations have been
carried out for the Flap-
Edge geometry shown in
Figure 8.9. The model is
a three-element un-swept
wing consisting of a 12%c
LB-546 slat, NACA 632-
215 Mod B main element
and a 30%c Fowler flap Figure 8.8 Illustration of AI-Enhanced Design Process
where c is chord and is
equal to c = 30.0 inches for the un-
deflected (clean, all high-lift
components stowed) airfoil section.
the CFD database for this flap
optimization problem, there are two
different slat deflection settings, six
and twenty-six degrees, and for each,
27 different flap riggings (refer to
Figure 8.9-b) are computed for ten
different angles of attack. [for details
see Greenman]470.
The neural networks are trained by
using the flap riggings and angles of
attack as the inputs and the
aerodynamic forces as the outputs.
The neural networks are defined to be
successfully trained to predict the
aerodynamic coefficients when given
a set of inputs that are not in the
training set, the outputs are predicted
within the experimental error.
Finally, the trained neural networks
are integrated with the optimizer to
allow the design space to be easily
searched for points of interest. It will Figure 8.9 Edge Geometry and definition of flap and slat
be shown that this agile, artificial high-lift rigging
Roxana M. Greenman, “Two-Dimensional High-Lift Aerodynamic Optimization Using Neural Networks”, Ames
470
Research Center, Moffett Field, California, NASA / TM- 1998-112233.

255
intelligence enhanced design process minimizes the cost and time required to accurately optimize
the high lift flap rigging.
8.1.2.1.3 Summary
Multiple input, single output networks were trained using the NASA Ames variation of the Levenberg-
Marquardt algorithm. The neural networks were first trained with wind tunnel experimental data of
the three-element airfoil to test the validity of the neural networks. The networks did accurately
predict the lift coefficients of the individual main and flap elements. However, there was noticeable
error in predicting the slat lift coefficient. The prediction error is most likely caused by the sparse
training data since there were only five different used to train the neural networks. This results from
the fact that the errors are also summed and amplify in the prediction of the total lift coefficient.
Computational data is next used to train the neural networks to test if computational data can be
used to train the neural networks. The neural networks were used to create a computational data
base which may be used to impact design. Solutions were obtained by solving the two-dimensional
Reynolds-averaged incompressible Navier-Stokes equations. The flow field was assumed to be fully
turbulent and the Spalart-Allmaras turbulence model been used. The computational data set had to
be pre-processed to reduce the prediction error at or beyond maximum lift. In high-lift aerodynamics,
both experimentally and computationally, it is difficult to predict the maximum lift, and at which
angle of attack it occurs. In order to predict maximum lift and the angle of attack where it occurs, a
maximum lift criteria was needed. The pressure difference rule, which states that there exists a
certain pressure difference between the peak suction pressure and the pressure at the trailing edge
of the element at the maximum lift condition, was applied to all three elements. For this configuration,
it was found that only the pressure difference on the slat element was needed to predict maximum
lift. By applying the pressure difference rule, the prediction errors of the neural networks were
reduced.
The amount of data that is required to train the neural networks was reduced to allow computational
fluid dynamics to impact the design phase. Different subsets of the training methods were created by
removing entire configurations from the six-degree-deflected slat training set. The mean and
standard deviations of the root-mean-square prediction errors were calculated to compare the
different methods of training. Even though the entire computational data set was sparse, it was
reduced to only 70% of the entire data. It was found that the trained neural networks predicted the
aerodynamic coefficients within an acceptable accuracy defined to be the experimental error. The
aerodynamic data had to be represented in a nonlinear fashion so that the neural networks could
learn and predict accurately. By carefully choosing the training subset, the computational data set
was even further reduced to contain only 52% of the configurations.
These trained neural networks also predicted the aerodynamic coefficients within the acceptable
error. Thus, the computational data required to accurately represent the flow field of a multi-element
airfoil was reduced to allow computational fluid dynamics to be a usable tool for design. This same
procedure was followed in the twenty-six-degree-deflected slat computational data. This data set had
higher deflected flaps which were actually out of the normal flight envelope. The same trends were
found except that the prediction error was much higher in this training set than the previous one.
This was caused by the fact that the flow field was severely separated with the higher deflected flaps.
Thus, the training data representing the flow field was noisy which leads to prediction errors. The
computational design space needs to be easily searched for areas of interest such as maximums or
optimal points. An optimization study to search the design space was conducted by using neural
networks that were trained with computational data.
Artificial neural networks have been successfully integrated with a gradient based optimizer to
minimize the amount of data required to completely define the design space of a three-element
airfoil. The accuracy of the neural networks' prediction was tested for both the initial and modified
configurations by generating the grid and computing the INS2D-UP solution. The high-lift flap
256
aerodynamics were optimized for a three-element airfoil by maximizing the lift coefficient. The
design variables were flap deflection, gap, and overlap.
Overall, the neural networks were trained successfully to predict the high-lift aerodynamics of a
multi-element airfoil. The neural networks were also able to predict the aerodynamics successfully
when only 52-70% of the entire computational data set was used to train. The neural networks were
integrated with an optimizer thus allowing a quick way to search the design space for points of
interest. Optimization with neural networks reduced the turnaround time, CPU time, and cost of
multiple optimization runs. Therefore, neural networks are an excellent tool to allow computational
fluid dynamics to impact the design space. For a complete study of ANN in design and optimization
environments, reader encourage to consult the [Rai et al.]471 and [Timnak et al.]472 beside current
author.
8.1.2.2 Case Study 2 - Artificial Neural Networks (ANNs) Trained Through Deep Reinforcement
Learning Discover Control Strategies For Active Flow Control 473
We present the first application of an Artificial Neural Network (ANNs) trained through a Deep
Reinforcement Learning agent to perform active flow control. It is shown that, in a 2D simulation
of the Kármán vortex street at moderate Reynolds number (Re = 100), our Artificial Neural Network
is able to learn an active control strategy from experimenting with the mass flow rates of two jets on
the sides of a cylinder. By interacting with the unsteady wake, the Artificial Neural Network
successfully stabilizes the vortex alley and reduces drag by about 8%. This is performed while using
small mass flow rates for the actuation, on the order of 0.5% of the mass flow rate intersecting the
cylinder cross section once a new pseudo-periodic shedding regime is found. This opens the way to
a new class of methods for performing active flow control.
8.1.2.2.1 Introduction and Literature Survey

Drag reduction and flow control are techniques of critical interest for the industry [Brunton &
Noack]474. For example, 20% of all energy losses on modern heavy duty vehicles are due to
aerodynamic drag, and drag is naturally the main source of energy losses for an airplane. Drag is also
a phenomenon that penalizes animals, and Nature shows examples of drag mitigation techniques. It
is for example thought that structures of the skin of fast-swimming sharks interact with the turbulent
boundary layer around the animal, and reduce drag by as much as 9% [Dean & Bhushan]475. This is
therefore a proof-of-existence that flow control can be achieved with benefits, and is worth aiming
for.
In the past, much research has been carried towards so-called passive drag reduction methods, for
example using Micro Vortex Generators for passive control of transition to turbulence. While it
should be underlined that this technique is very different from the one used by sharks (preventing
transition to turbulence by energizing the linear boundary layer, contra reducing the drag of a fully
471 Man Mohan Rai, Nateri K. Madavan, and Frank W. Huber, “Improving the Unsteady Aerodynamic Performance
of Transonic Turbines Using Neural Networks”, NASA/TM-1999-208791.
472 N. Timnak, A. Jahangiriana and S.A. Seyyedsalehi, “An optimum neural network for evolutionary aerodynamic
shape design”, Scientia Iranica B (2017) 24(5), 2490-2500.

473 Jean Rabault, Miroslav Kuchta, Atle Jensen, Ulysse Reglade and Nicolas Cerardi, “Artificial Neural Networks
Trained Through Deep Reinforcement Learning Discover Control Strategies For Active Flow Control”, Journal of
Fluid Mechanics, April 2019.
474 Brunton, Steven L & Noack, Bernd R 2015 Closed-loop turbulence control: progress and challenges. Applied
Mechanics Reviews 67 (5), 050801.

475 Dean, Brian & Bhushan, Bharat Shark-skin surfaces for fluid-drag reduction in turbulent flow: a review.
Philosophical transactions. Series A, Mathematical, physical, and engineering sciences, 2010.

257
turbulent boundary layer), benefits in terms of reduced drag can also be achieved. Another way to
obtain drag reduction is by applying an active control to the flow. A number of techniques can be
used in active drag control and have been proven effective in several experiments, a typical example
being to use small jets.
Interestingly, it has been shown that effective separation control can be achieved with even quite
weak actuation, as long as it is used in an efficient way [Schoppa & Hussain]476. This underlines the
need to develop techniques that can effectively control a complex actuation input into a flow, in order
to reduce drag. Unfortunately, designing active flow control strategies is a complex endeavor [Duriez
et al]477. Given a set of point measurements of the flow pressure or velocity around an object, there
is no easy way to find a strategy to use this information in order to perform active control and reduce
drag. The high dimensionality and computational cost of the solution domain (set by the complexity
and non-linearity inherent to Fluid Mechanics) mean that analytical solutions, and real-time
predictive simulations (that would decide which control to use by simulating several control
scenarios in real time) seem out of reach. Despite the considerable efforts put into the theory of flow
control, and the use of a variety of analytical and semi-analytical techniques [Barbagallo et al.]478;
[Sipp & Schmid]479, bottom-up approaches based on an analysis of the flow equations face
considerable difficulties when attempting to design flow control techniques.
A consequence of these challenges is the simplicity of the control strategies used in most published
works about active flow control, which traditionally focus on either harmonic or constant control
input [Schoppa & Hussain]480. Therefore, there is a need to develop efficient control methods, that
perform complex active control and take full advantage of actuation possibilities. Indeed, it seems
that, as of today, the actuation possibilities are large, but only simplistic (and probably suboptimal)
control strategies are implemented. To the knowledge of the authors, only few published examples
of successful complex active control strategies are available with respect to the importance and
extent of the field [Pastoor et al.]481; [Gautier et al]482 ; [Li et al.]483 ; [Erdmann et al.]484 ; [Guéniat et
al.]485.
In the present work, we aim at introducing for the first time Deep Neural Networks and
Reinforcement Learning to the field of active flow control. Deep Neural Networks are
476 Schoppa, Wade & Hussain, Fazle 1998 A large-scale control strategy for drag reduction in turbulent boundary
layers. Physics of Fluids 10 (5), 1049–1051.
477 Duriez, Thomas, Brunton, Steven L & Noack, Bernd R 2016 Machine Learning Control-Taming Nonlinear
Dynamics and Turbulence. Springer.

478 Barbagallo, Alexandre, Dergham, Gregory, Sipp, Denis, Schmid, Peter J & Robinet, Jeanchristophe 2012
Closed-loop control of unsteadiness over a rounded backward-facing step. Journal of Fluid Mechanics 703.
479 Sipp, Denis & Schmid, Peter J 2016 Linear closed-loop control of fluid instabilities and noise-induced
perturbations: A review of approaches and tools. Applied Mechanics Reviews 68 (2), 020801.
480 Schoppa, Wade & Hussain, Fazle 1998 A large-scale control strategy for drag reduction in turbulent boundary
layers. Physics of Fluids 10 (5), 1049–1051.

481 Pastoor, Mark, Henning, Lars, Noack, Bernd R, King, Rudibert & Tadmor, Gilead 2008 Feedback shear layer
control for bluff body drag reduction. Journal of fluid mechanics 608, 161–196.
482 Gautier, Nicolas, Aider, J-L, Duriez, Thomas, Noack, Br, Segond, Marc & Abel, Markus,“ Closed-loop separation
control using machine learning. Journal of Fluid Mechanics, 2015.

483 Li, Ruiying, Noack, Bernd R., Cordier, Laurent, Borée, Jacques & Harambat, Fabien 2017 Drag reduction of a
car model by linear genetic programming control. Experiments in Fluids 58 (8), 103.
484 Erdmann, Ralf, Pätzold, Andreas, Engert, Marcus, Peltzer, Inken & Nitsche, Wolfgang 2011 On active control
of laminar–turbulent transition on two-dimensional wings. Philosophical Transactions of the Royal Society of

London A: Mathematical, Physical and Engineering Sciences 369 (1940), 1382–1395.
485 Guéniat, Florimond, Mathelin, Lionel & Hussaini, M Yousuff 2016 A statistical learning strategy for closed-
loop control of fluid flows. Theoretical and Computational Fluid Dynamics 30 (6), 497–510.
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revolutionizing large fields of research, such as image analysis [Krizhevsky et al.]486, speech
recognition, and optimal control. Those methods have surpassed previous algorithms in all these
examples, including methods such as genetic programming, in terms of complexity of the tasks
learned and learning speed. It has been speculated that Deep Neural Networks will bring advances
also to fluid mechanics [Kutz]487, but until this day those have been limited to a few applications, such
as the definition of reduced order models [Wang et al.]488, the effective control of swimmers, or
performing Particle Image Velocimetry (PIV). As Deep Neural Networks, together with the
Reinforcement Learning framework, have allowed recent breakthroughs in the optimal control of
complex dynamic systems [Lillicrap et al.]489; [Schulman et al.]490, it is natural to attempt to use them
for optimal flow control.
Artificial Neural Networks (ANNs) are the attempt to reproduce in machines some of the features
that are believed to be at the origin of the intelligent thinking of the brain (LeCun et al., 2015). The
key idea consists in performing computations using a network of simple processing units, called
neurons. The output value of each neuron is obtained by applying a transfer function on the weighted
sum of its inputs. When performing supervised learning an algorithm, such as stochastic gradient
descent, is then used for tuning the neurons weights so as to minimize a cost function on a training
set. Given the success of this training algorithm, ANNs can in theory solve any problem since they are
universal approximations: a large enough feed-forward neural network using a nonlinear activation
function can fit arbitrarily well any function, and the Recurrent Neural Network paradigm is even
turning complete. Therefore, virtually any problem or phenomenon that can be represented by a
function could be a field of experimentation with ANNs.
However, the problem of designing the ANNs, and designing the algorithms that train and use them,
is still the object of active research. While the case of supervised learning (i.e., when the solution is
known and the ANN should simply be trained at reproducing it, such as image labeling or PIV) is now
mostly solved owing to the advance of Deep Neural Networks and Deep Convolutional Networks (He
et al., 2016), the case of reinforcement learning (when an agent tries to lean through the feedback of
a reward function) is still the focus of much attention [Mnih et al.]491; [Gu et al.]492; [Schulman et al]493.
In the case of reinforcement learning, an agent (controlled by the ANN) interacts with an
environment through 3 channels of exchange of information in a closed-loop fashion. First, the agent
is given access at each time step to an observation ot of the state st of the environment. The
environment can be any stochastic process, and the observation is only a noisy, partial description of
the environment. Second, the agent performs an action, at, that influences the time evolution of the
environment.
Finally, the agent receives a reward rt depending on the state of the environment following the action.
The reinforcement learning framework consists in finding strategies to learn from experimenting
486 Krizhevsky, Alex, Sutskever, Ilya & Hinton, Geoffrey E 2012 Image net classification with deep convolutional
neural networks. In Advances in neural information processing systems, pp. 1097–1105.
487 Kutz, J. Nathan 2017 Deep learning in fluid dynamics. Journal of Fluid Mechanics 814, 1–4.
488 Wang, Z, Xiao, D, Fang, F, Govindan, R, Pain, Cc & Guo, Y 2018 Model identification of reduced order fluid
dynamics systems using deep learning. International Journal for Numerical Methods in Fluids 86 (4), 255–268.
489 Lillicrap, Timothy P, Hunt, Jonathan J, Pritzel, Alexander, Heess, Nicolas, Erez, Tom, Tassa, Yuval, Silver,
David & Wierstra, Daan 2015 Continuous control with deep reinforcement learning. preprint arXiv:1509.02971
490 Schulman, John, Levine, Sergey, Moritz, Philipp, Jordan, Michael I. & Abbeel, Pieter 2015 Trust region policy
optimization. CoRR abs/1502.05477, arXiv: 1502.05477.

491 Mnih, Volodymyr, Kavukcuoglu, Koray, Silver, David, Graves, Alex, Antonoglou, Ioannis, Wierstra, Daan &
Riedmiller, Martin 2013 Playing atari with deep reinforcement learning. arXiv preprint arXiv:1312.5602 .
492 Gu, Shixiang, Lillicrap, Timothy, Sutskever, Ilya & Levine, Sergey 2016 Continuous deep q-learningwith model-
based acceleration. In International Conference on Machine Learning, pp. 2829–2838.

493 Schulman, John, Wolski, Filip, Dhariwal, Prafulla, Radford, Alec & Klimov, Oleg 2017 Proximal policy
optimization algorithms. arXiv preprint arXiv:1707.06347 .

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with the environment, in order to discover control sequences a(t = 1, , , , , T) that maximize the reward.
The environment can be any system that provides the interface (ot, at, rt), either it is an Atari game
emulator, a robot acting in the physical world that should perform a specific task, or a fluid mechanics
system whose drag should be minimized in our case.
In the present work, we apply for the first time the Deep Reinforcement Learning (DRL, i.e.
Reinforcement Learning performed on a deep ANN) paradigm to an active flow control problem.
We use a Proximal Policy Optimization (PPO) method together with a Fully Connected Artificial
Neural Network (FCANN) to control two synthetic jets located on the sides of a cylinder immersed
in a constant flow in a 2D simulation. The geometry is chosen owing to its simplicity, the low
computational cost associated with resolving a 2D unsteady wake at moderate Re number, and the
simultaneous presence of the causes that make active flow control challenging (time dependence,
non-linearity, high dimensionality). The PPO agent manages to control the jets and to interact with
the unsteady wake to reduce the drag. We choose to release all our code as Open Source, to help
trigger interest in those methods and facilitate further developments. In the following, we first
present the simulation environment, before giving details about the network and reinforcement
framework, and finally we offer an overview of the results obtained.
8.1.2.2.2 Simulation Environment
The PPO agent performs active flow control in a 2D simulation environment. In the following, all
quantities are considered non-dimensionalized. The geometry of the simulation, adapted from the
2D test case of well-known benchmarks [Schäfer et al]494, consists of a cylinder of non-dimensional
diameter D = 1 immersed in a box of total non-dimensional length L = 22 (along the X-axis) and height
H = 4.1 (along Y-axis). The origin of the coordinate system is in the center of the cylinder. Similarly
to the benchmark of the cylinder is slightly off the centerline of the domain (a shift of 0.05 in the Y
direction is used), in order to help trigger the vortex shedding. The inflow profile (on the left wall of
the domain) is parabolic, following the formula (cf. 2D-2 test case in [Schäfer et al.]495):
H 2
6 [( ) − y 2 ]
2
U(y) =
H2
Eq. 8.5
Figure 8.10 Unsteady Non-Dimensional Pressure Wake Behind the Cylinder after Flow Initialization
without Active Control. The Location of the Velocity Probes is Indicated by the Black Dots While The
Location of the Control Jets is Indicated by the Red Dot
494 Schäfer, M., Turek, S., Durst, F., Krause, E. & Rannacher, R. 1996 Benchmark Computations of Laminar Flow
Around a Cylinder, pp. 547–566. Wiesbaden: Vieweg+Teubner Verlag.
495 See Previous.
260
where (U(y), V(y) = 0) is the non-dimensionalized velocity vector. Using this velocity profile, the
mean velocity magnitude is Ū = 2U(0)/3 = 1. A no-slip boundary condition is imposed on the top and
bottom walls and on the solid walls of the cylinder. An outflow boundary condition is imposed on the
right wall of the domain. The configuration of the simulation is visible in Figure 8.10.
The Reynolds number based on the mean velocity magnitude and cylinder diameter (Re = UD/ν, with
ν the kinematic viscosity) is set to Re = 100. Computations are performed on an unstructured mesh
generated with Gmsh. The mesh is refined around the cylinder and is composed of 9262 triangular
elements. A non-dimensional, constant numerical time step dt = 5.10-3 is used. The total
instantaneous drag on the cylinder C is computed following:
FD = ∫(σ. n) ex dS
C
Eq. 8.6
where _ is the Cauchy stress tensor, n is the unit vector normal to the outer cylinder surface, and ex =
(1. 0). In the following, the drag is normalized into the drag coefficient:
FD
CD =
(1/2)ρU̅ 2D
Eq. 8.7
where ρ = 1 is the non-dimensional volumetric mass density of the fluid. Similarly, the lift force FL
and
FL = ∫(σ. n) ey dS
C
Eq. 8.8
lift coefficient CL are defined as
FL
CL =
(1/2)ρU̅ 2D
Eq. 8.9
where ey = (0, 1). In the interest of short solution time, the governing Navier-Stokes equations are
solved in a segregated manner. More precisely, the Incremental Pressure Correction Scheme (IPCS
method with an explicit treatment of the nonlinear term is used. More details are available in
([Rabault]496, Appendix B). Spatial discretization then relies on the finite element method
implemented within the FEniCS framework. We remark that both the mesh density and the Reynolds
number could easily be increased in a later study, but are kept low here as it allows for fast training
on a laptop which is the primary aim of our proof-of-concept demonstration.
In addition, two jets (1 and 2) normal to the cylinder wall are implemented on the sides of the
cylinder, at angles θ1 = 90 and θ2 = 270 degrees relatively to the flow direction. The jets are controlled
through their non-dimensional mass flow rates, Qi, i = 1; 2, and are set through a parabolic-like
velocity profile going to zero at the edges of the jet, (see [Rabault]497, Appendix B) for the details. The
jet widths are set to 10 degree. Choosing jets normal to the cylinder wall, located at the top and
bottom extremities of the cylinder, means that all drag reduction observed will be the result of
497 See Previous.
261
indirect flow control, rather than direct injection of momentum. In addition, the control is set up in
such a way that the total mass flow rate injected by the jets is zero, i.e. Q1 + Q2 = 0. This synthetic jets
condition is chosen as it is more realistic than a case when mass is added or subtracted from the flow,
and makes the numerical scheme more stable specially with respects to the boundary conditions of
the problem. In addition, it makes sure that the drag reduction observed is the result of actual flow
control, rather than some sort of propulsion phenomenon. In the following, the injected mass flow
rates are normalized following:
D2
Qi
Q∗i = ; Q ref = ∫ ρU(y)dy
Q ref
−D2
Eq. 8.10
where Qref is the reference mass flow rate intercepting the cylinder. During learning, we impose that
∣Q∣< 0.06. This helps in the learning process by preventing non-physically large actuation, and
prevents problems in the numeric of the simulation by enforcing the CFL condition close to the
actuation jets.
Finally, information is extracted from the simulation and provided to the PPO agent. A total of 151
velocity probes, which report the local value of the horizontal and vertical components of the velocity
field, are located in several locations in the neighborhood of the cylinder and in its wake (see Figure
8.10). This means that the network gets detailed information about the flow configuration, which is
our objective as this article focuses on finding the best possible control strategy of the vortex
shedding pattern. A different question would be to assess the ability of the network to perform
control with a partial observation of the system. To illustrate that this is possible with adequate
training, we provide some results with an input layer reduced to 11 and 5 probes in (see [Rabault]498,
Appendix E) but further parameter space study and sensitivity analysis is out of the scope of the
present paper and is let to future work.
An unsteady wake develops behind the cylinder, which is in good agreement with what is expected
at this Reynolds number. A simple benchmark of the simulation was performed by observing the
pressure fluctuations, drag coefficient and Strouhal number St = f D/Ū , where f is the vortex
shedding frequency. The mean value of CD in the case without actuation (around 3.205) is within 1%
of what is reported in the benchmark of [Schäfer et al.]499, which validates our simulations, and
similar agreement is found for St (typical value of around 0.30) . In addition, we also performed tests
on refined meshes, going up to around 30000 triangular elements, and found that the mean drag
varied by less than 1 % following mesh refinement. A pressure field snapshot of the fully developed
unsteady wake is presented in Figure 8.10.
8.1.2.2.3 Network and Reinforcement Learning Framework

As stated in the introduction, Deep Reinforcement Learning (DRL) sees the fluid mechanic simulation
as yet-another environment to interact with through 3 simple channels: the observation ot (here, an
array of point measurements of velocity obtained from the simulation), the action at (here, the active
control of the jets, imposed on the simulation by the learning agent), and the reward rt (here, the
time-averaged drag coefficient provided by the environment, penalized by the mean lift coefficient
magnitude; see further in this section). Based on this limited information, DRL trains an ANN to find
closed-loop control strategies deciding at from ot at each time step, so as to maximize rt. Our DRL
498See Previous.
499Schäfer, M., Turek, S., Durst, F., Krause, E. & Rannacher, R. 1996 Benchmark Computations of Laminar Flow
Around a Cylinder, pp. 547–566. Wiesbaden: Vieweg+Teubner Verlag.
262
agent uses the Proximal Policy Optimization (PPO, Schulman et al.]500) method for performing
learning.
PPO is a reinforcement learning algorithm that belongs to the family of policy gradient methods. This
method was chosen for several reasons. In particular, it is less complex mathematically and faster
than concurring Trust Region Policy Optimization methods (TRPO), and requires little to no meta
parameter tuning. It is also better adapted to continuous control problems than Deep Q Learning
(DQN) and its variations. From the point of view of the fluid mechanist, the PPO agent acts as a black
box (though details about its internals are available in and the referred literature). A brief
introduction to the PPO method is provided in ([Rabault]501, Appendix C).
The PPO method is episode-based, which means that it learns from performing active control for a
limited amount of time before analyzing the results obtained and resuming learning with a new
episode. In our case, the simulation is first performed with no active control until a well-developed
unsteady wake is obtained, and the corresponding state is saved and used as a start for each
subsequent learning episode. The instantaneous reward function, rt, is computed following:
rt = −〈CD 〉T − 0.2|〈CL 〉T |
Eq. 8.11
where < . >T indicates the sliding average back in time over a duration corresponding to one vortex
shedding cycle. The ANN tries to maximize this function rt, i.e. to make it as little negative as possible
therefore minimizing drag and mean lift (to take into account long-term dynamics, an actualized
reward is actually used during gradient descent; (see the Appendix C in [Rabault]502, for more
details). This specific reward function has several advantages compared with using the plain
instantaneous drag coefficient. Firstly, using values averaged over one vortex shedding cycle leads to
less variability in the value of the reward function, which was found to improve learning speed and
stability. Secondly, the use of a penalization term based on the lift coefficient is necessary to prevent
the network from ’cheating’. Indeed, in the absence of this penalization, the ANN manages to find a
way to modify the configuration of the flow in such a way that a larger drag reduction is obtained (up
to around 18 % drag reduction, depending on the simulation configuration used), but at the cost of a
large induced lift which is damageable in most practical applications.
The ANN used is relatively simple, being composed of two dense layers of 512 fully connected
neurons, plus the layers required to acquire data from the probes, and generate data for the 2 jets.
This network configuration was found empirically through trial and error, as is usually done with
ANNs. Results obtained with smaller networks are less good, as their modeling ability is not sufficient
in regards to the complexity of the flow configuration obtained. Larger networks are also less
successful, as they are harder to train. In total, our network has slightly over 300000 weights. For
more details, readers are referred to the code implementation (see the [Rabault]503 Appendix A).
At first, no learning could be obtained from the PPO agent interacting with the simulation
environment. The reason for this was the difficulty for the PPO agent to learn the necessity to set
time-correlated, continuous control signals, as the PPO first tries purely random control and must
500 Schulman, John, Wolski, Filip, Dhariwal, Prafulla, Radford, Alec & Klimov, Oleg 2017 Proximal policy
optimization algorithms. arXiv preprint arXiv:1707.06347 .
502 See Previous.
263
observe some improvement on the reward function for performing learning. Therefore, we
implemented two tricks to help the PPO agent learn control strategies:
• The control value provided by the network is kept constant for a duration of 50 numerical
time steps, corresponding to around 7.5 % of the vortex shedding period. This means, in
practice, that the PPO agent is allowed to interact with the simulation and update its control
only each 50 time steps.
• The control is made continuous in time to avoid jumps in the pressure and velocity due to the
use of an incompressible solver. For this, the control at each time step in the simulation is
obtained for each jet as cs+1 = cs + α(a - cs), where cs is the control of the jet considered at the
previous numerical time step, cs+1 is the new control, a is the action set by the PPO agent for
the current 50 time steps, and α = 0.1 is a numerical parameter.
Using those technical tricks, and choosing an episode duration Tmax = 20.0 (which spans around 6.5
vortex shedding periods, and corresponds to 4000 numerical time steps, i.e. 80 actions by the
network), the PPO agent is able to learn a control strategy after typically about 200 epochs
corresponding to 1300 vortex
shedding periods or 16000
sampled actions, which
requires around 24 hours of
training on a modern desktop
using one single core. This
training time could be
reduced easily by at least a
factor of 10, using more cores
to parallelize the data
sampling from the epochs
which is a fully parallel
process. Fine tuning the policy
can take a bit longer time, and
up to around 350 epochs can
be necessary to obtain a fully
stabilized control strategy. A
training has also been
performed going up to over Figure 8.11 Illustration of the Robustness of the Learning Process
1000 episodes to confirm that
no more changes were
obtained if the network is let to train for a significantly longer time. Most of the computation time is
spent in the flow simulation. This setup with simple, quick simulations makes experimentation and
reproduction of our results easy, while being enough for a proof-of-concept in the context of a first
application of Reinforcement Learning to active flow control and providing an interesting control
strategy for further analysis.
The drag values reported are obtained at each training epoch (including exploration noise), for 10
different trainings using the same meta parameters, but different values of the random seed. Robust
learning takes place within 200 epochs, with fine converged strategy requiring a few more epochs to
stabilize. The drag reduction is slightly less than what is reported in the rest of the text, as these
results include the random exploration noise and are computed over the second half of the training
epochs, where some of the transient in the drag value is still present during training.
264
8.1.2.2.4 Results for Drag Reduction Through Active Flow Control

Robust learning is obtained by applying the methodology presented in the previous section. This is
illustrated by Figure 8.11 504, which presents the averaged learning curve and the confidence
interval corresponding to 10 different trainings performed using different seeds for the random
number generator. In this figure, the drag presented is obtained by averaging the drag coefficient
obtained on the second half of each training epoch. This averaging is performed to smooth the effect
of both vortex shedding, and drag fluctuations due to the exploration. While it may include part of
the initial transition from the undisturbed vortex shedding to the controlled case, it is a good relative
indicator of policy convergence. Estimating at each epoch the asymptotic quality of the fully
established control regime would be too expansive, which is the reason why we resort to this
averaged value. Using different random seeds results in different trainings, as random data are used
in the exploration noise and for the random sampling of the replay memory used during stochastic
gradient descent. All other parameters are kept constant. The data presented indicate that learning
takes place consistently in around 200 epochs, with fine convergence and tuning requiring up to
around 400 epochs.
Due to the presence of exploration noise and the averaging being performed on a time window
including some of the transition in the flow configuration from free shedding to active control, the
quality of the drag reduction reported in this figure is slightly less than in the case of deterministic
control in the pseudo periodic actively controlled regime (i.e. when a modified stable vortex shedding
is obtained with the most
likely action of the optimal
policy being picked up at
each time step implying that,
in the case of deterministic
control, no exploration noise
is present), which is as
expected. The final drag
reduction value obtained in
the deterministic mode (not
shown to not overload the
figure) is also consistent
across the runs.
Therefore, it is clear that the
ANN is able to consistently
reduce drag by applying
active flow control following
training through the
DRL/PPO algorithm, and that
Figure 8.12 Time-Resolved Value of the Drag Coefficient CD in the
the learning is both stable
case without (baseline curve) and with (controlled curve) Active Flow
and robust. All results Control, and Corresponding Normalized Mass Flow Rate of the Control
presented further in both Jet 1 (Q*1 inset)
this section and the next one
are obtained using
504 Illustration of the robustnessof the learning process. The drag values reported are obtained at each training
epoch (including exploration noise), for 10 different trainings using the same meta parameters, but different
values of the random seed. Robust learning takes place within 200 epochs, with fine converged strategy
requiring a few more epochs to stabilize. The drag reduction is slightly less than what is reported in the rest of
the text, as these results include the random exploration noise and are computed over the second half of the
training epochs, where some of the transient in the drag value is still present during training.
265
deterministic prediction, and therefore exploration noise is not present in the following figures and
results. The time series for the drag coefficient obtained using the active flow control strategy
discovered through training in the first run, compared with the baseline simulation (no active
control, i.e. Q1 = Q2 = 0), is presented in Figure 8.12 together with the corresponding control signal
(inset). Similar results and control Laws are obtained for all training runs, and the results presented
in Figure 8.12 are therefore representative of the learning obtained with all 10 realizations. In the
case without actuation (baseline), the drag coefficient CD varies periodically at twice the vortex
shedding frequency, as should be expected. The mean value for the drag coefficient is < CD >≈ 3.205,
and the amplitude of the fluctuations of the drag coefficient is around 0.034. By contrast, the mean
value for the drag coefficient in the case with active flow control is around < C’D > ≈2.95, which
represents a drag reduction of around 8%.
To put this drag reduction into perspective, we estimate the drag obtained in the hypothetical case
where no vortex shedding is present. For this, we perform a simulation with the upper half domain
and a symmetric boundary condition on the lower boundary (which cuts the cylinder through its
equator). More details about this simulation are presented in Appendix D of [Rabault]505. The steady-
state drag obtained on a full cylinder in the case without vortex shedding is then CDs = 2.93 (see
Appendix D) of [Rabault]506, which means that the active control is able to suppress around 93% of
the drag increase observed in the baseline without control compared with the hypothetical reference
case where the flow would be kept completely stable.
In addition to this reduction in drag, the fluctuations of the drag coefficient are reduced to around
0:0016 by the active control, i.e. a factor of around 20 compared with the baseline. Similarly,
fluctuations in lift are reduced, though by a more modest factor of around 5.7. Finally, a Fourier
analysis of the drag coefficients obtained shows that the actuation slightly modifies the characteristic
frequency of the system. The actively controlled system has a shedding frequency around 3.5% lower
than the baseline. Several interesting points are visible from the active control signal imposed by the
ANN presented in Figure 8.12. Firstly, the active flow control is composed of two phases. In the first
one, the ANN changes the configuration of the flow by performing a relatively large transient
actuation (non-dimensional time ranging from 0 to around 11). This changes the flow configuration,
and sets the system in a state in which less drag is generated. Following this transient actuation, a
second regime is reached in which a smaller actuation amplitude is used. The actuation in this new
regime is pseudo-periodic. Therefore, it appears that the ANN has found a way to both set the flow in
a modified configuration in which less drag is present, and keep it in this modified configuration at a
relatively small cost. In a separate simulation, the small actuation present in the pseudo-periodic
regime once the initial actuation has taken place was suppressed. This led to a rapid collapse of the
modified flow regime, and the original base flow configuration was recovered. As a consequence, it
appears that the modified flow configuration is unstable, though only small corrections are needed
to keep the system in its neighborhood.
Secondly, it is striking to observe that the ANN resorts to quite small actuations. The peak value for
the norm of the non-dimensional control mass flow rate Q*1 , which is reached during the transient
active control regime, is only around 0.02, i.e. a factor 3 smaller than the maximum value allowed
during training. Once the pseudo-periodic regime is established, the peak value of the actuation is
reduced to around 0.006. This is an illustration of the sensitivity of the Navier-Stokes
equations to small perturbations, and a proof that this property of the equations can be exploited to
actively control the flow configuration, if forcing is applied in an appropriate manner.
8.1.2.2.5 Analysis of the Control Strategy Results

The ANN trained through DRL learns a control strategy by using a trial-and-error method.
505 See Previous.

506 See Previous.
266
Understanding which strategy an ANN decides to use from the analysis of its weights is known to be
challenging, even on simple image analysis tasks. Indeed, the strategy of the network is encoded in
the complex combination of the weights of all its neurons. A number of properties of each individual
network, such as the variations in architecture, make systematic analysis challenging [Rauber et
al.]507. Through the combination of the neuron weights, the network builds its own internal
representation of how the flow in a given state will be affected by actuation, and how this will affect
the reward value. This is a sort of private, ’encrypted’ model obtained through experience and
interaction with the flow.
Therefore, it appears challenging to directly analyze the control strategy from the trained network,
which should be considered rather as a black box in this regard. Instead, we can look at macroscopic
flow features and how the active control modifies them. This pinpoints the effect of the actuation on
the flow and separation happening in the wake. Representative snapshots of the flow configuration
in the baseline case (no actuation), and in the controlled case when the pseudo-periodic regime is
reached (i.e., after the initial large transient actuation), are presented in Figure 8.13. As visible in
Figure 8.13, the active control leads to a modification of the 2D flow configuration. In particular, the
Kármán alley is altered in the case with active control and the velocity fluctuations induced by the
vortexes are globally less strong, and less active close to the upper and lower walls. More strikingly,
the extent of the recirculation area is dramatically increased. Defining the recirculation area as the
region in the downstream neighborhood of the cylinder where the horizontal component of the
velocity is negative, we observe a 130% increase in the recirculation area, averaged over the pseudo-
period. The recirculation area in the active control case represents 103% of what is obtained in the
hypothetical stable configuration of Appendix D of ([Rabault]508, (so, the recirculation area is slightly
larger in the controlled case than in the hypothetical stable case, though the difference is so small
that it may be due to a side effect such as slightly larger separation close to the jets, rather than a true
change in the extent of the developed wake), while the recirculation area in the baseline
Figure 8.13 Comparison of representative snapshots of the velocity magnitude in the case without
actuation (top), and with active flow control (bottom). The bottom figure corresponds to the established
pseudo-periodic modified regime, which is attained after the initial transient control.
507 Rauber, Paulo E, Fadel, Samuel G, Falcao, Alexandre X & Telea, Alexandru C 2017 Visualizing the hidden
activity of artificial neural networks. IEEE transactions on visualization and computer graphics 23 (1), 101–110.
267
configuration with vortex shedding is only 44% of this same stable configuration value. This is,
similarly to what was observed for CD, an illustration of the efficiency of the control strategy at
reducing the effect of vortex shedding. To go into more details, we look at the mean and the Standard
Deviation (STD) of the flow velocity magnitude and pressure, averaged over a large number of vortex
shedding periods (in the case with active flow control, we consider the pseudo-periodic regime).
We show for the first time that the Deep Reinforcement Learning paradigm (DRL, and more
specifically the Proximal Policy Optimization algorithm, PPO) can discover an active flow control
strategy for synthetic jets on a cylinder, and control the configuration of the 2D Kármán vortex street.
From the point of view of the ANN and DRL, this is just yet-another-environment to interact with. The
discovery of the control strategy takes place through the optimization of a reward function, here
defined from the fluctuations of the drag and lift components experienced by the cylinder. A drag
reduction of up to around 8 % is observed. In order to reduce drag, the ANN decides to increase the
area of the separated region, which in turn induces a lower pressure drop behind the cylinder, and
therefore lower drag. This brings the flow into a configuration that presents some similarities with
what would be obtained from boat-tailing.
The value of the drag coefficient and extent of the recirculation bubble when control is turned on are
very close to what is obtained by simulating the flow around a half cylinder using a symmetric
boundary condition at the lower wall, which allows to estimate the drag expected around a cylinder
at comparable Reynolds number if no vortex shedding was present. This implies that the active
control is able to effectively cancel the detrimental effect of vortex shedding on drag. The learning
obtained is remarkable, as little meta parameter tuning was necessary, and training takes place in
about one day on a laptop. In addition, we have resorted to strong regularization of the output of the
DRL agent through under sampling of the simulation and imposing a continuous control for helping
the learning process. It could be expected that relaxing those constraints, i.e. giving more freedom to
the network, could lead to even more efficient strategies.
These results are potentially of considerable importance for Fluid Mechanics, as they provide a proof
that DRL can be used to solve the high dimensionality, analytically intractable problem of active flow
control. The ANN and DRL approach has a number of strengths which make it an appealing
methodology. In particular, ANNs allow for an efficient global approximation of strongly nonlinear
functions, and they can be trained through direct experimentation of the DRL agent with the flow
which makes it in theory easily applicable to both simulations and experiments without changes in
the DRL methodology. In addition, once trained, the ANN requires only few calculations to compute
the control at each time step. In the present case when two hidden layers of width 512 are used, most
of the computational cost comes from a matrix multiplication, where the size of the matrices to
multiply is [512, 512]. This is much less computationally expensive than the underlying problem.
Finally, we are able to show that learning takes place in a timely manner, requiring a reasonable
number of vortex shedding periods to obtain a converged strategy.
This work opens a number of research directions, including applying the DRL methodology to more
complex simulations, for example more realistic 3D LES/DNS on large computer clusters, or even
applying such an approach directly to a real world experiment. In addition, a number of interesting
questions arise from the use of ANNs and DRL. For example, can some form of transfer learning be
used between simulations and the real world if the simulations are realistic enough (i.e., can one train
an ANN in a simulation, and then use it in the real world)? The use of DRL for active flow control may
provide a technique to finally take advantage of advanced, complex flow actuation possibilities, such
as those allowed by complex jet actuator arrays.
268
269
9 Case Studies Involving Wind Turbines

9.1 Case Study 1 - Design of the AOC 15/50 Rotor Blade for Wind Turbine
9.1.1 Statement of Problem
The main purpose of this study is to conduct a parametric sensitivity study on the blade design of
AOC 15/50 wind turbine based on a CFD approach and optimize the blade design for maximizing the
power output. [Kapoor]509. The Fluent® flow solver using the k-ω SST turbulence model was
validated by simulating the flow over two dimensional airfoils comprising the AOC 15/50 wind
turbine blade. The CFD results have shown a considerable agreement with the experimental data for
the airfoils. Parametric correlation study and sensitivity analysis were conducted by performing
actual flow simulations over the turbine blade using ANSYS® Fluent®. This illustrates the
dependence of power output on the blade design parameters. Parametric correlation study reveals
that the blade design variables on the outer 40% of the blade span have a predominant effect on the
power output of the blade, while the obtained scatter plots and determination matrix indicate the
blade optimization problem setup as non-linear and quadratic fit.
The most sensitive design parameters are used to formulate the flow optimization problem. A
response surface optimization (RSO) methodology is employed for carrying out the blade shape
optimization process. Design of Experiments (DoE) using the Latin Hypercube Sampling (LHS)
algorithm is used to construct a robust response surface model, which is then searched for the
optimized design using the Nonlinear Programming by Quadratic Lagrangian (NLPQL) technique.
Two optimization routines are carried out by varying the geometric constraints on the blade. First
optimization routine constrained the blade length and maximum chord occurring at a 40% span
location from the hub to be fixed, yielding a design that performs marginally well up to the wind
speed of 9.2 m/s with a maximum power increment of 7.55 % occurring at the 8.03 m/s wind speed.
The search for the second optimization routine was initialized in the design space with the best
candidate point obtained from the first optimization routine. Second optimization routine generated
Figure 9.1 Schematic of a Wind Turbine Generation System- (Courtesy of Gaurav Kapoor)
270
a design configuration that resulted in an increased blade length and surface area, thus leading to an
overall lift force augmentation producing a 25.26% increase in the power output. Both the optimized
candidates obtained were validated using the flow solver to verify the optimized design for
maximized power output. The coefficient of pressure plots at various span locations of the blade
bolster the claim that most of the mechanical power is produced in the outer 30-40% of the blade.
9.1.2 Wind Turbine Design and Working Principle

The structure itself is rather simple and fairly common nowadays (see Figure 9.1). The rotor is
made of generally three blades fixed to a hub. The hub is responsible for the blade control and for
connecting the rotor mechanism to the rotor shaft (and consequently to the electrical generator). The
nacelle (see Figure 9.2) is the enclosure that holds all mechanical organs of the machine (gearbox,
rotor brake, bearings, etc.) as well as the generator and control systems. The bedplate, which
connects the nacelle to the tower, is responsible for a very important movement of the WT, the yaw
system, allowing the HAWT to face the direction of the wind flow. Finally, the tower is the structure
that holds the machine in place and that connects the HAWT to the electrical grid.
Figure 9.2 Schematic of Internal Components of a Modern HAWT- (Courtesy of Gaurav Kapoor)
9.1.3 Airfoils and Blade Design

The most important factor in designing a wind turbine is the choice of airfoils from which the blade
gets it aerodynamic shape, as the entire blade is shape lofted from these airfoils sections. The lift
generated from these airfoils at every section causes the rotation of the blade, also the performance
of the blade is highly dependent on airfoil performance. The airfoil near the blade root are usually
thicker and are flat-back (or rounded trailing edge) to make the blade thicker at the root section. The
airfoil section at the tip of the blade has a sharp trailing edge for achieving higher tip speed ratio. The
airfoil sections closer to the tip of the blade generate higher lift force due to the speed variation in
271
the relative wind, the purpose of airfoils at the root of blade is mainly structural, having a minimal
contribution to the aerodynamic performance of the blade. Thus the root section of the wind turbine
blade is thicker and
stronger than its tip
section (Figure 9.3).
Wind turbine blades are
shaped to extract
maximum power from the
wind at the minimum cost
involved. Primarily the
blade design is driven by Figure 9.3 Profiles of Flat-back and Sharp Trailing Edge Airfoils
the aerodynamic and
performance requirements. But in true sense, the economics mean that the blade shape is a
compromise to keep the cost of construction, operation and maintenance to a minimum. The blade
design procedure starts with obtaining a solution set for both aerodynamic and structural efficiency.
The best blade design is a tradeoff between both aerodynamic performance and structural stiffness.
9.1.4 Blade Twist

Analogous to an airplane wing, wind turbine blades work by generating lift force due to their airfoil
shape. The more curved side generates low air pressures while high pressure air pushes on the
pressure side of the airfoil. The net result of this pressure difference on either side of the blade
surface is a lift force perpendicular to the direction of flow of the air. Since the turbine blade is in
motion, the true wind is
incident on it from a different
angle. This is called apparent
wind as shown in Figure 9.4.
The apparent wind is stronger
than the true wind but its
angle is less favorable to
generate a driving force on the
blade. This also means that the
lift force contributes to the
thrust the rotor. To maintain
an effective angle of attack to
generate lift, the blade must
be turned further from the Figure 9.4 Blade Twist at Span-wise Sections (Airfoils) and Apparent
Wind Angles
true wind angle which gives
twist to the blade from root to
tip. It can be seen that the blade tip is moving faster through the air compared to the blade region
closer to the root, hence the tip is operating at a greater apparent wind angle. Thus, the blade needs
to be turned further at the tips than at the root, which essentially means it must be built with an
inherent twist along is length. The requirement to twist the blades has implications on the
manufacturing processes.
9.1.5 Tip Speed Ratio (TSR)

The rotational speed at which the turbine operates is a fundamental choice in the blade design. It is
defined in terms of the speed of the blade tips relative to the free wind speed. This is called the tip
speed ratio (λ) and its definition as shown:
272
ωR
λ=
v0
Eq. 9.1
Where, 𝜔 is the angular velocity of the wind turbine rotor, 𝑅 is radius of the rotor and 𝑣0 is the free
wind speed. A higher tip speed ratio (TSR) induces the net aerodynamic force on the blade
(component of lift and
drag) to be
approximately parallel
to the rotor axis . The
lift to drag ratio can be
affected severely by
presence of dirt or
roughness on the blade
surfaces510. Low tip
speed ratio
unfortunately results
is lower aerodynamic
efficiency due to two
effects. Since the lift
force on the blade
generates torque,
according to the laws
of motion, it has an
equal but opposite
effect on the incident Figure 9.6 Swirling Flow in the Wind Turbine Wake
wind, tending to push
it around tangentially in the other direction. As a result, the air downwind of the turbine has a swirl,
i.e. it spins in the opposite direction to the blade rotation, as depicted in Figure 9.6. This swirl
represents lost power which reduces the available power that can be extracted from the incident
wind. Lower rotational speed requires higher torque to maintain the same power output, so lower
tip speed ratio results in
greater wake swirl
losses.
The other reason for the
reduction in
aerodynamic efficiency
at low tip speed ratio is
due to the tip losses,
where high-pressure
air from the upwind
side of the blade
escapes around the Figure 9.5 Typical Wind Turbine Blade Planform View
blade tip to the low-
pressure side, thereby wasting energy. Since power is a product of blade torque and rotational speed,
at slower rotational speed the blades need to generate more lift force to maintain the same power
output. In order to generate greater lift for a given length, the blade has to be wider, geometrically
510Nianxin Ren , Jinping Ou, “Dust Effect on the Performance of Wind Turbine Airfoils”, J.Electromagnetic
Analysis & Applications, 2009, 1: 102-107, doi:10.4236/jemaa.2009.12016, Published Online June 2009.
273
speaking, a greater proportion of the blade’s width is designed to be close to the tip (Figure 9.5).
The higher lift force on a wider blade translates to greater structural loads on the outer components
such as the hub and bearings. There are practical limits on the absolute tip speed ratio as well. At
these speeds, bird impacts and rain erosion starts to decrease the longevity of the blades and noise
increases dramatically with the tip speed.
9.1.6 Wind Turbine Operation

Wind turbine operating condition depends on the speed of free stream wind speed; generally, it can
be divided into three operation modes (Figure 9.7),
• Cut-in speed - the minimum wind speed at which the turbine blades overcome frictional force
and begin to rotate.
• Operation mode - the range of wind speeds within which the wind turbine actively
generates power.
• Cut-out mode - the speed at which the turbine is brought to rest to avoid structural
damage due to high wind speeds.
For AOC 15/50 HAWT, if free stream wind speed is less than the cut in speed (4.9 m/s), the wind
turbine rotor will not rotate due to less available wind energy and insufficient torque produced to
overcome the inertia of the blade. The rotor begins to rotate at speed of 4.9 m/s and begins to
generate power. This region of the blade operation from the cut-in wind speed of 4.9 m/s to the cut-
out wind speed of 22.4 m/s is referred to as the operation mode or active mode of the wind turbine.
Ideal or rated wind speed is 12 m/s for the AOC 15/50 wind turbine. And if free stream wind speed
is above 22.4 m/s which is cut-out speed for the AOC 15/50 HAWT, rotor stops rotating to prevent
any damage or failure to wind turbine blade and other gear/bearing systems embedded in the
nacelle.
Figure 9.7 Typical Wind Turbine Power Output Curve

274
9.1.7 Wind Turbine Aerodynamics

A wind turbine extracts mechanical energy from the kinetic energy of the wind by slowing down the
wind. It can either be a Horizontal-Axis Wind Turbine (HAWT) or a Vertical-Axis Wind Turbine
(VAWT), depending on either it rotates around its horizontal axis or vertical axis, respectively. In the
present work, the turbine in contention is a HAWT configuration. As discussed earlier, many methods
for computing the aerodynamic performance of wind turbines exist. In 1935, [Betz and Glauert]511
derived the classical analysis method, the Blade Element Momentum Theory (BEMT), which
combines the Blade Element and Momentum theories. But in this present work, only flow equations
from the Actuator Disc concept are used and the same will be discussed below.
9.1.8 Actuator Disk Concept

The actuator disk concept is widely used to define the basic aerodynamic flow around the wind
turbine. According to this concept, the wind turbine is considered as an ideal actuator disk:
frictionless, with an infinite number of blades and with no rotational velocity component in the wake
downstream of the turbine. The flow around the turbine is assumed to be homogeneous and steady,
while the air is considered incompressible. If the mass of air passing through the turbine is assumed
to be separated from the mass that does not pass, the separated part of the flow field remains a long
stream tube lying up and downstream of the turbine. As the flow approaches the wind turbine, it
suffers a velocity drop, and in order to compensate for this drop, the stream tube expands (Figure
9.8). From Figure 9.9, the non-dimensionalized difference between the free stream velocity 𝑣0 and
axial induced velocity 𝑢, the axial induction factor is defined as:
V0 − U
a=
V0
Eq. 9.2
Figure 9.8 Actuator Disk Concept for Wind Turbine Rotor
511 Albert Betz, “Betz Law for Wind Turbines”, http://en.wikipedia.org/wiki/Betz%27s_law.

275
The shaft power 𝑃𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑙𝑒 is calculated

by using the energy equation on a control
volume defined by the stream tube and
assuming no change in the internal energy
of the flow (since it is assumed to be
frictionless). The power available is;
P = 2ρv0 a(1 − a)AR

Eq. 9.3
where 𝐴𝑅 is the area of the rotor and
which is often non-dimensionalized with
respect to 𝑃 𝑎𝑣𝑎𝑖𝑙𝑎𝑏𝑙𝑒 as a power coefficient
𝐶𝑃,
Pavialable
CP =
1
AR ρv03
2
Eq. 9.4
The power coefficient for the ideal wind
turbine may also be written as:
CP = 4a (1 − a)2
dCP Figure 9.9 Actuator Disk Concept, Pressure and
= a(1 − a)(1 − 3a) Velocity Profiles
da
Eq. 9.5
The maximum value of 𝐶𝑃 = 16⁄27 =
~ 0.593 is obtained for 𝑎 = 1⁄3. This
theoretical maximum value is
known as the Betz Limit [18] and it
is not possible to design a wind
turbine that goes beyond this
theoretical limit. In other words,
according to the Betz's law, no
turbine can capture more than
16/27 (~ 59.3%) of the kinetic
energy in wind.
9.1.9 Blade Design in ANSYS®

DesignModeler
At each station along the length of
the blade, the airfoil shapes are the
same as that for the AOC 15/50
wood-epoxy blade (Figure 9.10)
Figure 9.10 AOC 15/50 Blade Geometry
used in the test configuration, which
has a length of 7.5 m (≈ 295 in). The
root of the AOC 15/50 blade starts at the hub-blade connection, at a radius 11 inches from the center
of the hub. At the root end of the blade, the cross-sectional shape is relatively oval and is only semi-
aerodynamic. From the root region, the blade transitions from an oval shape to an aerodynamic shape
at 40% of the tip radius as defined by the SERI 821 airfoil shape. Outboard from the root region, the
276
shape transition continues span-wise to a shape is based on a SERI 819 airfoil at 75% of the tip radius
and a shape that is based on a SERI 820 airfoil at 95% of the tip radius.
The blade was designed in the ANSYS® DesignModeler by using the curve generation function to
import the three different airfoil profiles (S819, S820 and S821) and then the 3D blade was modeled
by using the skin/loft feature. Since the hub does not hold any importance in this case study, it was
modeled to be a simple circular extrusion to which another two blades were duplicated at 120°
angular symmetry using the pattern feature. The blade root section was twisted towards the feather
at 1.54° and the blade tip was given a feather angle of -1.54°(away from the feather) to represent the
same blade geometric features as used in the Power Performance Test Report for AOC 15/50. Also
the blade was imparted a 6° of positive (downwind wind turbine) cone angle. Figure 9.11 shows
Various Radial Stations.
Figure 9.11 Turbine Blade Showing Various Radial Stations in ANSYS® DesignModeler
9.1.10 Design Variables and Design Space

From an aerodynamic shape optimization point of view, the system is basically the blade geometry
that has to be optimized for a specific operating condition (wind speed). The design points are the
design variables that completely define the blade geometry. In this problem formulation, there are
11 design variables, namely: radial sectional fraction (r/R) of three airfoil sections, chord length (c)
of the three airfoil sections, twist angle (θ) of the three airfoil sections from which the entire blade is
lofted span-wise. The blade cone angle (ϕ) is the tenth and the attach angle (α) also called as the pitch
angle is the eleventh design variable. The design space is the region bounded by the upper and lower
limits of the design variables. This implies that the design variables are allowed to vary only within
the limits defined by the design space. It is defined such that, overly unusual or unrealistic shapes are
not attained. (see Table 9.1).
277
Table 9.1 Design Space
9.1.11 Constructing the Response Surface Method (RSM)

RSM builds a response model by calculating data points with experimental design theory to prescribe
a response of a system with independent variables. The relationship can be written in a general form
as follows:
y = F(𝐗) + ε
Eq. 9.6
where 𝜖 represents the total error, which is often assumed to have a normal distribution with a zero
mean. Consider a sampling plan 𝐗 and a set of 𝑁𝑠 observed values comprising the responses obtained
from the computer simulations:
𝐗11 𝐗12 ⋯ 𝐗1Nvar → y1

𝐗 21 𝐗 22 … 𝐗 2Nvar → y2
𝐗 DoE = [ ⋮ ]
⋮ ⋮ ⋱ ⋮ ⋮
[𝐗 NS1 𝐗 NS 2 ⋯ 𝐗 NSNvar ] → yN S
Eq. 9.7
The polynomial approximation of order m (degree 𝑚−1) of a function f is, essentially, a Taylor series
expansion of f truncated after 𝑚−1 terms. This suggests that a higher order expansion will usually
yield a more accurate approximation. However, the greater the number of terms, the more flexible
the model becomes and there is a danger of over-fitting the noise that may be corrupting the
278
underlying response values, thereby introducing truncation errors in the predicted output function
value. A full quadratic polynomial (degree 2, order 3) approximation of F can be written as:
Nvar Nvar Nvar −1 Nvar
𝐲̂ = ̂f(𝐱, 𝛃) = β1 + ∑ βi xi + ∑ βjj xj + ∑ ∑ βij xi xj

i=1 j=1 i=1 j=i+1
Eq. 9.8
Here 𝛽1, 𝛽𝑖, 𝛽𝑖𝑗 etc. are the regression coefficients of the polynomial. The total number of these
coefficients is 𝑛𝑡 = (Nvar+1)(N var+2)/2. These values can be determined using the standard least square
fitting regression of an over determined problem:
𝐲 = 𝚽𝛃
Eq. 9.9
Here y is the initial response matrix
[𝑦1, 𝑦2,…,]𝑇 and 𝚽 is the
[Vandermonde] matrix of size (N𝑠 ×
Nvar) given in [Kapoor]512. Figure
9.12 displays response surface
variation of chord and twist angle at
station 4 and 3 respectively, w.r.t
Torque.
9.1.12 CFD Analysis on the AOC

15/50 HAWT Blade
Physical flow analysis of turbine rotor
blades using wind tunnel would be
possible for small scale rotors, but the
increase in diameters has called for
the use of computational fluid
dynamics for fluid flow over blades
and predication of loads. In this
research work, a compressible Navier-
Figure 9.12 Response Surface Showing Variation of P3, P9
Stokes (N-S) solver ANSYS® Fluent with respect to P12 (Torque)
was used to predict the aerodynamics
of the blade. The main aim of this
research is to develop and validate a numerical methodology for predicting the torque on the AOC
15/50 HAWT blade. Simulations were performed with the commercial software ANSYS® Fluent,
using a k-ω SST turbulence model.
9.1.13 CFD Domain Mesh and Numerical Model for Rotating Bodies
This subtopic gives an insight into the CFD numerical models for turbo-machinery applications. The
im of this paragraph is providing the numerical basis to perform CFD simulation of rotating bodies.
The main challenge in turbo-machinery applications is the introduction of a rotating body to apply
forces on the fluid (e.g. compression or expansion). From an analytical point of view the rotation
should be introduced into constitutive equations of motion, and there are mainly two approaches:
279
the Moving Reference Frame (MRF) and the Sliding Mesh (SLM). The first one consists of rewriting
N-S equations in a rotating frame, while the second one introduces rotation assigning a rotational
component of velocity to all nodes of the domain (physical grid rotation). It is immediately
understandable that SLM approach is more realistic that MRF, but also more CPU demanding as the
computational model needs re-meshing at every time advancement during the simulation procedure.
Since the rotation of grid intrinsically depends on time-evolution of simulation, this approach is not
recommended for steady state simulations as the solution obtained is not time-dependent. In other
words, a time steady calculation performed with MRF approach according to the evidence in most of
the turbo-machinery problems, does not compute a time-accurate solution.
9.1.14 Moving Reference Frame Model

Moving Reference Frame (MRF) model solves the equations of motion of a steady formulation in a
moving frame. For a rotating frame with constant rotational speed, it is possible to transform the
equations of motion to the rotating frame such that steady-state solutions are possible. This approach
is based on the assumption that in most of cases of practical interest, steady solutions are required
for rotating bodies, without taking into account the unsteady details of the flow field (e.g. vortex
shedding from a bluff body). On the other hand, an unsteady solution using the MRF model can also
be computed to simulate the unsteady details. Consider a coordinate system which is rotating with
an angular velocity ω relative to a stationary (inertial) reference frame, as illustrated in Figure 9.13.
The origin of the rotating system is given by a position vector ro. In accordance to the MRF method,
the computational domain for the CFD problem can then be defined with respect to the rotating
reference frame, such that an arbitrary point in the CFD domain is located by a position vector 𝑟 from
the origin of the rotating frame. The fluid velocities can be transformed from the stationary frame to
the rotating frame using the relation,
vr = v − (ω × r)
Eq. 9.10
Figure 9.13 Rotating Body in the Inertial Reference Frame
In the above equation, vr is the relative velocity (the velocity as viewed from the rotating frame) while
280
𝑣 is the absolute velocity (the velocity as viewed from the stationary frame). When the equations of
motion are solved in the rotating reference frame, the acceleration of the fluid is increased by the
additional terms that appear in the momentum equation. Moreover, the equations can be formulated
expressing absolute or relative velocity as dependent variable of momentum equation. Constitutive
N-S equations for which the solution is being calculated according to the relative velocity formulation
for continuity, momentum and energy respectively are as follows:
∂ρ
+ ∇. ρ𝐯r = 0
∂t
∂(ρ𝐯𝐫 )
+ ∇. (ρ𝐯𝐫 . 𝐯r ) + ρ(2𝛚
⏟ × 𝐯r + ⏟
𝛚 × 𝛚 × 𝐯r ) = −∇p + ∇. 𝛕 + 𝐅
∂t
Coriolis Centripetal
∂(ρEr )
+ ∇. (ρ𝐯𝐫 . Hr ) + ∇. (k∇T + 𝛕. 𝐯𝐫 ) + 𝐒H
∂t
Eq. 9.11
The momentum equation formulated above contains two additional acceleration terms, the Coriolis
component of acceleration (2 𝜔 x 𝑣𝑟 ) and the centripetal acceleration (𝜔 x 𝜔 x 𝑣𝑟 ). In addition, viscous
stress tensor does not change with respect to the MRF equation, except for the introduction of the
relative velocity. Energy equation is written in the form of internal energy Er, introducing the total
enthalpy Hr of the system in consideration. MRF model can be applied to different zones in the
domain (both rotating and nonrotating), solving RANS formulation of equations. Moreover
translational or rotational periodic boundaries can be applied wherever periodic surfaces are
present in the domain. For these reasons MRF model is widely used for industrial applications, being
one of the most versatile and low CPU-demanding approaches for turbo-machinery simulation.
9.1.15 Computational Domain (Grid) for the Turbine Blade Model

The meshing is performed in the ANSYS® Meshing module after importing the respective blade
geometry and creating a flow domain around the airfoil cross section by using the Boolean feature
for the volume extraction. The full rotor three bladed model can be reduced to a symmetric model of
a single blade with a 120 degree rotational symmetry along the global Y-axis. In order to simply our
CFD model and save computational resources, simulations are performed on a wedge shaped
computational domain (120º periodicity) with rotational periodic boundary conditions applied to
the wedged faces of the domain. It implies that the velocities going out from the left symmetry
boundary can enter the right boundary on the other side in an infinite loop. It was further assumed
that the flow conditions on either side of the 120º wedge are fully symmetric. A hybrid mesh topology
is used as the computational domain around the blade which extends to 10 times the blade length in
the upstream direction and 30 blade lengths in the downstream direction, as measured from the
global origin. The rotational periodic boundary conditions applied to the wedged faces of the
computational domain. The grid thus obtained is a combination of structured grid with hexahedral
elements in the far-field region and tetrahedral elements in the near-field region of the blade. An
inflation layer of 25 structured prismatic cells stacked one on another is used to capture the boundary
layer effects. The thickness of the first cell to the wall was kept at 6.3 x 10-5 m so that the y+ value
falls between 1 and 3. Patch dependent geometry controls were set for the meshing algorithm to
make sure that during successive meshing iterations, the mesh grows outward from the blade surface
and fully captures the geometric details of the blade. The overall mesh has a geometric grid growth
rate of 1.20. A sequence of 20 smoothing iterations were carried out post meshing to repair the grid
and bring down the average skewness to 0.88. The grid points are clustered in the proximity and the
wake region of the blade to capture the flow physics accurately.
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9.1.15.1 Boundary Condition

The boundary conditions for the computational domain are set as listed below;
➢ Velocity Inlet – The upstream surface of the domain is set to the velocity inlet condition as the
free stream velocity to be simulated in the computational domain is
known beforehand.
➢ Wall – The blade upper and lower surfaces are selected as wall with no-slip condition.
Periodic Boundary – The edges of the computational domain on either side of the wedge are
selected to be the periodic boundaries. The velocities going out from the left symmetry
boundary can enter the right boundary on the other side in an infinite loop.
➢ Pressure Outlet – The surface of the computational domain downstream from the blade is
set to a pressure outlet condition. This gives a better prediction of the exit pressure
distribution and thus results in better accuracy of the overall solution. The pressure at the
outlet was set to be atmospheric pressure.
➢ Symmetry – The curved surface of the computational domain is selected to be the symmetry
type. This just means that these boundaries do not affect the flow in any possible way.
9.1.15.2 Grid Independence Study

An initial grid independence study was performed in order to be sure that the flow solutions obtained
in the later sensitivity analysis were consistent and independent of the grid used for discretizing the
flow domain. Three grid topologies; coarse (3.9 M elements), medium (6.6 M elements) and fine (9
M elements) were used for
obtaining the initial solution.
The cell count was differed by
clustering more prismatic cell
layers near the blade surface
where the boundary layer
effects take place. The
thickness of the first cell to the
wall was kept at 6.3 x 10-5 m so
that the y+ value falls between
1 and 3. Such range of y+ is
suitable for the tested
turbulence models. Since
torque acting on the blade is of
primary concern for this study,
the torque on the blade was
the deciding factor for finding
the optimum grid for this flow Figure 9.14 Grid Independence Study
problem. Medium grid quality
was chosen to be the best
candidate as it exhibited grid independence to theMethod
Time Stepping next iteration
Fixed towards a finer grid, as seen from
Figure 9.14. Turbulence Model k-ω SST
9.1.16 Flow Simulation over the Rotor Blade
Simulations were performed with the commercial software ANSYS® Fluent, using a RANS model. A
pressure based compressible flow solver with k-ω SST turbulence model was used for the flow
simulation. For simplifying the computational model, the atmospheric boundary layer effects in the
inflow, the near and the far wake modelling and their subsequent interactions with the mean flow
were neglected in the simulations. Since the study focusses on the dependence of blade geometry on
282
the torque produced, a uniform inflow velocity profile was modelled for all CFD simulations for
parametric study and sensitivity analysis. All simulations were computed in steady state until
convergence or till the end of prescribed iterations to allow developed flows in the domain. Then in
order to maintain computational stability, the simulations were switched to transient solver.
Convergence was monitored looking at the thrust force time histories over different revolutions and
reached in a few cycles (about 2 to 3) for all wind conditions tested. Also the residual tolerance of
10-6 was reached for all velocity and energy terms to ascertain the robustness of the obtained flow
parameters. Furthermore, the difference in the mass flow at the inlet and the outlet of the
computational domain showed a negligible error (order 10-6). Additionally, a vertex point was
created on the symmetry axis at one blade length downstream of the blade to track the history of
average velocity at the vertex point over the course of simulations. The simulations were stopped
when the average velocity at this vertex was fairly constant and did not show any appreciable change.
All the above four conditions were satisfied as per the best practices to be followed in ANSYS® Fluent
for obtaining an accurate and converged solution. (See Table 9.2).
Blade AOC 15/50 Atlantic Orient Corporation

Solver Pressure-based
Transient Formulation Second Order Implicit
Velocity Formulation Absolute
Time Steady and Unsteady
Time Step Size 0.01 sec
Time Stepping Method Fixed
Turbulence Model k-ω SST
Fluid Material Air
Moving Reference Frame (Frame Motion) Symmetric about global Y-axis
Rotational Velocity 65 rpm ≈ 6.8067 rad/s (clockwise)
Temperature 288.16 K
Velocity 5.96, 7.0, 8.03, 10.98, 12.02 m/s
Density 1.225 Kg/m3
Pressure 101325 Pa
Dynamic Viscosity (μ) 1.7894e-05 Kg/m-s
Ratio of Specific Heats (γ) 1.4
Pressure-Velocity Coupling Scheme SIMPLE
Spatial Discretization & Interpolation Scheme
Gradient Least Squares Cell Based
Pressure STANDARD
Momentum Second Order Upwind
Turbulent Kinetic Energy Second Order Upwind
Specific Dissipation Rate Second Order Upwind
Table 9.2 Table of CFD Solver Settings
9.1.17 Results for Flow Simulation over Rotor Blade

Flow simulations were carried at five different wind speeds: 5.96, 7.0, 8.03, 10.98 and 12.02 m/s. The
power obtained is calculated from the product of torque (τ) and angular velocity (ω).
Power = 𝛕. 𝛚
Eq. 9.12
283
Coefficient of power (CP), a measure of how efficiently a wind turbine converts the energy available
in the wind to electricity.
9.1.18 Optimization Method

The optimization algorithm used in this study employs Nonlinear Programming by Quadratic
Lagrangian (NLPQL) technique based on Latin Hypercube Sampling and Kriging Response
Surface. This is a gradient based algorithm to provide a global optimization result. Since, we have a
single objective to achieve, this technique is best as it can deal with multiple constraints and aims at
finding the global optimum. Our optimization problem is now reduced to Objective: Maximize
Torque - Two optimization routines are carried out as following:
9.1.18.1 Routine 1
The total length of the blade (7.5 m) and the maximum chord (0.749 m) occurring at Station 2 are
kept a constant (constrained) with an aim to optimize the existing blade within the length
requirements.
9.1.18.2 Routine 2
The starting point of this routine is taken as the best candidate point of Routine 1 to begin the search
on the response surface. The constraints applied are bounded by the design space spanning (+ -) 10%
from the base value of the design variables P3, P4 and P9. Further details are available in513.
9.1.19 Optimization Results

9.1.19.1 Routine 1
There is no change in the values of design variables P3 and P4 after the optimization routine 1. But
the optimized value of P9 turns out to be 2.66 degrees instead of the baseline value of 0 degrees. This
essentially means that the 7.85% increase in power output from the blade is solely the result of
optimum value of the twist at station 3 (SERI 819 airfoil). As evident from the optimization results,
the baseline design of the blade is highly engineered for maximum power output. The graph
(obtained from what-if scenario study) is in agreement with the above optimization result. The graph
clearly shows that if all the other input parameters are held constant, P9 (Twist Station 3) at a value
of approximately 2.66 degrees gives the maximum blade torque output of about 856.14 Nm. The
graph below verifies the optimization routine 1 carried out. (See Table 9.3).
Table 9.3 Table Showing Optimized Candidate Point for Routine 1
513 See Previous.

284
9.1.19.2 Routine 2
There is a change in the values of
design variables P3, P4 and P9
after the optimization routine 2.
The optimized value of P3 turns
out to be 0.43578 m (+7.33%)
instead of the baseline value of
0.406 m. Also, the optimized
values of P4 and P9 are 5.214 m
(+10%) and 2.9549º (+10.87%)
respectively. This also indicates
that the total blade length has
been increased by 10%, which
results in the augmented power
of 1069.5 Nm (+25.26%). The Figure 9.15 Torque (P12) vs Twist_Station3 (P9) for
graph (obtained from what-if Optimization Routine 2
scenario study) in Figure 9.15
above is in agreement with the above optimization result. The graph clearly shows that if all the other
input parameters are held constant, the optimum design values for P3, P4 and P9 (Twist Station 3)
at a value of approximately 2.9 degrees gives the maximum blade torque output of about 1069 Nm.
The graph also verifies the optimization routine 2 carried out. (See Table 9.4).
Table 9.4 Table Showing Optimized Candidate Point for Routine 2
9.1.20 Conclusion
In this research, the flow around the airfoils comprising the HAWT blade and the three dimensional
rotor blade is established using the commercial solver ANSYS® Fluent. A pressure based
compressible flow solver with k-ω SST turbulence model was used for all the flow simulations. To
study the dependence (sensitivity) of blade geometric/design parameters (what-if scenario) on the
power generated using ANSYS® Fluent, the Design of Experiments (DOE) approach of ANSYS
DesignXplorer was used. Parameter correlation study and sensitivity analysis conducted gave an
insight to how the changes in the blade geometry would affect the power output of the blade. The
blade aerodynamic optimization inclined toward the non-linear or quadratic relationship between
parameters, clearly indicated by the scatter plots and the quadratic determination matrix. This
parametric correlation study reveals that the blade design variables on the outer 40% of the blade
span have a predominant effect on the power output of the blade. Only the most sensitive design
variables are used for the blade optimization problem.
Using the results obtained from CFD simulations, a full quadratic polynomial response surface model
(RSM) is constructed, which is then optimized using the Nonlinear Programming by Quadratic
Lagrangian (NLPQL) technique to obtain the optimum values of the design variables. For
285
constructing the RSM, the Latin Hypercube Sampling (LHS) design is used to obtain the Design of
Experiments (DoE) plan. The main advantage of using this approach for shape optimization
problems is that values obtained from commercially available flow solvers can directly be used in the
optimization process, without making any changes to the solver’s code. Also the noise and non-
smoothness issues associated with CFD results are smoothened out by using the RSM which is
quadratic polynomial in terms of the design variables. Thus the optimization process can be
performed effectively and smoothly without any sudden divergence issues associated with the CFD
results. As evident from the CFD validations carried out on the optimum candidate point, the
optimization algorithm generated a design configuration that resulted in a localized optimum design
that had increased power output (+7.55%) at wind speed of 8.03 m/s only. The algorithm thus
resulted in a local optimum solution rather than a global optimum. Achieving a global optimum
solution to this problem would require several data points to be generated for obtaining a complete
and well established response surface spanning the entire operating wind spectrum of the turbine,
this is a costly affair in terms of the computational resources available. The Cp plots at various span
locations also bolster the claim that only the outer (from tip) 30-40% of the blade contributes most
towards the power output.
9.2 Case Study 2 - Airfoil Optimization to Improve Power Performance of a High-

Solidity Vertical Axis Wind Turbine (VAWT) at a Moderate Tip Speed Ratio (TSR)
The main purpose of the present study is to develop an automatic airfoil profile optimization system
to improve the power performance of a VAWT as studied by [Ma et al]514. A three-bladed high-solidity
VAWT is adopted as the research object with its chord length, blade span and rotor diameter being
0.2 m, 0.8m and 0.8 m, respectively. The optimization is conducted at a moderate tip speed ratio
(TSR) with a value of 1.0 and the method of coupled CFD simulations with genetic algorithms is
employed. The following points make this paper different from previous studies:
➢ Introducing Multi-Island Genetic Algorithm to optimize airfoils for VAWTs;

➢ Investigating the airfoil as part of the VAWT rather than as a single isolated body with 3D
simulations.
The results show that the power coefficient of the VAWT, equipped with the optimized blades,
improves at all TSRs from 0.4 to 1.5. Moreover, it was shown that and the maximum growth rate
occurs at TSR = 0.9, with a value of 26.82%.
9.2.1 Background and Introduction

According to the axis of rotation, wind turbines can be classified into Horizontal Axis Wind Turbine
(HAWT) and Vertical Axis Wind Turbine (VAWT). In the past decades, attention of researchers was
mainly focused on HAWTs due to their high efficiency in steady winds, which makes HAWTs widely
recognized and applied. But, there has been growing interests in VAWTs which are regarded more
suitable for urban and offshore applications compared to HAWTs. In urban areas where the wind
environment is very complex, small-scale VAWTs are considered to have better performance than
their HAWT counterparts because of their ability to work in varied wind directions, higher
514 Ning Ma, Hang Lei , Zhaolong Han, Dai Zhou , Yan Bao , Kai Zhang , Lei Zhou, Caiyong Chen, “Airfoil
optimization to improve power performance of a high-solidity vertical axis wind turbine at a moderate tip speed
ratio”, Energy 150 (2018) 236-252.
286
adaptability to turbulent or skewed flows and reduced level of noise515-516. For offshore applications,
due to the lower center of gravity, easier manufacturing, reduced installation & maintenance cost and
higher scalability to large sizes, VAWTs are regarded to be more promising than HAWTs.
9.2.1.1 Types of VAWTs and Their Characteristics

Common VAWTs mainly include the following basic types: H-Rotor, Darrieus, and Savonius types.
H-rotor type, derived from the traditional Darrieus type, is equipped with straight blades rather than
curved blades. Straight blades are easier to be manufactured and installed, resulting in lower costs .
Therefore, manufacturers of VAWTs in developed countries try to bring H-rotor type to commercial
maturity. Besides, a H-Rotor type VAWT is driven by lift force and can regulate itself well in various
wind velocities . It's also chosen to be the research object in this paper. The distribution of the chord
length and the airfoil profile along the blade span remains unchanged for the H-Rotor type VAWT.
Once the airfoil profile, chord length and the blade span are determined, the 3D shape of the blade is
also determined. This characteristic of the H-rotor type VAWT makes the design and manufacturing
of it much easier than HAWTs. Although VAWTs have attracted much attention, the power coefficient
of them is relatively low compared to that of HAWTs, which is a bottleneck restricting the utilization
of VAWTs. There are different ways of improving the power performance of VAWTs, including:
➢ Changing the geometrical or operational parameters related to aerodynamics;

➢ Developing specific airfoils for VAWTs.
9.2.1.2 Literature Survey and Procedure

Previous researchers have conducted many studies on the impacts of geometrical and operational
parameters. [Rezaeiha et al.]517 investigated the effects of pitch angle on the loads, angle of attack,
vorticity distribution and flow separation with (CFD) method. Their research suggests that dynamic
pitching could be an effective approach for power performance improvement. [Subramanian et al.]518
used FLUENT to study the behavior of Darrieus VAWTs with different solidity and found that turbines
with lower solidity have better performance at high tip speed ratios (TSRs). In the work of [Bachant
and Wosnik]519, experiments were conducted to study effects of Reynolds number on energy
conversion of a high-solidity VAWT. The power coefficient improves rapidly with growing Reynolds
number (Re) when Re is smaller than a threshold value and becomes Rein dependent after that
threshold.
[Wang and Zhuang]520 adopted serration design on the leading edge of blades, which demonstrates
stronger capability of wind power extraction at low TSRs compared to the model without serrations.
Another effective solution to improve the power performance of VAWTs is to develop specific airfoil
profiles for VAWTs as they can largely affect the capture ratio of wind power and the flow field
515 Zamani M, Nazari S, Moshizi SA, Maghrebi MJ. Three dimensional simulation of J-shaped Darrieus vertical axis
wind turbine. Energy 2016.
516 Balduzzi F, Bianchini A, Carnevale EA, Ferrari L, Magnani S. Feasibility analysis of a Darrieus vertical-axis
wind turbine installation in the rooftop of a building. Applied Energy.

517 Rezaeiha A, Kalkman I, Blocken B. Effect of pitch angle on power performance and aerodynamics of a vertical
axis wind turbine. Applied Energy 2017.

518 Subramanian A, Yogesh SA, Sivanandan H, et al. Effect of airfoil and solidity on performance of small scale
vertical axis wind turbine using three dimensional CFD model. Energy 2017.
519 Bachant P, Wosnik M. Effects of Reynolds number on the energy conversion and near-wake dynamics of a high
solidity Vertical-Axis cross-flow turbine. Energies 2016.

520 Wang Z, Zhuang M. Leading-edge serrations for performance improvement on a vertical-axis wind turbine at
low tip-speed-ratios. Applied Energy 2017.

287
around the blade521. Capture ratio means the ratio of the wind power obtained by the wind turbine
to the total amount of power carried by the air flowing through the turbine. Plenty of airfoil families
have been created and applied for aircrafts and HAWTs during the past decades. Although those
airfoil families are not customized for VAWTs, they can be used as original templates and then
optimized for VAWTs, which is much easier than designing brand new airfoil families for VAWTs. A
complete profile optimization process generally contains parametric modelling, calculation and
optimization parts. The widely used traditional methods for calculating the aerodynamics of VAWTs
include the Blade Element Momentum (BEM) theory, Vortex method and Cascade model. Although
assumptions and simplifications involved in these methods once brought much convenience, they
also result in intrinsic limitations which may cause large deviations between experimental outcomes
and the calculated ones. CFD method, supported by computer technologies and favored by
researchers nowadays, has the following advantages compared to traditional methods. On one hand,
it is a more accurate approach and the generated results are usually in good agreement with the
experimental data. On the other, it can reveal the phenomenon of dynamic stall better and even
visualize detailed information of the flow field including streamlines and vorticity evolution522. When
it comes to airfoil optimization, there has been some research using different algorithms. [Ribeiro et
al]523 utilized the Non-dominated Sorting GA-II (NSGA-II) in the airfoil optimization work for wind
turbines. CFD method combined with artificial neural networks could save about 50 % computational
time when compared with conventional CFD methods. To develop an automatic airfoil profile
optimization process for improving the power performance of a high solidity VAWT at a moderate
TSR. Specific objectives are as follows:
➢ Establishing an appropriate numerical model of a three bladed VAWT and proving its validity;
➢ Building an optimization system based on 3D CFD simulation to improve the power
coefficient of the VAWT.
To achieve these objectives, the present study involves the work of numerical modelling, verification
& validation of CFD model and the development of an optimization system. Findings are shown with
indicators like power coefficient, pressure coefficient and vorticity distribution.
9.2.2 Numerical Model and Selection of CFD Model

3D CFD model is adopted in the present study as it can generate more accurate results than 2D model
when calculating the aerodynamics of VAWTs. 2D simulation cannot take into consideration the
energy loss induced by the vortex near the blade tip which could be simulated in the 3D simulation.
This drawback of 2D simulation will cause the over-prediction of power performance of VAWTs,
which has been verified by the work of [Siddiqui et al.]524. His team once conducted a study comparing
the results of 2D and 3D simulation with a 2.5m diameter VAWT and found that 2D approximation of
the VAWT could lead to an over-prediction of the power performance by 32% in their research. As
the present study requires tens of simulations during the optimization process, RANS method is
selected because it takes less computational cost than other three methods and could still produce
satisfying results. Of all the RANS turbulence models, k-ω model has good performance in dealing
with inner boundary layers while k-ε model does well in free stream zones. Shear Stress Transport
(SST) k-ω model incorporates the mentioned features of k-ω model and k-ε model. Another point
521 Wang Q, Chen J, Pang X, Li S, Guo X. A new direct design method for the medium thickness wind turbine airfoil.
J Fluid Structure 2013.
522 Lei H, Zhou D, Lu J, Chen C, Han Z, Bao Y. The impact of pitch motion of a platform on the aerodynamic
performance of a floating vertical axis wind turbine. Energy 2017.

523 Ribeiro AFP, Awruch AM, Gomes HM. An airfoil optimization technique for wind turbines. 2012.
524 Siddiqui MS, Durrani N, Akhtar I. Quantification of the effects of geometric approximations on the performance
of a vertical axis wind turbine. Renew Energy 2015.

288
that needs clarifying is that the blades are regarded as rigid in the simulation. But the absence of aero
elasticity has very small effect on the precision of generated power coefficients for the case used in
our paper, which is a 0.8m-diameter small-scale wind turbine operating under low wind speeds. The
effect of the aero elasticity is usually obvious for large, multi-megawatt and flexible wind turbines,
especially under high wind speeds. Based on the considerations above, we chose to perform the
simulation in the absence of aero elasticity. This could also effectively control the complexity of our
work.
9.2.3 Parametric Modelling

As the airfoils are studied as
components of a VAWT, it's Parameter Value
necessary to define basic Chord length c 220 mm
parameters of the VAWT. In Diameter of the rotor D 880 mm
the following research, only Blade span h 880 mm
the airfoil profile will be Number of blades N 3
modified while the other Blade aspect ratio h/c 4
parameters of the VAWT
Solidity s = Nc/D 0.75
will remain the same. The
schematic diagram of the Chord-based Re at inlet 1.02 x 105
model adopted in the Freestream turbulence intensity 1%
present study is shown in Rotational speed ω 8 - 30 rad/s
Figure 9.16. The chord Tip speed ratio λ 0.4 - 1.5
length of the airfoil c, the
rotor diameter D, the blade Table 9.5 Geometrical and Operational Parameters of the VAWT –
span h and the number of [Courtesy of Ma et al. )
blades N are all constants in
this paper and their values are shown in Table 9.5. In the simulations, support arms and the center
shaft are ignored because of their small effects. This is also validated by others in which a maximum
Figure 9.16 Schematic diagram of an H-rotor type VAWT: (a) 3D view; (b) top view - [Courtesy of
Ma et al)
289
power loss of 5.5% was observed when shaft-to-turbine diameter ratio equals 16% compared to the
case without shaft. The similar model and corresponding data in the study of [Elkhoury et al.]525 will
be used for comparison and verification.
The parameterization of the airfoil profile is the first step of optimization as it can use variables
modified by the algorithm to generate new geometries. Five rules that an effective parameterization
method should satisfy have been mentioned in526. In this paper, Eq. 9.13 is used to represent the
upper or lower profile of the airfoil. Of the two terms, the former one pxa(c - b)b can be seen as the
mean camber line (MCL) while the latter one qxe(c –b)f can be seen as the thickness distribution.
Such an equation has sufficient flexibility to cover a large search space which allows the appearance
of non-routine profiles. Besides, this equation is highly adaptive and suitable for both symmetric and
cambered airfoil profiles.
p x a1 (c − x)b1 + q1 x e1 (c − x)f1 upper surface

y = { 1 a2
p2 x (c − x)b2 + q2 x e2 (c − x)f2 lower surface
Eq. 9.13
Here a1, a2, b1, b2, e1, e2, f1, f2, p1, p2, q1, q2 are 12 design variables and c is the chord length (c =
0.2 m). The value of x is between 0 and 0.2 m. The variables p and q have global influence on the
profile from the leading edge to the trailing edge. The variables a and e tend to have more impacts on
the front end while b and f have more effects on the rear end of the airfoil. Curve Fitting Toolbox in
MATLAB® can be used to determine the values of design variables for certain airfoil profile.
NACA0018 airfoil is selected to be optimized in the present study and corresponding values of
variables are listed in Table 9.6.
Table 9.6 Ranges of variables and specific values of variables for NACA0018 airfoil - [Courtesy of
Ma et al.)
The value ranges of design variables during the optimization are also set according to the initial
values of variables for NACA0018. For example, the initial value of a1 for NACA0018 is 0.5112, then
the range of a1 is set to be 0.5112 ± s. The parameter s is related to the scope of the search space of
the optimization system. It would be well if 0.2 is assigned to s and the range of a1 would be
approximately 0.31 - 0.71 in this case. ‘s = 0.2’ is a moderate value which can not only ensure a
525 Elkhoury M, Kiwata T, Aoun E. Experimental and numerical investigation of a three-dimensional vertical-
axis wind turbine with variable-pitch. 2015..
526 Giannakoglou KC. Design of optimal aerodynamic shapes using stochastic optimization methods and
computational intelligence. Progress Aero Science2002.

290
sufficient scope of
search space but also
save much
computational
resources. It also needs
to be noted that all the
variables are greater
than zero except q2.
9.2.4 Computational
Domain &
Meshing
The computational
domain can be divided
into an outer zone and a
rotating inner zone. All
Figure 9.17 Plan Views of the Computational Domain and Boundary
the sizes with respect
Conditions - [Courtesy of Ma et al.)
to rotor diameter D and
blade span h as well as
the boundary conditions are
presented in Figure 9.17. The
determination of these relative
sizes is based on the work of
previous researchers. Other studies
also provide useful guidelines on
settings of domain size despite that
their advice is mainly for 2D/2.5D
simulations. In the present study,
the center of the inner zone is
situated at 5 rotor diameters
downstream of the inlet boundary
and 15 rotor diameters upstream of
the outlet boundary, which can
allow for sufficient space for the
wake generation. The width of the
outer zone is 10 times the rotor
diameter while its height is 3 times
the blade span. For the inner zone,
its diameter is 2 times the rotor
diameter and its height is 1.5 times
the blade span.
The mesh setup is completed in
STAR-CCM+ which contains
components of meshing, calculating
and post-processing. The rotational
speed of the inner zone could be
adjusted in order to investigate the Figure 9.18 Mesh Setup (a) Topology; & BCs. (b) Grids at the
power performance at different Tip Mid-Height Plane - [Courtesy of Ma et al.)
Speed Ratios (TSRs). Figure 9.18
shows the grids of the
291
computational domain. Unstructured trimmed cells with varied sizes are adopted in different zones.
Prismatic boundary layer cells are used on the surface of the blades. The thickness of the boundary
layer is 0.01mwith a growth ratio of 1.25. The ‘all-y+ wall treatment’ is selected in STARCCM which
is a hybrid treatment and adaptable to both coarse and fine grids. The maximum value of y+ on the
blade surfaces is 0.7 which indicates acceptable resolution of boundary layer cells. There are roughly
50 cells along the chord length and 180 cells along the span wise direction.
A uniform velocity profile (V∞ = 8 m/s) is set as the inlet condition and the outlet boundary is
considered as pressure outlet with zero relative pressure [7]. The turbulence intensity is set as 1%
and the value of turbulent length scale is 0.014mat the inlet. The slip wall condition is assigned to the
remaining boundaries of the outer zone while the non-slip wall condition is assigned to blade
surfaces. Two sub-domains are linked with interface boundary condition at their contact surfaces.
Besides, the grid size of two subdomains near the interface should be consistent enough to ensure
the effective and smooth data exchange. The settings mentioned above are used in the auto-meshing
for each model generated during the optimization process. In this way, the number of grids and the
grid size around the blades are consistent, which ensures the reliability of the comparative analysis
later.
9.2.5 Solver Setting

The Mach number in the field of wind turbines is below 0.3, which means the flows can be treated as
incompressible. Unsteady implicit segregated flow model is adopted and the second order difference
formula is employed to solve the discrete differential equations. The Semi-Implicit Method for
Pressure Linked Equations (SIMPLE) is chosen to deal with pressure-velocity coupling and Shear
Stress Transport (SST) k-ω turbulence model. This turbulence model is used for its flexibility in the
treatment of wall boundaries and high reliable results. Solutions are deemed as convergent when
the residuals are equal to or lower than 10-4. For unsteady calculation, settings about the time step
and total physical time need careful consideration. Detailed information about the time step can be
seen in ‘Sensitivity test of time step’ and only the total physical time is discussed here. The peak
values of the torque are almost the same after 4e5 rotations of the rotor, indicating that the
aerodynamics and the flow field can be regarded as stable after 5 rotations. That means choosing 6
rotation periods as the total physical time can not only ensure the accuracy and reliability of results,
but also save computational cost.
9.2.6 Verification and Validation of CFD Model

9.2.6.1 Grid Independence Study
The verification process starts with the grid sensitivity test as the grid quality usually has profound
influence on the simulation results. Here three sets of grids are generated: a coarse set, a medium set
and a fine set. The grid refinement is not uniformly performed in the entire domain. As the wind
environment in the inner zone is more complex than that in the outer zone, a smaller refinement
factor for the inner zone is adopted compared to that for the outer zone. The refinement factor for
the inner zone changes from 0.8 (coarse to medium set) to 0.85 (medium to fine set) while that for
the outer zone remains 0.9. The power coefficient CP at the TSR = 1.0 is selected as the evaluation
criterion. Here power coefficient CP is defined as:
Qω
Cp = 3
0.5ρDhV∞
Eq. 9.14
where Q, u, r D, h and V∞ are torque of the VAWT, angular velocity of the rotor, air density, rotor
diameter, blade span and freestream velocity, respectively. The number of grids and predicted value
of CP for each case are shown in Table 9.7. The relative change of CP from the medium grid set to the
292
fine grid set is 1.25%,

which indicates that Relative change of
Mesh Predicted
further refinement of Mesh Set CP with respect to
Number CP
grids will only lead to the fine Mesh set
negligible change in Coarse 1,529,457 0.136 -15.00%
solution. Considering the Medium 2,616,348 0.158 -1.25%
accuracy of results and Fine 3,835,735 0.160 l
computational cost, the
medium grid set is chosen Table 9.7 Sensitivity test of grid size at TSR = 1.0 - [Courtesy of Ma et
for the subsequent al.)
simulations in the present study.
9.2.6.2 Sensitivity w.r.t Time Step

For the unsteady simulation, determining a suitable time step (∆t) is important as it influences the
precision and computational cost. In the present study, three values of the time step are chosen
which are corresponding to the time that the VAWT rotates by 2p/ 90, 2p/180 and 2p/360,
respectively. The test is conducted at TSR = 1.0 which means the VAWT rotates with a rotational
speed of 20 rad/s. In such a condition, ∆t1 = T/90 = 0.003491 s, ∆t2 = T/ 180 =0.001745 s and ∆t3 =
T/360 = 0.000873 s. Figure 9.19 shows the time-varying power coefficients of the VAWT during
one rotational period in three cases with different time steps. It is observed that Curve2 (∆t2) and
Curve3 (∆t3) are almost identical while Curve1 (∆t1) is in a lower position. In fact, the relative change
of average CP during one revolution when adopting ∆t2 and ∆t3 is less than 1%, indicating that the
change in solution will be negligible if smaller time step is employed. Therefore, ∆t2 is selected to be
the suitable time step in the present study for the trade-off between precision and computational
cost.
Figure 9.19 Time-varying power coefficients in a rotational period when adopting different time
steps - [Courtesy of Ma et al.)
293
9.2.7 Comparison with Experimental Results

This section is aimed to validate the accuracy and reliability of the model and simulation methods by
comparing the simulation results with experimental data at different TSRs. Here the power
coefficient is selected for comparison as it is a significant index to reflect the utilization ratio of wind
power. Although using this single indicator cannot fully prove the advantage of the present model, it
actually grabs the core problem and can prove the suitability of the current CFD model to a large
degree. The experimental data of the three-bladed VAWT is extracted from the work of [Elkhoury et
al.]527 from which the model used in this paper originates. Their experiments were conducted in an
open-circuit type wind tunnel and three freestream velocity values of 6 m/s, 8 m/s and 10 m/s were
employed for a fixed-pitch NACA0018 airfoil. The present study only uses experimental data related
to the freestream velocity value of 8 m/s.
Figure 9.20 illustrates the
comparison results and the
relative error between
numerical and experimental
data. The largest error
occurs at TSR = 0.5 with the
value of 17.15 % and the
second largest error
appears with the value of
14.99 % at TSR = 0.6. The
variation range and the
absolute value of angle of
attack are both large when
TSR is very low, which
means the blades will get
into the state of deep
dynamic stall easily. Figure 9.20 Comparison of average power coefficients between the
However, SST k-u model is a experiment and simulation (NACA0018, freestream velocity V∞ = 8 m/s)
bit weak in predicting the as well as relative errors of them - [Courtesy of Ma et al.)
phenomenon of deep
dynamic stall at high angles
of attack, which leads to the relatively high error at low TSRs528,529. Besides, as the support structures
of the VAWT and the effect of aero elasticity are ignored in the numerical simulation, certain error
should be expected. at low TSRs530,531. Besides, as the support structures of the VAWT and the effect
of aero elasticity are ignored in the numerical simulation, certain error should be expected. Overall,
the numerical results are consistent with experimental data as the relative errors are under 10% in
most cases. Such a verification outcome could be accepted and the subsequent simulations are
regarded as valid and reasonable.
527 Elkhoury M, Kiwata T, Aoun E. Experimental and numerical investigation of a three-dimensional vertical-axis
wind turbine with variable-pitch. J Wind Eng Ind Aerod 2015;139:111e23.
528 Lei H, Zhou D, Bao Y, Li Y, Han Z. Three-dimensional improved delayed detached Eddy simulation of a two-
bladed vertical axis wind turbine. Energy Convers Manag 2017;133:235e48.

529 Wang S, Ingham DB, Ma L, Pourkashanian M, Tao Z. Numerical investigations on dynamic stall of low Reynolds
number flow around oscillating airfoils. Comput Fluids 2010.

530 Lei H, Zhou D, Bao Y, Li Y, Han Z. Three-dimensional improved delayed detached Eddy simulation of a two-
bladed vertical axis wind turbine. Energy Convers Manag 2017;133:235e48.

531 Wang S, Ingham DB, Ma L, Pourkashanian M, Tao Z. Numerical investigations on dynamic stall of low Reynolds
number flow around oscillating airfoils. Comput Fluids 2010.

294
9.2.8 Optimization System

When it comes to optimization approaches, they are classified into Gradient Search Methods (GSMs)
and heuristic algorithms. GSMs have been utilized to optimize multi-element wing sections and
turbo-machinery airfoils532,533. In spite of the speed of GSMs, there is doubt about their robustness
because outcomes are easily affected by initial conditions. Of all the heuristic algorithms, genetic
algorithms (GAs) are the most widely used which are derived from the nature and follow the rule of
‘Survival of the fittest’ 534. Though GAs
usually take much more
computational time, they can be used
to seek global optima in complex non-
linear situations with higher
reliability than GSMs. In the present
study, Multi-Island Genetic Algorithm
(MIGA) is chosen to be the core
optimization method which can
preserve the diversity of solutions
and reduce the probability of
premature phenomenon. It separates
the population into subgroups and Table 9.8 Settings of multi-island genetic algorithm
standard GA is operated on each [Courtesy of Ma et al.)
-
island respectively.
Every few generations, individuals migrate between the islands periodically to realize the exchange
of genetic material. The migration is controlled by two parameters: Rate of Migration and Interval of
Migration. The “tournament selection” scheme of MIGA chooses best individuals from a subgroup of
randomly chosen individuals. In such a scheme, a larger relative tournament size will lead to more
duplicate best individuals in the filial population. The corresponding settings of MIGA are listed in
Table 9.8. Here the population size and number of generations are relatively small because 3D
simulation is adopted in the present study which consumes large computational resources. For the
simulation of one individual, it takes about 8 h using 40 threads in parallel. Two individuals are
simulated at the same time as there are 88 threads in total. The single objective is to maximize the
power coefficient CP. To clarify the scope of this optimization problem, certain constraints should be
imposed. Firstly, to effectively control the search space, stabilize the calculation and speed up the
convergence, upper and lower limits of the design variables are defined which have been stated in.
Secondly, the maximum relative thickness (thickness-to-chord ratio) should not be too small as it is
a simple indicator of the structural performance. Combined with the consideration of controlling the
search space, the maximum relative thickness is set in the range of [0.175, 0.205]. Thirdly, to ensure
the geometric compatibility, the location of the maximum relative thickness is restricted in the range
[0.25c, 0.32c].
9.2.9 Optimization System Procedure

The optimization process is operated at TSR = 1.0 and the overall aim of the entire system is to
provide an optimized airfoil profile which can help improve the aerodynamic performance of the
VAWT. This process is carried out with an iterative loop which contains tools for modelling, meshing
& calculation, data processing and an optimization algorithm. ISIGHT (Villacoublay, France) is
employed to integrate all the mentioned sub-processes which is famous for its ability to manage data
532 Nemec M, Zingg DW, Pulliam TH. Multipoint and multi-objective aerodynamic shape optimization. AIAA 2004.
533 Rai MM, Madavan NK. Aerodynamic design using neural networks. AIAA J 2000.
534 Chehouri A, Younes R, Ilinca A, Perron J. Review of performance optimization techniques applied to wind
turbines. Appl Energy 2015.

295
flows between different programs and to automate the operation of simulation process. As there are
no standard rules for integrating function components in ISIGHT, each optimization system is
designed according to special needs of the corresponding study. The complete scheme of the loop is
illustrated in Figure 9.21.
The modelling component firstly uses design variables (a1, a2, b1, b2, e1, e2, f1, f2, p1, p2, q1, q2)
and other constant parameters (c, D, h) to generate airfoil profiles with the help of NX (Siemens PLM
Software, Texas, United States). An initial population is needed to start the whole optimization
process. Apart from NACA0018 airfoil, other individuals of the initial population are randomly
generated within the scope which is defined by the ranges of variables shown in Table 9.6. Then
the geometry is imported into STARCCM where the meshing & calculation work is done. After that,
values of time varying dependent variables (e.g. the torque of the VAWT) are exported to MATLAB
for post processing in which the values of objectives and constraints are calculated for the
optimization. The running of the entire system is controlled by macros which can call applications
and issue the orders. After the input of the initial population, the process automatically operates until
the ultimate results are outputted.
Figure 9.21 The scheme of the optimization system - [Courtesy of Ma et al.)
9.2.10 Results of Geometric Profile Evolution

The optimization system smoothly runs and the final results are generated after the evolution
involving hybridization, mutation and migration. Table 5 shows the final values of variables for the
optimized profile. To visualize these values, Figure 9.22 illustrates the difference between the initial
and optimized profiles as well as the mean camber line (MCL) of the optimized one. At first glance,
the profile of the outer side rises especially in the middle part. The front part of the profile of the
inner side falls while the rear part rises.
Here the inner side represents the side facing the shaft of the VAWT. The MCL is not aligned to the
chord anymore and it intersects the chord line at the position of two ends and 0.38c. The offset of
MCL reaches the maximum downward at the position of 0.08c and upward at the position of 0.78c.
shows the relative thickness distribution of the initial and optimized profiles. The initial profile
NACA0018 is symmetric with the maximum thickness of 0.18c at the position of 0.3c while the
maximum thickness of the optimized profile increases to 0.203c with the position moving to 0.275c.
The radius of the leading edge of the optimized profile sensibly increases while the angle of the
trailing edge only decreases a little compared to the initial profile. Such an evolution of profile is
beneficial to the structural performance to some degree as the overall thickness is increased. The
pressure distribution on the inner side may change greater than that on the outer side in the
optimized case. Here the profile changes of airfoils from other studies are listed for comparison. The
profile changes are different as the optimization methods and objectives are different in diverse
296
studies. In the work of

[Ribeiro et al.]535,
optimization of airfoil was
conducted using 2D CFD
simulations coupled with
NSGA-II algorithm. The
study focused on the
characteristics like lift
coefficient, drag
coefficient and lift-to-drag
ratio of the airfoil. The
optimized airfoil has
larger leading edge radius
and the mean camber line
becomes more curved.
Archive based Micro Figure 9.22 Profiles of the initial airfoil and optimized airfoil
Genetic Algorithm was
employed and the
numerical analysis was
conducted using XFOIL.
The overall thickness and
leading edge radius of the
optimized airfoil both
increase while the mean
camber line doesn't
change significantly.
[Goçmen et al.]536
investigated six widely-
used airfoils in the field of
small scale wind turbines
in order to improve both Figure 9.23 Relative thickness distribution of the initial and optimized
the acoustic and airfoil profiles - [Courtesy of Ma et al.)
aerodynamic
performance. After optimization, the profile of the pressure side of each airfoil becomes closer to the
chord line. The angle of trailing edge of some airfoils becomes smaller.
9.2.11 Power Performance

This section firstly discusses about the average power performance improvement at different TSRs
as shown in . In terms of the absolute growth value of CP, the maximum growth occurs at TSR = 0.9
with a value of 0.035 and the minimum growth is 0.007 occurring at TSR = 0.4. The growth values
all exceed 0.03 when TSR falls into the interval [0.9, 1.2]. In terms of the growth rate, it is obvious
that the power performance is largely improved with the maximum growth rate of 26.82% at TSR =
0.9 and the minimum growth rate of 9.02% at TSR = 1.5. The growth rates are all above 20% when
the TSR is no larger than 1.0. The growth rate is relatively low at relatively high TSRs, which is mainly
because the power coefficients are much higher at larger TSRs. Even if the absolute growth value of
CP is the same, the growth rate at larger TSRs will be lower than that at smaller TSRs. The reverse
535 Ribeiro AFP, Awruch AM, Gomes HM. An airfoil optimization technique for wind turbines. Applied Math, 2012.
536 Goçmen T, Ozerdem B. Airfoil optimization for noise emission problem and aerodynamic performance criterion
on small scale wind turbines. Energy 2012.

297
point where the power coefficient starts to fall off also changes. The reverse point of the initial case
is at TSR = 1.3 while that of the optimized case is at TSR = 1.2, which means the appropriate angular
speed to generate the maximum power output has dropped down when the freestream velocity
equals 8 m/s.
As the power coefficient CP is derived from the torque values, a comparison of the time-varying
torque values during one rotational period is conducted, which is illustrated in Figure 9.25 with the
solid line representing the optimized case and the dashed line representing the initial case. Here the
analysis is divided into
two parts. The first part
is about the variation
trend at a specific TSR
and TSR = 0.9 is selected
at which the largest
growth rate of the power
coefficient CP occurs.
The analysis at other two
TSRs is much alike and
will not be discussed in
detail. The second part
investigates the effects of
TSR on the torque values
and involves all the six
diagrams in Figure
9.25. At TSR = 0.9, the
peak torque value of one Figure 9.24 Comparison of average power coefficients and the growth
blade with the optimized rate of CP between the initial and optimized airfoils at different TSRs
profile is 3.87 Nm
appearing at ϴ = 82 degrees while that with the initial profile is 3.45 Nm occurring at ϴ = 76 degrees.
The maximum difference of the torque values takes place at ϴ = 90 degrees with a difference value
of 1.09 Nm. Besides, the torque value of one blade with either the optimized or the initial profile
keeps negative in most parts of the downstream area due to the increase of the drag force. In Figure
9.25 (b), the solid line is obviously above the dashed line which means the power performance has
been improved at every second during the operation of the VAWT. The peak torque values of the
VAWT equipped with three optimized blades during one rotational period appear at ϴ= 82, 202 and
322 degrees with an approximate value of 3.7 Nm while that of the VAWT equipped with initial blades
are approximately 3.2 Nm occurring at ϴ = 76, 196 and 316 degrees. The maximum differences of the
torque values of the VAWT appear at ϴ = 90, 210 and 330 degrees. Besides, the torque value is always
above zero for the VAWT with either optimized or initial blades. In fact, by comparing Figure 9.25
(b), it is obvious that the peak values of the VAWT appear at the same time when the peak value of
every single blade occurs.
When comparing the torque curves at different TSRs, the curves of the optimized cases are focused
on and there are two changing rules worth attention. On one hand, the position where the peak value
appears moves with the change of TSR. For the torque curve of one blade, the positions of peak value
are ϴ = 60 degrees at TSR = 0.6, ϴ = 82 degree at TSR = 0.9 and ϴ = 94 degree at TSR = 1.2. The peak
value occurs later during one rotational period when the TSR is larger. On the other, the interval in
which the relatively high torque values appear becomes larger with the increase of TSR. It can be
seen that the azimuthal interval is 44 degree at TSR = 0.6, or 52 deg at TSR = 0.9, or 60 degree at TSR
= 1.2 during 1/3 rotational period. This can also explain why the peak value at TSR = 0.9 is larger
than that at TSR = 1.2 while the average power coefficient at TSR = 0.9 is less than that at TSR = 1.2.
298
9.2.12 Comparison of Pressure Distribution

Pressure distribution on the entire surfaces of one blade is discussed. For the sake of brevity, this
paper only mentions the cases at the position of ϴ =90 where the difference of the instantaneous
torque value of one blade with the initial
airfoil and that with the optimized airfoil
reaches the maximum. When ϴ = 90, the (a) TSR = 0.6
suction side of the blade is the leeward
side while the pressure side is upwind.
On the suction side of the blade with the
initial profile, the pressure always keeps
negative. The absolute value of pressure
increases from 200 Pa at the leading edge
to 350 Pa at the position. [see Ma et al]537.
9.2.13 Discussion
This section discusses the findings from
figures mentioned above, which involves
discussions on the flow regime around
blades, airfoil profile change and (b) TSR = 0.9
pressure distribution on the blade. They
could be referred to when designing
airfoils of VAWTs in real applications.
Specific airfoil profile could reduce the
energy loss caused by vortices (related to
the flow regime), thus improving the
power performance. Besides,
understanding the change in pressure
distribution induced by the airfoil profile
evolution could help improve the
structural performance of blades.
A small vortex forms near the trailing
edge because of the circulation of flow
leaving blade surfaces at ϴ = 0. This (c) TSR=1.2
vortex moves along the inner side of
blade and induces a reversed pressure
wave transmitting towards the leading
edge. In fact, the adverse pressure
gradient could easily cause the formation
of bubbles on the inner side of blade and
drives them towards the leading edge.
This phenomenon is also reflected by the
pressure coefficient change on the inner
side from ϴ = 0 to 60. During such an
azimuthal range, the maximum negative
pressure on the inner side keeps Figure 9.25 Instantaneous torque values during one
increasing and its position continues to rotational period - [Courtesy of Ma et al.)
537 Ning Ma, Hang Lei , Zhaolong Han, Dai Zhou , Yan Bao , Kai Zhang , Lei Zhou, Caiyong Chen, “Airfoil
optimization to improve power performance of a high-solidity vertical axis wind turbine at a moderate tip speed
ratio”, Energy 150 (2018) 236-252.
299
move towards the leading edge. From ϴ = 90 to 120, a large vortex is detected as there is an obvious
trough of the negative pressure coefficient on the inner side, which is in accordance with the vorticity
distribution in Figure 9.25.
This vortex has started to shed from the inner side when ϴ = 90 degree and its moving speed is
smaller than that of the blade as the center of the trough of pressure coefficient changes from 0.22c
to 0.4c. Besides, the vortex center keeps moving away from the inner surface because the maximum
negative pressure coefficient decreases a lot from q = 90 to q= 120 degrees. When ϴ= 150 , this large
vortex has lost contact with the blade surface (Figure 9.25(b)) and consequently has little impact
on pressure distribution.
Figure 9.26 Instantaneous Contours of Vorticity Magnitude at TSR = 0.9 for the VAWT with
Optimized Airfoils - [Courtesy of Ma et al.)
300
It needs to be noted that the pressure distribution is obviously different between the initial and
optimized cases when ϴ = 90 degree. There isn't a trough of pressure coefficient on the inner side for
the optimized case, which is caused by the shape change of airfoil profile. As is stated before, the
radius of the leading edge increases and the slope of inner side profile also enlarges (Figure 9.22)
for the optimized case. The increased leading edge radius might delay the movement of leading edge
vortex towards the trailing edge at the beginning. But the larger slope of the inner side profile would
cause the vortex to move a bit faster towards the trailing edge later on. The key parameters like the
radius of the leading edge, angle of the trailing edge and slope of the profile should be determined
with care as they have impacts on the movement of vortices and pressure distribution.
Leading edge vortices could be easily found in Figure 9.26 (a)-(d), which also correspond to the
small troughs of pressure coefficient near the leading edge on the blade inner side. Such leading-
edge vortices are usually induced by the laminar-turbulent transition on the blade inner side in the
upstream area. In the downstream area, the flow reattaches to the inner side while small laminar
separation bubbles are induced on the outer side. The scale of such bubbles is relatively small
compared to those forming in the upstream area. They keep growing and moving towards the trailing
edge as is shown from ϴ =210 degree to ϴ = 330 degrees in Figure 9.26.
9.2.14 Limitations of Current Study

The results and discussion in the present study are only valid under the following limitations:
➢ The study focuses on the improvement of power performance which means the optimized
airfoil profile might not be the optimized choice for performance in other aspects like
structural performance.
➢ The research object is a high-solidity VAWT with the solidity of 0.75. The findings in this
paper may not be applicable to VAWTs with low or moderate solidity. But the optimization
system developed in this study could be used for VAWTs with various levels of solidity.
➢ The research is conducted at a moderate tip speed ratio (TSR =1.0). This means the
optimization results may change when adopting higher or lower TSRs. When the system is
used for actual design, the TSR could be adjusted to the real value and the system will also
work.
9.2.15 Conclusion
This work establishes a comprehensive optimization system to improve the power performance of a
three-bladed high-solidity VAWT at a moderate TSR. The system is highly adaptive featuring the
combination of 3D CFD simulation, Multi-Island GA and auto operation. Besides, the airfoil is studied
as part of a three-bladed VAWT rather than as a single isolated body. Following conclusions are
obtained:
➢ The maximum thickness of the optimized profile increases by 12.8% compared to NACA0018
profile and the position of the maximum thickness moves from 0.3c to 0.275c. The mean
camber line of the optimized airfoil is not aligned to the chord anymore and the offset of it
reaches the maximum downward at the position of 0.08c and upward at the position of 0.78c.
➢ The radius of the leading edge of the optimized profile enlarges while the angle of the trailing
edge shrinks compared to the initial profile. The increased leading edge radius might delay
the movement of leading edge vortex towards the trailing edge. But the larger slope of the
inner side profile would cause the vortex to move a bit faster towards the trailing edge later
on.
301
➢ The power performance of the VAWT equipped with the optimized blades improves sensibly.
In terms of the power coefficient, the maximum growth rate of it occurs at TSR = 0.9 with a
value of 26.82% and the growth rate keeps over 20% when the TSR is no larger than 1.0. The
power performance improvement mainly benefits from the increase of torque value in the
azimuthal angle range [60 degree, 120 deg.].
302
10 Sensitivity Analysis and Aerodynamic Optimization

Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or
system (numerical or otherwise) can be apportioned to different sources of uncertainty in its
inputs538. A related practice is uncertainty analysis, which has a greater focus on uncertainty
quantification and propagation of uncertainty539. Sensitivity analysis can be useful for a range of
purposes, including testing the robustness of the results of a model or system in the presence of
uncertainty. Increased the understanding of the relationships between input and output variables in
a system or model. Uncertainty reduction: identifying model inputs that cause significant uncertainty
in the output and should therefore be the focus of attention if the robustness is to be increased
(perhaps by further research). Searching for errors in the model (by encountering unexpected
relationships between inputs and outputs). Model simplification – fixing model inputs that have no
effect on the output, or identifying and removing redundant parts of the model structure. Enhancing
communication from modelers to decision makers (e.g. by making recommendations more credible,
understandable, compelling or persuasive). Finding regions in the space of input factors for which
the model output is either maximum or minimum or meets some optimum criterion540.
Quite often, some or all of the model inputs are subject to sources of uncertainty, including errors of
measurement, absence of information and poor or partial understanding of the driving forces and
mechanisms. This uncertainty, which previously discussed, imposes a limit on our confidence in the
response or output of the model. Good modeling practice requires that the modeler provides an
evaluation of the confidence in the model. This requires, first, a quantification of the uncertainty in
any model results (uncertainty analysis); and second, an evaluation of how much each input is
contributing to the output uncertainty. Sensitivity analysis addresses the second of these issues
(although uncertainty analysis is usually a necessary precursor), performing the role of ordering by
importance the strength and relevance of the inputs in determining the variation in the output. In
models involving many input variables, sensitivity analysis is an essential ingredient of model
building and quality assurance. National and international agencies involved in impact assessment
studies have included sections devoted to sensitivity analysis in their guidelines. Examples are the
European Commission (see e.g. the guidelines for impact assessment), the White House Office of
Management and Budget, the Intergovernmental Panel on Climate Change and US Environmental
Protection Agency's modeling guidelines. Modern engineering design makes extensive use of
computer models to test designs before they are manufactured. Sensitivity analysis allows designers
to assess the effects and sources of uncertainties, in the interest of building robust models. Sensitivity
analyses have for example been performed in biomechanical models, tunneling risk models, amongst
others. Sensitivity analysis is closely related with uncertainty analysis; while the latter studies
the overall uncertainty in the conclusions of the study, sensitivity analysis tries to identify what
source of uncertainty weighs more on the study's conclusions 541. However, despite considerable
progress over twenty years, sensitivity analysis has only recently enjoyed widespread use in
engineering practice. There are perhaps two principal causes of this:
I. Questionable suitability of gradient-based optimization methods for many problems,

II. The lack of availability of cheap, accurate gradients.
538 Saltelli, A., S. Tarantola, F. Campolongo and M. Ratto, “Sensitivity Analysis in Practice: A Guide to Assessing
Scientific Models”, John Wiley & Sons, Ltd, 2004.
539A. Saltelli, M. Ratto, T. Andres, F. Campolongo, J. Cariboni, D. Gatelli, M. Saisana and S. Tarantola “Global
Sensitivity Analysis: The Primer” , John Wiley & Sons, Ltd, 2008.
540 From Wikipedia, the free encyclopedia.
541 Same Source
303
A close third might be the extra effort involved in setting up gradient-based optimizations, due to the
need for smooth mesh deformation, preconditioning of design variables, and the lack of robustness
to the failure of any step of the process. This last is not true of e.g. genetic algorithms, for which a flow
code failure is simply a member of the population that is not evaluated. Issue (I) is an unavoidable
consequence of the locality of gradient-based methods: in a design space with many local optima they
will tend to find the nearest (with respect to the starting point), not the best, local optimum. Further
there is evidence to suggest that configurations such as multi-element high-lift devices have just such
highly oscillatory design spaces. This problem may be tackled with hybrid optimization algorithms
that combine non-deterministic techniques for broad searches, with gradient-based methods for
detailed optimization, a significant topic of current research542-543. However issue (II) is perhaps
more critical in general, and that with which this article is concerned. Inevitably the availability of
sensitivity analysis tools for codes lags behind the codes themselves, a situation exacerbated by the
considerable effort required to linearize complex solvers. A good example is the lack of reliable adjoin
solvers for Navier-Stokes problems until recently. The situation deteriorates when multi-disciplinary
problems are considered, and the sensitivities of coupled multi-code systems are required.
Nonetheless these problems are worth overcoming, as when they are available, gradient-based
algorithms combined with adjoin gradients are the only methods which can offer rapid optimizations
for extremely large numbers of design variables544, as needed for the aerodynamic shape design545.
10.1 Aerodynamic Sensitivity

Several methods concerning the derivation of sensitivity equations are currently available. Among
the most frequently mentioned are :
• Direct (Analytical) Differentiation (DD),

• Adjoin Variable (AV),
• Symbolic Differentiation (SD),
• Automatic Differentiation (AD), (Odyssée or ADIFOR)
• Finite Difference (FD), (Brute Force)
Each technique has its own unique characteristics. For example, the Direct Differentiation, has the
advantage of being exact, due to direct differentiation of governing equations with respect to design
parameters, but limited in scope. There are two basic components in obtaining aerodynamic
sensitivity. They are:
• Obtaining the sensitivity of the governing equations with respect to the state variables,
• Obtaining the sensitivity of the grid with respect to the design parameters.
The sensitivity of the state variables with respect to the design parameters are described by a set of
linear-algebraic relation. These systems of equations can be solved directly by a LU decomposition
of the coefficient matrix. This direct inversion procedure becomes extremely expensive as the
problem dimension increases. A hybrid approach of an efficient banded matrix solver with influence
542 G. Lombardi, G. Mengali, F. Beux, A hybrid genetic based optimization procedure for aircraft conceptual
analysis, Optimization and Engineering, 2006.
543 V. Kelner, G. Grondin, O. Léonard, S. Moreau, Multi-objective optimization of a fan blade by coupling a genetic
algorithm and a parametric solver, in: Proceedings of EUROGEN, Munich, 2005.

544 D. Mavriplis, Discrete adjoin-based approach for optimization problems on three-dimensional unstructured
meshes, AIAA Journal, 2007.

545 Jacques E.V. Peter and Richard P. Dwight, “Numerical Sensitivity Analysis for Aerodynamic Optimization: A
Survey of Approaches”, 2009.

304
of off-diagonal elements iterated can be implemented to overcome this difficulty546. Figure 10.1
displays different methods for obtaining the sensitivity derivatives.
Adjoint
Variable
(AV)
Finite Direct
(Analytical)
Differencing Differentiation
(FD) (DD)
Sensitivity
Derivatives
Automatic Symbolic
Differentiation Differentiation
(AD) (SD)
Figure 10.1 Methods of Evaluating Sensitivity Derivatives
10.2 Sensitivity Equation via Direct (Analytical) Differentiation (DD)

The general equations can be written as
I Q
= R(Q) Q =  ρ, ρu , ρv , ρw , E 
T
J t
Eq. 10.1
Here, R is the residual and J is the Jacobean Transformation:
546 Sadrehaghighi, I., Smith, R.E., Tiwari, S., N., “Grid Sensitivity And Aerodynamic Optimization of Generic
Airfoils”, Journal of Aircraft, Volume 32, No. 6, Pages 1234-1239.
305
 (ξ, , ζ)
J= Eq. 10.2
 (x, y,z)
Where R is the residual vector, Q is a four-element vector of conserved flow variables. Navier-Stokes
equations are discretized in time using the Euler implicit method and linearized by employing the
flux Jacobean. This results in a large system of linear equations in delta form at each time step as
 I  R  
n
 + ΔQ = −R n Eq. 10.3

 Jt  Q  
 
For a steady-state solution (i.e., t →∞) reduces to
𝐑(𝐐(𝐏), 𝐗(𝐏), 𝐏) = 0
Eq. 10.4
Where the explicit dependency of R on grid and vector of parameters P is evident. The parameters P
control the grid X as well as the solution Q. The fundamental sensitivity equation containing ∂Q/∂P
is obtained by direct differentiation of Eq. 10.4 as
 R   Q   R   X   R 
 Q   P  +  X   P  +  P  = 0
       
Eq. 10.5
It is important to notice that Eq. 10.5 is a set of linear algebraic equation and matrices ∂R/∂Q and
∂R/∂X is well understood. The flow sensitivity, ∂Q/∂P can now be directly obtained as
−1
 Q   R    R   X   R  
 =       +    Eq. 10.6
 P   Q    X   P   P  
Further simplification could include the vector of grid sensitivity which is
 X   X   XB 
 =   Eq. 10.7
 P   XB   P 
Where XB denotes the boundary nodes547.
10.3 2D Sensitivity Equation Method for Unsteady Compressible Flows

A sensitivity equation method is described by [Duvigneau]548, in the context of compressible Navier-
Stokes equations, and an efficient numerical implementation is proposed. The resulting approach is
verified for two- and three-dimensional problems of increasing complexity. The objective of the
current work is to study an alternative approach, based on the sensitivity equation method. Contrary
547 Sadrehaghighi, I., Smith, R.E., Tiwari, S., N., “Grid Sensitivity and Aerodynamic Optimization Of Generic
Airfoils”, Journal of Aircraft, Volume 32, No. 6, Pages 1234-1239.
548 Régis Duvigneau, “A Sensitivity Equation Method for Unsteady Compressible Flows: Implementation and
Verification”, Research Report No. 8739, June 2015.

306
to the adjoint equations, sensitivity equations are integrated forward in time and do not need a
complete storage of the solution. Nevertheless, their computational cost depends on the number of
parameters considered. Some works can be found in the literature on the sensitivity equation method
for incompressible flow problems, for different applications like optimum design, uncertainty
propagation or flow characterization. However, only a few works can be found related to
compressible flows. Here, the implementation of the method is described in the context of unsteady
compressible Navier-Stokes equations, for laminar and subsonic flow regimes.
10.3.1 Flow & Sensitivity Equations

For the sake of generality, we consider the 2D Favre-averaged Navier-Stokes equations, that can be
written in the conservative form as follows:
∂𝐐
+ ∇. Ê = ∇. Ĝ where 𝐐 = {ρ, ρu, ρv, e}T
∂t
Eq. 10.8
and Ê = (Ex(Q), Ey(Q)) is the vector of the convective fluxes and Ĝ= (Gx(Q), Gy(Q)) the vector of the
diffusive fluxes. The pressure p is obtained from the perfect gas state equation, and the extension to
the 3D case is straightforward. The individual fluxes are given by;
ρu ρv
ρu + P 2 ρuv
Ê𝐱 (𝐐) = ρuv , Ê𝐱 (𝐐) = ρv 2 + P
p p
ρu (e + ) ρv (e + )
[ ρ ] [ ρ ]
Eq. 10.9
The viscous fluxes are written as:
0 0
τ𝑥𝑥 τ𝑥𝑦
Ĝ𝐱 (𝐐) = [ τ𝑦𝑥 ] , Ĝ𝐱 (𝐐) = [ τ𝑦𝑦 ]
uτ𝑥𝑥 + 𝑣𝜏𝑦𝑥 − 𝑞𝑥 uτ𝑥𝑦 + 𝑣𝜏𝑦𝑦 − 𝑞𝑦
Eq. 10.10
where the symmetric viscous stress tensor and heat flux is defined in [Duvigneau]549. We consider in
this section the differentiation of the previous flow equations with respect to a parameter, denoted
α, that could be either scalar or geometrical. α could be a control parameter for design optimization
purpose, or an uncertain parameter for uncertainty quantification. The objective of this section is to
derive a set of partial differential equations governing the sensitivity fields denoted:
∂𝐐 ∂𝐐́
𝐐́ = or + ∇. Ế = ∇. Ĝ́
∂α ∂t
Eq. 10.11
The sensitivity of the convective fluxes can be expressed as:
549Régis Duvigneau, “A Sensitivity Equation Method for Unsteady Compressible Flows: Implementation and
307
́
(ρu) ́
(ρv)
́
(ρu)u + (ρu)ú + Ṕ ́
(ρv)u + (ρv)ú
Ế𝐱 (𝐐, 𝐐́) = ́ v + (ρu)v́
(ρu) , Ế𝐲 (𝐐, 𝐐́) = ́ v + (ρu)v́ + 𝑃́
(ρu)
p 𝑃́ p 𝑃́
́ (e + ) + (𝜌𝑢) [𝑒́ + ( )]
(ρu) ́ (e + ) + (𝜌𝑣) [𝑒́ + ( )]
(ρv)
[ ρ 𝜌 ] [ ρ 𝜌 ]
Eq. 10.12
The sensitivity of the diffusive fluxes reads:
0 0
τ ́ τ 𝑥𝑦́
Ĝ́𝐱 (𝐐, 𝐐́) = Ĝ́𝐱 (𝐐, 𝐐́) =
𝑥𝑥
τ𝑦𝑥 ́ , τ𝑦𝑦 ́
[ú τ𝑥𝑥 + 𝑢𝜏𝑥𝑥́ + 𝑣́ 𝜏𝑦𝑥 + 𝑣𝜏𝑦𝑥
́ − 𝑞𝑥́ ] [ú τ𝑥𝑦 + 𝑢𝜏𝑥𝑦
́ + 𝑣́ 𝜏𝑦𝑦 + 𝑣𝜏𝑦𝑦
́ − 𝑞𝑦́ ]
Eq. 10.13
where the sensitivity of the viscous stress tensor and heat flux can be found in [Duvigneau]550. The
boundary conditions for the sensitivity equations are obtained by differentiating the boundary
conditions for the flow. There are some important properties of sensitivity equation w.r.t connective
fluxes which can be summarized below:
➢ The sensitivity of the convective flux is linear in Q`.

➢ The sensitivity of the convective flux has the same Jacobian matrix as the convective flux.
➢ The convective part of the sensitivity equations is hyperbolic and is characterized by the same
wave speeds as the convective part of the flow equations. Therefore, it has the same
eigenvalues as the flow equations
10.3.2 Numerical Solutions using an Iterative procedure for Flow and Sensitivity Equation
10.3.2.1 Flow Equations
The flow Eq. 10.8 form a system of conservation laws, which is solved using a mixed finite
volume/finite-element formulation551. The temporal scheme with the implicit discretization of
convective and diffusive terms yield the following non-linear problem, to be solved at each step:
𝐃(𝐐k )δ𝐐 + 𝐑(𝐐 k+1 ) = 𝐒(𝐐k , 𝐐n , 𝐐n−1 )

Eq. 10.14
The vector R results from the assembly of the high-order convective and diffusive terms for each cell,
the vector S corresponds to the unsteady source terms and D is a diagonal matrix corresponding to
the pseudo and physical unsteady terms:
3 1
𝐃𝐢𝐢 = 𝛄𝐢 ( + )
2Δt Δτi (𝐐k )
Eq. 10.15
where γi is the volume of the cell i, ∆t the physical time-step and ∆τi a local pseudo time-step adjusted
according to stability criteria. This non-linear problem for the flow is solved using an implicit
approach based on an approximate Jacobian matrix552. More precisely, a conservative state
550 Régis Duvigneau, “A Sensitivity Equation Method for Unsteady Compressible Flows: Implementation and
551 Alain Dervieux, Jean-Antoine Desideri. “Compressible flow solvers using unstructured grids”. [Research
Report] RR-1732, INRIA. 1992.

552 See Previous.
308
increment δQ is computed at each iteration k according to a Newton-like method based on the

linearization of the residual vector R, yielding the following linear system:
(𝐃 (𝐐k) + 𝐉(𝐐𝐤 )) δ𝐐 = −𝐑(𝐐 k+1 ) + 𝐒(𝐐k , 𝐐n , 𝐐n−1 )

Eq. 10.16
J is a sparse matrix resulting from an approximate linearization of the right-hand side vector. It is
based on the exact linearization of the diffusive terms, but on the linearization of the first order
convective flux proposed by Rusanov, yielding a more robust and efficient procedure. Finally, the
linear system is inverted using a standard SGS (Symmetric Gauss-Seidel) procedure. Due to the
approximation of the Jacobian, a full inversion is not required and a reasonable reduction of the linear
residuals is only carried out in practice. This iterative procedure is used until convergence of non-
linear residuals for each time step.
10.3.2.2 Sensitivity Equations

Although the sensitivity equations are linear, a similar iterative procedure is used, for two reasons:
first, the corresponding linear system can be ill-conditioned, yielding a computational time for its
inversion similar to a full non-linear flow resolution. Second, we pay attention to limit as much as
possible new implementations, specific to the sensitivity equations, and promote re-use of numerical
methods already implemented for the flow analysis. As explained in a previous section, the
convective flux for the sensitivity variables Ê (Q`) has the same Jacobian matrix as the flux for the
flow variables:
∂Ế ∂Ê
= = 𝒜́ (Q)
∂Q́ ∂Q
Eq. 10.17
This property is also true for the diffusive terms. Therefore, the Jacobian matrix J (Q)k that appears
in the iterative procedure for the flow Eq. 10.18 can also be employed in a similar procedure for the
sensitivities. Moreover, the wave speeds related to the sensitivity variables are also the same as those
related to the flow variables. As consequence, the unsteady term D(Qk) can be maintained as well.
Finally, one can observe that an iterative procedure for the sensitivity variables can be defined, based
on the same implicit part as the one used for the flow:
(𝐃 (𝐐k) + J(Qk )) δ𝐐́ = −𝐑́(𝐐́ k , 𝐐𝐤 ) + 𝐒(𝐐́k , 𝐐́n , 𝐐́n−1 )

Eq. 10.18
where δQ` denotes the increment of the sensitivity variables at iteration k and the vector R` results
from the assembly of the high-order convective and diffusive terms for the sensitivities. We underline
that this residual term is actually the only one to be implemented for sensitivity analysis in an existing
flow solver. Additional information can be obtained from [Duvigneau].553-554
10.3.3 Case Study 1 – 2D Steady Inviscid Flow in a Nozzle

We consider as first test-case the steady inviscid subsonic flow in a two-dimensional nozzle. The
Mach number is set to the value M = 0.15. Note that the transonic case yields specific difficulties due
to the presence of the shock waves, that are not treated presently. Figure 10.2-(a) shows a
553Régis Duvigneau, “A Sensitivity Equation Method for Unsteady Compressible Flows: Implementation and
554 Alain Dervieux, Jean-Antoine Desideri. “Compressible flow solvers using unstructured grids”. [Research
Report] RR-1732, INRIA. 1992.

309
description of the test-case.

Note that the mesh should be
fine enough to make the
approximation error negligible.
Computations are carried out
using four processors. The flow
field is illustrated in Figure
10.2-(b). Regarding the
sensitivity analysis, three (a) - Nozzle test-case configuration
different parameters are
considered here: the inlet
velocity u∞ and density ρ∞, and
the outlet pressure p∞. Note
that the residuals are computed
here before the linear system is
solved, as for the flow. One can
see that the sensitivities have
globally the same convergence
rate as the flow. This is due to
the fact that sensitivities
depend on the flow, therefore a (b) - Nozzle case: iso-p (left) and iso-v (right) Contours
better convergence cannot be
expected. Obviously, one could
solve the (linear) sensitivity
problem only at flow
convergence, to reduce the
computational cost in steady
cases. The sensitivity fields
w.r.t. u∞ are illustrated in
Figure 10.2-(c). As can be
observed, the sensitivity fields
are very close to the flow fields, (c) - Nozzle case: iso-p` (left) and iso-v` (right)
for this rather simple problem. Contours w.r.t. inlet velocity u∞
Finally, the incorporation of the
sensitivity equations into the
3D flow solver in cylindrical Figure 10.2 Nozzle test-case Configuration and Sensitivity
coordinates is achieved by
[Kämmerer et al.]555 making use of the properties of the numerical method.
10.3.4 Case Study 2 – 2D Sensitivity of Aerodynamic Forces in Inviscid Environment

The design of atmospheric vehicles and their control systems is an interesting and challenging area
of on-going research, and investigated by [Limache]556. The quality of a design is evaluated by the
behavior of the aircraft in performing required tasks and maneuvers. From flight mechanics, one
knows that in order to determine this behavior one must be able to calculate the aerodynamic forces
and aerodynamic moments acting on the aircraft’s surface at any instant of the flight. The accurate
555 Steffen Kämmerer, Jürgen F. Mayer, and Heinz Stetter, “Development of a Three-Dimensional Geometry
Optimization Method for Turbomachinery Applications”, International Journal of Rotating Machinery, 2004.
556 Alejandro Cesar Limache, “Aerodynamic Modeling Using Computational Fluid Dynamics and Sensitivity
Equations”, Dissertation submitted to the Faculty of the Virginia Polytechnic Institute, 2000.
310
determination of these aerodynamic forces (and aerodynamic moments) is not a trivial problem,
since these forces are not independent of the aircraft motion but they are coupled to it. Therefore, at
a given time the particular values of the aerodynamic forces will affect the future aircraft motion, and
conversely, the particular values of the aerodynamic forces at a given time will depend on the
particular maneuver that the aircraft is performing at that time.
10.3.4.1 Kinematics
The problem gets more complex because these forces depend not only on the instantaneous values
of the motion variables but also depend on
the past history of the motion. As a
consequence, even under the assumption
that the aerodynamic forces can be
evaluated (numerically or experimentally)
at any instant for a particular motion of the
aircraft, it is obviously materially
impossible to evaluate and record all the
aerodynamic force histories associated to
each one of the infinitely many possible
histories of motion. From these
observations, one can conclude that an
analysis of the aircraft behavior is not
viable unless a mathematical model for the
representation of the aerodynamic forces
is introduced. The formulation of an
aerodynamic mathematical model
probably started with the work of
[Bryan]557 at the beginning of the 20th
century. Bryan postulated that the
aerodynamic forces depend only on the
instantaneous values of the motion
Figure 10.3 Aircraft Flying in an Arbitrary Motion
variables and that this dependence was
linear. Considering a rigid aircraft of
arbitrary geometry moving in an arbitrary way in the atmospheric air as shown in Figure 10.3. The
air is assumed to be uniform and at rest with respect to an inertial reference frame denoted by S. The
unit vectors of the axes of the Cartesian coordinate system associated to S will be denoted by {exS,
eyS, ezS}.
Another reference frame is defined to be fixed to the aircraft and is denoted by R. A Cartesian
coordinate system associated to R is defined such that its origin is located at an arbitrary point c of
the aircraft and the unit vectors of its axes will be denoted by {exR, eyR, ezR}. The subscript S will be
attached to the vector components when the vector is resolved in the inertial coordinate system S.
Similarly, the subscripts R will be attached to the vector components when the vector is resolved in
the coordinate system R. For example, the vector position _xc of the aircraft with respect to an
observer in the reference frame S will be written as xc = x0S exS + y0S eyS + z0S ezS when resolved in
terms of the Cartesian components of reference frame S.
557 Bryan, G.H., “Stability in Aviation, Macmillan”, New York, 1911.

311
10.3.4.2 Mathematical Modeling of Aerodynamic Forces

From the kinematics of rigid bodies it is known that the aircraft motion with respect to the inertial
frame S is completely specified in terms of
the linear velocity vector Vc of the point c
with respect to the air and in terms of the
angular velocity vector ω of the aircraft with
respect to the inertial coordinate system S.
The vector Vc is called the velocity of the
aircraft. One can represent this vector in
terms of its magnitude Vc which defines the
speed of the aircraft, the angle of attack α,
and the angle of side-slip β, which define the
relative orientation of the velocity vector
with respect to the body-fixed axes of the
coordinate system R. Similarly ω can be
represented in terms of its three
components p, q and r along the body-fixed
axes of the coordinate system R (See
Figure 10.4 Body Roll - p , Pitch – q , Yaw - r
Figure 10.4). As a consequence, any
arbitrary motion U can be defined in terms
of the temporal evolution of the six dynamic motion variables:
𝐔 = {V𝑐 (t), α(t), β(t), p(t), q(t), r(t)}

Eq. 10.19
Here the motion variables are functions (of time). Eq. 10.19 is not simply an empirical formulation
of the aerodynamic forces but it is a formal and exact representation of the physics of the problem.
Note that the
aerodynamic forces at a
given instant t are
produced by
integration of the
pressure and shear
forces acting on the
aircraft surface at that
time. These pressure
and shear forces can be
determined from the
state of the flow
surrounding the
aircraft. The state of the
flow X is completely
characterized by the
values of the density ρ,
the flow velocity Figure 10.5 2D Characterization of Pitch Angle
components u, v, w and
the static pressure P in the flow field. Let’s consider example based on a simplified version of Bryan’s
model. Assume that the pitching moment coefficient acting on a symmetric aircraft in longitudinal
motion can be evaluated from (see Figure 10.5) :
312
Cm = Cm0 + C mv Vc (t) + Cmα α(t) + Cmq q(t)

Eq. 10.20
The coefficients CmV , Cmα, Cmq are referred to as sensitivity (stability) derivatives. All the coefficients
are assumed to be time-invariant. The model is complete when the four coefficients are determined
from experimental measurements or numerical calculations of the pitching moment acting on the
aircraft as it moves in specified characteristic motions. Once the coefficients are chosen, can be used
to predict the pitching moment for other general motions. The fact that the coefficients in Eq. 10.20
are time-invariant is one of the main aspects which make the model of practical use.
10.3.4.3 A Mathematical Model Based on Aerodynamically Steady Motions

The most commonly used motion to characterize aerodynamic forces: uniform level rectilinear flight
is an aerodynamically steady motion. In this type of rectilinear motion the aircraft is moving in a
steady form (shown in Figure 10.6) at constant values of Vc(t) = Vc, α(t) = α and β(t) = β, and with
zero angular rates: p(t) = q(t) = r(t) = 0. Under the assumption of still, uniform air and neglecting
unsteadiness due to separation or turbulence it is obvious that, after a certain transient the
aerodynamic forces acting on the aircraft become constant (time-invariant). Then, for these steady
motions, the functional of reduces to the simpler form:
𝐔 = {V𝑐 , 𝛼, 𝛽, 0,0,0}
Eq. 10.21
Figure 10.6 Aircraft Flying in a Rectilinear Steady Motion with no-Angular Rates
As a consequence, by restricting the motions to the class of rectilinear, steady flights, the
mathematical representation of the aerodynamic forces has been simplified from a functional form
of six function arguments to a function F of three scalar arguments: {Vc, α, β}. Observe that in the
representation the Mach number M = Vc as could be used instead of the speed Vc, in such a case, Eq.
10.21 can be rewritten as:
𝐅 = F{M , α, β, 0, 0,0}
Eq. 10.22
Now consider a symmetric aircraft moving in rectilinear longitudinal steady motion (i.e. constant
speed and angle of attack, β = 0, no-angular rates) as the one shown in Figure 10.6. Eq. 10.22 for
the pitching moment coefficient can be written as:
𝐂𝐦 = Cm {Vc , α} β=0,p=0,q=o,r=0
Eq. 10.23
If a Taylor Expansion to first order in the motion variables Vc, α is performed in the above equation,
then it follows that, except for the rotary contribution due to non-zero q, and it is the linear
approximation to the more general. Note that in this case the stability derivatives: CmV and Cmα have
313
now a clear meaning in terms of the partial derivatives of Cm. This idea can be extended to the
sensitivity derivatives with respect to the sideslip angle β if one considers the general rectilinear
steady flight of Eq. 10.22. Be cautious that in the present work, the mathematical model is based
on the choice of aerodynamically steady motions and not CFD steady. The model allows one to
formally determine the dependence of the aerodynamic forces (and aerodynamic moments) with
respect to all the motion variables including the angular rates of the aircraft.
10.3.4.4 Non-Inertial Form of Conservative Equations

The flow equations as seen from a general
non-inertial reference frame, i.e. the non-
inertial Navier-Stokes equations, can be
obtained after careful, tedious work by
starting from the standard (inertial)
Navier-Stokes equations (defined in an
inertial reference frame). The idea is to put
into the standard Navier-Stokes equations
the relationships between scalar, vector
and tensor quantities as seen from the two
different reference frames. The above
process is outlined in558 for inviscid
compressible flows. As shown in Figure
10.7, S will denote the inertial reference
frame and R will denote the completely
arbitrary non-inertial reference frame. R is
assumed to be moving with an arbitrary
translational velocity VR/S and an arbitrary
translational acceleration aR/S. R is also
assumed to be rotating with an arbitrary
angular velocity ωR/S = ω with respect to S.
Using these definitions and assuming there
are no heat sources, it can be seen that the
non-inertial Navier-Stokes equations as
seen from an observer in the non-inertial Figure 10.7 View of Inertial Coordinate System S and
reference frame R, are: General Non-Inertial Coordinate
∂ρ
Continuity + ∇. (ρ𝐕R ) = 𝟎
∂t
∂(ρ𝐕𝐑 )
Momentum + ∇. (ρ𝐕R ⨂ 𝐕R − P𝐈 − 𝛕) = ρ[𝐟 + 𝛀 − 𝟐𝛚 × 𝐕𝐑 ]
∂t
∂(ρER )
Energy + ∇. [(ρER − P)𝐕𝐑 − 𝛕. 𝐕𝐑 − k∇T] = ρ[𝐟 + 𝛀]. 𝐕𝐑
∂t
Eq. 10.24
In Eq. 10.24 the variables are expressed in a Eulerian (local) way as seen from the non-Inertial
rotating frame R. In this sense, _ VR is the local velocity of the flow as seen from the rotating reference
frame; ρ, P , T and e are the density, the static pressure, the temperature and the internal energy of
the flow, respectively; ER is the total energy (per unit of mass) as seen from the rotating frame:
558 Owczarek, J.A. , “Fundamentals of Gas Dynamics”, International Textbook Company, Scranton, 1964.
314
1
ER = e + (𝐕𝐑 . 𝐕𝐑 )
2
Eq. 10.25
where f is net body force; Ω is the “pseudo force vector”:
dR 𝛚
𝛀 = −𝛚 × (𝛚 × 𝐱 𝐑 ) + × 𝐱 𝐑 − 𝐚 𝐑/𝐒
dR t
Eq. 10.26
and contains the effect of the non-inertial motion (except for the Coriolis term −2ω × VR). V ⊗ V is a
second order tensor defined in terms of its components in Cartesian coordinates, I is the identity
tensor and τ is the stress tensor; each of these is a second order tensor.
10.3.4.5 Euler Equations for Aerodynamically Steady Motions

Under the assumption of inviscid flows (μ = 0), the conservative form of the non-inertial Navier-
Stokes Eq. 10.24, reduces to the conservative form of the non-inertial Euler equations in familiar
vector form:
∂𝐐 ∂𝐅 ∂𝐆 ∂𝐇
+ + + =𝐖
∂t ∂x ∂y ∂z
ρ ρu ρv
ρu ρuu + P ρvu
where Q = ρv , 𝐅= ρuv , 𝐆 = ρvv + P
ρw ρuw ρvw
[ ρE ] [u(ρE + P)] [v(ρE + P)]
ρw 0
ρwu ρ(fx + Ωx ) − 2ρ(ωy w − ωz v)
𝐇= ρwv , 𝐰= ρ(fy + Ωy ) − 2ρ(ωz u − ωx w)
ρww + P ρ(fz + Ωz ) − 2ρ(ωx v − ωy u)
[w(ρE + P)]
[ρ(fx + Ωx )u + ρ(fy + Ωy )v + ρ(fz + Ωz )w]
Eq. 10.27
10.3.4.6 Flow Equations for Aerodynamically Steady Motions

In the previous sections the boundary value problem (flow equations +boundary conditions) which
defines the flow properties as seen from a non-inertial reference frame R was determined. The
reference frame R was assumed to be moving with an arbitrary translational acceleration aR/S and
rotating with an arbitrary angular velocity ω with respect to an inertial reference frame S. In this
section, the flow equations for aerodynamically steady motions will be determined by imposing the
associated mathematical conditions into the non-inertial flow equations. First, the reference frames
R will be restricted to the one fixed to the aircraft. This restriction implies that we can identify the
vector position xR/S of the origin of reference frame R with the vector position xc of the aircraft. Then:
dS 𝐕c
𝐱 r/s = 𝐱 c , 𝐕R/S = 𝐕c , 𝐚R/S = 𝐚 c =
ds t
Eq. 10.28
315
Also, the angular velocity components ωx, ωy and ωz can be identified with the standard flight
mechanics angular velocity components p, q and r of the aircraft:
dS 𝐕c
𝐱 r/s = 𝐱 c , 𝐕R/S = 𝐕c , 𝐚R/S = 𝐚 c =
ds t
Eq. 10.29
Also, the angular velocity components ωx, ωy and ωz can be identified with the standard flight
mechanics angular velocity components p, q and r of the aircraft:
𝛚𝑥 = p , 𝛚y = q , 𝛚z = r
Eq. 10.30
Now, since the aircraft will be forced to move in an aerodynamically steady motion, the following
conditions apply:
d𝛚 ds Vc
=0 , = 𝛚 × 𝐕c
dt ds t
Eq. 10.31
Implementing, the above criteria into Euler equations (Eq. 10.27), everything remains the same
except that Ω and W are now given by:
𝛀 = − 𝛚 × (𝛚 × 𝐱) − 𝛚 × 𝐕c
0
ρ[𝐟x + 𝛀𝐱 ] − 2ρ(qw − rv)
𝐖=− ρ[𝐟y + 𝛀𝐲 ] − 2ρ(ru − pw)
ρ[𝐟z + 𝛀𝐳 ] − 2ρ(pv − qu)
[ρ[𝐟x + 𝛀𝐱 ]u + ρ[𝐟𝐲 + 𝛀y ]v + ρ[𝐟𝐳 + 𝛀z ]w]
Eq. 10.32
Further details can be obtained from [Limache]559.
10.3.4.7 2D Euler Equations Applied to an Airfoil in Rectilinear Steady Motion

Consider an airfoil (wing of infinite span) moving in a rectilinear motion through the air at constant
speed Vc and at constant angle of attack α, (with no sideslip angle and no angular rates) as shown in
Figure 10.8.
Figure 10.8 Airfoil flying in rectilinear longitudinal steady motion (i.e. β = 0, no-angular rates)
559Alejandro Cesar Limache, “Aerodynamic Modeling Using Computational Fluid Dynamics and Sensitivity
Equations”, Dissertation submitted to the Faculty of the Virginia Polytechnic Institute, 2000.
316
Since the problem is two-dimensional the only aerodynamic forces and moments that have to be
considered are the lift L, the drag D and the pitching moment M . For the class of rectilinear motions
defined above these three aerodynamic forces and their corresponding non-dimensional coefficients
CL, CD and Cm can be represented in terms of the steady aerodynamic function F as F = F (Vc, α, 0, 0, 0,
0). Assuming the flow is inviscid, these aerodynamic forces can be determined by an appropriate
integration of the static pressure P along the airfoil’s surface σa:
L = − ( ∫ Pn̂ dσ) . êL , D = − ( ∫ Pn̂ dσ) . êD

σa σa
𝐌 = − ( ∫ 𝐱 × Pn̂ dσ) . êz

σa
Eq. 10.33
A standard 2D-CFD code for external flows can be used to solve the above flow equations. Examples
of the numerical solutions obtained using CFD are shown in Figure 10.9 for a NACA 0012 airfoil.
The general streamlines pattern and the pressure coefficient contours corresponding to a Mach
number of flight M = 0.2 and at angle of attack α = 0 are shown in Figure 10.9-(a). Figure 10.9-(b-
c) are shown the flow solutions for the same airfoil and the same angle of attack but at other Mach
numbers (i.e speeds).
(a) M = 0.2 , α = 0 (b) M = 0.5 , α = 0 (c) M = 0.8 , α = 0
Figure 10.9 Pressure Contours and Velocity Streamlines for the air passing around an Airfoil
in a Aerodynamically Steady Rectilinear Uniform Flight
The flow solutions were obtained using the Class Code provided by [Kyle Anderson]. The Class Code
solves the inviscid flow equations using a finite-volume formulation. The formulation uses an
implicit, time-marching, iterative, node-centered scheme. The fluxes can be evaluated at the faces
using Van Leer flux splitting or the Roe difference scheme. The method is second order, since it uses
a second-order approximation of the flow variables at the faces. Something that must be noted from
the obtained solutions is the behavior of the flow variables at the far field. For far-field it can be seen
that the pressure coefficient:
317
P − P∞ P − P∞
CP = =
1 2 1
ρ∞ V∞ γP M 2
2 2 ∞
Eq. 10.34
goes to zero at the far-field, i.e. the pressure P matches with the free-stream condition P∞. Also, as
expected, it can be seen that the streamlines tend to be straight lines since in the simulation the airfoil
is flying in a rectilinear motion. Finally, observe that the aerodynamic forces can be determined from
the obtained pressure distributions by using Eq. 10.33. From the symmetry, it follows that for the
cases shown in Figure 10.9, we have, CL = 0.0 and Cm = 0.0. By running the CFD code at different
Mach numbers M and different angles of attack α the three set of functions can be constructed:
CL = CL (M, α) , CD = CD (M, α) , CM = CM (M, α)
Eq. 10.35
10.3.4.8 Flow Sensitivity Equations

In this section we develop the equations that will allow us to determine the flow sensitivities
(including pressure sensitivities) with respect to an arbitrary parameter η. The parameter could be
a parameter that modifies the far-field conditions or even the flow equations. The only restriction
will be that η doesn’t modify the space geometry or the boundary geometries. We will assume also
that η is independent of the time t. For the applications in which we are interested, the parameter η
could be the angle of attack α, the Mach number Mc or the pitch rate q of the aircraft. The state of the
flow is completely defined in terms of the five conserved quantities. The sensitivities Sη of the
conserved quantities Q with respect to the parameter η will be a vector array with five components:
∂Q1 (𝐱, t, η) ∂ρ(𝐱, t, η)

∂η ∂η
∂Q 2 (𝐱, t, η) ∂ρu(𝐱, t, η)
Sη1
∂η ∂η
Sη2
∂Q(𝐱, t, η) ∂Q 3 (𝐱, t, η) ∂ρv(𝐱, t, η)
Sη3 = 𝐒𝛈 = = =
∂η ∂η ∂η
Sη4
∂Q 4 (𝐱, t, η) ∂ρw(𝐱, t, η)
[Sη5 ]
∂η ∂η
∂Q 5 (𝐱, t, η) ∂ρE(𝐱, t, η)
[ ∂η ] [ ∂η ]
Eq. 10.36
If we determine the sensitivities of the conserved variables we can determine the sensitivities of any
flow variable by using the definition (Eq. 10.36). For example, the sensitivity Su/η of the x-
component of the flow velocity vector can be determined from:
Q2
∂ (
∂u Q1 ) Q 2 ∂Q1 1 ∂Q 2 Q2 1
= =− 2 + = − 2 Sη1 + S
∂η ∂η Q1 ∂η Q1 ∂η Q1 Q1 η2
Eq. 10.37
318
Taking the derivative d/dη of the flow equation with respect to the parameter η. Since the
coordinates x and the time t are independent of η, we can interchange partial derivatives (assuming
certain smoothness) in the above equation. Following the development in [Limache]560, we get
∂Sη 𝜕 𝜕 𝜕
= [∇𝑄 F. Sη ] + [∇𝑄 G. Sη ] + [∇𝑄 H. Sη ] = W𝐴 Sη + W𝐵
∂t 𝜕𝑥 𝜕𝑦 𝜕𝑧
Eq. 10.38
If the PDE defined by Eq. 10.38 is solved with the appropriate boundary conditions the flow
sensitivities can be determined. Observe that the Jacobians ∇QF, ∇QG, ∇QH are known functions of the
flow solution and they are independent of the sensitivities. Also since the pseudo force vector Ω and
the external forces components fx, fy and fz are independent of the state variables the matrices WA and
WB do not depend on Sη and their description in available in561. From these properties, it follows that
the flow sensitivity Eq. 10.38 is a linear equation. Furthermore, the same numerical techniques
applied to the flow solutions can be used to solve this linear equation.
560 Alejandro Cesar Limache, “Aerodynamic Modeling Using Computational Fluid Dynamics and Sensitivity
Equations”, Dissertation submitted to the Faculty of the Virginia Polytechnic Institute & State University, 2000.
561 See Previous.
319
10.3.4.9 Numerical Results: Pitch Rate Sensitivity

A solution procedure for 2D sensitivity equation was implemented using a finite-volume formulation.
The sensitivity solver is called S-NISFLOW and it is based in the same implicit time-marching iterative
technique employed in the flow solvers NISFLOW and A-NISFLOW. The S-NISFLOW Code can be used
to calculate sensitivities with respect to the angle of attack α, the flight Mach number Mc and the pitch
rate q. The same unstructured grid that was used for the flow solution was used to compute the flow
sensitivities. Note that while it may be convenient to solve the sensitivity equation using the same
scheme and discretization as for the nonlinear flow it is not necessary to do so. Indeed when using
(a) M = 0.2 (b) M = 0.5
(c) M = 0.8
Figure 10.10 Pitch-Rate Pressure Sensitivity and the Velocity Sensitivity Streamlines of a NACA 0012
Airfoil for Different Mach Number
adaptive grid technology one should be aware that an acceptable refinement for the flow problem
may not be acceptable for the sensitivity problem.
Figure 10.10 display some of the pitch-rate flow-sensitivities results for the case of a NACA 0012
airfoil at different Mach Numbers and at α = 0.0 and q = 0. The origin of coordinates of the body-fixed
reference frame was chosen to be at the leading edge. The fact that q = 0 implies that the flow
solutions required to calculate the source term WB, and the Jacobians ∇QF and ∇QG, can be simply
extracted from the Class Code. That is to say when q = 0 the flow solutions can be obtained from a
standard (inertial) CFD code for uniform flows. However, this approach is not valid in cases where q
320
is non-zero. In such cases, the flow solutions must be obtained using the A-NISFLOW Code. Figure
10.10-(a) the pitch-rate pressure sensitivity contours and the velocity sensitivity streamlines are
shown for a NACA 0012 airfoil at M = 0.2.
Note that the finite-volume sensitivity formulation allows one to treat the range of subsonic,
supersonic and transonic speeds. In Figure 10.10-(b-c) the pitch-rate pressure sensitivity and the
pitch-rate velocity sensitivity streamlines of the same airfoil are shown but at the higher Mach
numbers Mc = 0.5 and Mc = 0.8, respectively. The main features of the resulting pressure sensitivity
and velocity sensitivity streamlines for the case M = 0.5 are similar to the low subsonic case. The case
Mc = 0.8 corresponds to the transonic where at α = 0.0 a shock exists on both the upper and lower
surfaces of the airfoil and by symmetry the shocks are located at the same location along the chord.
From the corresponding pressure sensitivity shown in Figure 10.3-(c), it can be seen that on the
upper surface, between the leading edge and some distance before the shock location, the expected
change in pressure is a more or less uniform pressure increase. On the lower surface the expected
change is a more or less uniform pressure drop. On the other hand on the upper surface, near the
shock location the expected change is a large pressure increase. This pressure increase is an
indication that if the airfoil tends to pitch nose-down, the shock on the upper surface would tend to
move towards the leading edge. The opposite phenomenon occurs on the lower surface where the
pressure sensitivity is large but negative. This result indicates that if the airfoil tends to pitch nose-
down, the lower-surface shock would tend to move towards the trailing edge. These expected
motions of the shocks are in complete agreement with the shock motion phenomena observed in the
flow solutions. As mentioned earlier, S-NISFLOW can be used to calculate the sensitivity derivatives
with respect to the pitch rate q. As example, we consider again the NACA 0012 airfoil at M = 0.8 at α
= 0.0 and the results are shown in Figure 10.11.
(a) Pitch-Rate q = 0 (b) Pitch-Rate q = 0.05
Figure 10.11 Pitch-Rate Pressure Sensitivity for a NACA 0012 Airfoil at Mc = 0.8 and α = 0.0
10.3.4.10 Validating
To validate the results, Table 10.1 also shows the same aerodynamic derivatives calculated using
QUADPAN and VORLAX which are two panel methods developed at Lockheed. Both methods use
potential flow formulations to estimate the local velocity and they recover the pressure from
approximations to the isentropic, compressible Bernoulli equation. The results show good
agreement between QUADPAN and S-NISFLOW at Mc = 0.1 and M = 0.5. The difference in Cq is around
321
2%-3% at M = 0.1 and increases to 4%-5% at M = 0.5. For Cmq the difference is less than 2% at Mc =
0.1 and increases slightly to less than 4% at M = 0.5. This small difference may be due to inaccuracies
of the discretization and/or to the different approaches used in simulating the pitching motion effect.
The estimates at M = 0.8 are quite different. One explanation is that VORLAX and QUADPAN cannot
model embedded shocks, whereas it is clear from the flow solution that at M = 0.8 there is an
embedded shock. The comparisons with VORLAX, also shown in Error! Reference source not found., a
re somewhat worse. At the lower Mach numbers, the VORLAX values are around 6%/9% smaller in
magnitude than those obtained using QUADPAN/S-NISFLOW. Actually, we expect that the values
generated by VORLAX to be less accurate because VORLAX implements a lifting surface panel
method, i.e. it is based on the approximation that the airfoil has zero-thickness. The values produced
by VORLAX at low Mach numbers are close to the incompressible predictions: CLq = −3π/2 and Cmq =
−π/2 obtained from thin airfoil theory using the fictitious Etkin’s camber.
In addition, the S-NISFLOW results have been validated by comparisons to finite-difference estimates
based on nonlinear flow solutions obtained using A-NISFLOW. These finite-difference estimates
correspond to column FD A-NISFLOW of Table 10.1. In subsonic cases, these finite difference
estimates are within 0.3% of the S-NISFLOW values. For the case M = 0.8 the comparison degrades
to about 3% but some of this degrading may be explained by insufficient grid-refinement in solving
the linear sensitivity equation and/or the nonlinear flow equation. Observe that the negative values
of Cmq indicates that the moment produced is always in the opposite direction of the pitch rotation
(i.e. damping-in-pitch). It also follows from the results that both Cq and Cmq tend to increase in
magnitude when the Mach number increases.
Table 10.1 Computed Pitch-Rate Derivatives
10.3.4.11 Conclusions
A mathematical model for the determination of the aerodynamic forces and sensitivity derivatives
has been developed. The mathematical model is based on the idea aerodynamically steady motions
and as part of this work a complete mathematical characterization and generalization of all possible
aerodynamically steady motions was obtained. In particular, it was proved that in these generalized
steady motions the aircraft moves in a class of helical trajectories. For the case of longitudinal
322
motions the most general aerodynamically steady motions correspond to circular trajectories where
the aircraft is moving at a constant translational velocity, at a constant angle of attack and at a
constant pitch rate. One important use of these results is the determination of time invariant
aerodynamic forces and moments. While such forces could be determined experimentally, such
experiments can be quite complex.
An alternative approach is to determine these steady aerodynamic forces using computer simulation,
and this was the approach used in this work. The idea is to determine numerically the flow around
the aircraft and obtain the aerodynamic forces and moments by an appropriate integration of the
pressure and shear forces acting along the aircraft surface. The best reference frame to determine
these flow solutions is the body-fixed reference frame, since as seen from this reference frame the
flow is steady, i.e. time-invariant. However, for general aerodynamically steady motions the body-
fixed reference frame is non-inertial and standard (inertial) CFD formulations cannot be used. The
problem is solved by developing a CFD formulation for general non-inertial reference frames. This
CFD formulation was presented and it differs from the non-inertial CFD formulations used in
turbomachinery simulations by the fact the non-inertial frame is not only allowed to rotate but also
to translate with a non-zero acceleration.
The mathematical description of the aerodynamically steady motions was incorporated into the CFD
formulation. As a consequence, the generalized Navier-Stokes equations and the generalized Euler
equations were derived. These equations allow the determination of the flow around an aircraft
moving in any aerodynamically steady motion. The formulation is valid for all ranges of Mach
numbers including transonic flow. The method was implemented for the planar case using the
generalized Euler equations. The developed computer codes can be used to obtain numerical flow
solutions for the flow around any airfoil moving in general steady motions (i.e. circular trajectories).
To the best of our knowledge this type of numerical simulations have never been done. From these
numerical solutions it is possible to determine the variation of the lift, drag and pitching moment
with respect to the pitch rate q at different Mach numbers. In particular, it is shown that for the case
of a NACA 0012 airfoil at subsonic speeds there is a linear behavior of the lift and pitching moments
with respect to q. This linear behavior would explain why linear aerodynamic models work so well
in practice. One of the advantages of the mathematical model developed here, is that the sensitivity
(stability) derivatives with respect to the six motion variables can be obtained in a straightforward
manner. In particular, the model allows the determination of rotary stability derivatives in a
decoupled way. Also, it is important to note that the model makes explicit the notion of the
“sensitivity derivatives” as “partial derivatives” of the aerodynamic forces. The sensitivity derivatives
can be obtained either by finite differences or by using the sensitivity equation method.
The sensitivity equation method was applied to the mathematical formulation in order to handle the
computation of stability derivatives. The method was implemented numerically for the case of planar
motions. Pitch-rate derivatives Cq and Cmq were computed for a NACA 0012 airfoil. The results were
compared with two panel methods (VORLAX and QUADPAN) developed at Lockheed. Good
agreement was shown for the subsonic cases where these panel methods are valid. The method
presented here is able to obtain stability derivatives in transonic flows (where approximations based
on the linearized potential flow equations do not work well). The main virtue of the sensitivity
equation approach is that the stability derivatives can be obtained from a single solution of the
nonlinear fluid mechanics (plus relatively cheap solutions of a linear partial differential equation).
The natural continuation of this work, would be the numerical implementations of the 3D CFD
formulation and of the Sensitivity formulation presented here. Based on the successful results
obtained from the two-dimensional implementation, the 3D implementation should give results of
direct practical application for the evaluation of the aerodynamic forces and stability derivatives of
arbitrary aircraft. The implementation of the three-dimensional Euler Equations seems to be
straightforward. The implementation of the Navier-Stokes equations should also be direct as long as
the turbulence models do not introduce problems.
323
10.4 Surface Modeling Using Non-Uniform Rational B-Splines (NURBS)

Among many ideas proposed for generating any arbitrary surface, the approximate techniques of
using spline functions are gaining a wide range of popularity. The most commonly used approximate
representation is the Non-uniform Rational B-Spline (NURBS) function. They provide a powerful
geometric tool for representing both analytic shapes (conics, quadrics, surfaces of revolution, etc.)
and free-form surfaces562; or occasionally called Free From Deformations (FFD). The surface is
influenced by a set of control points and weights to where unlike interpolating schemes the control
points might not be at the surface itself. By changing the control points and corresponding weights,
the designer can influence the surface with a great degree of flexibility without compromising the
accuracy of the design. NURBS are generalization of B-splines and Bezier representations, thus the
family of curves and surfaces that can be represented with NURBS is much wider. The relation for a
NURBS curve is
n N i,p (r) ωi
X (r) =  R i,p (r) Di i = 0,........., n R i,p (r) = n Eq. 10.39
i =0
 Ni,p (r) ωi
i =0
where X(r) is the vector valued surface coordinate in the r-direction, Di are the control points
(forming a control polygon), ωi are weights, Ni,p(r) are the p-th degree B-Spline basis function (see
Eq. 10.45), and Ri,p(r) are known as the Rational Basis Functions satisfying:
∑ R i,p (r) = 1 , R i,p (r) ≥ 0

i=1
Eq. 10.40
Eq. 10.40 illustrates a six control point representation of a generic airfoil. The points at the leading
and trailing edges are fixed. Two control points at the 0% chord are used to affect the bluntness of
the section. Similar procedure can be applied to other airfoil geometries such as NACA four or five
digit series.
Another example Figure 10.12 shows two airfoils NACA0012 and RAE2822 parameterized using B-
Spline curve of order 4 with control points. The procedure is easily applicable to 3D for example like
the common wing & fuselage [Kenway et al.]563. The choice for number of control points and their
locations are best determined using an inverse B-Spline interpolation of the initial data. The
algorithm yields a system of linear equations with a positive and banded coefficient matrix.
Therefore, it can be solved safely using techniques such as Gaussian elimination without pivoting.
The procedure can be easily extended to cross-sectional configurations, when critical cross-sections
are denoted by several circular conic sections, and the intermediate surfaces have been generated
using linear interpolation. Increasing the weights would deform the circular segments to other conic
segments (elliptic, parabolic, etc.) as desired for different flight regions. In this manner, the number
of design parameters can be kept to a minimum, which is an important factor in reducing costs.
Figure 10.12 shows two airfoils NACA0012 and RAE2822 parameterized using B-Spline curve of
order 4 with control points.
Tiller, W., “Rational B-Splines for Curve and Surface Representation, "Computer Graphics, 1983.
562
Gaetan K.W. Kenway, Joaquim R. R. A. Martins, and Graeme J. Kennedy, “Aero structural optimization of the
563
Common Research Model configuration”, American Institute of Aeronautics and Astronautics.

324
The procedure is easily applicable to 3D (see section 7.5.1), and as an example, the common wing &
fuselage as articulated in Figure 10.13 [Kenway et al.]564. The choice for number of control points
and their locations are best determined using an inverse B-Spline interpolation of the initial data. The
algorithm yields a system of linear equations with a positive and banded coefficient matrix.
Therefore, it can be solved safely using techniques such as Gaussian elimination without pivoting.
Figure 10.12 B-Spline Approximation of NACA0012 (left) and RAE2822 (right) Airfoils
Figure 10.13 Free Form Deformation (FFD) Volume with Associated Control Points - (Courtesy of
Kenway et al.)
The procedure can be easily extended to cross-sectional configurations, when critical cross-sections
are denoted by several circular conic sections, and the intermediate surfaces have been generated
using linear interpolation. Increasing the weights would deform the circular segments to other conic
segments (elliptic, parabolic, etc.) as desired for different flight regions. In this manner, the number
of design parameters can be kept to a minimum, which is an important factor in reducing costs. An
efficient gradient-based algorithm for aerodynamic shape optimization is presented by [Hicken and
Zingg]565 where to integrate geometry parameterization and mesh movement.
564Gaetan K.W. Kenway, Joaquim R. R. A. Martins, and Graeme J. Kennedy, “Aero structural optimization of the
Common Research Model configuration”, American Institute of Aeronautics and Astronautics.
565 Jason E. Hickenand David W. Zingg, “Aerodynamic Optimization Algorithm with Integrated Geometry
Parameterization and Mesh Movement”, AIAA Journal Vol. 48, No. 2, February 2010.
325
10.4.1 Linear Optimization Loop

An objective of a
multidisciplinary optimization of
a vehicle design is to extremis a
payoff function combining
dependent parameters from
several disciplines. Most
optimization techniques require
the sensitivity of the payoff
function with respect to free
parameters of the system. For a
fixed grid and solution
conditions, the only free
parameters are the surface
design parameters. Therefore,
the sensitivity of the payoff
function with respect to design
parameters is needed. The
optimization problem is based on
the method of feasible directions
and the generalized reduced
gradient method. (see Figure
10.14).
This method has the advantage of
progressing rapidly to a near-
optimum design with only
gradient information of the
objective and constrained
functions required. The problem
can be denned as finding the
vector of design parameters XD,
which will minimize the objective Figure 10.14 Optimization Strategy Loop
function f(XD) subjected to
constraints
L U
g i (XD ) ≤ 0 j = 1, m , S. T. XD ≤ XD ≤ XD
Eq. 10.41
Where superscripts denote the upper and lower bounds for each design parameter. The optimization
process proceeds iteratively as
XnD = XnD−1 + γ S n Eq. 10.42
Where n is the iteration number, Sn the vector of search direction, and γ a scalar move parameter.
The first step is to determine a feasible search direction Sn, and then perform a one-dimensional
search in this direction to reduce the objective function as much as possible, subjected to the
constraints566.
566 Sadrehaghighi, I., Smith, R.E., Tiwari, S., N., “Grid Sensitivity and Aerodynamic Optimization Of Generic Airfoils”,
Journal of Aircraft, Volume 32, No. 6, Pages 1234-1239.

326
10.4.2 Case Study 3 - 2D Study of Airfoil Grid Sensitivity via Direct Differentiation (DD)
The structured grid sensitivity of a generic airfoil with respect to design parameters using the NURBS
parameterization is discussed in this section. The geometry, as shown in Figure 10.15 has six pre-
specified control points. The control points are numbered counter-clockwise, starting and ending
with control points (0 and 5), assigned to the tail of the airfoil. A total of 18 design parameters (i.e.,
three design parameters per control point) available for optimization purpose. Depending on desired
accuracy and degree of freedom for optimization, the number of design parameters could be reduced
for each particular problem. For the present case, such reduction is achieved by considering fixed
weights and chord-length. Out of the remaining four control points with two degrees of freedom for
each, control points 1 and 5 have been chosen as a case study. The number of design parameters is
now reduced to four with XD = {X1; Y1; X5; Y5}T, with initial values specified in. Non-zero contribution
to the surface grid sensitivity
coefficients of these control points
are the basis functions R1,3(r) and
R5,3(r). The sensitivity gradients
are restricted only to the region
influenced by the elected control
point. This locality feature of the
NURBS parameterization makes it
a desirable tool for complex design
and optimization when only a local
perturbation of the geometry is
warranted. Similar results can be
obtained for design control point 5
where the sensitivity gradients are
restricted to the lower portion of
domain. Figure 10.16 -
(Bottom) shows C-type dual
blocks structured grid its
sensitivity with respect to NURBS
input polygon Y1.
10.4.2.1 Airfoil Grid, Flow Figure 10.15 Seven Control Point Representation of a Generic
Sensitivity, & Airfoil
Optimization
The second phase of the problem is obtaining the flow sensitivity coefficients using the previously
obtained grid sensitivity coefficients. In order to achieve this, a converged flow field solution about a
fixed design point should be obtained. The 2D, compressible, thin-layer Navier-Stokes equations are
solved for a free stream Mach number of M = 0.7, Reynolds number Re = 106, and angle of attack = 0.
The solution is implicitly advanced in time using local time step-ping as a means of promoting
convergence toward the steady-state. The residual is reduced by ten orders of magnitude. All
computations are performed on NASA Langley's Cray-2YMP mainframe with a computation cost of
0.1209 x 10-3 CPU seconds/iteration/grid point. Due to surface curvature, the flow accelerates along
the upper surface to supersonic speeds, terminated by a weak shock wave behind which it becomes
subsonic. The average relative error has been reduced by three orders of magnitude. The sensitivities
of the aerodynamic forces, such as drag and lift coefficients with respect to design parameters, are
obtained and results are presented in Table 10.2. An inspection, indicates the substantial influence
of parameters Y1 and Y5 on the aerodynamic forces acting on the surface. The optimum design is
327
achieved after 17 optimization cycles

and a total of 8807 Cray-2 CPU seconds.
These high computational costs make
minimizing the number of design
parameters in optimization cycle
essential. Table 10.3 highlights the
initial and final values of lift and drag
coefficients with a 208% improvement
in their ratio, as well as the initial and
optimum design parameters with
parameters Y1 and Y5 having the largest Figure 10.18 Original and Optimized Airfoil
change as expected. The history of
design parameters deformation during
the optimization cycles appears in
Figure 10.17, where the oscillatory
nature of design perturbations during
the early cycles are clearly visible.
Figure 10.18 compares the original
and optimum geometry of the airfoil.
10.4.2.2 Discussions
Several observations should be made at
this point. First, although control points
1 and 5 demonstrated to have
substantial influence on the design of
the airfoil, they are not the only control
points affecting the design. In fact, Figure 10.16 Sample Grid and Grid Sensitivity
control points 2 and 4 near the nose
might have greater affect due to
sensitive nature of lift and drag forces on this region. The choice of control points 1 and 5 here was
largely based on their camber like behavior. A complete design and optimization should include all
the relevant control points
(e.g., control points 1, 2, 4, and
5). For geometries with large
number of control points, in
order to contain the
computational costs within a
reasonable range, a criteria
for selecting the most
influential control points for
optimization purposes should
be established. This decision
could be based on the already
known sensitivity
coefficients, where control
points having the largest
coefficients could be chosen
as design parameters.
Secondly, the optimum airfoil
of is only valid for this Figure 10.17 Optimization Cycle History
328
particular example and design range. As a direct consequence of the nonlinear nature of governing
equations and their sensitivity coefficients, the validity of this optimum design would be restricted
to a very small range of the original design parameters.
The best estimate for this range would be the finite-difference step size used to confirm the sensitivity
coefficients (i.e., 10-3 or less). All the airfoils with the original control points within this range should
conform to the optimum design of Table 10.3, while keeping the grid and flow conditions constant,
and indicates the percentage in design
improvement. Table 10.2 shows the
Aerodynamic sensitivity coefficients. It
is evident that grid sensitivity plays a
significant role in the aerodynamic
optimization process. The algebraic
grid generation scheme presented here
is intended to demonstrate the
elements involved in obtaining the grid Table 10.3 Design improvement for an Airfoil
sensitivity from an algebraic grid
generation system. Each grid generation formulation requires considerable analytical differentiation
with respect to parameters which control the boundaries as well as the interior grid. It is implied that
aerodynamic surfaces, such as the airfoil considered here, should be parameterized in terms of design
parameters. Due to the high cost of aerodynamic optimization process, it is imperative to keep the
number of design parameters as
low as possible. Analytical
parameterization, although
facilitates this notion, has the
disadvantage of being restricted to
simple geometries. A geometric
parameterization such as NURBS,
with local sensitivity, has been
advocated for more complex
geometries. Future investigations
should include the implementation Table 10.2 Aerodynamic Sensitivity Coefficient
of present approach using larger
grid dimensions, adequate to resolve full physics of viscous flow analysis. A grid optimization
mechanism based on grid sensitivity coefficients with respect to grid parameters should be included
in the overall optimization process.
An optimized grid applied to present geometry, should increase the quality and convergence rate of
flow analysis within optimization cycles. Other directions could be establishing a link between
geometric design parameters (e.g., control points and weights) and basic physical design parameters
(e.g., camber and thickness). This would provide a consistent model throughout the analysis which
could easily be modified for optimization. Also, the effects including all the relevant control points on
the design cycles should be investigated. Another contribution would be the extension of the current
algorithm to three-dimensional space for complex applications. For three-dimensional applications,
even a geometric parameterization of a complete aerodynamic surface can require a large number of
parameters for its designation. A hybrid approach can be selected when certain sections or skeleton
parts of a surface are specified with NURBS and interpolation formulas are used for intermediate
329
surfaces.
(a) p=1, (b) p=2,

{0,0,0.2,0.4,0.6,0.8,1,1} {0,0,0,0.25,0.5,0.75,1,1,1}
(c) p=3, (d) p=4,

{0,0,0,0,0.33,0.67,1,1,1,1} {0,0,0,0,0,0.5,1,1,1,1,1}
Figure 10.19 Basis Function of Different Degree
10.4.3 3D NURBS Surface

The generalized B-spline volumes are used to parameterize both the surface and volume mesh as
described by [Zhang]567. Volume mesh of B-spline control points mimics a coarse mesh where a
linear elasticity mesh-movement algorithm is applied directly to this coarse mesh and the fine mesh
is regenerated algebraically. Using this approach, mesh-movement time is reduced by two to three
orders of magnitude relative to a node-based movement. A NURBS patch is a 3D surface defined as568:
∑ni=0 ∑m
j=1 Ni.p (u)Nj,q (v)ωi,j 𝐏i,j
𝐬(u, v) = 0 ≤ u, v ≤ 1
∑ni=0 ∑m
j=1 Ni,p (u)Nj,q (v)ωi,j
Eq. 10.43
where Pi,j are control points, ωi,j are the corresponding weights. Ni,p(u) and Nj,q (v) are p-th and q-th
567 Xingchen Zhang, “CAD-based geometry parametrization for shape optimization using Non-uniform Rational
B-splines”, A thesis submitted for the degree of Doctor of Philosophy, September 2017.
568 L. Piegl and W. Tiller. The NURBS book. Springer Science & Business Media, 2nd edition, 1997.
330
degree B-spline basis functions defined in the following knot vectors:
{0,
⏟ , , ,0 up+1 , , , , , ui , , , , , , ur−p−1 , , , , , , 1,
⏟, , , ,1}
p+1 p+1
{0,
⏟ , , ,0 uq+1 , , , , , ui , , , , , , us−q−1 , , , , , , 1,
⏟, , , ,1}
q+1 q+1
Eq. 10.44
where r = n + p + 1 and s = m + q + 1. Ni,p(u) and Nj,q(v) are given by the following recursive expression:
1 if ui < u < ui+1

Ni,0 (u) = {
0 otherwise
u − ui ui+k+1 − u
Ni,k (u) = ( ) Ni,k−1 (u) + ( ) Ni+1,k−1 (u)
ui+k − ui ui+k+1 − ui+1
Eq. 10.45
The basis functions are equal to zero everywhere except for an interval delimited by the order of
NURBS, (ui, ui+p+1) x (vj , vj+q+1), defining the area of influence of each control point and its weight, as
illustrated in Figure 10.19. In these figures, curves from left to right are N0,p, N1,p, N2,p, N3,p, N4,p, N5,p,
respectively. It can be observed that each basis function is non-zero only in an interval controlled by
degree, namely higher degree leads to larger affection area. Also note the symmetry of the basis
functions about the u = 0.5 line. Introducing the piecewise rational basis functions, the surface Eq.
10.43 can be rewritten as:
n m
Ni,p (u)Nj,q (v)ωi,j
s(u, v) = ∑ ∑ R i,j (u, v) Pi,j , R i,j (u, v) =
∑nk=0 ∑m
l=1 Ni,p (u)Nj,q (v)ωk,l
i=0 j=1
Eq. 10.46
As can be seen from the definition of NURBS, three factors have impact on the shape of a NURBS
surface given the basis functions, namely position of the control point, weight of the control point
and the knot vector. Usually in practice, only the positions of control points are used. In this study,
the approach is extended to NURBS, i.e. weights can also be perturbed by using the homogeneous
form of NURBS.
10.4.3.1 Advantages of NURBS

This enormous popularity of NURBS is due to their important geometric properties which make then
very powerful:
➢ NURBS are generalization of Non-Rational B-Spline, Bezier and Rational Bezier surfaces.
This means by using NURBS, wider range of geometries can be described.
➢ Invariance.
➢ Strong convex hull property.
➢ Differentiability.
Compared to B-splines, NURBS provide weight attached to each control point, thus having more
freedoms in controlling the shape. Figure 10.20 presents a NURBS curve with 7 control points.
Different weights are set to the control points P4, which clearly show how the weight affects the
331
curve. Put specifically, a larger weight pulls the curve closer to this control point, while a smaller
weight pushes the curve away from this control point. (see [Zhang]569.
10.4.3.2 Continuity Constraint

There are two kinds of
continuity associated with
parametric curves and
surfaces, i.e. the parametric
continuity and geometric
continuity. For two curve
segments, if they are joint
together at end points, then the
resulting curve is said to have
G0 continuity at the join. The
resulting curve will have G1
continuity if the tangent vector Figure 10.22 Half-Cylinder Geometry and
of both segments have share Corresponding Control Points
the same direction. Similarly, if
two curve segments are
jointed together, the resulting
Figure 10.20 The Effect of Control Point Weight on NURBS Curve
curve then has C0 continuity.
For the parametric C1
continuity, the tangent vector of two curve segments
should have both the same direction and magnitude.
The comparison between G1 and C1 continuity is
illustrated in Figure 10.21, where the difference can
be seen clearly. Obviously, parametric continuity is
more restrictive than geometric continuity. For many
applications, G1 continuity is adequate. However, for
those applications which depend on a smooth
transition of reflected light, such as the car bodies, G1
cannot satisfy the requirement. In these cases, at least
C2 should be achieved570. Obviously, parametric
continuity is more restrictive than geometric Figure 10.21 Continuity comparison
between G1 and C1
continuity. For many applications, like those
presented in this thesis, G1 continuity is adequate.
However, for those applications which depend on a smooth transition of reflected light, such as the
car bodies, G1 cannot satisfy the requirement. In these cases, at least C2 should be achieved571. The
half-cylinder shown in Figure 10.22 consists of two NURBS surfaces and 20 control points. G0
continuity is imposed along the common edge. The figure clearly indicates that different columns
result in different perturbation of control points.
10.4.3.3 Mesh Projection

In shape optimization problem, although mesh is generated based on the CAD geometry initially, the
discrete surface grid and the NURBS representation of the geometry are actually independent in the
program. The program has no idea how to update the mesh if the geometry is perturbed. Therefore,
569 Xingchen Zhang, “CAD-based geometry parametrization for shape optimization using Non-uniform Rational
B-splines”, A thesis submitted for the degree of Doctor of Philosophy, September 2017.
570 D. F. Rogers. An introduction to NURBS: with historical perspective. Elsevier, 2000.
571 See Previous.
332
a link between them is required such that the mesh can be deformed along with the perturbation of
geometry automatically. This is achieved by projecting the mesh nodes onto the NURBS patches and
assigning the corresponding parametric coordinates (u , v) to each surface mesh points. In this way,
during the optimization process, the surface mesh points can be easily mapped onto the deformed
NURBS surface to obtain new spatial coordinates with the parametric coordinates (u , v). This
guarantees that the surface grid points always remain on the NURBS surface. Good performance of
mesh projection is crucial for the shape optimization problem. The point inversion algorithm is
devoted to perform mesh projection, and to find the parametric coordinates (u , v) satisfying S(u , v)
= X, where X is a mesh node, S is a NURBS surface. Note that the parametric coordinates (u , v) are
maintained throughout the optimization once found.
10.4.4 Extension of Sensitivity to 3D via Automatic Differentiation (AD)

Traditionally, hand coding, Finite Difference (FD) and Symbolic Differentiation (SD) has been used
for sensitivity derivatives in higher dimensions when Direct Differentiation (DD) is unusable. The
issue with Finite Differencing (FD) is numerical unpredictability and human costs. In contrast, hand
coding and symbolic approach cannot be applied to large codes due to extensive effort. The so called
Automatic Differentiation (AD) is the only promising approach. From users perspective, AD tools
should behave like black boxes which given the code describing the function to be differentiated and
generate sensitivity argument. Functionally, language like C++ and FORTRAN 90 support a feature
called operator overloading which allows the redefinition of behavior of the elementary arithmetic’s
and hence can be employed to employed to attach under the rug, so to speak, sensitivity derivatives
to original program variables. Figure 10.23 displays such an approach using an experimental High-
Speed Civil Transport (HSCT) like configuration with a double-delta wing572. [Mader et al.]573
developed an approach for the rapid development of discrete adjoint solvers using automatic
differentiation tools.
Figure 10.23 3D Volume Grid and Grid Sensitivty w.r.t. Wing Root Chord
572 Bischof, C. H., Jones, W. T., Mauser, A., Samareh, J. A., “Experience with Application of ADIC Automatic
Differentiation tool to the CSCMDO 3-D Volume Grid generation Code”, AIAA 96-0716.
573 Charles A. Mader, Joaquim R. R. A. Martins, Juan J. Alonso, and Edwin van der Weide, “ADjoint: An Approach
for the Rapid Development of Discrete Adjoint Solvers”, AIAA Journal Vol. 46, No. 4, April 2008.
333
In another work published by the [Necci and Ceresola]574, the goal was to demonstrate the practical
applicability of AD to industrial problems dealing with complex configurations. It was shown that
automatic differentiation could be successfully used not only for research purposes but also to carry
out a design activity on complex industrial configurations. Progress has been made from that point
on and AD capabilities have been extended to compute stability and control dynamic derivatives for
civil and fighter aircrafts. A first conceptual comparison between AD and other methods will be
provided in order to explain AD peculiarities; then a deeper study of the AD numerical technology
will be carried out. Finally some results will be given.
10.5 Essence of Adjoint Equation

The adjoint equations have a reputation for being counterintuitive . When told the adjoint equations
run backwards in time, this can strike the novice as bizarre. Therefore, it is worth taking some time
to explore these properties, until it is obvious that the adjoint system should run backwards in time,
and (more generally) reverse the propagation of information. In fact, these supposedly confusing
properties are induced by nothing more exotic than simple transposition.
10.5.1 The Adjoint Reverses the Propagation of Information

Now consider a time-dependent system. For convenience, we assume the system is linear, but the
result holds true in exactly the same way for nonlinear systems. We start with an initial condition f0
for u0 (where the subscript denotes the time step, rather than the node). We then use this information
to compute the value at the next time step, u1. This information is then used to compute u2, and so on.
This temporal structure can be represented as a block-structured matrix:
I 0 0 u0 f0
[A B 0] [u1 ] = [f1 ]
C D E u2 f2
Eq. 10.47
where I is the identity operator, A, B, C, D and E are some operators arising from the discretization of
the time-dependent system, f0 is the initial condition for u0, and fn is the source term for the equation
for un. The temporal propagation of information forward in time is reflected in the lower-
triangular structure of the matrix. This reflects the fact that it is possible to time step the system,
and solve for parts of the solution uu at a time. If the discrete operator were not lower-triangular, all
time steps of the solution uu would be coupled, and would have to be solved for together. Notice again
that the value at the initial time u0 is prescribed, and the value at the final time u2 is diagnostic. Now
let us take the adjoint of this system. Since the operator has been assumed to be linear, the adjoint of
this system is given by the block-structured matrix:
I A∗ C ∗ λ0 ∂J/ ∂u0
[0 B ∗ ∗ ] [λ ] = [∂J/ ∂u ]
D 1 1
∗ λ ∂J/ ∂u2
0 0 E 2
Eq. 10.48
where λ is the adjoint variable corresponding to u. Observe that the adjoint system is now upper-
triangular: the adjoint propagates information from later times to earlier times, in the opposite
sense to the propagation of the forward system. To solve this system, one would first solve for λ2,
574Carlo Necci and Nicola Ceresola (2012). Unsteady Differentiation of Aerodynamic Coefficients: Methodology
and Application, Applied Computational Fluid Dynamics, Prof. Hyoung Woo Oh (Ed.), ISBN: 978-953-51-0271-
7, In Tech, Available from: http://www.intechopen.com/books/applied-computational-fluid-
dynamics/unsteadydifferentiation-of-aerodynamic-coefficients-methodology-and-application.
334
then compute λ1, and finally λ0. Notice once more that
the prescribed-diagnostic relationship applies. In the
forward model, the initial condition is prescribed, and
the solution at the final time is diagnostic. In the adjoint
model, the solution at the final time is prescribed (a so- Adjoint
called terminal condition, rather than an initial Forward
condition), and the solution at the beginning of time is
diagnostic. This is why when the adjoint of a
continuous system is derived, the formulation always
includes the specification of a terminal condition on the Figure 10.24 Propagation of Information
adjoint system. (See Figure 10.24).
10.5.2 Linear Adjoint Equation

As noted in the previous section, the operator of the tangent linear system is the linearization of the
operator about the solution u; therefore, the adjoint system is always linear in λ. This has two major
effects. The first is a beneficial effect on the computation time of the adjoint run: while the forward
model may be nonlinear, the adjoint is always linear, and so it can be much cheaper to solve than
the forward model. The second major effect is on the storage requirements of the adjoint run.
Unfortunately, this effect is not beneficial. The adjoint operator is a linearization of the nonlinear
operator about the solution u: therefore, if the forward model is nonlinear, the forward solution
must be available to assemble the adjoint system. If the forward model is steady, this is not a
significant difficulty: however, if the forward model is time-dependent, the entire solution
trajectory through time must be available.
The obvious approach to making the entire solution trajectory available is to store the value of every
variable solved for. This approach is the simplest, and it is the most efficient option if enough storage
is available on the machine to store the entire solution at once. However, for long simulations with
many degrees of freedom, it is usually impractical to store the entire solution trajectory, and
therefore some alternative approach must be implemented. The space cost of storing all variables is
linear in time (double the time steps, double the storage) and the time cost is constant (no extra
precomputation is required). The opposite strategy, of storing nothing and precomputing everything
when it becomes necessary, is quadratic in time and constant in space. A check pointing
algorithm attempts to strike a balance between these two extremes to control both the spatial
requirements (storage space) and temporal requirements (precomputation)575.
10.5.3 Classical Formulation of the Adjoint Variable (AV) Approach to Optimal Design
Following the developments in [Jameson]576, a wing, for example, is a device to produce lift by
controlling the flow, and its design can be regarded as a problem in the optimal control of the flow
equations by variation of the shape of the boundary. If the boundary shape is regarded as arbitrary
within some requirements of smoothness, then the full generality of shapes cannot be defined with a
finite number of parameters, and one must use the concept of the Frechet derivative of the cost with
respect to a function. Clearly, such a derivative cannot be determined directly by finite differences of
the design parameters because there are now an infinite number of these. Using techniques of control
theory, however, the gradient can be determined indirectly by solving an adjoint equation which has
coefficients defined by the solution of the flow equations. The cost of solving the adjoint equation is
comparable to that of solving the flow equations. Thus the gradient can be determined with roughly
the computational costs of two flow solutions, independently of the number of design variables,
Dolfin-Adjoint file:///C:/Users/Owner/Desktop/Properties%20of%20the%20adjoint%20equations.html
575
Antony Jameson, “Optimization and Engineering, 6, 33–62, 2005”, Department of Mechanical and Aerospace
576
Engineering, Princeton University, AIAA 95-1729-CP.

335
which may be infinite if the boundary is regarded as a free surface. For flow about an airfoil or wing,
the aerodynamic properties which define the cost function, I, are functions of the flow-field variables
(w) and the physical location of the boundary which may be represented by the function (x). Then
 I T   I T 
I = I ( w , x) or δI =   δw +   δx
 w   x 
Eq. 10.49
changes in the cost function. Using control theory, the governing equations of the flow field are
introduced as a constraint in such a way that the final expression for the gradient does not require
re-evaluation of the flow field. In order to achieve this, δw must be eliminated from Eq. 10.49.
Suppose that the governing equation R which expresses the dependence of w and x within the flow
field domain D can be written as
 R   R 
R = R ( w , x) or δR =   δw +  δx Eq. 10.50
 w   x 
Next introducing a Lagrange Multiplier ψ 577, we have:
∂I ∂I T ∂R ∂R
δI = [ ] δw + [ ] δx − ψT ([ ] δw + [ ] δx) =
∂w ∂x ∂w ∂x
∂I T T
∂R ∂IT ∂R
{ − ψ [ ]} δw + { − ψT [ ]} δx
⏟
∂w ∂w ⏟
∂x ∂x
≡0 G
Eq. 10.51
Choosing ψ to satisfy the adjoint equation:
 R T  I
 ψ =
 w  w
Eq. 10.52
The first term is eliminated so we have
 I T  T  R 
δI = Gx where G= −ψ  
 x   x 
Eq. 10.53
This equation is independent of ∂w, with the result that the gradient of I with respect to an arbitrary
number of design variables can be determined without the need for additional flow-field evaluations.
The cost involved in calculating sensitivities using the adjoint method is therefore practically
independent of the number of design variables. The cost involved in calculating sensitivities using
the adjoint method is therefore practically independent of the number of design variables. After
In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima
577
and minima of a function subject to equality constraints.

336
having solved the governing equations, the adjoint equations are solved only once for each I.
Moreover, the cost of solution of the adjoint equations is similar to that of the solution of the
governing equations since they are of similar complexity and the partial derivative terms are easily
computed. Therefore, if the number of design variables is greater than the number of functions for
which we seek sensitivity information, the adjoint method is computationally more efficient.
Otherwise, if the number of functions to be differentiated is greater than the number of design
variables, the direct method would be a better choice578.
In the case that Eq. 10.53 is a partial differential equation, the adjoint equation Eq. 10.52 is also a
partial differential equation and appropriate boundary conditions must be determined. After making
a step in the negative gradient direction, the gradient can be recalculated and the process repeated
to follow a path of steepest descent until a minimum is reached. In order to avoid violating
constraints, such as a minimum acceptable wing thickness, the gradient may be projected into the
allowable subspace within which the constraints are satisfied. In this way one can devise procedures
which must necessarily converge at least to a local minimum, and which can be accelerated by the
use of more sophisticated descent methods such as conjugate gradient or quasi-Newton
algorithms579. There is the possibility of more than one local minimum, but in any case the method
will lead to an improvement over the original design. Furthermore, unlike the traditional inverse
algorithms, any measure of performance can be used as the cost function. Similar information can be
found at [Oliviu Sugar-Gabor]580. All components just described are integrated into a computational
x w
dI/dxFx
Figure 10.25 Aerodynamic Shape Optimization Procedure using Adjoint Variable as Sensitivity
Analysis
578 Joaquim R.R.A. Martins, Joaquim R.R.A. Martins, And James J. Reuther, “A Coupled-Adjoint Sensitivity Analysis
Method for High-Fidelity Aero-Structural Design”, Optimization and Engineering, 6, 33–62, 2005.
579 A. Jameson, L. Martinelli and N.A. Pierce, “Optimum Aerodynamic Design Using the Navier–Stokes Equations”,
Theoretical Computation Fluid Dynamics (1998) 10: 213–237.

580 Oliviu Sugar-Gabor, “Discrete Adjoint-Based Simultaneous Analysis and Design Approach for Conceptual
Aerodynamic Optimization”, DOI: 10.13111/2066-8201.2017.9.3.11, August 2017.

337
framework capable of optimizing the aerodynamic shape, as shown in Figure 10.25. Generally, the
adjoint problem is about as complex as a flow solution. If the number of design variables is large,
it becomes compelling to take advantage of the cost differential between one adjoint solution
and the large number of flow field evaluations required to determine the gradient by finite
differences. To treat the multipoint problem, a composite cost function (D) is developed as a
weighted sum of cost functions at each independent design point:
D = λ1I1 + λ 2I 2 Eq. 10.54
where λ1 and λ2 are the relative weights of the two cost functions at different design points. The
composite gradient is then obtained by taking the same weighted sum of the gradients developed by
the above procedure for each point. Readers are encourage to consult [Reuther, et al.]581 for further
details.
10.5.4 Limitations of the Adjoint Approach

10.5.4.1 Constraints
Engineering design applications often have a set of constraints which must be satisfied, in addition
to the discrete flow equations582. Some of these may be geometric, such as airfoil design in which the
length of the chord and the area of the airfoil are fixed. Others may depend on the flow variables, such
as wing design in which one wishes to minimize the drag but keep the lift fixed. Geometric constraints
are easily incorporated by modifying the search direction for the design variables to ensure that the
geometric constraints are satisfied. It is the constraints which depend on the flow which pose a
problem. If the constraint is taken to be ‘hard’ and so must be satisfied at all stages of the optimization
procedure, then we need to know both the value of the constraint function, which we shall label
J2(U(α), α), and its linear sensitivity to the design variables. The latter requires a second adjoint
calculation; the addition of more flow-based hard constraints would require even more adjoint
calculations. This type of constraint therefore undermines the computational cost benefits of the
adjoint approach. If the number of hard constraints is almost as large as the number of design
variables, then the benefit is entirely lost. To avoid this, the alternative is to use ‘soft’ constraints via
the addition of penalty terms in the objective function, e.g. J(U)+λ(J2(U))2. The value of λ controls the
extent to which the optimal solution violates the constraint J2(U, α) = 0. The larger the value of λ, the
smaller the violation, but it also worsens the conditioning of the optimization problem and hence
increases the number of steps to reach the optimum.
10.5.4.2 Limitations of Gradient-Based Optimization

The adjoint approach is only helpful in the context of gradient-based optimization and such
optimization has its own limitations. Firstly, it is only appropriate when the design variables are
continuous. For design variables which can take only integer values (e.g. the number of engines on
an aircraft) stochastic procedures such as simulated annealing and genetic algorithms are more
suitable. Secondly, if the objective function contains multiple minima, then the gradient approach
will generally converge to the nearest local minimum without searching for lower minima elsewhere
in the design space. If the objective function is known to have multiple local minima, and possibly
581 James Reuther, Antony Jameson, Juan Jose Alonso, Mark J. Rimlinger and David Saunders, “Constrained
Multipoint Aerodynamic Shape Optimization Using an Adjoint Formulation and Parallel Computers”, The
Research Institute of Advanced Computer Science is operated by Universities Space Research Association, The
American City Building, Suite 212, Columbia, MD 21044.
582 Michael B. Giles and Niles A. Pierce, “An Introduction to the Adjoint Approach to Design”, Flow, Turbulence
and Combustion 65: 393–415, 2000.

338
discontinuities, then again a stochastic search method may be more appropriate 583.
10.5.5 Case Study 3 – Adjoint Aero-Design Optimization for Multistage Turbomachinery Blades
The adjoint method for blade design optimization will be described. The main objective is to develop
the capability of carrying out aerodynamic blading shape design optimization in a multistage
turbomachinery environment. To this end, an adjoint mixing-plane treatment has been proposed. In
the first part, the numerical elements pertinent to the present approach will be described. Attention
is paid to the exactly opposite propagation of the adjoint characteristics against the physical flow
characteristics, providing a simple and consistent guidance in the adjoint method development and
applications. The adjoint mixing-plane treatment is formulated to have the two fundamental features
of its counterpart in the physical flow domain: conservation and non-reflectiveness across the
interface. The adjoint solver is verified by comparing gradient results with a direct finite difference
method and through a 2D inverse design. The adjoint mixing-plane treatment is verified by
comparing gradient results against those by the finite difference method for a 2D compressor stage.
The redesign of the 2D compressor stage further demonstrates the validity of the adjoint mixing-
plane treatment and the benefit of using it in a multi-blade row environment. Results for pressure
contours are presented in Figure 10.26. In summary, method ingredients includes584:
Original Optimized
Figure 10.26 Pressure Contours
➢ A continuous Adjoint method has been developed based on a 3D time-marching finite volume
RANS solver. This enables the performance gradient sensitivities to be calculated very
See Previous.
583
584 Osney Thermo-Fluids Laboratory, “Adjoint Aerodynamic Design Optimization for Multi-stage
Turbomachinery Blades”, University of Oxford.
339
efficiently, particularly for situations with a large number of design variables 585.
➢ A novel adjoint ‘mixing-plane’ model has been developed. This model makes it possible to
carry out the adjoint design optimization in a multi-stage environment.
➢ The optimization approach with the above capabilities has been implemented in a parallel
mode, with which a simultaneous multi-point optimization can be conducted586.
10.6 Development of Discrete Adjoint Approach Based on the Lattice Boltzmann

Method
The purpose of here is to present a general procedure with low implementation cost to develop the
discrete adjoint approach for solving optimization problems based on the LB method [Hekmat and
Mirzaei]587. Initially, the macroscopic and microscopic discrete adjoint equations and the cost
function gradient vector are derived mathematically, in detail, using the discrete LB equation.
Meanwhile, for an elementary case, the analytical evaluation of the macroscopic and microscopic
adjoint variables and the cost function gradients are presented. The investigation of the derivation
procedure shows that the simplicity of the Boltzmann equation, as an alternative for the Navier-
Stokes (NS) equations, can facilitate the process of extracting the discrete adjoint equation.
Therefore, the implementation of the discrete adjoint equation based on the LB method needs fewer
attempts than that of the NS equations. Finally, this approach is validated for the sample test case,
and the results gained from the macroscopic and microscopic discrete adjoint equations are
compared in an inverse optimization problem. The results show that the convergence rate of the
optimization algorithm using both equations is identical and the evaluated gradients have a very
good agreement with each other.
10.6.1 Introduction and Literature Survey

The adjoint method is one of the gradient-based techniques in which gradient vector of the cost
function with respect to design variables is calculated indirectly by solving an adjoint equation.
Although an additional cost arises from solving the adjoint equation, the gradients of the cost function
can be altogether achieved with respect to each design variable. Consequently, the total cost to obtain
these gradients is independent of the number of design variables and amounts to the cost of two flow
solutions roughly588. Therefore, these methods are widely used for the gradient computation when
the problem contains numerous design variables589. Adjoint methods solve a large class of
optimization, inverse, and control problems590-591. Another important application is posterior error
estimation. In this context, these methods are often called duality based methods which are
particularly useful when the original problem is a discretized partial differential equation. When the
numerical error caused by the discretization is high, the automatic adaptive mesh refinement based
585 D. X. Wang and L. He, “Adjoint Aerodynamic Design Optimization for Blades in Multi-Stage Turbomachines:
Part I – Methodology and Verification”, ASME Journal of Turbomachinery, Vol.132, No.2, 021011, 2010.
586 D. X. Wang, L. He, Y.S Li and R.G. Wells, “Adjoint Aerodynamic Design Optimization for Blades in Multi-Stage
Turbomachines: Part II – Verification and Application”, ASME Journal of Turbomachinery, Vol.132, 2010.
587 Mohamad Hamed Hekmat and Masoud Mirzaei, “Development of Discrete Adjoint Approach Based on the
Lattice Boltzmann Method”, Hindawi Publishing Corporation, Advances in Mechanical Engineering, Volume
2014, Article ID 230854, 16 pages-http://dx.doi.org/10.1155/2014/23085.
588 M. H. Hekmat, Aerodynamic optimization of an airfoil using adjoint equations approach [Dissertation], K. N.
Toosi University of Technology, 2009.

589 S. Nadarajah, “A comparison of the discrete and continuous adjoint approach to automatic aerodynamic
optimization,” Proceedings of the 38th Aerospace Sciences Meeting and Exhibit, American Institute of
Aeronautics and Astronautics, Reno, Nev, USA, 2000, AIAA paper 2000-0667.
590 M. B. Giles and N. A. Pierce, “An introduction to the adjoint approach to design,” Flow, Turbulence and
Combustion, vol. 65, no. 3-4, pp. 393–415, 2000.

591 A. Jameson, “Aerodynamic design via control theory,” Journal of Scientific Computing, vol. 3, no. 3, 1988.
340
on the adjoint solution can be applied to reduce the numerical error at a fixed computational cost.
There are two approaches to develop the adjoint equation: continuous and discrete.592 Continuous
adjoint approach utilizes the differential forms of the governing equations of the flow field and cost
function. But, in the discrete adjoint approach, the adjoint equation is directly extracted from a set of
discrete flow field equations and the cost function is gained from a numerical approximation of the
equations.
The importance of the discrete version is that the exact gradient of the discrete cost function is
obtained593. This ensures that the optimization process can converge fully. Moreover, creation of the
adjoint program is conceptually straightforward. This benefit includes the iterative solution process
since the transposed matrix has the same eigenvalues as the original linear matrix, and so the same
iterative solution method is guaranteed to converge. But, a major disadvantage of this version is the
complexity of the adjoint equation derived from the discrete flow field (Navier-Stokes) equations, so
that the complete extraction of all the discrete terms in the adjoint equation and the gradient vector
requires a lot of algebraic manipulations. In addition, the viscous flux in the NS equations further
increases the complexity of deriving the terms in viscous flows. The discrete adjoint equation
becomes very complicated when the flow field (NS) equations are discretized with higher order
schemes and using flux limiters594. Therefore the implementation cost of the discrete adjoint
equation based on the NS equations is usually higher in comparison with the LB-based equation. In
comparison with the conventional flow field (NS) equations, the LB method uses the Boltzmann
transport equation to solve the flow field. Due to the lower complexity of the LB equation, the
implementation of this method would be considerably easier. The importance of this benefit will
become more clear when a gradient-based technique is used in optimization problems involving flow
field equations (irrespective of the flow field solution) in optimization process.
The simplicity of the Boltzmann equation, as an alternative to the conventional flow field equations,
can be very helpful in facilitating the process of extracting the continuous adjoint equation (and
particularly the discrete adjoint equation). Moreover, the LB method uses an inherently immersed
boundary grid system. This unique feature of the LB method enables the modeling of complicated
geometries and the analysis of flows around them in a straightforward manner without the need for
conventional body-fitted grid generation.
So, by exploiting the LB method, the optimization of special geometries is done with lower cost595.
Furthermore, it can remove the drawbacks of non-gradient techniques, which necessitate a lot of flow
solutions (due to the selective random design variables) and consequently the application of grid
generation. Additionally, in gradient methods, there is no need to consider some grid modification
techniques. Besides, the inherent parallel processing nature of the LB method, owing to data transfer
from the nearest neighbor in terms of streaming and fully localized calculations of collision phase,
distinguishes it from the conventional methods of computational fluid dynamics596.
This capability of the LB method seems to be very effective in the analysis of complex unsteady flows
and optimization problems with a large number of design variables or constraints that demand long
computational times. As a result, it is possible to employ some optimization techniques which are not
592 S. Nadarajah, The discrete adjoint approach to aerodynamic shape optimization [Dissertation], Stanford
University, 2003.
University, 2003.
594 S. Nadarajah, “A comparison of the discrete and continuous adjoint approach to automatic aerodynamic
optimization,” Proceedings of the 38th Aerospace Sciences Meeting and Exhibit, American Institute of
Aeronautics and Astronautics, Reno, Nev, USA, 2000, AIAA paper 2000-0667.
595 G. Pingen, Optimal design for fluidic systems: topology and shape optimization with the Lattice Boltzmann
method [Dissertation], University of Colorado, 2009.

596 G. Pingen, A. Evgrafov, and K. Maute, “Topology optimization of flow domains using the lattice Boltzmann
method,” Structural and Multidisciplinary Optimization, vol. 34, no. 6, pp. 507–524, 2007.
341
efficient for traditional computational fluid dynamics due to the high computational cost (e.g., adjoint
method in problems with high number of constraints or non-gradient methods in problems with high
number of design variables).
Taking into account all the aforementioned advantages, the significance of flow optimization utilizing
the LB method becomes obvious compared to the other conventional techniques. These unique
advantages of the LB method form the main idea of its application to optimization problems.
Execution of the adjoint optimization approach by means of conventional NS-based computational
methods has been extensively studied in recent decades, for instance, through the works of
[Jameson]597-598-599, [Elliot and Peraire]600, Nadarajah]601, [Hekmat et al.]602-603, [Tonomura et al.]604,
[ Jacques and Dwight]605, [Hicken and Zingg]606. However, there are few researches in combination
with the adjoint method and the LB method. [Tekitek et al.]607, for the first time, performed the
discrete adjoint approach via the LB method. They extracted the discrete adjoint equation based on
the LB equation to identify the unknown parameters of the LB method without representing a general
framework and evaluating the details of the adjoint variables and gradients. In addition, [Pingen et
al.]608 explored the ability of the incompressible LB method in topology optimization problems. Their
major work was focused on the extraction of steady discrete adjoint equation and gradient of cost
function using the steady LB equation and its implicit solution. Moreover, they examined the
performance of mathematical algorithms (e.g., iterative and direct algorithms) to solve these
equations implicitly. Their research was restricted to optimization in steady flows and did not offer
an overall framework for implementation and computation.
In this research, for the first time, both macroscopic and microscopic discrete adjoint equations are
extracted based on the LB method using a general procedure with low implementation cost. The
proposed approach can be performed similarly for any optimization problem with the corresponding
cost function and design variables vector. Moreover, this approach is not limited to flow fields and
can be employed for steady as well as unsteady flows. The main focus is to derive the macroscopic
and microscopic discrete adjoint equations using the LB method. The validity of this development is
examined for an unsteady laminar poiseuille flow in an infinite periodic channel with uniform and
597 A. Jameson, “Aerodynamic design via control theory,” Journal of Scientific Computing, vol. 3, no. 3, 1988.
598 A. Jameson, “Computational aerodynamics for aircraft design,” Science, vol. 245, no. 4916, 1989.
599 A. Jameson, “Automatic design of transonic airfoils to reduce the shock induced pressure drag,” Proceedings
of the 31st Annual Conference on Aviation and Aeronautics, Tel Aviv, Israel, 1990.
600 J. Elliot and J. Peraire, “Aerodynamic design using unstructured meshes,” Proceedings of the 27th Fluid
Dynamics Conference, New Orleans, La, USA, 1996, AIAA paper 96-1941.
University, 2003.
602 M. H. Hekmat, M. Mirzaei, and E. Izadpanah, “Constrained and non-constrained aerodynamic optimization
using the adjoint equations approach,” Journal of Mechanical Science and Technology, vol. 23, no. 9, pp. 2479–
2491, 2009.
603 M. H. Hekmat, M. Mirzaei, and E. Izadpanah, “Numerical investigation of adjoint method in aerodynamic
optimization,” Mechanical & Aerospace Engineering, vol. 5, no. 1, pp. 75–86, 2009.
604 O. Tonomura, M. Kano, and S. Hasebe, “Shape optimization of micro-channels using CFD and adjoint method,”
Proceedings of the 20th European Symposium on Computer Aided Process Engineering, 2010.
605 J. E.V. Peter and R. P. Dwight, “Numerical sensitivity analysis for aerodynamic optimization: a survey of
approaches,” Computers & Fluids, vol. 39, no. 3, pp. 373–391, 2010.
606 J. E. Hicken and D. W. Zingg, “Aerodynamic optimization algorithm with integrated geometry
parameterization and mesh movement,” AIAA Journal, vol. 48, no. 2, pp. 400–413, 2010.
607 M. M. Tekitek, M. Bouzidi, F. Dubois, and P. Lallemand, “Adjoint lattice Boltzmann equation for parameter
identification,” Computers & Fluids, vol. 35, no. 8-9, pp. 805–813, 2006.
608 G. Pingen, A. Evgrafov, and K. Maute, “Adjoint parameter sensitivity analysis for the hydrodynamic lattice
Boltzmann method with applications to design optimization,” Computers & Fluids, vol. 38, no. 4, 2009.
342
constant body forces, using an inverse optimization problem. Moreover, the accuracy of the cost
function gradients is evaluated by comparison to the results of the finite difference approach.
10.6.2 Lattice Boltzmann Method

For a system without an external force, the Boltzmann-BGK equation can be written as
∂𝐟 1
+ 𝐜. ∇𝐟 = (𝐟 eq − 𝐟)
∂t λ
Eq. 10.55
where 𝑓 = 𝑓(𝑥, 𝑐, 𝑡) is the density distribution function, 𝑐 is the particle velocity vector, 𝑡 is time, and
the dot (⋅) denotes the scalar product. Here, the local equilibrium distribution function is denoted by
𝑓eq and 𝜆 is called the relaxation time. In the LB method, Eq. 10.55 is discretized in velocity or phase
space and assumed to be valid along specific directions. Hence, the discrete Boltzmann equation can
be written along 𝑖 direction as
∂𝐟i 1 eq
+ 𝐜i . ∇𝐟𝐢 = (𝐟i − 𝐟i )
∂t λ
Eq. 10.56
where 𝑓i is the distribution function along 𝑖 direction and 𝑓eq 𝑖 is the corresponding local equilibrium
distribution function. The left-hand side of the above equation represents the streaming or
propagation process, where the distribution function streams along the lattice link 𝑖 with velocity 𝑐𝑖
= Δ𝑥/Δ𝑡 (Δ𝑥 and Δ𝑡 are the displacement and time steps, resp.) and the right-hand side represents
the rate of change of the distribution function in the collision process. Eq. 10.56 is now discretized
with respect to space and time, using a first order upwind finite difference approximation in time and
space, resulting in the discretized LB equation:
𝐞𝐪
𝐟𝐢 (𝐜 + 𝐜𝐢 ∇t , t + ∇t) = (1 − β)𝐟𝐢 (𝐱 , t) + β𝐟𝐢 (𝐱 , t)
Eq. 10.57
Where 𝛽 = Δ𝑡/𝜆 is the inverse of the dimensionless relaxation time. To facilitate the implementation
of the LB method, it is common to choose time step Δ𝑡 and lattice spacing Δ𝑥 equal to 1 (𝑐 = 1). In an
incompressible flow, ideally, so that the divergence of the velocity is zero, the density is assumed to
be equal to the initial density; that is, 𝜌 = 𝜌0. Therefore, assuming an order 𝑂(M2) density fluctuation,
the equilibrium distribution function is obtained using Taylor series expansion of the Maxwell-
Boltzmann equilibrium distribution and ignoring 𝑂(M3) terms or higher609-610:
eq 3(𝐜𝐢 . 𝐮) 9(𝐜𝐢 . 𝐮)2 3𝐮2

𝐟i = ρ𝛚i 𝛉i , 𝛉i = 1 + + − 2
c2 2c 4 2c
Eq. 10.58
where 𝑢 ≡ 𝑢 (𝑥,𝑡) and 𝜌 ≡ 𝜌 (𝑥,𝑡) are the macroscopic velocity vector and density, respectively. Also,
𝑤𝑖 is the lattice weight parameter in 𝑖 direction that depends on the lattice arrangement.
10.6.2.1 D2Q9 Model.

In this study, the two-dimensional, nine velocity D2Q9 lattice model is used (see Error! Reference s
ource not found.). These velocity vectors 𝑐𝑖 = [cix , ciy]T can be written as
609 W. Gladrow and A. Dieter, Lattice-Gas Cellular Automata and Lattice Boltzmann Models: an Introduction,
Springer, Heidelberg, Germany, 2nd edition, 2000.
610 L. Sh. Luo, “The lattice-gas and lattice Boltzmann methods: past, present, and future,” Proceedings of the
International Conference on Applied Computational Fluid Dynamics, pp. 52–83, 2000.

343
(0,0) i=0
(i − 1)π (i − 1)π
(cos [ ] , sin [ ]) c i = 1,2,3,4
ci = 2 2
(i − 5)π π (i − 5)π π
√2 (cos [ + ] , sin [ + ]) c i = 5.6.7.8
{ 2 4 2 4
Eq. 10.59
For the D2Q9 model, the lattice weight parameters
are as 611
4
𝑖=0
9
1
ωi = 𝑖 = 1,2,3,4
9
1
{36 𝑖 = 5,6,7,8
Eq. 10.60
For low Mach number (M ≪ 1) or low density
fluctuation (Δ𝜌/𝜌 ≪ 1) flows, it is possible to recover
the macroscopic incompressible NS equations from
the LB equation using the Chapman-Enskog
expansion and choosing the kinematic viscosity as: Figure 10.27 Lattice arrangement of the
D2Q9 model
1 ∆𝑥 2
ν= (2 − β)
6𝛽 ∆𝑡
Eq. 10.61
Also, the macroscopic properties such as density 𝜌 and velocity vector 𝑢 = [𝑢𝑥, 𝑢𝑦]𝑇 in lattice units can
be evaluated by taking statistical moments of the distribution function, leading to the following
equations:
8 8
1
𝛒 = ∑ fi (x, t) , 𝐮 = ∑ ci fi (x, t)
ρ0
i=0 i=0
Eq. 10.62
Furthermore, the speed of sound (𝑐𝑠) is 𝑐/√3 for the D2Q9 model 612.
10.6.3 General Description of the Discrete Adjoint Method

Consider a general flow field. The properties which define the cost function 𝐼 are functions of the state
variables 𝜃 and the design variables, which may be represented by the function 𝜅 :
𝐈 = 𝐈(𝛉, 𝛋)
Eq. 10.63
611 W. Gladrow and A. Dieter, Lattice-Gas Cellular Automata and Lattice Boltzmann Models: an Introduction,
Springer, Heidelberg, Germany, 2nd edition, 2000.
612 L. Sh. Luo, “The lattice-gas and lattice Boltzmann methods: past, present, and future,” Proceedings of the
International Conference on Applied Computational Fluid Dynamics, pp. 52–83, 2000.

344
Since the state variables depend on the design variables, 𝜃 = 𝜃(𝜅), a variation in 𝜅 changes 𝜃 and
finally these variations result in a change:
∂𝐈 T ∂𝐈 T
δ𝐈 = ( ) δ𝛉 + ( ) δ𝛋
∂𝛉 I ∂𝛋 II
Eq. 10.64
Here, the subscripts 𝐼 and 𝐼𝐼 are used to distinguish the contributions due to 𝛿𝜃 from 𝛿𝜅 in the cost
function variation 𝛿𝐼. In fact, changes in the design variables either directly or indirectly can lead to
changes in the cost function. The first term is the indirect effect of the design variables on the cost
function that appears as the change in the state variables, and the second term is the direct effect of
the design variables on the cost function. Suppose that the governing equation 𝑅 which expresses the
dependence of 𝜃 and 𝜅 within the flow field domain can be written as
𝐑(𝛉, 𝛋) = 0
Eq. 10.65
correlation between the state and the design variables (the state and the design variables are only
correlated by the governing equation of the flow field). Therefore, 𝛿𝜃 can be determined as
∂𝐑 ∂𝐑
δ𝐑 = ( ) δ𝛉 + ( ) δ𝛋 = 0
∂𝛉 I ∂𝛋 II
Eq. 10.66
Since variation 𝛿𝑅 is zero, it can be multiplied by a Lagrange multiplier (adjoint variable) 𝜓 and
subtracted from the variation 𝛿𝑅 with no change in the result. Thus, Eq. 10.64 can be replaced by
∂I T ∂I T ∂R ∂R
δ𝐈 = ( ) δθ + ( ) δκ − ψT [( ) δθ + ( ) δκ ]
∂θ ∂κ ∂θ ∂κ
T T
∂I ∂R ∂I ∂R
δ𝐈 = {( ) − ψT ( )} δθ + {( ) δκ − ψT ( )} δκ
∂θ ∂θ I ∂κ ∂κ II
Eq. 10.67
Now, the adjoint variable 𝜓 is determined such that the dependency of the cost function variation on
the state variables variation is eliminated. Therefore, choosing 𝜓 to satisfy the adjoint equation
∂I T ∂R ∂I T ∂R
δI = {( ) − ψ ( )} δθ + {( ) − ψT ( )} δκ
T
⏟ ∂θ ∂θ I ∂κ ∂κ II
0
Eq. 10.68
the first term is eliminated, and we find that
∂I ∂R 𝑇
( ) = ψ( )
∂θ ∂θ
Eq. 10.69
And the results in
345
∂I T ∂R
δI = ( ) − ψT ( ) δκ
∂κ ∂κ
Eq. 10.70
According to Eq. 10.70, 𝛿𝐼 is independent of 𝛿𝜃 and, as a result, for a large number of design
variables, we can compute the cost function gradient only with one flow solution in addition to one
adjoint solution in each optimization cycle. In fact, the computational cost of the adjoint equation
solution is independent of the number of the design variables.
10.6.4 Optimization Problem Statement

On the whole, an optimization problem in an unsteady flow can be expressed in the following general
form:
Minimize 𝐈 (θt , κ) where 𝛉 ϵ Rm and 𝛋 ϵ Rn
Subject to 𝐑 t (𝛉t , 𝛋) = 0 , t ∈ Λ
Eq. 10.71
where 𝜃𝑡 is the 𝑚-dimensional state variables vector at time 𝑡, 𝜅 is the 𝑛-dimensional design variables
vector, 𝑅𝑡 is the governing equation of the flow field, and 𝐼 is the value of cost function at the time
interval of Λ ≡ [0, 𝑡𝑓] that can be written in the general form as
𝐈(𝛉t , 𝛋) = ∫ 𝐈tx (𝛉t , 𝛋)dt = ∫ ∫ 𝐈tx (𝛉t , 𝛋) dx dt

Λ Λ Γ
Eq. 10.72
Where in 𝐼𝑡 is the cost function at time 𝑡 and Γ is the flow field domain. Using numerical integration
rule and supposing that Δ𝑥 = Δ𝑡 = 1, the cost function Eq. 10.72 can be evaluated as
tf tf
𝐈(𝛉t , 𝛋) = ∑ 𝐈tx (𝛉t , 𝛋) = ∑ ∑ 𝐈tx (𝛉t , 𝛋)

t=0 t=0 x
Eq. 10.73
where Σ𝑥 is performed over all the lattice points of Γ.
10.6.4.1 Cost Function

The inverse problem is employed in this study to validate the adjoint equation, the gradient vector
acquired from the LB method, and the applied optimization algorithm. Therefore, the target flow field
is selected using the target design variables. Subsequently, assuming unknown values for the target
design variables, it is favorable to find the optimal design variables that lead to the target flow field.
Hence, the local cost function at time 𝑡 can be described as
1 2 σ
Itx = |𝛚t − 𝛚dt | + |𝛋 |2
2 2
Eq. 10.74
where 𝑤𝑡 = [𝜌𝑡, 𝑢𝑥𝑡, 𝑢𝑦𝑡]𝑇 ∈ 𝑅3 is the flow field variables (macroscopic properties) vector at time 𝑡 and
𝑤𝑑𝑡 is the desired flow field variables vector at time 𝑡. The first term in the cost function measures the
distance of 𝑤𝑡 and 𝑤𝑑𝑡 and the second term is a regularization term with 𝜎 ≥ 0 (typically, 𝜎 ∈ [10-5 ,
10− 3], which leads to improved smoothness properties of the optimization problem for 𝜎 > 0.
346
10.6.4.2 Design Variables

In this investigation, the external body forces vector applied to the fluid is regarded as the design
variables vector. Thus, the expression
V𝑖 = 𝑐𝑠2 (c𝑖 . 𝛋)
Eq. 10.75
is added to the right-hand side of Eq. 10.56. In the above equation, 𝜅 = [𝜅𝑥 , 𝜅𝑦]𝑇 ∈ 𝑅2 is the 2D body
forces (design variables) vector. Therefore, considering the force term Eq. 10.75, the LB equation
Eq. 10.57 can be rewritten in the following vector form:
eq
𝐅t+1 = (1 − β)𝐅t + β𝐅t + 𝐕
Eq. 10.76
where 𝐹𝑡 ≡ 𝐹(𝑥,𝑡) = [𝑓0,𝑡, . . . , 𝑓8,𝑡]𝑇 ∈ 𝑅9 is the distribution functions (microscopic properties) vector
at time 𝑡 and 𝑉 = [V0, , , ,V8]𝑇. It can be shown that the existence of the force term Eq. 10.75 in the LB
equation results in the recovery of the NS equations in the presence of the body force 𝜅 613.
10.6.5 Discrete Adjoint Approach Based on the Lattice Boltzmann Method

The Macroscopic and Microscopic Discrete Adjoint equations (MADA,MIDA) and the cost function
gradient vector are mathematically derived using the discrete LB equation. For full description, users
are encouraged to consult the work by [Hekmat & Mirzaei]614. For the present test case, the analytical
evaluation of the macroscopic and microscopic adjoint variables and the cost function gradients are
presented.
10.6.5.1 Derivation of the Macroscopic Discrete Adjoint Equation

In the optimization problem Eq. 10.71, the design variables variation, in the path towards the
optimal values, must be such that the governing equation of the flow field is always satisfied at any
point of space and at any time. Therefore, the flow field governing equation is considered as a
constraint for the optimization problem. Here, the conservation equations Eq. 10.62 and the flow
field variables (macroscopic properties) vector 𝑤𝑡 are chosen as the constraint and the state
variables vector 𝜃𝑡 in the optimization problem, respectively. The conservation Eq. 10.62 can be
rewritten in the following vector form:
𝛚t = 𝚽t (𝛚t−1 , 𝛋) for t = 1, , , , , , t f
Eq. 10.77
According to Eq. 10.76, it can be deduced that the distribution functions 𝑓𝑖 at time 𝑡 are functions of
the flow field variables in previous time step, 𝑤𝑡−1, and the design variables 𝜅. Finally, the constraint
𝑅𝑡 in the problem Eq. 10.71 based on the LB method can be expressed as
𝐑 t = 𝐑(𝛚𝑡 , κ) = 𝛚𝑡 − 𝚽t (𝛚t−1 , κ) = 0 for t = 1, , , , , , t f

Eq. 10.78
The optimization problem is now treated as a control problem where the design variables vector 𝜅
represents the control function, which is chosen to minimize the cost function Eq. 10.73 subjected
to the constraint of satisfaction of the flow field governing equation Eq. 10.78 at any time, any point
613 Z. Guo, C. Zheng, and B. Shi, “Discrete lattice effects on the forcing term in the lattice Boltzmann method,”
Physical Review E, vol. 65, no. 4, Article ID046308, pp. 1–6, 2002.
614 Mohamad Hamed Hekmat and Masoud Mirzaei, “Development of Discrete Adjoint Approach Based on the
347
of the lattice space, and any direction of the lattice lines. Since the flow field variables vector depends
on the design variables vector implicitly, 𝑤𝑡 = 𝑤𝑡(𝜅), a variation 𝛿𝜅 in the design variables vector
causes a variation 𝛿𝑤𝑡 in the flow field variables vector, and consequently, these variations lead to a
variation 𝛿𝐼 in the cost function. Again, following closely the development in [Hekmat & Mirzaei]615,
we
T
∂𝐈tx ∂𝚽t
𝐆t = ∇𝛋 𝐈t = ∑ [ +𝛙Tt ] t = 1, , , , , , t f
∂𝛋 ∂𝛋
x
Eq. 10.79
where 𝐺𝑡 is the cost function gradient vector with respect to the design variables vector at time
Comparing the discrete LB equation with the MADA equation, it is observed that, as was expected,
the MADA equation is quite similar to the discrete LB equation and this equation has the inherent
aspects of the original LB equation (e.g., linearity, simplicity, etc.). Therefore, it is expected that the
computational cost for solving this equation is nearly equal to that of the LB equation. The main
difference between these equations is in their solving procedure. In the LB method, the flow field
variables vector is evaluated by solving the discrete LB equation at time interval [1, 𝑡𝑓] as forward in
time, while, in the adjoint method, the macroscopic adjoint variables vector is evaluated by solving
the MADA equation at the same interval as backward in time. Evaluation of the Gradient Vector. After
evaluating the present derivatives in the MADA equation, the macroscopic adjoint variables vector is
eventually achieved. Now, to evaluate the gradient vector using Eq. 10.79, first, the derivatives
𝜕𝐼𝑡𝑥/𝜕𝜅 and 𝜕Φ𝑡/𝜕𝜅 should be evaluated. Considering the cost function Eq. 10.74, we have
∂Itx ∂Itx ∂Itx T κx

= [ x y ] = σ [ y]
∂κ ∂κ ∂κ κ
Eq. 10.80
To evaluate the derivative 𝜕Φ𝑡/𝜕𝜅 using the LB method, it is appropriate to write it in a matrix form
as follows:
∂Φ1t ∂Φ1t
∂κx ∂κy
∂𝚽t ∂Φt2 ∂Φt2
=
∂𝛋 ∂κx ∂κy
∂Φt3 ∂Φt3
{ ∂κx ∂κy }
Eq. 10.81
10.6.5.2 Derivation of the Microscopic Discrete Adjoint Equation.

Here, the LB equation Eq. 10.76 and the distribution functions (microscopic properties) vector 𝐹𝑡
are chosen as the constraint and the state variables vector 𝜃𝑡 in the optimization problem,
respectively. The LB equation Eq. 10.76 can be rewritten in the following vector form:
𝐅t = 𝚽t (𝐅t−1 , 𝛋) t = 1, , , , , , t f where
615Mohamad Hamed Hekmat and Masoud Mirzaei, “Development of Discrete Adjoint Approach Based on the
348
𝑒𝑞
𝚽t = [Φ𝑡0 (F𝑡−1 , κ), . . . . . ., Φ𝑡8 (F𝑡−1 , κ)]𝑇 = (1 − β)𝐅 𝑡−1 + βF𝑡 + 𝐕
Eq. 10.82
And constraint 𝑅𝑡 in problem Eq. 10.71 based on the LB method can be expressed as follows:
R t (𝐅t−1 , 𝛋) = 𝐅t − 𝚽t (𝐅t−1 , 𝛋) = 0 for t = 1, , , , , , t f

Eq. 10.83
In this case, the adjoint equation and its terminal condition in accordance with the procedure
provided in 10.6.5.2 can be extracted as before.
10.6.6 Optimization Algorithm

After calculation of the gradient vector, we can change the values of the design variables using an
optimization algorithm. The steepest descent algorithm was adapted to treat the design variables
towards the optimum values. In the steepest descent algorithm, the design variables vector 𝜅 can be
updated as
𝛋𝑛+1 − 𝛋𝑛 = −α∇𝛋 𝐈
Eq. 10.84
where 𝛼 is the step length. Using a linear search method, the step length is chosen such that the
maximum reduction in the cost function is achieved616. Moreover, it can be found that the
convergence of the gradient vector’s norm to zero guarantees the convergence of the design variables
to the optimum values, and consequently certain number of cycles required to reach the convergence
of the optimization program is determined. Next section presents a representation of the
optimization procedure using the adjoint approach based on the LB method in the present work.
10.6.7 Optimization Process Using the Adjoint Approach Based on the LB Method
Consider the following:
➢ Step 1 (define optimization problem).

• Select the cost function.
• Select the state variables vector (the governing equation).
• Select the design variables vector.
➢ Step 2 (extract the main equations).
• Extract the MADA (or MIDA) equation.
• Extract the adjoint terminal condition.
• Extract the cost function gradient vector.
• Extract the partial derivatives of the governing equation;
• the cost function with respect to the state and design variables vector based
on the LB method. Until reaching convergence of optimization algorithm:
➢ Step 3 (solve the LB equation as forward in time).
• Set the initial conditions.
• Until reaching terminal time:
• compute the equilibrium distribution function;
• perform collision;
• perform streaming;
• apply the boundary conditions;
• compute the new distribution functions;
616 J. Nocedal and S. J. Wright, Numerical Optimization, Springer, New York, NY, USA, 2nd edition, 2006.
349
• compute the new state variables;

• store the new state variables.
➢ Step 4 (solve the MADA (MIDA) as backward in time).
• Set the adjoint terminal condition:
• compute the partial derivatives of the cost function with respect to the state
variables at terminal time;
• apply the adjoint terminal condition;
• compute the macroscopic (or microscopic) adjoint variables at terminal time.
• Until reaching initial time:
• compute the partial derivatives of the cost function with respect to the state
variables;
• compute the partial derivatives of the governing equations with respect to the
state variables;
• solve the MADA (MIDA) equation;
• store the new adjoint variables.
➢ Step 5 (evaluate gradient vector).
• Compute the partial derivatives of the cost function with respect to the design
variables.
• Compute the partial derivatives of the governing equations with respect to the
design variables.
➢ Step 6 (modify design variables).
• Perform the steepest descent algorithm.
• Update the design variables vector.
10.6.8 Conclusions and Future Work

Here, the discrete adjoint approach using the LB method was implemented to solve the optimization
problems of unsteady flow fields. First, the MADA and the MIDA equations and the cost function
gradient vector were derived mathematically using the discrete LB equation. Also, for an elementary
case, the analytical evaluation of the macroscopic and microscopic adjoint variables and the cost
function gradients was presented. The investigation of the derivation procedure showed that the
simplicity of the Boltzmann equation, as an alternative for the NS equations, facilitates the process of
extracting the discrete adjoint equation. Therefore, the implementation cost of the adjoint equation
based on the LB method is less than the adjoint equation based on the NS equations.
This advantage can be effective in the optimization problems. Then, for the considered test case, the
validity of the derived equations and the optimization procedure examined in an inverse
optimization problem and the results obtained from the MADA and the MIDA equations were
compared. The results show that the convergence rates of the optimization algorithm using both
equations are identical and the evaluated gradients have very good agreement with each other. But
the runtime of the optimization program to reach convergence using the MIDA equation is little more
than the other one. Moreover, it has been shown that the number of optimization cycles in the
program implemented by the MADA and the MIDA equations is independent of the lattice size and
the number of design variables. Also, the total computational cost to obtain the gradients is
independent of the number of design variables. According to the inherent characteristics of the LB
method and the results obtained in this study, it can be received that combining the adjoint method
and the LB method can serve as a useful and applicable tool in flow field optimization problems.
350
In this study, we have used a convenient and simplified form of the forcing term as the design variable
in the optimization problem. Different representations of the forcing term have also been proposed.
Thus, more investigations may be needed to examine the effect of such forcing term on accuracy and
stability of the LB method with regard to satisfying the incompressible NS equation. Also, for the
optimization problem, the study was limited to a design variable that is constant throughout the
space and time. Other cost functions may also be considered. Moreover, we have to note that changing
the cost function will change the adjoint equation. In addition, the continuous adjoint equations can
be derived using the continuous Boltzmann equation in space and time and the results can be
compared to our findings. Besides, due to the local nature of the LB method, it is well suited for
parallelization and GPU computing. This capability of the LB method seems to be effective in
efficiency of the adjoint methods and can be examined for (unsteady) optimization problems with a
lot of constraints, [Hekmat and Mirzaei]617. .
617Mohamad Hamed Hekmat and Masoud Mirzaei, “Development of Discrete Adjoint Approach Based on the
351
11 Turbo-Machinery Design and Optimization

11.1 A Road Map to Turbo-Machine Design and Optimization
The design of a turbomachine can be traced through three basic phases. First is the preliminary
design phase in which the type of machine to be employed is determined. Additionally, the size,
speed, and over-all geometry are determined. Since the entire design process is iterative, the
preliminary design parameters and shapes are always subject to modification. Many aspects of this
preliminary design process are
empirical and/or arbitrary and
are based on engineering
experience, system or installation
limitations, costs, and other
factors of which the designer must
be aware. However, to be able to
proceed with a detailed design, a
fairly complete conceptual form of
the machine must be generated.
The second phase is the detailed
design of the machine duct and
blade shapes. A design that is
based on the equations of fluid
motion requires the development
of a mathematical description or
model of the flow field and the
machine geometry. This phase
requires computerized methods
to solve the equations of motion
while accounting for as many of
the physical properties and
boundary conditions as possible.
Figure 11.1 General Description of Computational Planes
Since the direct solution of the
equations of motion for viscous,
turbulent flow is impossible, it becomes necessary to approximate some of the physics of the flow.
However, the exact solution of the no viscous or ideal flow field with forces due to fluid accelerations,
rotation, and non-uniform flows taken into account is possible. Figure 11.1 helps to visualize these
various aspects of the flow geometry. The usual approach used is to solve for the inviscid flow field
and superimpose the effects of real fluid flow which are difficult to treat analytically. The solution
must include physical effects peculiar to each type of machine. Generally, the inflow conditions to the
turbomachine will be no uniform in velocity and pressure. The chord wise and span wise loading or
pressure on the blade rows will be no uniform as is the blockage due to blade thickness and boundary
layer growth. If the flow field is unbounded, as for a nonconductor fan, additional boundary
conditions are necessary to perform a flow analysis. The Effects of viscosity in the blade row passages
must be modeled accurately to achieve the design performance requirements. The second phase
terminates in an actual blade shape design that will produce the flow field specified by the analysis.
Determination of this shape is difficult as there are a number of boundary conditions that must
satisfy, and the performance of a blade row is highly subject to real flow phenomena which are not
easily approached analytically. Again, a combination of ideal flow theory and empirical corrections
are required to specify a blade row with desired performance.
352
The third phase is essentially similar

to the analysis and blade design
except that the geometry of the system
is fixed and it is desired to determine
the effect of a blade row on the flow
Phase 1
field. This should give the same
solution as the original analysis at the
design point. However, the results of
performance testing and, in particular,
measured velocity and pressure
profiles in the vicinity of the blade row
may be used to test the theoretical
analysis and design. Where
differences are found, corrections to
the mathematical models or to the
hardware may be required.
In summary, the design and analysis
of a turbomachine requires an
Phase 2
accurate description of the internal
flow field. A numerical simulation of
the turbomachine, including the
various components of the
equations of motion in either exact
or approximate (empirical) form,
must be constructed. This
simulation consists of two basic
parts, a meridional plane or
through-flow solution and a blade
design method that includes an
analytical blade-to-blade flow
Phase 3
solution. Each of these solutions
affects the other and must be
developed iteratively to produce a
consistent model of the flow. Once a
model is generated, a check against
the desi, “an requirements must be
made to assure that no part of it fails
the design requirements. Once Figure 11.2 Turbomachine Design Process
complete, the model must be
compatible with mechanical limitations and manufacturing capabilities. An additional iteration
with the design constraints may be necessary to finally arrive at an acceptable engineering
solution to the design of the turbomachine. Figure 11.2 illustrated these steps require in
turbomachinery design and analysis618.
618M. V. Casey, “Computational Methods for Preliminary Design and Geometry Definition in Turbomachinery”,
Fluid Dynamics Laboratory, Sulzer Innotec AG, CH-8401, Winterthur, Switzerland.
353
11.2 Optimization Methods for Turbomachinery Designs

According to [Li & Zheng]619, aerodynamic design optimization methods can be distinguished into
inverse and direct designs. Inverse design methods specify a pressure distribution to develop a
profile shape by iterative modifications of the blade shape. The computational cost is proportional to
a small number of flow analyses and is, thus, comparably inexpensive. Inverse design methods can
be combined with an optimization method in an efficient design process. However, the pressure
distribution may pass through a number of iterations to obtain an acceptable profile. This approach
relies strongly on the experience of the designer who needs to specify a pressure distribution which
fulfills the various aerodynamic design aspects in terms of the flow turns, boundary layer properties
and flow losses which also performs well for off-design conditions. Another shortcoming of the
inverse design method is how to integrate the geometric and mechanical constraints. Unlike with
inverse design process, the direct design method optimizes the shape based secondary aerodynamic
properties like the aerodynamic losses with the computational cost involving many single flow
calculations. The optimization algorithms used with the direct design method are mainly the
gradient based methods and the stochastic algorithms. Gradient-based methods rely on derivative
information for all the objectives and all the constraints to determine the optimization search
direction. These methods start with a single design point and use the local gradient of the objective
function with respect to changes in the design variables to determine a search direction by using
methods such as the steepest descent method, conjugate gradient method, quasi-Newton techniques,
Traditional
Gradient Method
Adjoint Variable
(AV)
Gradient Based
Algorithms
Conjugate Gradient
Method
Quasi-Newton
Techniques
Direct Methods
Genetic Algorithms
Turbomachinery
Evolutionary
Optimization Algorithms
Process Stochastic
Algorithms
Simulated
Annealing (SA)
Inverse Methods Set of Equations
Particle Swarm
Optimization (PSO)
Figure 11.3 Optimization Process for Turbomachinery
619Zhihui Li, Xinqian Zheng, “Review of design optimization methods for turbomachinery aerodynamics”,
354
or adjoint formulations. These methods are efficient and can find a true optimum as long as the
objective function is differentiable and convex. However, the optimization process can sometimes
lead to a local, not necessarily a global, optimum close to the starting point. Furthermore, such
computations can easily get bogged down when many constraints are considered.
Genetic Algorithms and Evolutionary algorithms are typical stochastic optimization algorithms.
These methods are robust optimization algorithms that can cope with noisy, multimodal functions,
but are also computationally expensive in terms of the necessary number of flow analyses required
for convergence. They start with multiple points sprinkled over the entire design space and search
for true optimums based on the objective function instead of the local gradient information by using
selection, recombination, and mutation operations. Figure 11.3 shows a typical optimization
process for turbomachinery application.
11.2.1 Wu’s Pioneering (S1 and S2) Scheme

In the early 1950's, Wu620, as previously recognized, documented these problems and formulated a
set of equations which had the possibility of a solution. He broke the problem of 3D flow into a set of
coupled 2D solutions. Error! Reference source not found. helps to explain Wu's analysis in which h
e broke the problem into two planes (S1 and S2) generally perpendicular to each other. One, the
meridional plane, describes the flow on hub-to-tip stream surfaces. The other, the blade-to-blade
solution, describes the flow on planes generally parallel to the hub surface of the machine and
perpendicular to the blading. A complete solution by Wu's method would require a number of both
parallel meridional and parallel blade-to-blade solutions. The solutions are coupled and must be
solved iteratively to simultaneously satisfy the equations on all of the solution planes (Quasi-3D). At
the time of formulation of Wu's analysis, computational methods and machines were not large or fast
enough to give a comprehensive solution. As a result, many approximate methods evolved.
[Wislicenus]621 summarized many of the design techniques in use at the time. Most of these
techniques relied heavily on experimental data to be useful. Smith 622 rearranged the equations of
motion in the meridional plane to give a time and spatially averaged picture of the flow in a blade
row. At the same time, additional computerized techniques were developed to solve the through-flow
problem. [Novak]623 formulated a solution (Streamline Curvature Method) that solved for the
velocities and streamlines rather than the stream functions where solution was basically inviscid and
non-turbulent. The problem of losses due to viscosity and turbulence was addressed by Bosman and
Marsh624, but in general, experimental data are always required to adequately model the real fluid
effects encountered in a turbo machine.
11.2.2 Concept of Streamline Curvature Method

The Streamline Curvature Method (SCM) offers an advantage in that the equations and solution are
in terms of physical variables of velocity and pressure rather than those of a stream function, which
previously mentioned. Additionally, viscous and turbulence effects are much easier to incorporate
into the (SCM) because their models are developed in terms of physical variables. Where the 3D
nature of the flow field is required, determination effects of the blading on the meridional flow
requires flow field solutions on the blade-to-blade surfaces. The design of blade sections also requires
620 Wu, C. H., "A General Theory of Three Dimensional Flow in Subsonic and Supersonic Turbomachines of Axial,
Radial, and Mixed Flow Types," National Advisory Committee on Aeronautics, NACA TN 2604, 1952.
621 Wislicenus, C. F., Fluid Mechanics of Turbomachinery, New York, N. Y., Dover Publications Inc., 1965.
622 Smith, L. H., Jr., "The Radial Equilibrium Equation of Turbomachinery," Trans. ASME, J. Eng. Power, 88A, 1966.
623 Novak, R. A., "Streamline Curvature Computing Procedures for Fluid Flow Problems," Trans. ASME, J. Eng.
Power, Vol. 89, 1967.

624 Bosman, C, and H. Marsh, "An Improved Method for Calculating the Flow in Turbomachines, including a
Consistent Loss Model," J. Mech. Eng. Sci., 1974.

355
an accurate analysis technique. [Kansan’s]625 was one first to successfully compute the velocity and
pressure distribution on the blade-to-blade plane. None of the above methods incorporates sufficient
modeling of the turbulent boundary layer flow associated with turbomachine blade rows. [Raj and
Lakshminarayana]626 conducted experiments which gave insight into the nature of the blade
boundary layers and the structure of the wake shed from the trailing edge of a blade. These data will
help in the formulation of more accurate models of this flow phenomenon. The availability of the
various through-flow and blade-to-blade solutions leads to the possibility of synthesizing a three-
dimensional model of the turbomachine flow field. The interaction of the flow on the meridional
plane and on the blade-to-blade planes becomes important in this case. The result of blade-to-blade
analysis is that forces due to the geometry of the blading may be determined. [Novak and Hearsey]627
utilized the Streamline Curvature Method in a similar manner to generate a quasi-three-dimensional
analysis. It should be stressed that the above techniques are for analysis of already designed blade
rows and do not apply to the actual determination of a blade shape, i.e., the design problem. The aim
here to address the design problem by using the Streamline Curvature Method to construct an
averaged through flow picture that satisfies the general design requirements. Then two methods, the
Mean Streamline Method and the Streamline Curvature Method, will be used to actually define
blading that generates the flow field prescribed by the through-flow analysis. Combining the
through-flow and the blade-to-blade analysis, a quasi-three-dimensional analytical
representation of the flow field is generated.
11.3 Case Study 1 - Aerodynamic Design of Compressors

Due to low cost and speed of CFD comparing to traditional testing, and the fact that it ability to
simulated almost any testing, it can be useful tool in design and optimization. While experiment
yields a discrete and limited data, CFD provide the entire region on interest or complete picture
enabling complete design. In that respect, aerodynamic design techniques of gas turbine compressors
have been dramatically changed in the last few years. While the traditional 1D and 2D design
procedures are consolidated for preliminary calculations, emergence techniques have been
developed and are being used almost routinely within industries and academia. The compressor
design still remains a very complex and multidisciplinary task, where aero-thermodynamic issues
traditionally considered prevalent, now become part of a more general design approach. Nowadays,
interesting and alternative options are in fact available for compressor 3D design, such a new blade
shapes for improved efficiency, end-wall contouring and casting treatment for enhanced stall margin,
as well as many others. For this reason while experimental activity remains decisive for ultimate
assessment of design choices, numerical optimization techniques, along CFD are assuming more and
more importance for the detailed design.
11.3.1 Statement of Problem

Qualitatively speaking, compressor aerodynamic design is the procedure by which the compressor
geometry is calculated which fulfils the design cycle requirements in the best possible way628. Using
a more certain statement, we can formulate the design problem by identifying objectives, boundary
conditions, constraints, and decision variables as follows:
625 Katsanis, T., "Use of Arbitrary Quasi-Orthogonal for Calculating Flow Distribution on a Blade-to-Blade Surface
in a Turbomachine." NASA TN D-2809, May 1965.
626 Raj, R., and B. Lakshminarayana, "Characteristics of the Wake Behind a Cascade of Airfoils," J. Fluid Mechanics,
Vol. 61, Part 4, 1973.

627 Novak, R. A., and R. M. Hearsey, "A Nearly Three-Dimensional Intra Blade Computing System for
Turbomachinery," Part I and TI, Trans. ASIT4, J. Fluids Eng., March 1977.
628 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
356
➢ Objectives: Maximize Adiabatic Efficiency (η), Maximize stall margin (SM), both at nominal
condition.
➢ Boundary conditions: inlet conditions (pressure P, temperature T), flight Mach number, M,
(in the case of an aero-engine).
➢ Decision (Design) variables: number of stages, compressor and stage geometry parameters.
➢ Functional constraints: mass flow rate, m, (based on engine Power or Thrust requirements),
Pressure Ratio, PR, (from Cycle analysis), correct compressor component matching (i.e.
intake-compressor, compressor-combustor, and above all compressor-turbine) as
determined by a Matching Index (MI).
➢ Side Constraints: each decision variables must be chosen within feasible lower and upper
bounds (sides).
➢ Multi-disciplinary constraints: structural and vibrational, weight, costs, manufacturability,
accessibility, reliability.
The aerodynamic design of an axial-flow compressor is inherently a Multi-Objective Constrained

Optimization problem, which can be summarized on the as:
X = X (x1 , x 2 ,......, x n ) x i,min  x i  x i,max for i = 1, 2,......n Eq. 11.1
Where n is the number of decision variable. Table 11.1 summarizes these decision making criteria.
It is worth underlying that this might not be the general formulation, as some constraints could be
turned into objectives, mainly depending on compressor’s final destination and/or manufacturer’s
strategies.
For a Maximize: Minimize: Subject to: Comments:

given:
Axial Flow P ,T , F(X) = η (X) , m(X) , PR(X), g(X) = weight,
Compressor M SM(X) MI(X) , Cost structural,
function (X), technological, other
g(X)
Stationary gas P ,T F(X) = η (X) , m(X) ,PR(X), g(X) = weight,
Turbine Load – MI(X), Cost structural,
(Electric Power) Response (X) function(X) , technological, other
g(X)
Aero-engine P, T, M F(X) = η (X) , weight (X) m(X) , PR(X) g(X) = structural,
(military use) SM(X) , q(X) , MI(X) technological, other
Cost
function(X), q(X) = static trust at
g(X) sea level
Table 11.1 Axial Flow Compressor Design
11.3.2 Different Compressors Objectives

In a stationary gas turbine used for electric power generation a great importance is given both to the
compressor peak efficiency, and to the function called “load response” which quantifies the rapidity
of the compressor in adjusting the airflow delivered by means of IGVs and/or VSVs. In this case, of
course, an intervention aimed at regulating the delivered power of the gas turbine has an effect also
on the mass flow conveyed by the compressor. An aero-engine for military use, a significant merit is
attributed to reaching the best trade-off between performance and weight, objectives which are
357
intuitively conflicting each other, while cost function is inevitably different to the one assigned to the
civil application.
Finally, a constraint based on the static thrust to be delivered by the overall engine at sea level is set
which inevitably influences compressor design. From the problem formulations given above,
remarkable importance is attributed to maximize or minimize some compressor performance
indexes or figures of merit. Therefore, before examining how to deal with such problems, it is worth
analyzing how performance can be significantly affected by the choice in the design variables. For
instance, maximizing adiabatic efficiency requires a deep understanding of the physics governing
stage losses, which have to be minimized either in design and off-design conditions. This, in turn, will
have an important impact on the choice of stage geometrical and functional variables. On the other
hand, maximizing stall margin involves acquiring a proper insight of stall physics and minimizing
stall losses. Again, such problem can be tackled if proper stage geometry is foreseen. Lastly,
minimizing compressor weight (at least from the aerodynamic point of view) implicates reducing the
number of compressor stages and increasing individual stage loading, a fact which ultimately affects
the choice of the blade shape, particularly cascade parameters. Based on the arguments above, in the
following a brief summary of basic and advanced compressor aerodynamics is given629.
Figure 11.4 Sketch of a Compressor Stage (left) and Cascade of Geometries at Mid- Span (right)
11.3.3 Design Techniques for Compressor630

Independently from the particular case under study, modern compressor design philosophy can be
summarized as in Figure 11.5. A preliminary design is usually carried out at first, aiming at defining
some basic features such as number of stages, inlet and outlet radii and length. Stage loading and
reaction is established as well on the basis of preliminary criteria driven by basic theory and
experiments. Such procedure is based on one-dimensional (1D) methods, where each stage
characteristics are condensed into a single “design block”, to which basic thermo- and fluid dynamics
equations are applied. Therefore, no effort is spent to account for flow variations other than those
which characterize the main axial flow direction within each stage at a time. Then, stages are stacked
together to determine the overall compressor design, regardless any mutual stage interaction. Within
this process, which will be described later on, technological and process constraints, as well as
630 Same source – see above.
358
restrictions on weight and cost, play an important role that must be properly accounted for. In this
framework, some early choices could be revisited and subject to aerodynamic criteria checking, so
that an iterative process occurs until a satisfactory preliminary design is obtained. A second
preliminary step, distinct from the 1D procedure, is the two-dimensional design (2D), which include
both cascade and through flow models, from which a characterization of both design and off-design
multi-stage compressor performance can be carried out after some iterations, if necessary. In this
case, both direct and inverse design methodologies have been successfully applied.
Numerical optimization strategies may be of great help in this case as the models involved are
relatively simple to run on a computer. Often an optimization involves coupling a prediction tool, e.g.
a blade to blade solver and/or a through flow code, and an optimization algorithm which assists the
designer to explore the search space with the aim of obtaining the desired objectives. Finally, a fully
three-dimensional (3D) design is carried out including all the details necessary to build the
aerodynamic parts of the compressor. In this phase, some design intervention is needed to account
for the real three-dimensional, viscous flows in the stages, especially tip clearance, secondary flows
and casing treatment for stall delay. This is usually carried out using CFD models, where the running
blade is modeled in its actual deformed shape, analyzed and, if necessary optimized. While
traditional 3D analyses are aimed at evaluating and improving compressor performance of a single
stage, the recent availability of powerful computers makes the analyses of multistage compressors
an affordable task for most industries. Most advanced CFD computations include evaluation of
complex unsteady effects due to successive full-span rotor-stator interaction631.
Figure 11.5 Compressor design flow chart
11.3.4 Preliminary Design Techniques (1D)

A simple mean or pitched line 1D method usually forms the basis of a preliminary design. For a given
design condition, the compressor total pressure ratio is known from which the total number of
359
compressor stages can be estimated (see Figure 11.6). With this respect, the designer can use
statistical indications based on typical values of admissible peripheral speeds and stage loading. This
is very useful for estimating the preliminary stage pressure ratio once the range for the other
functional parameters has been settled. Result of stage stacking consists in the flow path definition,
from which the distribution of stage
parameters along the mean radii can
be obtained. Because the stacking
procedure is intrinsically iterative, a
loop is required to satisfy all the
design objectives and constraints. As
a first check, the axial Mach
distribution along the stages must be
calculated and a value not exceeding
0.5 is tolerated for both subsonic and
transonic stages. By imposing such a
constraint, the values of stage area
passage can be derived from the
continuity equation632. Next, the
values of the hub-to-tip ratios must be
defined. To this end, it is worth
recalling that such value comes from
a trade-off between aerodynamic,
technological and economic Figure 11.6 Preliminary Estimation of Number of Stages in
Compressor
constraints. For inlet stages, values
between 0.45 and 0.66 can be
assigned, while outlet stages often are given a higher value, say from 0.8 to 0.92, in order not to
increase the exit Mach number (a condition that is detrimental for pneumatic combustor losses).
Despite its relative simplicity, mean line 1D methods based on stage-stacking techniques still play an
important role in the design of compressor stages. Recent works includes a numerical methodology
used for optimizing a stator stagger setting in a multistage axial-flow compressor environment
(seven-stage aircraft compressor), based on a stage-by-stage model to 'stack' the stages together with
a dynamic surge prediction model. The absolute inlet and exit angles of the rotor are taken as design
variables. Analytical relations between the isentropic efficiency and the flow coefficient, the work
coefficient, the flow angles and the degree of reaction of the compressor stage were obtained.
Numerical examples were provided to illustrate the effects of various parameters on the optimal
performance of the compressor stage633.
11.3.5 Through Flow Design Techniques (2D)

Through flow design allows configuring the meridional contours of the compressor, as well as all
other stage properties in a more accurate way compared to 1D methods. They make use of cascade
correlations for total pressure loss/flow deviation and are based on through flow codes, which are
two-dimensional inviscid methods that solve for axisymmetric flow (radial equilibrium equations)
in the axial-radial meridional plane (Figure 11.7)634. A distributed blade force is imposed to produce
the desired flow turning, while blockage factor that accounts for the reduced area due to blade
thickness and distributed frictional force representing the entropy increase due to viscous stresses
and heat conduction can be incorporated. Three methods are basically used for this purpose:
632 Same as previous.

633 Same as previous.
360
• Streamline Curvature Methods SCM (Novak, 1967),

• Matrix Through Flow Methods (MTFM) (Marsh, 1968) and
• Streamline Through Flow Methods (STFM) (Von Backström & Rows, 1993).
Figure 11.7 Optimization Procedures proposed in [Massardo et al.]
The SCM has the advantage of simulating individual streamlines, making it easier to be implemented
because properties are conserved along each streamline but is typically lower compared to the other
methods. On the other hand, MTFM uses a fixed geometrical grid, so that streamline conservation
properties cannot be applied. However, despite stream function values must be interpolated
throughout the grid, the MTFM is numerically more stable than SCM. Finally STFM is a hybrid
approach which combines advantages of accuracy of SCM with stability of MTFM. These methods
have recently been made more realistic by taking account of end-wall effects and span wise mixing
by four aerodynamic mechanisms: turbulent diffusion, turbulent convection by secondary flows,
span wise migration of airfoil boundary layer fluid and span wise convection of fluid in blade wakes.
As a result of the application of through flow codes, the compressor map in both design and off design
operation can be obtained exhibiting high accuracy635. Remarkable developments in the design
techniques have been obtained using such codes. Among others, [Massardo] described a technique
for the design optimization of an axial-flow compressor stage. The procedure allowed for
optimization of the complete radial distribution of the geometry, being the objective function
obtained using a through flow calculation (see Figure 11.7). Some examples were given of the
possibility to use the procedure both for redesign and the complete design of axial-flow compressor
stages.
11.3.6 Detailed Design Techniques (3D)

11.3.6.1 Direct Methods
Advanced optimization techniques can be of great help in the design of 3D compressor blades when
635 Same Source – See Previous.

361
direct methods are used636. These are usually very expensive procedures in terms of computational
cost such that they can be profitably used in the final stages of the design, when a good starting
solution, obtained using a combination of 1D and/or 2D methods, is already available. Moreover,
large computational resources are necessary to obtain results within reasonable industrial times.
Examples of 3D designs of both subsonic and transonic compressor blading’s are today numerous in
the open literature. For numerical optimization, searching direction was found by the steepest decent
and conjugate direction methods, and it was used to determine optimum moving distance along the
searching direction. The object of present optimization was to maximize efficiency. An optimum
stacking line was also found to design a custom-tailored 3D blade for maximum efficiency with the
other parameters fixed. The method combined a parametric geometry definition method, a powerful
blade-to-blade flow solver and an optimization technique (breeder genetic algorithm) with an
appropriate fitness function. Particular effort has been devoted to the design of the fitness function
for this application which includes non-dimensional terms related to the required performance at
design and off-design operating points. It has been found that essential aspects of the design (such as
the required flow turning, or mechanical constraints) should not be part of the fitness function, but
need to be treated as so-called "killer" criteria in the genetic algorithm. Finally, it has been found
worthwhile to examine the effect of the weighting factors of the fitness function to identify how these
affect the performance of the sections637.
A multi-objective design optimization method for 3D compressor rotor blades was developed by
[Benini, 2004], where the optimization problem was to maximize the isentropic efficiency of the rotor
and to maximize its pressure ratio at the design point, using a constraint on the mass flow rate. Direct
objective function calculation was performed iteratively using the 3D Navier-Stokes equations and a
multi-objective evolutionary algorithm featuring a special genetic diversity preserving method was
used for handling the optimization problem. In this work, blade geometry was parameterized using
three profiles along the span (hub, mid span and tip profiles), each of which was described by camber
and thickness distributions, both defined using Bezier polynomials. The blade surface was then
obtained by interpolating profile coordinates in the span direction using spline curves. By specifying
a proper value of the tangential coordinate of the first mid span and the tip profiles control point with
respect to the hub profile, the effect of blade lean was achieved. Results of tip profiles control point
with respect to the hub profile and the effect of blade lean was achieved. Performance enhancement
severe shock losses (Figure 11.7). Computational time was enormous, involving about 2000 CPU
hours on a 4-processor machine.
11.3.6.2 Inverse Methods

In the last two decades, 3D inverse design methods have emerged and been applied successfully for
a wide range of designs, involving both radial/mixed flow turbo-machinery blades and wings. Quite
a new approach to the 3D design of axial compressor blading has been recently proposed by [Tiow
2002]. In this work, an inverse method was presented which is based on the flow governed by the
Euler equations of motion and improved with viscous effects modeled using a body force model.
However, contrary to the methods cited above, the methodology is capable of providing designs
directly for a specific work rotor blading using the mass-averaged swirl velocity distribution.
Moreover, the methodology proposed by [Tiow], joins the capabilities of an inverse design with the
search potential of an optimization tool, in this case the simulated annealing algorithm. The entire
computation required minimal human intervention except during initial set-up where constraints
based on existing knowledge may be imposed to restrict the search for the optimal performance to a
specified domain of interest.
636 Same Source – See Previous.

362
Two generic transonic designs have been presented, one of which referred to compressor rotor,
where loss reductions in the region of 20 per cent have been achieved by imposing a proper target
surface Mach number which resulted in a modified blade shape. Figure 11.8 comparison of blade
loading distributions of an original supersonic blade, a new design (prescribed by inverse mode), and
a reference blade (R2-56 blade) for a given pressure ratio (left); comparison of passage Mach number
distributions at 95% span. Results
showed that an optimum combination
of pressure-loading tailoring with
surface objective can lead to a
minimization of the amount of sucked
flow required for a net performance
improvement at design and off-design
operations. By prescribing a desired
loading distribution over the blade the
placement of the passage shock in the
new design was about the same as the
original blade. However, the passage
shock was weakened in the tip region
where the relative Mach number is
high.

Continuous effort is currently being
spent in building advanced design
Figure 11.8 Comparison of Blade Loading Prescribed by
techniques able to tackle the problem
Inverse Mode
efficiently, cost-effectively and
accurately. Plenty of design
optimization techniques has been and are being developed including standard trial and-error 1D
procedures up to the most sophisticated methods, such as direct or indirect methods driven by
advanced optimization algorithms and CFD. Advanced techniques can be used in all stages of the
design. In the field of 1D, or mean line methods, correlation-based prediction tools for loss and
deviation estimation can be calibrated and profitably used for the preliminary design of multistage
compressors. 2D methods supported by either through-flow or blade-to-blade codes in both a direct
and an indirect approach, can be used afterwards, thus leading to a more accurate definition of the
flow path of both meridional and cascade geometry. To enhance the potentialities of such methods,
optimization algorithms can be quite easily used to drive the search toward optimal compressor
configurations with a reasonable computational effort. Detailed 3D aerodynamic design remains
peculiar of single stage analyses, although several works have described computations of multistage
configurations, either in steady and unsteady operations. However, the latter is an approach suitable
for verification and analysis purposes, thus with a limited design applicability. The 3D design
optimization techniques can realistically be used if local refinement of a relatively good starting point
is searched for. On the other hand, if more general results are expected, simplified design methods
are mandatory, such as those based on supervised learning procedures, where surrogate models of
the objective functions are constructed. Other very promising techniques include adjoin methods,
where the number of design iteration can be potentially reduced by an order of magnitude if local
derivatives of physical quantities with respect to the decision variables are carefully computed638.
638 Benini, E.,” Three-Dimensional Multi-Objective Design Optimization of a Transonic Compressor Rotor”. Journal
of Propulsion and Power, Vol. 20, No. 3 (May/June), pp.559-565, ISSN: 0748-4658-2004.
363
11.4 Case Study 2 – Turbine Airfoil Optimization using Quasi 3D Analysis Codes
Turbine airfoil design has long been a domain of expert designers who use their knowledge and
experience along with analysis codes to make design decisions. The turbine aerodynamic design is a
three-step process that is pitch line analysis, through-flow analysis, and blade-to-blade analysis, as
depicted in Figure 11.9. In the pitch line analysis, flow equations are solved at the blade pitch, and
a free vortex assumption is used to get flow parameters at the hub and the tip. Using this analysis the
flow path of the turbine is optimized, and number of stages, work distribution across stages, stage
reaction, and number of airfoils in each blade row are determined. In the through-flow analysis, the
calculation is carried out on a series of meridional planes where the flow is assumed to be
axisymmetric and the boundary conditions of each stage are determined. The axisymmetric through-
flow method allows for variation in flow parameters in the radial direction without using the free
vortex assumption and accounts for interactions between multiple stages. In the blade-to-blade
analysis, airfoil profiles are designed on quasi-3D surfaces using a computational fluid dynamics
code.
Figure 11.9 The turbine design process
The design of airfoil profiles involves slicing the blade on quasi-3D surfaces, designing each section
separately, and stacking the sections together to obtain a sooth radial geometry. The objective of
airfoil design is to define the airfoil shape so as to ensure structural integrity and minimize losses.
The primary sources of losses in an airfoil are profile loss, shock loss, secondary flow loss, tip
clearance loss, and end-wall loss. Profile loss is associated with boundary layer growth over the blade
profile causing viscous and turbulent dissipation. This also includes loss due to boundary layer
separation because of conditions such as extreme angles of incidence and high inlet Mach number.
Shock losses arise due to viscous dissipation within the shock wave which results in increase in static
pressure and subsequent thickening of the boundary layer, which may lead to flow separation
downstream of the shock. End-wall loss is associated with boundary layer growth on the inner and
outer walls on the annulus. Secondary flow losses arise from flows, which are present when a wall
boundary layer is turned through an angle by an adjacent curved surface. Tip clearance loss is caused
by leakage flows in the tip clearance region of the rotor blade, where the leaked flow fails to
contribute to the work output and also interacts with the end-wall boundary layer. The objective of
364
the design is to create the most efficient airfoil by minimizing these losses. This often requires
trading-off one loss versus another such that the overall loss is minimized.
To compute all these losses a 3D viscous analysis is required; however, due to the computational load
of such a code, a quasi-3D analysis code is often used in the design process. Thus the impact of the
blade geometry on 3D losses cannot be determined and only 2D losses can be minimized, that is,
profile and shock losses. A viscous quasi-3D analysis though less computationally intense is still too
expensive for use in design optimization, and an inviscid quasi-3D code is used instead. Consequently,
viscous losses are not computed from the analysis code and airfoil performance is gauged by the
characteristics of the Mach number distribution on the blade surface. The most practical formulation
for low-speed turbine airfoil designs still remains the direct optimization formulation based on 2D
inviscid blade-to-blade solvers. This work automates the direct design process as described in the
next section639.
11.4.1 Parametric Representation of Airfoil Design Process

The parametric representations of the airfoils used in this work are based on the standard design
tools and practices. There are separate models for the high-pressure and low pressure turbine blades.
The high-pressure turbine blades are subject to very high temperatures and need to be cooled. The
parametric representations of the
airfoils used in this work are based on
the standard design tools and practices.
There are separate models for the high-
pressure and low pressure turbine
blades. The high-pressure turbine
blades are subject to very high
temperatures and need to be cooled. As
a result, these airfoils are made thick to
accommodate cooling passages inside
the blades. For such thick airfoils,
suction and pressure surfaces need to be
manipulated independently of each
other. So the airfoil is represented as a (A) High Pressure Airfoil
combination of two separate curves, one
for the pressure side and the other for
the suction side (see Figure 11.10 (A))
Bezier curves are well suited for these
airfoils. Low- pressure airfoils, on the
other hand, have lower thermal stresses,
are much longer, and have a lower speed
of rotation compared to high-pressure
airfoils. These airfoils are usually very
thin and the two-surface model does not
work very well as it is very difficult to
vary the pressure and suction surfaces
independently and still maintain a
smooth thickness distribution. For such
airfoils, a mean line and thickness (B) Low Pressure Airfoil
representation is used in which a
thickness distribution is super imposed Figure 11.10 Parametric Representation of an
Airfoil
639
Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
365
on the mean line of the airfoil as shown in Figure 11.10 (B). In this representation, the mean line
and the thickness distribution can be varied independently, and good control of the thickness
distribution is obtained. Here we discusses optimization of low-pressure turbine blades with the
following parameters in Table 11.2.
11.4.2 Constraints and Problem Formulation

Constraints are imposed on the airfoil geometry to ensure that the airfoil is manufacturable and
structurally feasible as well as for ensuring high aerodynamic efficiency. The structural and
manufacturing constraints are based on the airfoil geometry and the aerodynamic constraints are
derived from the Mach number distribution on the airfoil. There aerodynamic constraints are
defined, that is, peak-exit-ratio, peak-location, and inlet-valley-ratio. These are listed below and can
be interpreted from the Mach number distribution shown in Figure 11.11. Peak-exit-ratio is defined
as the ratio of the peak Mach number on the suction surface to the Mach number at the trailing edge
of Constraints are imposed on the
airfoil geometry to ensure that the
airfoil is manufacturable and
structurally feasible as well as for
ensuring high aerodynamic
efficiency.
The structural and manufacturing
constraints are based on the airfoil
geometry and the aerodynamic
constraints are derived from the
Mach number distribution on the
airfoil. There aerodynamic
constraints are defined, that is,
peak-exit-ratio, peak-location, and
inlet-valley-ratio. These are listed
below and can be interpreted from
the Mach number distribution Figure 11.11 Sample Mach Number Distribution
shown in Figure 11.11. Peak-exit-
ratio is defined as the ratio of the
peak Mach number on the suction surface to the Mach number at the trailing edge of the blade. This
is a measure of flow acceleration on the unguided portion of the airfoil (between the throat and the
trailing edge). A very high turning on the unguided portion of the airfoil can lead to separation of
flow or the formation of a shock on the trailing edge. By putting a constraint on the maximum peak-
exit-ratio, chances of separation are minimized. Peak-location is the normalized location of the peak
Mach number on the suction side. It is desirable to have an increasing Mach number as far along on
the suction side as possible to prevent a thickening of the boundary layer. Imposing a constraint on
which allows the peak to occur after 65% of the blade width guards against upstream diffusion and
helps in achieving a smooth accelerating Mach number on the suction side. Inlet-valley-ratio is the
ratio of the Mach number at the inlet of the airfoil on the pressure side, to the minimum Mach number
on the pressure side. This constraint controls the diffusion near the inlet on the pressure side and
restricts the thickening of the boundary layer, reducing chances of flow separation. Constraints are
also imposed on:
• The curvature change on the unguided portion of the airfoil (unguided turning)
• The difference between the blades mean line angle and the flow angle at the trailing edge
(over turning), and
366
• The difference between the inlet angle and the metal angle at the inlet (Δ1).
These additional checks further ensure that the Geometry

designed airfoil stays within design practice Definition
Variables
guidelines . To ensure mechanical and
640
Angle of line joining leading
structural feasibility, constraints are imposed Stagger & trailing edge of the airfoil to
on the blade geometry. The primary geometry axial
parameters are cross section area, maximum
Maximum thickness of the
thickness of airfoil, wedge angle, and nose Tmaxx
airfoil
radius. In cooled airfoils, the constraints on the
geometry stem from the necessity to construct C1 point of maximum thickness
cooling channels in the airfoil; these C2 trailing edge included angle
constraints are dictated by manufacturing
requirements. In low-pressure airfoils, these C3 curvature of mean line
constraints are primarily driven by s reassess curvature near leading edge
and manufacturing limitations. Ratu
on upper surface
Most of these constraints have soft limits on curvature near leading edge
them; that is, it is best to have the responses Ratl
on lower surface
within a given range, beyond a threshold of the
Pcttle incidence angle
range a penalty that increases nonlinearly with
increased violation of the constraint is added to Ti leading edge bluntness
the objective function. The objective function ellipse ratio of the
includes the performance metrics and E approximate ellipse fitted in
constraints where the violations are included the nose
via penalty functions. These factors can vary for
different problems based on the requirements Table 11.2 Airfoil Geometry Parameters
of the specific problem. The design variables
and typical range of variations are listed
Table 11.2 in and the constraints Design Lower Upper Initial Final
imposed on the problem are listed in Variables Bound Bound Value Value
Table 11.3. During the design of an C1 0.2 0.5 0.35 0.35
airfoil, multiple sections are designed
C2 0.25 0.75 0.5 0.632
concurrently, and the objective function is
a sum of the objective functions of all the C3 0.25 0.75 0.5 0.569
cross sections being designed. Tmaxx 0.05 0.15 0.139 0.139
Constraints for all the sections are also Stagger 8 40 31.643 39.464
included in the problem formulation. Pcttle -0.25 0.25 0 0
Polynomial fits are used to represent the Ratl 0 4 1.25 2.703
radial variation of the design variables; Ratu 0 4 2.59442 2.727
thus the objective function becomes a
Ti 0 1 0.5 1
combination of the coefficients of the fits
across multiple sections rather than E 1 5 3 2.044
individual parameters for each section. A
Table 11.3 Airfoil Design Variables
second-order polynomial fit is used in the
formulation; so corresponding to each
metric we have three coefficients. The solution to the problem can be attempted using a variety of
optimization techniques including numerical optimization, genetic algorithms, simulated annealing,
640 Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
367
and heuristic search. In the current investigation, the BFGS variable metric method implemented in
an optimization code ADS was used. A one-dimensional search technique was used in which the
search was bounded followed by use of polynomial interpolation.
11.4.3 Quasi-3D CFD Analysis and Results

A quasi 3D CFD solver is used in the current investigation to analyze the flow on the airfoil, which is
an isentropic that uses the streamline curvature method that computes the Mach Number/Pressure
distribution on the airfoil surface 641. In the absence of a viscous code, designers usually estimate the
quality of the airfoil by visually examining the Mach number distribution obtained from an in-viscid
quasi 3D CFD solution. Since optimization techniques are driven by a numerical value of the objective
function, and the visual perspective of the designer is the only proven metric available, it must be
captured in a suitable numerical algorithm to provide a measure of quality of an airfoil. The current
work employs curve fitting coupled with design heuristics to compute quality metrics from the Mach
number distribution and the airfoil geometry. These metrics are weighted for different designs based
on individual designer preferences. Primary evaluation metrics that have been defined are diffusion,
deviation, incidence deviation, and leading edge crossover. A physical interpretation of these metrics
is presented below. Diffusion is defined as the deceleration of the flow along the blade surface. It is
measured as the cumulative aggregate of all flow diffusions at each point along the airfoil surface. As
the flow diffuses, the boundary layer thickens, and the momentum loss in the boundary layer
increases. In this case, the increased drag causes a significant loss of momentum; flow separation
may result, causing much larger losses. Thus, the objective of the design is to minimize the diffusion
effect. Since the impact of diffusion on the pressure and suction sides is different, separate terms are
defined for the suction and pressure sides. In the test case presented here, a low-pressure turbine
nozzle is optimized. The flow-path of the low-pressure turbine used in the investigation is shown in
Figure 11.12. The radial distances in the figure are measured with reference to the centerline of
the engine and the axial distances are measured with reference to a point upstream of the first stage
of the turbine. The horizontal lines in the figure represent the streamlines of the flow. Thirteen
streamlines are shown, the top and bottom of which coincide with the casing and the hub
Figure 11.12 Flow path of the turbine
368
respectively. The vertical lines represent the edges of the blade rows and the location of the frame.
The turbine has six stages, each stage composed of two blade rows. The first blade row consists of
nozzles and the second blade row consists of buckets. The stages are numbered from 1 to 6 in the
Figure 11.12.
In the current investigation, stage 5
nozzle was designed using sections
from five streamlines equally spaced
along the blade span (hub to tip).
Figure 11.13 Shows the approximate
locations of the streamlines for an
airfoil in which the first and the last
streamlines are shown at the hub and
tip. In reality however streamlines at
5% and 95% span were used instead of
streamlines directly on the hub and tip
because Mach number distributions
very close to the end walls are distorted
by the end wall effects and not Figure 11.13 Schematics of an airfoil showing
representative of the flow away from stream lines along the radial direction
the walls. The starting solution for the
test case was obtained by estimating the airfoil shape based on
shapes of similar airfoils designed in the past. All the Mach number
and airfoil geometry plots use the same reference radial and axial
locations as shown in Figure 11.14. To ensure slope and
curvature smoothness of the geometry, second- order polynomials
were used to represent the radial distribution of geometry
parameters.
Thus there are three design variables for each geometry
parameter, that is, C0, C1, and C2. These are the coefficients of the
2nd polynomial representing the geometry parameter. The
efficient of the fit match well with the starting design since the
design is based on a previously designed airfoil. Subsequently the
smoothness is maintained since the parameters are not changed Figure 11.14 3D model of
directly but rather the coefficients of the polynomials are varied. an airfoil showing the
The geometry parameters which describe the low-pressure passage between adjacent
turbine airfoil geometry are Stagger, Tmaxx, C1, C2, C3, Ratu, Ratl, airfoils
Pcttle, ti, and E. These geometry parameters are varied within limits typically prescribed in design
practice and on the basis of prior experience and manufacturing limitations. The limits for these
parameters are described along with the results for each specific test case.

Here we presented a mathematical formulation for design of turbine airfoils using 2D geometry
models and 2D inviscid analysis codes. The reduced computational complexity of the new
formulation compared to 3D viscous analysis makes the airfoil design problem amenable to the use
of formal optimization methods. The paper presents results from design of a low-pressure turbine
nozzle. There are three primary contributions of this work:
• A numerical metric for emulating designer judgment in evaluation of airfoil Mach number
Distribution.
• An optimization formulation for design of airfoil sections.
369
• A methodology which allows design of 3D airfoils by simultaneous design of multiple 2D

sections.
Designer heuristics are computed using curve fits and error norms. A set of penalty functions has
been defined which allows for flexible constraint boundaries and influence constrained variables
even within constraint limits. In the new approach multiple two-dimensional sections of the airfoil
are designed with constraints on radial smoothness using polynomial fits on the parametric
geometry variables in the radial direction (Figure 11.14)642. Airfoil design is a labor intensive,
repetitive, and cumbersome task for the designers and is a bottleneck for both the design cycle and
rapid generation of inputs for complex multistage analyses. Automating the design process
significantly cuts down the design cycle time and facilitates the task of running multistage analysis
by rapidly generating airfoil geometries. While designing an airfoil, it is hard to establish the
existence of a unique optimum. Multiple evaluation criteria which are weighted together to define
the objective function and the relative importance of these are determined based on designer
experience. Furthermore, the analysis codes are not exact, and even with precisely defined quality
metrics, a significant margin of error remains. In manual design the evaluation criteria are implicitly
considered by the designer, with weighting factors based on past experience and individual biases.
Subjectivity is introduced into the design process since the evaluation criteria for the design are
partially based on heuristics abstracted from designer experiences. Thus in order to completely
understand the results of airfoil optimization, an evaluation of the qualitative changes to the design
is essential after the optimization is completed. Over time as the metrics to evaluate airfoil design
become more acceptable, a standard metric will emerge, till such time designers will need to tinker
with the weights to suit their own preferences 643
11.5 Case Study 3 – 2D Design Optimization of Turbine Blade in Quasi-Periodic

Unsteady Flow Problems Using a Harmonic Balance Method
The aim here is to assess the capability of the Harmonic Balanced based design method for fully-
turbulent flows [Rubino et al.]644 for turbomachinery application. With the aid of the experimental
setup645, the unsteadiness in the wake of an upstream blade row is approximated by a moving bar, as
depicted in Figure 11.15. The moving bars are located at xb/l = 0.7 upstream of the cascade inlet
plane, having a velocity vb=21.4m/s parallel to the inlet. A schematic representation is shown in
Figure 11.15, and the main operating conditions for the test case are reported in [Rubino et al.].
The two-dimensional flow domain is discretized with approximately 40000 elements and the Roe
scheme is selected for the convective flux discretization. A suitable spacing of quadrilateral elements
is used to cluster the near wall cells such that y+ is less than 1. This test case is a benchmark for the
study of laminar-to-turbulent transition. However, since the present work aims to assess the
methodology for design optimization only, the computations are performed assuming fully-turbulent
conditions, employing the SST turbulence model646. In order to calculate the cascade performance,
the total pressure loss coefficient is evaluated a
644 A. Rubinoa, M. Pini, P.Colonna, T. Albring, S. Nimmagadda, T. Economon, J. Alonso, “ Adjoint-based fluid
dynamic design optimization in quasi-periodic unsteady flow problems using a harmonic balance method”,
https://doi.org/10.1016/j.jcp.2018.06.023.
645 P. Stadtmüller, L. Fottner, “A test case for the numerical investigation of wake passing effects on a highly loaded
LP turbine cascade blade”, ASME Turbo Expo 2001, Power for Land, Sea, and Air, ASME, 2001.
646 F. Menter, M. Kuntz, R. Langtry, “Ten years of industrial experience with the SST turbulence model, in:
Turbulence, Heat and Mass Transfer”, vol. 4 (1), 2003, pp.625–632.

370
〈Ptot,1 〉∂Ω1 − 〈Ptot,2 〉∂Ω2

ξP =
〈Ptot,2 〉∂Ω2 − 〈P2 〉∂Ω2
Eq. 11.2
where <Ptot,1>∂Ω1 and <Ptot,2>∂Ω2 are the
inlet and outlet total pressure averaged
over their corresponding boundary,
respectively. <P2>∂Ω2 is the average static
pressure at the cascade outlet. The
averages at the boundaries are calculated
using a mixed-out averaging
procedure647. First, a validation is
performed using the experimental data of
the turbine cascade operating at steady
state. The simulation results show a very
good agreement with the experimental
data. As expected, the main deviation
between CFD and experiments occurs at
about x/l =0.75, possibly due to transition
not being accurately modeled. For this
test case, two configurations are Figure 11.15 Schematic Geometry of theT106D-IZ
considered for design: Turbine Cascade
1. Spatially non-uniform, time-dependent inlet boundary condition;

2. Spatially uniform, time-dependent inlet boundary condition.
The terminology OptC1 and OptC2 is used to refer to the first and the second shape optimization
problem, respectively. Here, we investigate the Non-Uniform case (optC1). Readers are encourage to
consult the [Rubino et al.]648 for details on the second case.
11.5.1 OptC1 Configuration

In this configuration, an inlet boundary condition is imposed in order to reproduce the wakes
generated by the moving bars. The imposed values of the total pressure, temperature, and flow
direction at the boundary are interpolated from the results of a steady state simulation of the flow
past the bars. With this boundary condition, only multiples of the blade passing frequency are
expected. The fundamental blade passing frequency, given a ratio between the blade pitch and the
bar pitch yp/yb = 3, is defined as
3𝜈𝑏
f1 =
𝑦𝑏
Eq. 11.3
To verify the HB solution, a second-order time-accurate URANS simulation using the dual time
stepping method is per-formed with a time-step 150xsmaller than the lowest period (1/f1). The total
pressure loss coefficient from this simulation is compared and HB solution obtained with 3, 5, and 7
time instances. The selected time instances correspond to the solution for the frequency vectors ωN3
647A. Prasad, “Calculation of the mixed-out state in turbomachine flows”, J. Turbomachinery. 127(3) (2004).
648A. Rubinoa, M. Pini, P.Colonna, T. Albring, S. Nimmagadda, T. Economon, J. Alonso, “ Adjoint-based fluid
371
= [0, ± ω0], ωN5 = [0, ± ω0, ± 2ω0] and ωN7 = [0, ± ω0 , ± 2ω0, ± 3ω0]. The resolved frequencies are,
therefore, multiples of the fundamental blade passing frequency only. The total pressure loss
coefficient, defined in Eq. 11.2, as function of time, and is obtained by spectral interpolation of the
harmonic balance result. The RMSE of the total pressure loss coefficient for the solution obtained
with 5 time instances is equal to 0.010. The harmonic balance solution obtained with 5 time instances
is about 9x faster than the time-accurate solution calculated over a total simulation time of five
periods, which includes the initial transient before reaching convergence to a periodic flow field
solution. 5 time instances are used for shape optimization, as a trade-off between accuracy and
computational cost. In Figure 11.18-a , b, and c, the Mach number contours from the HB simulation
are reported for 3 different time instances with the simulation period given by T = 1/f1. The results
show the bar wakes entering the cascade and a separation area occurring at about x/l = 0.7.
11.5.2 Optimization Problem and Results
The shape optimization problem of the cascade configuration is considered. It can be expressed as
⏟
Minimize ζP (𝐔𝐧 , 𝐗 𝐧 , 𝛂)
α
Subject to α out < α out,0 + 4 and δt = δt0
𝐔n < Gn n = 1 , 2, , , , , , N and 𝐗 𝑛 = M𝑛
Eq. 11.4
where the time-averaged total pressure loss coefficient ζP, obtained from Eq. 11.2, is selected as
objective function. Inequality constraints on the absolute exit flow angle (α out) and trailing edge
thickness (δt) are imposed. The optimization is performed using an ensemble of 16 geometrical
design parameters αbased on a free-form deformation (FFD) approach649. The gradients of the
Figure 11.16 Shape Optimization History of the Total Pressure Loss Coefficient and Comparison
Between Baseline and Optimized Blade Profile (OptC1)
649J. Samareh, Aerodynamic shape optimization based on free-form deformation, in: 10th AIAA/ISSMO
Multidisciplinary Analysis and Optimization Conference, 2004.
372
objective function are again

obtained with the proposed
adjoint technique and compared
with the same gradients
obtained by second-order
central finite differences (FD).
The results of this comparison as
reported in [Rubino et al.]650
showing excellent agreement
between AD and FD gradients
(RMSE = 2 x10−5). The ratio
between the computational time
of the adjoint solution and the
primal flow solution is
approximately 1.7. Figure
11.17 shows that the
convergence of the optimization Figure 11.17 Total Pressure Loss Coefficient Evolution in time
to the minimum objective is Calculated with URANS Simulation for both the Baseline and the
nearly reached after only 7 Optimized Configuration
Base line (a) Base line (b) Base line (c)
Optimized (d) Optimized (e) Optimized (f)
Figure 11.18 Mach Number Contours calculated at Three Different Time Instances with the HB
Method, Based on the OptC1 test case, for both the Baseline (a), (b), (c) and the Optimized (d), (e), (f)
Blade Profile
650A. Rubinoa, M. Pini, P.Colonna, T. Albring, S. Nimmagadda, T. Economon, J. Alonso, “ Adjoint-based fluid
373
evaluations, although satisfying the constraint requires more evaluations. Figure 11.17-b highlights
that the performance of the optimized blade is significantly improved, as the total pressure loss
coefficient is approximately 38%lower, while the constraint on the absolute outlet flow angle is
satisfied. The separation area, as seen in Figure 11.18, is considerably smaller with the optimized
blade shape. The unsteady optimization leads to a decrease in the peak of the total pressure loss
coefficient of 44% and a reduction of 54% of the signal amplitude in Figure 11.17. Furthermore, the
objective function spectrum obtained from a URANS simulation of the optimized blade (Figure
11.17) does not contain additional frequencies when compared with the baseline configuration.
11.6 Case Study 4 - Using Shock Control Bumps To Improve Transonic Compressor
Blade Performance651
Shock control bumps can help to delay and weaken shocks, reducing loss generation and shock-
induced separation and delaying stall inception for transonic turbomachinery components, as
described by [John et al.]652. The use of shock control bumps on turbomachinery blades is
investigated here for the first time using 3D analysis. The aerodynamic optimization of a modern
research fan blade and a highly loaded compressor blade are carried out using shock control bumps
to improve their performance. Both the efficiency and stall margin of transonic fan and compressor
blades may be increased through the addition of shock control bumps to the geometry. It is shown
how shock induced separation can be delayed and reduced for both cases. A significant efficiency
improvement is shown for the compressor blade across its characteristic, and the stall margin of the
Figure 11.19 Tip Speed) With Pronounced Negative Camber. From Prince – Courtesy of [Prince]
651 Alistair John, Ning Qin, and Shahrokh Shahpar, “Using Shock Control Bumps To Improve Transonic
Fan/Compressor Blade Performance”, GT2018-77065.
652 See Previous.
374
fan blade is increased by designing bumps that reduce shock-induced separation near to stall. Adjoint
surface sensitivities are used to highlight the critical regions of the blade geometries, and it is shown
how adding bumps in these regions improves blade performance. Finally, the performance of the
optimized geometries at conditions away from where they are designed is analyzed in detail.
11.6.1 Introduction and Motivation

Shocks are a major source of loss for transonic fans and compressors. They cause entropy generation,
boundary layer thickening and shock induced separation. The impingement of the shock on the blade
suction surface (and the resulting, strong, adverse pressure gradient) can cause the boundary layer
to detach, leading to larger blade wakes, reduced efficiency, lower blade stability and reduced stall
margin. Any method that can be used to alleviate shock strength (and the associated negative effects)
therefore has the potential to significantly improve transonic fan/compressor performance.
11.6.2 Shock Control for Turbomachinery & Literature Survey

Relatively little work on designing geometries directly to weaken the shock waves in transonic
turbomachinery components can be found in the literature, though it has been known for some time
that reducing the pre-shock Mach number of transonic compressors can improve their efficiency653.
It was clear to transonic compressor designers in the 70s and 80s that shock strength was increased
by the amount of convex curvature on the suction side between the leading edge and the shock654.
Nearly flat suction surfaces that minimized the expansion were therefore favored, with the next step
to try designs with concave curvature (often referred to as negative camber). Geometries with
negative camber result in gradual compression along the suction surface which weakens the shock.
The concave curvature of the blade surface and the reduction of flow area in the flow direction leads
to a deceleration of the supersonic flow through compression waves, and therefore a weaker shock.
[Prince]655 designed a rotor with pronounced negative camber. This lead to a rise in static pressure
along the suction surface prior to the shock as intended, but the resulting efficiency was
disappointing due to the strong shock on the pressure surface. [Ginder and Calvert]656 had more
success in designing a rotor with negative camber. With negative camber, the Mach number ahead of
the shock was reduced to 1.4 (compared to 1.5 for the traditionally designed blade) which drastically
reduced the amount of boundary layer separation and loss.
Recently, it was demonstrated by [John et al.]657 how the freeform shaping of a compressor blade can
improve blade efficiency by delaying and weakening the shock and reducing separation. The flexible
parameterization method used allowed an s-shaped design to be generated that included a pre-
compression geometry around mid-span. This s-shaped, pre-compression geometry is similar to the
negative camber designs described above. The effect of the pre-compression geometry on the shock
and separation is described in Figure 11.20. The current work proposes the use of shock control
bumps as an alternative method to reduce shock related loss to those described above. Shock control
bumps have the benefit that relatively small modifications to the original geometry are required to
achieve the desired effect.
653 Ginder, R., and Calvert, W., 1987. “The design of an advanced civil fan rotor”. Journal of turbomachinery,
109(3), pp. 340–345.
654 Cumpsty, N. A., 1989. Compressor aerodynamics. Longman Scientific & Technical.
655 Prince, D. C., 1980. “Three-dimensional shock structures for transonic/supersonic compressor rotors”. Journal
of Aircraft, 17(1), pp. 28–37.

656 Ginder, R., and Calvert, W., 1987. “The design of an advanced civil fan rotor”. Journal of turbomachinery,
109(3), pp. 340–345.

657 John, A., Shahpar, S., and Qin, N., 2017. “Novel compressor blade shaping through a free-form method”. Journal
of Turbomachinery, 139(8), p. 081002.

375
Figure 11.20 Schematic Of Shock Structures (A) Datum, (B) S-Shaped Design. Courtesy of [John et
al.]
11.6.3 Shock Control Bumps

Shock control bumps are bumps added to aerodynamic surfaces to alter the behavior of the shock
and improve aerodynamic performance. One of the earliest examples of 2D shock control bump usage
is in the design of the dromedary foil in the 1970s. This was a modified supercritical airfoil with a
bump added in an attempt to increase its drag-divergence Mach number. The ’hump’ was shown to
weaken the shock wave when implemented in the right position, acting as a localized precompression
ramp. This also demonstrated the importance of shock control bump positioning, as, if the bump was
misplaced, an increase in wave drag was seen. [Ashill et al.]658 found for a 2D airfoil a significant
reduction in drag could be achieved via the correct application of a shock control bump, however
when the shock position changed severe drag penalties were incurred due to secondary shocks and
separation being produced. [Drela and Giles]659 carried out numerical studies into shock control in
1987, describing the behavior of shock-induced separation. [Sommerer et al.]660 optimized shock
control bumps at various Mach numbers. They concluded that the bump height, width and position
of the bump peak are the key parameters. [Collins et al.]661 tested shock control bumps in a wind
tunnel, and analyzed the performance of shock control bumps at off-design conditions.
The EUROSHOCK II project began in 1996 and concluded that shock control bumps had the most
potential out of a range of shock control devices tested. A large amount of research was carried out
into shock control bumps, with both 2D and 3D analysis, although no optimization was undertaken.
[Qinet al.]662 first proposed 3D shock control bumps with a finite width, allowing additional design
658 Ashill, P., and Fulker, J., 1992. “92-01-022 a novel technique for controlling shock strength of laminar-flow
aerofoil sections”. DGLR BERICHT, pp. 175–175.
659 Drela, M., and Giles, M. B., 1987. “Viscous-inviscid analysis of transonic and low Reynolds number airfoils”.
AIAA journal, 25(10), pp. 1347–1355.

660 Sommerer, A., Lutz, T., and Wagner, S., 2000. “Design of adaptive transonic airfoils by means of numerical
optimisation”. In Proceedings of ECCOMAS, 2000, Barcelona.

661 Colliss, S. P., Babinsky, H., Nübler, K., and Lutz, T., 2016. “Vortical structures on three-dimensional shock
control bumps”. AIAA Journal, pp. 2338–2350.

662 Qin, N., Wong, W., and Le Moigne, A., 2008. “Three dimensional contour bumps for transonic wing drag
reduction”. Proceedings of the Institution of Mechanical Engineers, Part G: Journal of Aerospace Engineering,
222(5), pp. 619–629.
376
complexity. They showed that 3D bump configurations were more robust than 2D bump designs
(where a 2D bump is extended continuously along the span).
The only use of a shock control bump on turbomachinery blades found in the literature is by
[Mazaheri and Khatibirad]663, who tested a 2D shock control bump on a (mid-span) section of the
NASA rotor 67 geometry. They added a bump modelled using the Hicks-Henne function. It was shown
how the interaction of the bump with the original wave structure resulted in a more desirable
pressure gradient, with a weaker compression wave fan and a more isentropic compression field.
The bump design was optimized and was shown to reduce the separation area at an off-design
condition. They describe how this may have the potential to improve the stall properties of the blade
section. Two optimizations were carried out, one at the design condition and another at 4% higher
rotational speed. Optimal bumps were produced for each condition, with an increase in efficiency of
0.67% for the on-design case and 2.9% in the off design case reported. The optimized geometry for
the design condition is shown in Figure 11.21.
The work by [Mazaheri & Khatibirad]664 demonstrated the benefit that bumps may provide at both
on and off-design conditions, and their potential to improve stall margin. The simplified 2D analysis
lacks accuracy
however as the
complex
behavior of
radial and
separated flow
cannot be
predicted. For a
thorough
understanding
of the potential
for the use of
shock control
bumps, 3D
analysis and the
design of 3D
Figure 11.21 Datum Geometry and Optimized Shock Control Bumps on The Mid-
bumps is
Section of Nasa Rotor 67- From Mazaheri et al..
needed to truly
assess their effect.
11.6.4 Test Case - NASA Rotor 37

The case studied here is NASA Rotor 37. This has a very strong shock wave (with a relative tip Mach
number of nearly 1.5) which causes large separation, decreasing the blade efficiency. It is a well-
documented case, having been extensively tested and simulated as part of a turbomachinery
validation study. It is a transonic rotor with inlet hub-to-tip ratio 0.7, blade aspect ratio 1.19, rotor
tip relative inlet Mach number 1.48 and rotor tip solidity 1.29. It has historically been a challenge for
CFD simulation. The very high pressure ratio, strong shock wave-boundary layer interaction, large
tip leakage vortex and highly separated flow mean that it poses challenges for turbomachinery
solvers. Rotor 37 has been the subject of review articles that highlight the complexity of matching
experimental and computational measurements and the associated uncertainties. The CFD setup is
shown in Figure 11.22. At the inlet, a radial distribution of total pressure and temperature (based
663 Mazaheri, K., and Khatibirad, S., 2017. “Using a shock control bump to improve the performance of an axial
compressor blade section”. Shock Waves, 27(2), pp. 299–312.
664 See Previous.
377
on the original experimental values) is specified. The inlet turbulence intensity is 1%. At the outlet, a
value for circumferentially mixed-out and radially mean-mass capacity (non-dimensional mass flow)
is used. Periodic boundaries are used to represent full annulus flow. Stationary walls are treated as
adiabatic viscous walls and the rotational speed of the non-stationary portions of the domain is
1800.01rads􀀀1, as specified in the experiment. Rolls-Royce CFD solver Hydra is used for all of the
simulations presented here, using the Spalart-Allmaras turbulence model (fully turbulent). The 4.27
M cell mesh is generated by PADRAM, has y+ of the order of one on all surfaces with 30 cells in the
tip gap.
Figure 11.22 The R37 CFD Domain Used – Courtesy of [John et al.]
11.6.5 Validation
As previously alluded to, many studies have struggled when matching simulations of Rotor 37 to the
experiment. A wide range of work has been undertaken to investigate the discrepancy found between
simulation and experiment, with the primary work being the 1994 ASME/IGTI blind test case study
in which a range of codes were used to simulate the rotor, with no knowledge of the experimental
values. A large variation was seen between the different predictions, prompting analysis by
[Denton]665. Recent work has also been carried out by [Chima]666 and [Hah]667. The differences are
usually attributed to uncertainty in the experimental measurements, the lack of real geometry in the
simulations (e.g. the upstream hub cavity is usually missing) and also the difficulty in fully resolving
665 Denton, J., 1997. “Lessons from rotor 37”. Journal of Thermal Science, 6(1), pp. 1–13.
666 Chima, R., 2009. “Swift code assessment for two similar transonic compressors”. In 47th AIAA Aerospace
Sciences Meeting including The New Horizons Forum and Aerospace Exposition, p. 1058.
667 Hah, C., 2009. “Large eddy simulation of transonic flow field in NASA rotor 37”. 47th AIAA Aerospace
Sciences Meeting including The New Horizons Forum and Aerospace Exposition, p. 1061.
378
the complex flows. The pressure ratio agreement is reasonable across the characteristic, but the
efficiency prediction is about 2% below the experimental value at the design point (98% choke). This
matches the trend of previous results, where the better the PR prediction, the worse the efficiency
match. This ’trade-off’ has been seen in a range of previous simulations. Figure 11.23 gives the
radial profiles of total PR and efficiency at 98% of simulated choke compared to the experimental
values at 98% experimental choke. The radial trends have been captured fairly well, although there
is an offset from the experiment for both. The choke mass flow found in the simulations was
20.91kg/s, matching quite closely the experimental of 20.93kg/s.
Figure 11.23 Radial Profiles Vs Experimental Data – Courtesy of [ John et al.]
11.6.6 Flow Field For the Datum Case

Figure 11.24 shows the flow features of the datum NASA Rotor37 at design point. It can be seen
how the strong shock of Rotor 37 causes complex shock-boundary layer interaction and a large
shock-induced separation (this can be seen by the thickening of the boundary layer and wake shown
in Figure 11.24-b and the orange contour of zero axial velocity in Figure 11.24-a. At the point
where the shock impinges on the suction surface, its interaction with the boundary layer causes it to
separate and a large wake forms. It is at this design point that Rotor 37 will be optimized, as a
reduction in this separation could significantly increase blade efficiency.
11.6.7 Validation
Due to experimental data for this geometry not being available, simulation validation was carried out
using a similar fan blade geometry that has experimental data available. The related blade has very
similar performance parameters, and the simulation set up is identical. The results are given here. A
379
comparison of the simulations of this related blade against experimental data can be seen in 668. Both
the pressure ratio and efficiency curves match the experimental data well, though there is a slight
offset to the overall values and stall margin. The radial curves show good comparison to experimental
data, although the radial variation in efficiency is under predicted compared to the experiment.
Overall, the simulation compares well, lying within 1% across the range of flow rates.
Figure 11.24 (a) 3d Separation (Orange) On The R37 Geometry (Flow Right To Left), (b) Rel. Mach
No. Contour At 60% Span – Courtesy of [John et al.]
11.6.8 Blade Flow Features

To understand the behavior of this blade design and select a point at which to optimize the geometry,
the flow behavior for a range of flow rates was studied. Figure 11.25 shows the flow features of the
blade design as the flow rate is varied (see [John et al.]669. Point A is stalled. For proprietary reasons
the whole RR-FAN blade geometry cannot be shown, hence, flow behavior in just the region of
interest is shown in the following figures. The shock position on the blade surface moves towards the
LE as the operating point moves to the left on the characteristic. As the pressure ratio increases and
flow rate becomes lower, the strength of the shock increases and separation is caused towards stall.
It is this separation (highlighted in orange) that contributes to the full stall of the blade. It can be seen
that the shock-induced separation increases in magnitude and radial extent as the flow rate is
lowered until full separation eventually occurs. These near-stall operating points are a promising
area to investigate the benefit of shock control bumps. It is the shock-induced separation that is
responsible for limiting the operating range of the blade, and if this separation can be reduced then
it is expected that this will extend the stable working range of this fan.

380
Figure 11.25 Shock Region Flow Features For RR-Fan At Points A) A, B) B, C) C, D) D, E) E, F) F. Flow
Direction – Courtesy of [John et al.]
RIGHT TO LEFT.
11.6.9 Adjoint Sensitivity Analysis

Adjoint sensitivity analysis is a useful tool that can be used to provide information on the sensitivity
of an objective function to changes in the geometry. Here, the adjoint sensitivity used is the
sensitivity of efficiency (as a percentage) to surface deformation (in mm) normal to the surface. This
can be used to inform which regions of the blade will have the greatest impact when modified, and
are therefore most important to control during an optimization. Hydra Adjoint670 is used to provide
the blade surface sensitivities: A primal Hydra simulation is first used to provide the flow solution,
followed by Hydra adjoint which calculates the flow-adjoint sensitivity and provides the sensitivity
of the objective function to changes in the flow. Once these two relatively expensive simulations are
completed, the mesh sensitivities are then mapped onto the surface. This finds the relationship
between changes in the flow to changes in the blade surface mesh. Combining these provides the
sensitivity (gradient) of the objective function (efficiency) to perturbations of the blade surface. The
adjoint surface sensitivity analysis for Rotor 37 at design point and RR-FAN at point D. It can be seen
that the most sensitive regions of both geometries are focused around the shock on the suction
surface. This indicates that geometry changes in this region will have a significant impact on the blade
670 Duta, M. C., Shahpar, S., and Giles, M. B., 2007. “Turbomachinery design optimization using automatic
differentiated adjoint code”. ASME Turbo Expo 2007: Power for Land, Sea, and Air, American Society of
Mechanical Engineers, pp. 1435–1444.
381
efficiency, and therefore if shock control bumps are applied here some benefit should be found. For
complete details, please consult the [John et al.]671
11.6.10 Shock Bump Parameterization & Optimization

The CST (Class Shape Transformation) method is used in this work to define the bump geometries.
The CST method uses Bernstein polynomials to create smooth (second derivative continuous)
contour bumps. For this project 3rd order CST bumps are used, constructed from four Bernstein
polynomials.
Controlling the
weighting (amplitude)
of these polynomials
modifies the bump
height and asymmetry.
Figure 11.26 shows
how the bump
geometry (solid black
line) to be added to the
blade surface is a sum of
the four Bernstein
polynomials (colored
dashed lines). The CST
bump parameterization
provides a high degree
of flexibility, enabling
the generation of Figure 11.26 Example 2d CST Bump (Solid Line) And The Four
Polynomials Used To Construct It (Dashed Lines) – Courtesy of [John et al.]
smooth, asymmetric
bumps in 2D and 3D.
The CST bump parameterization
technique was implemented inside of
the PADRAM geometry and meshing
software. The technique modifies each
2D radial section of the blade geometry,
adding a bump. The properties of these
2D bumps are smoothly interpolated in
the radial direction from control
sections. The resulting geometry is
controlled by the bump start and end
positions, the four Bernstein
polynomial amplitudes and the span-
wise distribution. This allows 3D
variation of the bumps in the radial
direction. Both continuous (where Figure 11.27 a) Example Individual Bump Geometry
bump amplitudes are smoothly And B) Example Continuous Bump Geometry – Courtesy of
interpolated radially) and individual [John et al.]
(where the bump amplitude returns to
zero periodically in the radial direction) CST bumps were tested. Examples of the blade with
individual and continuous bumps added is shown in Figure 11.27.
671Alistair John, Ning Qin, and Shahrokh Shahpar, “Using Shock Control Bumps To Improve Transonic
382
During this work, a study was carried out (not detailed here for brevity) to compare the benefit of
using individual bumps (where a series of discrete bumps is added to the datum geometry in the
radial direction) with a continuous bump (note continuous bumps are still ’3D’ and their shape,
position and amplitude can vary in the radial direction). It was concluded that, for these cases, the
individual bumps needed to have greater amplitude than the continuous bumps to offer the same
benefit, leading to increased separation downstream of the bump position. The continuous bumps
tested offered greater benefit, and therefore only results using the ’continuous’ bump geometry
approach are presented here.
11.6.11 Optimization Method

In this work the Multi-point
Approximation Method (MAM) is
used for the optimization studies. It is
a gradient based method that uses
localized Design of Experiments (DoE)
and trust regions to efficiently search
through the design space. When using
MAM, an initial generation of
simulations (chosen by DoE) is carried
out around the start point. A response
surface is constructed for this region
and the sub-optimal point found. The
search is then moved to this point,
where a new generation is Figure 11.28 Spanwise Slice Of The Datum And Optimized
R37 Geometries At 60% Span – Courtesy of [John et al.]
constructed and the process repeated
until the search converges on the
optimal design. The MAM method has been shown to be an efficient and consistent approach for a
wide range of highly constrained optimization problems, working successfully for design spaces
made up of hundreds of parameters.
11.6.12 Rotor 37 Bump Optimization

For the Rotor 37 optimization, the bump geometry was
controlled at 5 radial heights (to allow radial variation of
the parameters) with the geometry smoothly interpolated
between the control stations using a cubic B-spline.
Towards the tip the bump placement and movement range
are increased in chord-wise position as the shock is sat
further downstream at the tip. The initial design used at the
start of the optimization process had bumps positioned
with approximately 60% of the bump downstream of the
datum shock, as is known to be beneficial from previous
work. The objective function for the optimization was blade
efficiency and the simulations were carried out at 98%
simulated choke. The optimizations were carried out on the
Rolls-Royce CFMS cluster using the MAM method. The
geometry of the optimized shock bump can be seen in Figure 11.29 Optimized R37 Bump
Figure 11.28. A slice at 60% span is shown. The 3D (Blue) Added To The Datum Blade
geometry compared to the datum is shown in Figure Geometry (Grey)
11.29.
The bump applied to the datum geometry varies radially, with the maximum bump amplitude and
383
width localized between 40 and 60% span. This makes sense as the strongest shock location, largest
separation and maximum adjoint sensitivity occur around mid-span for Rotor 37, and therefore
greater shock control is needed in this region. The resulting variation from hub to tip of the geometry
demonstrates the benefit provided by optimizing the geometry. Without optimization it would be
difficult to manually specify the bump position, width, amplitude and asymmetry, which would result
in reduced benefit.
11.6.13 Analysis of the R37 Optimized Bump Design

The flow features for the resulting, optimized, continuous bump design is compared to the datum in
Figure 11.30. The datum shock position is shown via a white line on the optimized geometry. It can
be seen how the use of bumps has delayed the shock. The reduction in separation for the optimized
design can be seen in Figure 11.32. The delay of the shock position has reduced the separation
initiation point and the volume of separated flow. The performance of this geometry is compared to
the best individual bumps geometry (not described in detail here) and the datum in Table 11.4. It
can be seen that the efficiency benefit is greatest for the continuous bump design. The efficiency is
increased by 1.48%, while the pressure ratio is also increased. A summary of previous optimization
results for Rotor 37 by various researchers is given by [ John et al.]672. The maximum efficiency
benefit achieved by those studies was around 1.7-1.9% (without decreasing PR). These optimizations
were able to modify parameters such as blade camber, thickness, lean and sweep though, so had
Figure 11.30 Datum (Left) And Optimized (Right) Rotor 37 Static Pressure Contours. Flow Direction
Right To Left – Courtesy of [John et al.]
greater design flexibility

than the current shaping PR Delta PR Efficiency / Delta efficiency
approach. This shows /% % /%
that the efficiency benefit Datum 2.05 - 85.45 -
provided through the Individual 2.06 0.51 86.21 0.76
application of shock Cont. 2.08 1.2 86.93 1.48
control bumps is
significant, considering Table 11.4 Rotor 37 Optimized Bump Performance Comparison –
the only geometry Courtesy of [John et al.]
672 John, A., Shahpar, S., and

Qin, N., 2017. “Novel compressor blade shaping through a free-form method”. Journal
of Turbomachinery, 139(8).
384
change is the addition of bumps.

Figure 11.31 shows the passage
flow for the datum and optimized
geometries at 50% span. The
effect of the bump delaying the
shock can be seen, with the datum
shock position shown by the black
line. The shock has been delayed
by over 12% chord at this height.
Just upstream of the shock the
Mach number contour is lower,
suggesting pre-compression has
occurred. The boundary layer
separation that forms the wake,
highlighted by the dark blue, low
Figure 11.31 Datum (Left) And R37 Optimized (Right)
velocity region, has reduced in Flow Features At 50% Span – Courtesy of [John et al.]
width by 26% at the trailing edge
for the optimized design. Figure
11.33 shows the datum and optimized lift plots. It can be seen how the shock has been delayed. The
Cp increases just upstream of the shock, showing that the bump has carried out pre-compression.
The jump in pressure across the shock is also lower for the optimized design than for the datum,
indicating it has been weakened. Because the shock is delayed, it has become swallowed by the
passage, causing an acceleration near to the leading edge on the blade pressure surface. This can be
seen in the lower surface spike on the lift plot.
Figure 11.32 Datum (Left) And Optimized (Right) Rotor 37 Separated Flow Contours (Orange). Flow
Direction Right To Left.
11.6.14 Performance Across the Characteristic for R37

The off-design performance is a key feature of blade aerodynamics. The characteristics for the datum
and optimized designs are shown in Figure 11.34. An efficiency and pressure ratio increase has
been achieved across the characteristic. The choke mass flow does not appear affected, although it is
possible that the choke margin has been modified at other rotor speeds due to the throat area being
reduced by the bump. The simulation results suggest a reduction in stall margin for the optimized
385
design. This is due to the shock

bump being mis-placed at
conditions away from where it was
designed, leading to increased
separation and thus reduced stall
margin. This section has
demonstrated the benefit that can
be achieved by applying shock
control bumps to a compressor
blade without modifying the entire
blade geometry. This shows that a
significant benefit is possible
through geometry modifications
via bumps just in the shock region.
11.6.15 Conclusion
This work has demonstrated how
shock control bumps can be used Figure 11.33 Lift Plots For The Datum and Optimized
to improve the performance of Geometries at 60% Span – Courtesy of [John et al.]
transonic fan/compressor blades.
Blade geometries that
incorporate shock control
bumps have the ability to
reduce shock loss and
reduce/eliminate shock-
induced separation and
increase both efficiency
and stall margin. Shock
control bumps have the
benefit that only small
modifications to the blade
geometry are required to
achieve these
improvements, compared
to the large changes
required by blade designs
that make use of negative
camber or similar shock
control approaches. It has
been demonstrated that
both the efficiency and Figure 11.34 R37 Optimized Characteristic Vs Datum – Courtesy of
pressure ratio of a highly [John et al.]
loaded compressor blade
can be increased across a
range of flow rates by delaying the shock and significantly reducing the separation and wake. For a
modern fan blade the optimized bump design eliminated the majority of separation, reduced the
thickness of the wake and extended the stall margin. For further and complete info, please consult
386
the [ John et al.]673.
673 John, A., Shahpar, S., and

Qin, N., 2017. “Novel compressor blade shaping through a free-form method”. Journal
of Turbomachinery, 139(8).
387
12 Multi-Disciplinary Optimization (MDO)

12.1 Background
The coupling schemes bring us to the essential subject of Multi-Disciplinary Optimization (MDO).
The interdisciplinary coupling inherent in MDO tends to present additional challenges beyond those
encountered in a single-discipline optimization674. It increases computational burden, and it also
increases complexity and creates organizational challenges for implementing the necessary coupling
in software systems. The increasing complexity of engineering systems has sparked increasing
interest in multi-disciplinary optimization (MDO). The two main challenges of MDO are
computational expense and organizational complexity. Accordingly the survey is focused on
various ways different researchers use to deal with these challenges. The survey is organized by a
breakdown of MDO into its conceptual components. Accordingly, the survey includes sections on
Mathematical Modeling, Design-oriented Analysis, Approximation Concepts, Optimization
Procedures, System Sensitivity, and Human Interface. With the increasing acceptance and
utilization of MDO in industry, a number of software frameworks have been created to facilitate
integration of application software, manage data, and provide a user interface with various MDO-
related problem-solving functionalities. A list of frameworks that specialize in integration and/or
optimization of engineering processes includes:
• iSIGHT (developed by Engineous Software),

• Model Center (developed by Phoenix Integration),
• Epogy (developed by Synaps),
• Infospheres Infrastructure (developed at the California Institute of Technology),
• DAKOTA (developed at Sandia National Laboratories).
And many others. An extensive evaluation of select frameworks has been performed at NASA Langley
Research Center. The optimization problem is often divided or decomposed into separate sub-
optimizations managed by an overall optimizer that strives to minimize the global objectives.
Examples of these techniques are Concurrent Optimization675, Collaborative Optimization676, and
Bi-Level System Synthesis 677. Simpler optimization techniques, such as All-In-One optimization (in
which all design variables are varied simultaneously) and sequential disciplinary optimization (in
which each discipline is optimized sequentially) can lead to sub-optimal design and lack of
robustness.
12.2 Computational Cost Associated with MDO

The increased computational burden may simply reflect the increased size of the MDO problem, with
the number of analysis variables and of design variables adding up with each additional discipline. A
case of tens of thousands of analysis variables and several thousands of design variables, reported in
[Berkes] for just the structural part of an airframe design, illustrates the dimensionality of the MDO
task one has to prepare for. Since solution times for most analysis and optimization algorithms
674 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

Survey of Recent Developments”, AIAA 96-0711, 34th Aerospace Sciences Meeting and Exhibit, Reno, NV, 1995.
675 Sobieszczanski-Sobieski, J., "Optimization by Decomposition: A Step from Hierarchic to Non- hierarchic
Systems", Proceedings, 2nd NASA/USAF Symposium on Recent Advances in Multidisciplinary Analysis and
Optimization, Hampton, Virginia, 1988.
676 Braun, R.D., "Collaborative Optimization: An Architecture for Large-Scale Distributed Design", Ph.D. thesis,
Stanford University, May 1996.

677 Sobieszczanski-Sobieski, J., Agte, J. and Sandusly, Jr., R., "Bi-Level Integrated System Synthesis (BLISS)",
NASA/TM-1998-208715, NASA Langley Research Center, Hampton, Virginia, August 1998.

388
increase at a super linear rate, the computational cost of MDO is usually much higher than the sum of
the costs of the single-discipline optimizations for the disciplines represented in the MDO.
Additionally, even if each discipline employs linear analysis methods, the combined system may
require costly nonlinear analysis. For example, linear aerodynamics may be used to predict pressure
distribution a wing, and linear structure analysis may be then used to predict is placement so waver,
but the dependent pressure displacements may not be linear. Finally, for each disciplinary
optimization we may be able to use as single-objective function, but for the MDO problem we may
need to have multiple objective with an attendant increasing cost of optimizations678.
12.3 Organizational Complexity

In any type of MDO applications, the efficient solution of the problem depends greatly on the proper
selection of a practical approach to MDO formulation. Six fundamental approaches are identified and
compared by [Balling & Sobieszczanski-Sobieski]679: single-level vs. multilevel optimization, system-
level simultaneous analysis and design vs. analysis nested in optimization, and discipline-level
simultaneous analysis and design vs. analysis nested in optimization. From the results presented
therein, two conclusions are apparent:
• No single approach is fastest for all implementation cases,

• No single approach can be identified as being always the slowest.
Therefore, the choice of approach should be made only after careful consideration of all the factors
pertaining to the problem at handClarification of Some Terminology
Although the terms Multi-Physics and Multi-Disciplinary are used interchangeably, but there are
distinctive different. While Multi-Physics refers to the cases when one solver is used in different
physics, multi-disciplinary is referred to the cases when two or more solver is used in different
physics, and the information in shared coupling data from separate analysis packages. In essence,
difference is the way data is obtained for optimization process.
12.4 Categories of MDO Analysis

One may detect three categories of approaches to MDO problems depending on the way the
organization challenges has been addressed. Two of these categories represents approaches that
concentrate on problem formulation that evade the organization challenge while the third deals with
attempts to address this challenge directly. [Kroo and Manning]680 describe the development of MDO
in terms of three generations. Initially, all disciplines were integrated into a single optimization loop.
As the MDO problem size grew, the second generation of MDO methods was developed. Analyses
were distributed but coordinated by an optimizer. Both the first and second generations of MDO
methods are so called single-level optimization methods, meaning that they rely on a central
optimizer making all the design decisions. When MDO was applied to even larger problems involving
several departments of a company, the need for distributing the decision making process became
apparent. The third generation of MDO methods includes the so called multi-level optimization
methods, where the optimization process as such is distributed. These different approaches are
illustrated in Figure 12.1.

Survey of Recent Developments”, AIAA 96-0711.
679 Balling, R. J., Sobieszczanski-Sobieskieski, J. “An Algorithm for Solving the System-Level Problem in Multilevel
Optimization: Structural Optimization”, Springer Verlag, 1995, pp.168-177.

680 Kroo, I., and Manning, V. “Collaborative optimization: status and directions”. 8th AIAA/USAF/NASA/ISSMO
Symposium on Multidisciplinary Analysis and Optimization. Long Beach, California, USA, 2000.
389
Figure 12.1 a) Single-level optimization method with integrated analyses (first generation MDO
methods). b) Single-level optimization method with distributed analyses (second generation MDO
methods). c) Multi-level optimization method (third generation MDO methods)
1. The first category includes problems with two or three interacting disciplines where a single
analyst can acquire all the required expertise (multi-physics). This may lead to MDO where
design variables in several disciplines have to be obtained simultaneously to ensure efficient
design. Most of the papers in this category represent a single group of researchers or
practitioners working with a single computer program, so that organizational challenges
were minimized. Because of this, it is easier for researchers working on problems in this
category to deal with some of the issues of complexity of MDO problems, such as the need for
multi-objective optimization.
2. The second category includes works where the MDO of an entire system is carried out at the
conceptual level by employing simple analysis tools. For aircraft design, the ACSYNT and
FLOPS programs represent this level of MDO application. Because of the simplicity of the
analysis tools, it is possible to integrate the various disciplinary analyses in a single, usually
modular, computer program and avoid large computational burdens. As the design process
moves on, the level of analysis complexity employed at the conceptual design level increases
uniformly throughout or selectively. Therefore, some of these codes are beginning to face
some of the organizational challenges encountered when MDO is practiced at a more
advanced stage of design process.
3. The third category of MDO research includes works that focus on the organizational and
computational challenges and develop techniques that help address these challenges. These
include decomposition methods and global sensitivity techniques that permit overall system
optimization to proceed with minimum changes to disciplinary codes. These also include the
development of tools that facilitate efficient organization of modules or that help with
organization of data transfer. Finally, approximation techniques are extensively used to
address the computational burden challenge, but they often also help with the organizational
challenge. This, accordingly includes sections on Mathematical Modeling, Design-oriented
Analysis, Approximation Concepts, Optimization Procedures, System Sensitivity,
Decomposition, and Human Interface.
12.5 MDO Components and Approaches

Several conceptual components combined to form MDO. We attempt to cover the most important
ones, namely the one by [Sobieszczanski-Sobieski (SS)]681 of NASA Langley Research Center, [
681Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

390
Joaquim R. R. A. Martins] 682 of UM, and of course the one envisioned by Wikipedia. They are listed
and characterized in following section.
12.5.1 MDO Components as Environed by Sobieszczanski-Sobieski (SS)

12.5.1.1 Mathematical Modeling of a System
For obvious pragmatic reasons, software implementation of mathematical models of engineering
systems usually takes the form of assemblages of codes of modules, where each module representing
a physical phenomenon, a physical part, or some other aspect of the system683. Data transfers among
the modules correspond to the internal couplings of the system. These data transfers may require
data processing that may become a costly overhead. For example, if the system is a flexible wing, the
aerodynamic pressure reduced to concentrated forces at the aerodynamic model grid points on the
wing surface has to be converted to the corresponding concentrated loads acting on the structure
finite-element model nodal points. Conversely, the finite-element nodal structural displacements
have to be entered into aerodynamic model grid as shape corrections. The volume of data transferred
in such couplings affects efficiency directly in terms of I/O cost.
Additionally, many solution procedures require the derivatives of this data with respect to design
variables, so that a large volume of data also increases computational cost. To decrease these costs,
the volume of data may be reduced by various condensation (reduced basis) techniques. For instance,
in the wing example one may represent the pressure distribution and the displacement fields by a
small number of base functions defined over the wing planform and transfer only the coefficients of
these functions instead of the large volumes of the discrete load and displacement data. In some
applications, one may identify a cluster of modules in a system model that exchange very large
volumes of data that are not amenable to condensation. In such cases, the computational cost may be
substantially reduced by unifying the two modules, or merging them at the equation level. A heat-
transfer-structural-analysis code is an example of such merger. Here, the analyses of the temperature
field throughout a structure and of the associated stress-strain field share a common finite-element
model. This line of development was extended to include fluid mechanics. Because of the increased
importance of computational cost, MDO emphasizes the tradeoff of accuracy and cost associated with
alternative models with different levels of complexity for the same phenomena. In single-discipline
optimization it is common to have an “analysis model” which is more accurate and more costly than
an “optimization model”.
12.5.1.2 Tradeoff Between Accuracy and Cost in MDO

In MDO, this tradeoff between accuracy and cost is exercised in various ways. First, optimization
models can use the same theory, but with a lower level of detail. For example, the finite-element
models used for combined aero elastic analysis of the high-speed civil transport are much more
detailed than the models typically used for combined aerodynamic structural optimization. Second,
models used for MDO are often less complex and less accurate than models used for a single
disciplinary optimization. For example, structural models used for airframe optimization of the HSCT
are substantially more refined than those used for MDO. Aircraft MDO programs, such as FLOPS and
ACSYNT use simple aerodynamic analysis models and weight equations to estimate structural
weight. Similarly, an equivalent plate model instead of a finite-element models for structures-control
optimization of flexible wings. Third, occasionally, models of different complexity are used
simultaneously in the same discipline. One of them may be a complex model for calculating the
discipline response, and a simpler model for characterizing interaction with other disciplines. For
682 Joaquim R. R. A. Martins and Andrew B. Lambe, ”Multidisciplinary Design Optimization: Survey of
Architectures”, AIAA Journal, September 2013.
683 Jaroslaw Sobieszczanski-Sobieski, “Multidisciplinary an Emerging New Discipline Design Optimization
Engineering”, NASA Technical Memorandum 107761.

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example, in many aircraft companies, the structural loads are calculated by a simpler aerodynamic
model than the one used for calculating aerodynamic drag. Finally, models of various levels of
complexity may be used for the same response calculation in an approximation procedure or fast re-
analysis described in the next two sections.
Recent Aerospace industry emphasis on economics will, undoubtedly, spawn generation of a new
category of mathematical models to simulate man-made phenomena of manufacturing and aerospace
vehicle operation with requisite support and maintenance. These models will share at least some of
their input variables with those used in the product design to account for the vehicle physics. This
will enable one to build a system mathematical model encompassing all the principal phases of the
product life cycle: desired formulation of product design, manufacturing, and operation. Based on
such an extended model of a system, it will be possible to optimize the entire life cycle for a variety
of economic objectives, e.g., minimum cost or a maximum return on investment. There are numerous
references that bring the life cycle issues into the MDO domain and discussion on the role of MDO in
the Integrated Product and Process Development (IPPD), also known as Concurrent Engineering (CE).
Mathematical modeling of an aerospace vehicle critically depends on an efficient and flexible
description of geometry.
12.5.1.3 Design-Oriented Analysis

The engineering design process moves forward by asking and answering "what if" questions. To get
answers to these questions expeditiously, designers need analysis tools that have a number of special
attributes. These attributes are: selection of the various levels of analysis ranging from inexpensive
and approximate to accurate and more costly, "smart" re-analysis which repeats only parts of the
original analysis affected by the design changes, computation of sensitivity derivatives of output with
respect to input, and a data management and visualization infrastructure necessary to handle large
volumes of data typically generated in a design process. The term "Design oriented Analysis" refers
to analysis procedures possessing the above attributes. Sensitivity analysis discussed previously, and
the issue of the selection of analysis level was discussed in the previous section, and will be returned
to in the next section on approximations. An example of a design-oriented analysis code is the
program LS-CLASS developed for the structures-control-aerodynamic optimization of flexible wings
with active controls. The program permits the calculation of aero-servo-elastic response at different
levels of accuracy ranging from a full model to a reduced one based on vibration modes. Additionally,
various approximations are available depending on the response quantity to be calculated. A typical
implementation of the idea of smart re-analysis. The code (called PASS) is a collection of modules
coupled by the output-to-input dependencies. These dependencies are determined and stored on a
data base together with the archival input/output data from recent executions of the code. When a
user changes an input variable and asks for new values of the output variables, the code logic uses
the data dependency information to determine which modules and archival data are affected by the
change and executes only the modules that are affected, using the archival data as much as possible.
One may add that such smart reanalysis is now an industry standard in the spreadsheets whose use
is popular on personal computers. It contributes materially to the fast response of these
spreadsheets684.
12.5.1.4 Approximation Concepts Applicable to MDO

Direct coupling of a Design Space Search (DSS) code to a multidisciplinary analysis may be
impractical for several reasons. First, for any moderate to large number of design variables, the
number of evaluations of objective function and constraints required is high. Often we cannot afford
to execute such a large number of exact MDO analyses in order to provide the evaluation of the
684Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

392
objective function and constraints. Second, often the different disciplinary analyses are executed on
different machines, possibly at different sites, and communication with a central DSS program may
become unwieldy. Third, some disciplines may produce noisy or jagged response as a function of the
design variables685.
If we do not use a smooth approximation to the response in this discipline we will have to degrade
the DSS to less efficient non-gradient methods. For all of the above reasons, most optimizations of
complex engineering systems couple a DSS to easy-to-calculate approximations of the objective
function and/or constraints. The optimum of the approximate problem is found and then the
approximation is updated by the full analysis executed at that optimum and the process repeated.
This process of sequential approximate optimization is popular also in single-discipline
optimization, but its use is more critical in MDO as the principal cost control measure. Most often the
approximations used in engineering system optimization are local approximations based on the
derivatives. Linear and quadratic approximations are frequently used, and occasionally intermediate
variables or intermediate response quantities686 are used to improve the accuracy of the
approximation. A procedure for updating the sensitivity derivatives in a sequence of approximations
using the past data was formulated for a general case in Scotti687. Global approximations have also
been extensively used in MDO. Simpler analysis procedures can be viewed as global approximations
when they are used temporarily during the optimization process, with more accurate procedures
employed periodically during the process. For example, Unger et al. 688 developed a procedure where
both the simpler and more sophisticated models are used simultaneously during the optimization
procedure. The sophisticated model provides a scale factor for correcting the simpler model where
the scale factor is updated periodically during the design process. Another global approximation
approach that is particularly suitable for MDO is the response-surface technique. This technique
replaces the objective and/or constraints functions with simple functions, often polynomials, which
are fitted to data at a set of carefully selected design points. Neural networks are sometimes used to
function in the same role. The values of the objective function and constraints at the selected set of
points are used to “train” the network. Like the polynomial fit, the neural network provides an
estimate of objective function and constraints for the optimizer that is very inexpensive after the
initial investment in the net training has been made.
12.5.1.5 System Sensitivity Analysis

In principle, sensitivity analysis of a system might be conducted using the same techniques that
became well-established in the disciplinary sensitivity analyses. However, in most practical cases the
sheer dimensionality of the system analysis makes a simple extension of the disciplinary sensitivity
analysis techniques impractical in applications to sensitivity analysis of systems. Also, the utility of
the system sensitivity data is broader than that in a single analysis. An algorithm that capitalizes on
disciplinary sensitivity analysis techniques to organize the solution of the system sensitivity problem
685 See previous.

686 Kodiyalam, S., and Vanderplaats, G. N., “Shape Optimization of 3D Continuum Structures via Force
Approximation Technique”, AIAA J., Vol. 27, No. 9, 1989, pp. 1256–1263.
687 Scotti, S. J., “Structural Design Utilizing Updated Approximate Sensitivity Derivatives”, AIAA Paper No. 93-
1531, April 19–21, 1993.

688 Unger, E.; Hutchison, M.; Huang, X.; Mason, W.; Haftka, R.; and Grossman, B. “Variable-Complexity
Aerodynamic-Structural Design of a High-Speed Civil Transport”, Proceedings of the 4th AIAA/NASA/USAF/OAI

Symposium on Multidisciplinary Analysis and Optimization, Cleveland, Ohio, September 21–23, 1992. AIAA
Paper No. 92-4695.
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and its extension to higher order derivatives was introduced in [Sobieszczanski-Sobieski]689-690.

There are two variants of the algorithm: one is based on the derivatives of the residuals of the
governing equations in each discipline represented by a module in a system mathematical model, the
other uses derivatives of output with respect to input from each module. So far operational
experience has accumulated only for the second variant. That variant begins with computations of
the derivatives of output with respect to input for each module in the system mathematical model,
using any sensitivity analysis technique appropriate to the module (discipline). The module level
sensitivity analyses are independent of each other, hence, they may be executed concurrently so that
the system sensitivity task gets decomposed into smaller tasks. The resulting derivatives are entered
as coefficients into a set of simultaneous, linear, algebraic equation, called the Global Sensitivity
Equations (GSE), whose solution vector comprises the system total derivatives of behavior with
respect to a design variable. Solvability of GSE and singularity conditions have been examined in
[Sobieszczanski-Sobieski]691.
It was reported that in some applications, errors of the system derivatives from the GSE solution may
exceed significantly the errors in the derivatives of output with respect to input computed for the
modules. The system sensitivity derivatives, also referred to as design derivatives, are useful to guide
judgmental design decisions, or they may be input into an optimizer. Application of these derivatives
extended to the second order in an application to an aerodynamic-control integrated optimization
was reported in Ide et al. 692. A completely different approach to sensitivity analysis has been
introduced. It is based on a neural net trained to simulate a particular analysis (the analysis may be
disciplinary or of a multidisciplinary system). In [Sobieszczanski-Sobieski et al.]693 and [Barthelemy
and Sobieszczanski-Sobieski]694 the concept of the sensitivity analysis was extended to the analysis
of an optimum, which comprises the constrained minimum of the objective function and the optimal
values of the design variables, for sensitivity to the optimization constant parameters. The
derivatives resulting from such analysis are useful in various decomposition schemes (next section),
and in assessment of the optimization results as shown in [Braun et al.]695
12.5.1.6 Optimization Procedures with Approximations and Decompositions

Optimization procedures assemble the numerical operations corresponding to the MDO elements
[Sobieszczanski-Sobieski]696, into executable sequences. Typically, they include analyses, sensitivity
analyses, approximations, design space search algorithms, decompositions, etc. Among these
elements the approximations and decompositions most often determine the procedure
organization, therefore, this section focuses on these two elements as distinguishing features of the
optimization procedures. The implementation of MDO procedures is often limited by computational
cost and by the difficulty to integrate software packages coming from different organizations. The
689 Sobieszczanski-Sobieski, J., “Sensitivity of Complex, Internally Coupled Systems”, AIAA Journal, Vol. 28, No. 1,
1990, pp. 153–160.
690 Sobieszczanski-Sobieski, J.; Barthelemy, J.-F.M.; and Riley, K. M., “Sensitivity of Optimum Solutions to Problems
Parameters”, AIAA Journal, Vol. 20, No. 9, September 1982, pp. 1291–1299.
691 See previous.
692 Ide, H.; Abdi, F. F.; and Shankar, V. J., “CFD Sensitivity Study for Aerodynamic/Control Optimization Problems”,
AIAA Paper 88-2336, April 1988.

693 Sobieszczanski-Sobieski, J. Barthelemy, J.-F.M., and Riley, K. M. “Sensitivity of Optimum Solutions to Problems
Parameters”, AIAA Journal, Vol. 20, No. 9, September 1982, pp. 1291–1299.
694 Barthelemy, J.-F; and Sobieszczanski - Sobieski, J., “Optimum Sensitivity Derivatives of Objective Functions in
Nonlinear Programming”, AIAA Journal, Vol. 21, No. 6, June 1983, pp. 913–915.
695 Braun, R. D., Kroo, I. M., and Gage, P. Y.,”Post-Optimality Analysis in Aircraft Design”, Proceedings of the AIAA
Aircraft, Design, Systems, and Operations Meeting, Monterey, California”, AIAA Paper No. 93-3932, 1993.
696 Sobieszczanski-Sobieski, J.,”Multidisciplinary Design Optimization: An Emerging, New Engineering Discipline”.
In Advances in Structural Optimization, Herskovits, J., (ed.), pp. 483–496, Kluwer Academic, 1995.
394
computational burden challenge is typically addressed by employing approximations whereby the

optimizer is applied to a sequence of approximate problems. The use of approximations often allows
us to deal better with organizational boundaries. The approximation used for each discipline can be
generated by specialists in this discipline, who can tailor the approximation to special features of that
discipline and to the particulars of the application. When response surface techniques are used, the
creation of the various disciplinary approximations can be performed ahead of time, minimizing the
interaction of the optimization procedure with the various disciplinary software.
Decomposition schemes and the associated optimization procedures have evolved into a key element
of MDO. One important motivation for development of optimization procedures with decomposition
is the obvious need to partition the large task of the engineering system synthesis into smaller tasks.
The aggregate of the computational effort of these smaller tasks is not necessarily smaller than that
of the original undivided task. However, the decomposition advantages are in these smaller tasks
tending to be aligned with existing engineering specialties, in their forming a broad work front in
which opportunities for concurrent operations (calendar time compression) are intrinsic, and in
making MDO very compatible with the trend of computer technology toward multiprocessing
hardware and software.
Three basic optimization procedures have crystallized for applications in aerospace systems. The
simplest procedure is piece-wise approximate with the GSE used to obtain the derivatives needed
to construct the system behavior approximations in the neighborhood of the design point. In this
procedure only the sensitivity analysis part of the entire optimization task is subject to
decomposition (i.e., Grid Sensitivity, Aerodynamic Sensitivity, etc.), and the optimization is a single-
level, encompassing all the design variables and constraints of the entire system. Hence, there is no
need for a coordination problem to be solved. This GSE-based procedure has been used in a number
of applications. The cost of the procedure critically depends on the number of the coupling variables
for which the partial derivatives are computed. Disciplinary specialists involved in a design process
generally prefer to control optimization in their domains of expertise as opposed to acting only as
analysts. This preference has motivated development of procedures that extend the task partitioning
to optimization itself.
A procedure called the Concurrent Subspace Optimization (CSO) introduced in [Sobieszczanski-
Sobieski]697 allocates the design variables to subspaces corresponding to engineering disciplines or
subsystems. Each subspace performs a separate optimization, operating on its own unique subset of
design variables. In this optimization, the objective function is the subspace contribution to the
system objective, subject to the local subspace constraints and to constraints from all other
subspaces. The local constraints are evaluated by a locally available analysis, the other constraints
are approximated using the total derivatives from GSE. Responsibility for satisfying any particular
constraint is distributed over the subspaces using "responsibility" coefficients which are constant
parameters in each subspace optimization. Post optimal sensitivity analysis generates derivatives of
each subspace optimum to the subspace optimization parameters. Following a round of subspace
optimizations, these derivatives guide a system-level optimization problem in adjusting the
"responsibility" coefficients. This preserves the couplings between the subspaces. The system
analysis and the system– and subsystem level optimizations alternate until convergence.
Another procedure proposed is known as the Collaborative Optimization (CO). Its application
examples for space vehicles are for aircraft configuration. This procedure decomposes the problem
even further by eliminating the need for a separate system and system sensitivity analyses. It
achieves this by blending the design variables and those state variables that couple the subspaces
(subsystems or disciplines) in one vector of the system-level design variables. These variables are
set by the system level optimization and posed to the subspace optimizations as targets to be
697 Sobieszczanski-Sobieski, Jaroslaw, “Optimization by Decomposition: A Step from Hierarchic to Non-Hierarchic
Systems”, Hampton, VA, September 28–30, 1988. NASA TM-101494. NASA CP-3031, Part 1, 1989.
395
matched. Each subspace optimization operates on its own design variables, some of which
correspond to the targets treated as the subspace optimization parameters, and uses a specialized
analysis to satisfy its own constraints. The objective function to be minimized is a cumulative
measure of the discrepancies between the design variables and their targets. The ensuing system-
level optimization satisfies all the constraints and adjusts the targets so as to minimize the system
objective and to enforce the matching. This optimization is guided by the above optimum sensitivity
derivatives.
Each of the above procedures applies also to hierarchic systems. A hierarchic system is defined as
one in which a subsystem exchanges data directly with the system only but not with any other
subsystem. Such data exchange occurs in analysis of structures by sub structuring. One iteration of
the procedure comprises the system analysis from the assembled system level down to the individual
system components level and optimization that proceeds in the opposite direction. The analysis data
passed from above become constant parameters in the lower level optimization. The optimization
results that are being passed from the bottom up include sensitivity of the optimum to these
parameters. The coordination problem solution depends on these sensitivity data. The current
practice relies on the engineer's insight to recognize whether the system is hierarchic, non-hierarchic,
or hybrid and to choose an appropriate decomposition scheme698.
12.5.1.7 Human Factor

MDO, definitely, is not a push-button design. Hence, the human interface is crucially important to
enable engineers to control the design process and to inject their judgment and creativity into it.
Therefore, various levels of that interface capability is prominent in the software systems that
incorporate MDO technology and are operated by industrial companies. Because these software
systems are nearly exclusively proprietary no published information is available for reference and to
discern whether there are any unifying principles to the interface technology as currently
implemented. However, from personal knowledge of some of these systems we may point to features
common to many of them. These are flexibility in selecting dependent and independent variables in
generation of graphic displays, use of color, contour and surface plotting, and orthographic
projections to capture large volumes of information at a glance, and the animation. The latter is used
not only to show dynamic behaviors like vibration but also to illustrate the changes in design
introduced by optimization process over a sequence of iterations.
One common denominator is the desire to support the engineer's train of thought continuity because
it is well known that such continuity fosters insight that stimulates creativity. The other common
denominator is the support the systems give to the communication among the members of the design
team. In the opposite direction, users control the process by a menu of choices and, at a higher level,
by meta-programming in languages that manipulate modules and their execution on concurrently
operating computers connected in a network. One should mention at this point, again, the non-
procedural programming introduced in [Kroo and Takai]699. This type of programming may be
regarded as a fundamental concept on which to base development of the means for human control of
software systems that support design. This is so because it liberates the user from the constraints of
a prepared menu of preconceived choices, and it efficiently sets the computational sequence needed
to generate data asked for by the user with a minimum of computational effort. A code representative
of the state of the art was developed by General Electric, Engineous, for support of design of aircraft
jet engines700.

699 Kroo, I.; and Takai, M., “A Quasi-Procedural Knowledge Based System for Aircraft Synthesis”, AIAA-88-6502,
AIAA Aircraft Design Conference, August 1988.

700 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design optimization:
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12.5.2 MDO Formulation as Depicted by Wikipedia

Problem formulation is normally the most difficult part of the process. It is the selection of design
variables, constraints, objectives, and models of the disciplines. A further consideration is the
strength and extent of the interdisciplinary coupling in the problem.
12.5.2.1 Design Variables

A design variable is a specification that is controllable from the point of view of the designer. For
instance, the thickness of a structural member can be considered a design variable. Another might be
the choice of material. Design variables can be continuous (such as a wing span), discrete (such as
the number of ribs in a wing), or Boolean (such as whether to build a monoplane or a biplane). Design
problems with continuous variables are normally solved more easily. Design variables are often
bounded, that is, they often have maximum and minimum values. Depending on the solution method,
these bounds can be treated as constraints or separately.
12.5.2.2 Constraints
A constraint is a condition that must be satisfied in order for the design to be feasible. An example of
a constraint in aircraft design is that the lift generated by a wing must be equal to the weight of the
aircraft. In addition to physical laws, constraints can reflect resource limitations, user requirements,
or bounds on the validity of the analysis models. Constraints can be used explicitly by the solution
algorithm or can be incorporated into the objective using Lagrange multipliers.
12.5.2.3 Objective
An objective is a numerical value that is to be maximized or minimized. For example, a designer may
wish to maximize profit or minimize weight. Many solution methods work only with single objectives.
When using these methods, the designer normally weights the various objectives and sums them to
form a single objective. Other methods allow multi-objective optimization, such as the calculation of
a Pareto front.
12.5.2.4 Models
The designer must also choose models to relate the constraints and the objectives to the design
variables. These models are dependent on the discipline involved. They may be empirical models,
such as a regression analysis of aircraft prices, theoretical models, such as from computational fluid
dynamics, or reduced-order models of either of these. In choosing the models the designer must trade
off fidelity with analysis time. The multidisciplinary nature of most design problems complicates
model choice and implementation. Often several iterations are necessary between the disciplines in
order to find the values of the objectives and constraints. As an example, the aerodynamic loads on a
wing affect the structural deformation of the wing. The structural deformation in turn changes the
shape of the wing and the aerodynamic loads. Therefore, in analyzing a wing, the aerodynamic and
structural analyses must be run a number of times in turn until the loads and deformation converge.
12.5.2.5 Simple Optimization

Once the design variables, constraints, objectives, and the relationships between them have been
chosen, the problem can be expressed in the following form:
Minimizing F(𝐱) w. r. t. 𝐱
S. T. 𝐠(𝐱) ≤ 0 , 𝐡(𝐱) = 0 and 𝐱 𝑳𝑩 ≤ 𝐱 ≤ 𝐱 𝑼𝑩
Eq. 12.1
Where F is an objective, x is a vector of design variables, g is a vector of inequality constraints, h is a
vector of equality constraints, and xLB and xUB are vectors of lower and upper bounds on the design
variables. Maximization problems can be converted to minimization problems by multiplying the
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objective by -1. Constraints can be reversed in a similar manner. Equality constraints can be replaced
by two inequality constraints.
12.5.2.6 Problem Solution

The problem is normally solved using appropriate techniques from the field of optimization. These
include gradient-based algorithms, population-based algorithms, or others. Very simple problems can
sometimes be expressed linearly; in that case the techniques of linear programming are applicable.
12.5.3 MDO Approach as Depicted by Joaquim R. R. A. Martins (JRRAM)

Multidisciplinary design optimization (MDO) is a field of engineering that focuses on use of numerical
optimization to perform the design of systems that involve a number of disciplines or subsystems, as
anticipated by [Martins & Lambe ]701. The main motivation for using MDO is that the best design of a
multidisciplinary system can only be found when the interactions between the system’s disciplines
are fully considered. Considering these interactions in the design process cannot be done in an
arbitrary way and requires a sound mathematical formulation. By solving the MDO problem early in
the design process and taking advantage of advanced computational analysis tools, designers can
simultaneously improve the design and reduce the time and cost of the design cycle. One of the most
important considerations when implementing MDO is how to organize the disciplinary analysis
models, approximation models (if any), and optimization software in concert with the problem
formulation so that an optimal design is achieved. Such a combination of problem formulation and
organizational strategy is referred to as an MDO architecture. The MDO architecture defines both
how the different models are coupled and how the overall optimization problem is solved. The
architecture can be either monolithic or distributed. In monolithic approaches, a single optimization
problem is solved. In a distributed approach, the same single problem is partitioned into multiple sub
problems containing small subsets of the variables and constraints. While many different
architectures can be used to solve a given optimal design problem, and just as many algorithms may
be used to solve a given optimization problem. According to [Tosserams et al.]702, the alternating
optimization schemes, can assembled into three group. (see Figure 12.2).
Figure 12.2 Parallel Jacobi that exchanges sub problem solutions at the end of an iteration (left),
Sequential Gauss-Seidel that exchanges solutions as soon as they become available (center), and Hybrid
(right) – (Courtesy of Ryberg et al.)
Choosing the most appropriate architecture for the problem can significantly reduce the solution
time. These time savings come from the selected methods for solving each discipline, the coupling
scheme used in the architecture, and the degree to which operations are carried out in parallel. The
latter consideration becomes especially important as the design becomes more detailed and the
701 Joaquim R. R. A. Martins and Andrew B. Lambe, “Multidisciplinary Design Optimization: Survey of
Architectures”, AIAA Journal, 2013.
702 S. Tosserams, L. F. P. Etman, J. E. Rooda, “A classification of methods for distributed system optimization based
on formulation structure”, St. Multidisc Optimum (2009) 39:503–517.

398
number of variables and/or constraints increases. The purpose here is to survey the available MDO
architectures and present them in a unified notation to facilitate understanding and comparison.
Furthermore, we propose the use of a new standard diagram to visualize the algorithm of a given
MDO architecture, how its components are organized, and its data flow. We pay particular attention
to the newer MDO architectures that have yet to gain widespread use. For each architecture, we
discuss its features and expected performance. We also present a new classification of MDO
architectures and show how they relate mathematically. This classification is especially novel as it is
able to draw similarities between architectures that were developed independently.
12.5.3.1 Terminology using Unified Description of MDO Architectures

Before introducing the mathematical definition of the MDO problem or any architectures, we
introduce the notation that we use here, on the chance of being not redundant. This notation is useful
to compare the various problem formulations within the architectures and in identifying how similar
features of the general MDO problem are handled in each case. The notation is listed in Table 12.1.
Symbol Definition
x Vector of design variables
yt Vector of coupling variable targets (inputs to a discipline analysis)
y Vector of coupling variable responses (outputs from a discipline analysis)
ŷ Vector of state variables (variables used inside only one discipline analysis)
f Objective function
c Vector of design constraints
cc Vector of consistency constraints
R Governing equations of a discipline analysis in residual form
N Number of disciplines
n() Length of given variable vector
m() Length of given constraint vector
( )0 Functions or variables that are shared by more than one discipline
( )i Functions or variables that apply only to discipline i
( )* Functions or variables at their optimal value
( )∼ Approximation of a given function or vector of functions
Table 12.1 Mathematical Notation for MDO Problem Formulations (Courtesy of Martins & Lambe)
This is not a comprehensive list; additional notation specific to particular architectures is introduced
when the respective architectures are described. We also take this opportunity to clarify many of the
terms we use that are specific to the field of MDO. A design variable is a variable in the MDO problem
that is always under the explicit control of an optimizer. In traditional engineering design, values of
these variables are selected explicitly by the designer or design team. Design variables may pertain
only to a single discipline, i.e., local, or may be shared by multiple disciplines. We denote the vector
of design variables local to discipline i by xi and shared variables by x0. The full vector of design
variables is given by
𝐱 = {x0 x1 … … xN }
Eq. 12.2
The subscripts for local and shared data are also used in describing objectives and constraints. A
discipline analysis is a simulation that models the behavior of one aspect of a multidisciplinary
system. Running a discipline analysis consists in solving a system of equations such as the Navier–
Stokes equations in fluid mechanics, or the static equilibrium equations in structural mechanics
which compute a set of discipline responses, known as state variables. State variables may or may
399
not be controlled by the optimization, depending on the formulation employed. We denote the vector
of state variables computed within discipline i by ŷi. We denote the associated set of disciplinary
equations in residual form by Ri, so that the expression Ri = 0 represents the solution of these
equations with respect to ŷi. In a multidisciplinary system, most disciplines are required to exchange
coupling variables to model the interactions of the whole system. Often, the number of variables
exchanged is much smaller than the total number of state variables computed in a particular
discipline. For example, in aircraft design, state information about the entire flow field resulting from
the aerodynamics analysis is not required by the structural analyses. Instead, only the aerodynamic
loads on the aircraft surface are passed. The coupling variables supplied by a given discipline i are
denoted by yi. Another common term for yi is response variables, since they describe the response
of the analysis to a design decision. In general, a transformation is required to compute yi from yi for
each discipline. Similarly, a transformation may be needed to convert input coupling variables into
a usable format within each discipline703. In this work, the mappings between yi and ŷi are lumped
into the analysis equations Ri. This simplifies our notation with no loss of generality. In many
formulations, copies of the coupling variables must be made to allow discipline analyses or
optimizations to run independently and in parallel. These copies are known as target variables, which
we denote by a superscript t. For example, the copy of the response variables produced by discipline
i is denoted yti . These variables are used as the input to disciplines that are coupled to discipline i
through yi. In order to preserve consistency between the coupling variable inputs and outputs at the
optimal solution, we define a set of consistency constraints, cci = yt i- yi which we add to the problem
formulation.
12.5.3.2 Architecture Diagrams and Extended Design Structure Matrix

Each of the architectures is presented with a new diagram known as an Extended Design Structure
Matrix, or XDSM704. As the name suggests,
the XDSM was based on the Design Input Design variables x
Structure Matrix 705-706, a common Output Coupling variables, y
diagram in systems engineering that is 0 Initiate MDA iteration loop
used to visualize the interconnections Repeat
among components of a complex system. 1 Evaluate Analysis 1 and update y1
The XDSM was developed to 2 Evaluate Analysis 2 and update y2
simultaneously communicate data 3 Evaluate Analysis 3 and update y3
dependency and process flow between until 4 ⇒ 1 MDA has converged
computational components of the
architecture on a single diagram. We Table 12.2 Algorithm 1 - Block Gauss–Seidel
present only a brief overview of the XDSM Multidisciplinary Analysis Algorithm
in this work. Further details of the diagram
syntax and interpretation and other
applications of the XDSM are presented by [Lambe and Martins]707. We present the XDSM using two
703 Cramer, E. J., Dennis Jr, J. E., Frank, P. D., Lewis, R. M., and Shubin, G. R., “Problem Formulation for
Multidisciplinary Optimization,” SIAM Journal on Optimization,” Vol. 4, No. 4, 1994, pp. 754–776.
704 Lambe, A. B. and Martins, J. R. R. A., “Extensions to the Design Structure Matrix for the Description of
Multidisciplinary Design, Analysis, and Optimization Processes,” Structural and Multidisciplinary Optimization.
705 Steward, D. V., “The Design Structure Matrix: A Method for Managing the Design of Complex Systems,” IEEE
Transactions on Engineering Management, Vol. 28, 1981, pp. 71–74.

706 Browning, T. R., “Applying the Design Structure Matrix to System Decomposition and Integration Problems: A
Review and New Directions,” IEEE Transactions on Engineering Management, Vol. 48, No. 3, 2001, pp. 292–306.
707 Lambe, A. B. and Martins, J. R. R. A., “Extensions to the Design Structure Matrix for the Description of
Multidisciplinary Design, Analysis, and Optimization Processes,” Structural and Multidisciplinary Optimization.
400
simple examples. Figure 12.3, the first example, shows a Gauss–Seidel multidisciplinary analysis
(MDA) procedure for three disciplines, which is described in Table 12.2.
Figure 12.3 A block Gauss–Seidel Multidisciplinary Analysis (MDA) Process to Solve a Three-Discipline
Coupled System – (Courtesy of Martins & Lambe )
The components consist of the discipline analyses themselves and a special component, known as a
driver, which controls the iteration. The interfaces between these components consist of the data
that is exchanged. Following the DSM rules, the components are placed on the main diagonal of a
matrix while the interfaces are placed in the off-diagonal locations such that inputs to a component
are placed in the same column and outputs are placed in the same row. External inputs and outputs
may also be defined and are placed on the outer edges of the diagram. In the case of Figure 12.3,
external input consists of the design variables and an initial guess of the system coupling variables.
Each discipline analysis computes its own set of coupling variables which is passed to other discipline
analyses or back to the driver. At the end of the MDA process, each discipline returns the final set of
coupling variables computed. Thick gray lines are used to show the data flow between components.
A numbering system is used to show the order in which the components are executed. The algorithm
starts at component zero and proceeds in numerical order. Loops are denoted using the notation j ≠
k for k < j so that the algorithm must return to step k until a looping condition is satisfied before
proceeding. The data nodes are also labeled with numbers to denote the time at which the input data
is retrieved. As an added visualization aid, consecutive components in the algorithm are connected
by a thin black line. Thus, following the procedure in Figure 12.3 yields Table 12.2. The second
example, illustrated in Figure 12.4 is the solution process for an optimization problem using
gradient based optimization. The problem has a single objective and a vector of constraints. Figure
12.4 shows separate components to compute the objective, constraints, and their gradients and a
driver to control the iteration. Notice that in this example, multiple components are evaluated at step
one of the algorithm. This numbering denotes parallel execution. In some cases, it may be advisable
to lump components together to reflect underlying problem structures, such as lumping together the
objective and constraint components. In the following sections, we have done just that in the
401
architecture diagrams to simplify presentation. We will also make note of other simplifications as we
proceed.
Figure 12.4 A Gradient-Based Optimization (Courtesy of Martins & Lambe)
12.5.3.3 Monolithic Architectures (Single-Level Optimizer)

If we ignore the disciplinary boundaries, an MDO problem is nothing more than a standard
constrained nonlinear programming problem: it involves solving for the values of the design
variables that maximize or minimize a particular design objective function, subject to design
constraints. The choice of design objectives, design constraints, and even what variables to change in
a given system is strictly up to the designer. The behavior of each component, or discipline, within
the system is modeled using a discipline analysis. Each discipline analysis is usually available in the
form of a computer program and can range in complexity from empirical curve-fit data to a highly
detailed physics-based simulation. One of the major challenges of MDO is how to address the coupling
of the system under consideration. Like the disciplines they model, the discipline analyses
themselves are mutually interdependent. A discipline analysis requires outputs of other analyses as
input to resolve themselves correctly. Furthermore, the objective and constraint functions, in
general, depend on both the design variables and analysis outputs from multiple disciplines. While
this interdependence is sometimes ignored in practice through the use of single discipline
optimizations occurring in parallel or in sequence, taking the interdependence into account leads to
a more accurate representation of the behavior of the whole system. MDO architectures provide a
consistent, formal setting for managing this interdependence in the design process. The architectures
presented in this section are referred to as monolithic architectures. Each architecture solves the
MDO problem by casting it as single optimization problem. The differences between architectures lie
in the strategies used to achieve multidisciplinary feasibility of the optimal design. Architectures that
decompose the optimization problem into smaller problems, i.e., distributed architectures, are
presented next section.
402
12.5.3.3.1 All-at-Once (AAO) Problem Statement

Before discussing specific architectures, we show the most fundamental optimization problem from
which all other problem statements are derived. We can describe the MDO problem in its most
general form as
Minimize f0 = (x, y) + ∑ f0 (x0 , xi , yi ) w. r. t x, y t , y, ŷ

i=1
S. T. c0 (x, y) ≥ 0 , ci (x0 , xi , yi ) ≥ 0 for i = 1, , , , N
c t
ci = yi − yi = 0 for i = 1, , , , N
t
R i (x0 , xi , yj≠i , ŷ i , yi ) = 0 for i = 1, , , , N
Eq. 12.3
For all design and state variable vectors, we use the notation
T T
x = [x0T , x1T , , , , , xN ]
Eq. 12.4
to concatenate the disciplinary variable groups. In future problem statements, we omit the local
objective functions fi except when necessary to highlight certain architectural features. Problem (1)
is known as the “all-at-once” (AAO) problem. Figure 12.5 shows the XDSM for solving this
problem.
Figure 12.5 XDSM for Solving the AAO Problem (Courtesy of Martins & Lambe)
To keep the diagrams compact, we adopt the convention that any block referring to discipline i
represents a repeated pattern for every discipline. Thus, in Figure 12.5 a residual block exists for
every discipline in the problem and each block can be executed in parallel. As an added visual cue in
the XDSM, the “Residual i” component is displayed as a stack of similar components. There is a conflict
with the established literature when it comes to the labeling of Problem (1). What most authors refer
to as AAO, following the lead of [Cramer et al.], others label as the simultaneous analysis and design
(SAND) problem. Our AAO problem is most like what [Cramer et al.] refer to as simply “the most
403
general formulation”708. Here, we classify the formulation (1) as the AAO problem because it includes
all design, state, and input and output coupling variables in the problem, so the optimizer is
responsible for all variables at once. The SAND architecture uses a different problem statement and
is presented next.
The AAO problem is never solved in practice because the consistency constraints, which are linear in
this formulation, can be eliminated quite easily. Eliminating these constraints reduces the problem
size without compromising the performance of the optimization algorithm. As we will see,
eliminating the consistency constraints from Problem (1) results in the problem solved by the SAND
architecture. However, we have presented the AAO problem first because it functions as a common
starting point for deriving both the SAND problem and the Individual Discipline Feasible (IDF)
problem and, subsequently, all other correctly-formulated MDO problems. Depending on which
equality constraint groups are eliminated from Problem (1), we can derive the other three monolithic
architectures: Multidisciplinary Feasible (MDF), Individual Discipline Feasible (IDF), and
Simultaneous Analysis and Design (SAND). In the next three subsections, we describe how each
architecture is derived and the relative advantages and disadvantages of each. We emphasize that in
all cases, in spite of the elements added or removed by each architecture, we are always solving the
same MDO problem.
12.5.3.3.2 Simultaneous Analysis and Design (SAND)

The most obvious simplification of Problem (1) is to eliminate the consistency constraints, cti = yti-yi
= 0, by introducing a single copy of the coupling variables to replace the separate target and response
copies. This simplification yields the SAND architecture709, which solves the following optimization
problem:
Minimize f0 = (x, y) w. r. t x, y, ŷ
S. T. c0 (x, y) ≥ 0 , ci (x0 , xi , yi ) ≥ 0 for i = 1, ,, , N
R i (x0 , xi , y, ŷ0 ) = 0 , for i = 1, ,, , N
Eq 12.5
The XDSM for SAND is shown in Figure 12.6. [Cramer et al.] refer to this architecture as “All-at-
Once”. However, we use the name SAND to reflect the consistent set of analysis and design variables
chosen by the optimizer. The optimizer, therefore, can simultaneously analyze and design the system.
Several features of the SAND architecture are noteworthy. Because we do not need to solve any
discipline analysis explicitly or exactly, the optimization problem can potentially be solved very
quickly by letting the optimizer explore regions that are infeasible with respect to the analysis
constraints. The SAND methodology is not restricted to multidisciplinary systems and can be used in
single discipline optimization as well. In that case, we only need to define a single group of design
constraints. If the disciplinary residual equations are simply discretized partial differential
equations, the SAND problem is just a PDE-constrained optimization problem like many others in the
literature.
Two major disadvantages are still present in the SAND architecture. First, the problem formulation
still requires all state variables and discipline analysis equations, meaning that large problem size
and potential premature termination of the optimizer at an infeasible design can be issues in practice.
Second, and more importantly, the fact that the discipline analyses equations are treated as explicit
constraints means that the residual values and possibly their derivatives need to be available to the
optimizer. In engineering design, many discipline analysis codes operate in a “black-box” fashion,
Multidisciplinary Optimization,” SIAM Journal on Optimization, Vol. 4, No. 4, 1994, pp. 754–776.
709 Haftka, R. T., “Simultaneous Analysis and Design,” AIAA Journal, Vol. 23, No. 7, July 1985, pp. 1099–1103.
404
directly computing the coupling variables while hiding the discipline analyses residuals and state
variables in the process. Even if the source code for the discipline analysis can be modified to return
residuals, the cost and effort required often eliminates this option from consideration. Therefore,
most practical MDO problems require an architecture that can take advantage of existing discipline
analysis codes. The following two monolithic architectures address this concern.
Figure 12.6 Diagram for the SAND Architecture (Courtesy of Martins & Lambe)
12.5.3.3.3 Individual Discipline Feasible (IDF)

By eliminating the disciplinary analysis constraints Ri (x0, xi, yi, yt j≠I, _yi) = 0 from Problem (1), we
obtain the IDF architecture710. As commonly noted in the literature, this type of elimination is
achieved by applying the Implicit Function Theorem to the Ri constraints so that _yi and yi become
functions of design variables and coupling targets. The IDF architecture is also known as distributed
analysis optimization and optimizer-based decomposition. The optimization problem for the IDF
architecture is
Minimize f0 = [x, y(x, y t )] w. r. t x , yt

S. T. c0 (x, y(x, y t )) ≥ 0
t
ci (x0 , xi , yi (x0 , xi , yj≠i )) ≥ 0 for i = 1, , , , N
c t t
ci = yi − yi (x0 , xi , yj≠i ) = 0 for i = 1, , , , N
Eq. 12.6
The most important consequence of this reformulation is the removal of all state variables and
discipline analysis equations from the problem statement. All coupling variables are now implicit
functions of design variables and coupling variable targets as a result of solving the discipline
analyses equations exactly each time. The XDSM for IDF is shown in Figure 12.7. This architecture
enables the discipline analyses to be performed in parallel, since the coupling between the disciplines
is resolved by the target coupling variables, yt, and consistency constraints, cc.
710Cramer, E. J., Dennis Jr, J. E., Frank, P. D., Lewis, R. M., and Shubin, G. R., “Problem Formulation for
405
Within the optimization iteration, specialized software for solving the discipline analyses can now be
used to return coupling variable values to the objective and constraint function calculations. The net
effect is that the IDF problem is both substantially smaller than the SAND problem and requires
minimal modification to existing discipline analyses. In the field of PDE-constrained optimization, the
IDF architecture is exactly analogous to a reduced-space method. In spite of the reduced problem
size when compared to SAND, the size of the IDF problem can still be an issue. If the number of
coupling variables is large, the size of the resulting optimization problem might still be too large to
solve efficiently. The large problem size can be mitigated to some extent by careful selection of the
partitioning strategy or aggregation of the coupling variables to reduce information transfer between
disciplines.
Figure 12.7 Diagram of the IDF Architecture (Courtesy of Martins & Lambe)
A bigger issue in IDF concerns gradient computation. If gradient-based optimization software is used
which is likely because it is generally more efficient for large problems evaluating the objective and
constraint function gradients becomes a costly part of the optimization procedure. This is because
the gradients themselves must be discipline-feasible, i.e., the changes in design variables cannot
cause the output coupling variables to violate the discipline analysis equations to first order. The
errors caused by inaccurate gradient values can severely impact the performance of gradient-based
optimization.
In practice, gradients are often calculated using some type of finite-differencing procedure, where
the discipline analysis is evaluated for each design variable. While this approach preserves
disciplinary feasibility, it is costly and unreliable. If the discipline analysis code allows for the use of
complex numbers, the complex-step method is an alternative approach which gives machine-
precision derivative estimates. If the analysis codes require a particularly long time to evaluate, the
use of automatic differentiation or analytic derivative calculations (i.e. direct or adjoint methods) can
be used to avoid multiple discipline analysis evaluations. While the development time for these
methods can be long, the reward is accurate derivative estimates and massive reductions in
computational cost, especially for design optimization based on high-fidelity models.
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12.5.3.3.4 Multidisciplinary Feasible (MDF)

If both analysis and consistency constraints are removed from Problem (1), we obtain the MDF
architecture711. This architecture has also been referred to in the literature as Fully Integrated
Optimization712 and Nested Analysis and Design713. The resulting optimization problem is
Minimize f0 = [x, y(x, y)] w. r. t x

S. T. c0 (x, y(x, y)) ≥ 0
ci (x0 , xi , yi (x0 , xi , y )) ≥ 0 for i = 1, , , , N
Eq. 12.7
The MDF architecture XDSM is shown in Figure 12.8. Typically, a fixed point iteration, such as the
block Gauss–Seidel iteration shown in Figure 12.8, is used to converge the multidisciplinary analysis
(MDA), where each discipline is solved in turn. This is usually an approach that exhibits slow
convergence rates. Re-ordering the sequence of disciplines can improve the convergence rate of
Gauss–Seidel714, but even better convergence rates can be achieved through the use of Newton-based
Figure 12.8 Diagram for the MDF Architecture with a Gauss–Seidel Multidisciplinary Analysis
(Courtesy of Martins & Lambe)
712 Alexandrov, N. M. and Lewis, R. M., “Analytical and Computational Aspects of Collaborative Optimization for
Multidisciplinary Design,” AIAA Journal, Vol. 40, No. 2, 2002, pp. 301–309.
713 Balling, R. J. and Sobieszczanski-Sobieski, J., “Optimization of Coupled Systems: A Critical Overview of
Approaches,” AIAA Journal, Vol. 34, No. 1, 1996, pp. 6–17.

714 Bloebaum, C., “Coupling strength-based system reduction for complex engineering design,” Structural
Optimization, Vol. 10, 1995, pp. 113–121.

407
methods715 . Note that due to the sequential nature of the Gauss–Seidel iteration, we cannot evaluate
the disciplines in parallel and cannot apply our convention for compacting the XDSM. Using a
different MDA method results in a different XDS An obvious advantage of MDF over the other
monolithic architectures is that the optimization problem is as small as it can be for a monolithic
architecture, since only the design variables and design constraints are under the direct control of
the optimizer. Another benefit is that MDF always returns a fully consistent system design, even if
the optimization process is terminated early. This is advantageous in an engineering design context
if time is limited and we are not as concerned with finding a mathematically optimal design as with
finding an improved design. Note, however, that design constraint satisfaction is not guaranteed if
the optimization is terminated early; that depends on whether the optimization algorithm maintains
a feasible design point or not. In particular, methods of feasible directions require and maintain a
feasible design point while many robust sequential quadratic programming and interior point
methods do not.
The main disadvantage of MDF is that a consistent set of coupling variables must be computed and
returned to the optimizer every time the objective and constraint functions are re-evaluated. In other
words, the architecture requires a full MDA to be performed for every optimizer iteration. Instead of
simply running each individual discipline analysis once per optimizer iteration, as we do in IDF, we
need to run every discipline analysis multiple times until a consistent set of coupling variables is
found. This task requires its own specialized iterative procedure outside of the optimization.
Developing an MDA procedure can be time consuming if one is not already in place. Gradient
calculations are also much more difficult for MDF than for IDF. Just as the gradient information in IDF
must be discipline-feasible, the gradient information under MDF must be feasible with respect to all
disciplines. Fortunately, research in the sensitivity of coupled systems is fairly mature, and semi-
Figure 12.9 Example of Aero-Structure Coupled Optimization (Courtesy of Martins)
715Kennedy, G. J. and Martins, J. R. R. A., “Parallel Solution Methods for Aero structural Analysis and Design
Optimization,” Proceedings of the 13th AIAA/ISSMO Multidisciplinary Analysis Optimization Conference”, Fort
Worth, TX, September 2010, AIAA 2010-9308.
408
analytic methods are available to drastically reduce the cost of this step by eliminating finite
differencing over the full MDA. There is also some preliminary work towards automating the
implementation of these coupled sensitivity methods. The required partial derivatives can be
obtained using any of the methods described in Section C for the individual disciplines in IDF. As an
example of multidisciplinary feasible (MDF) method, consider the fluid/solid coupling of an aero-
structural problem expatriate in Figure 12.9, [Martins]716. It was argued that this would be superior
to Sequential Optimization with final result always being an elliptic lift distribution.
12.5.3.4 Distributed Architectures (Multi-Level Optimizer)

Thus far, we have focused our discussion on monolithic MDO architectures: those that form and solve
a single optimization problem. Many more architectures have been developed that decompose this
single optimization problem into a set of smaller optimization problems, or sub problems, that have
the same solution when reassembled. These are the distributed MDO architectures. Before reviewing
and classifying the distributed architectures, we discuss the motivation of MDO researchers in
developing this new class of MDO architectures. Early in the history of optimization, the motivation
for decomposition methods was to exploit the structure of the problem to reduce solution time. Many
large optimization problems, such as network flow problems and resource allocation problems,
exhibit such special structure. To better understand decomposition, consider the following problem:
Minimize ∑ fi (xi ) w. r. t x1 , , , x𝑁
i=1
S. T. c0 (x1 , , , , x𝑁 ) ≤ 0 x1 , , , x𝑁
c1 (x1 ) ≤ 0 , , , , , , c𝑁 (x𝑁 ) ≤ 0
Eq. 12.8
In this problem, there are no shared design variables, x0, and the objective function is separable, i.e.
it can be expressed as a sum of functions, each of which depend only on the corresponding local
design variables, xi. On the other hand, the constraints include a set of constraints, c0, that depends
on more than one set of design variables. This problem is referred to as a complicating constraints
problem; if c0 did not exist, we could simply decompose this optimization problem into N
independent problems. Another possibility is that a problem includes shared design variables and a
separable objective function, with no complicating constraints, i.e.,
Minimize ∑ fi (𝑥0 , xi ) w. r. t x0 , x1 , , , x𝑁
i=1
S. T. c1 (x0 , x1 ) ≤ 0 , , , , , c(x0 , xN ) ≤ 0
Eq. 12.9
This is referred to as a problem with complicating variables. In this case, the decomposition would
be straightforward if there were no shared design variables, x0, and we could solve N optimization
problems independently and in parallel. Specialized decomposition methods were developed to
reintroduce the complicating variables or constraints into these problems with only small increases
in time and cost relative to the N independent problems. Examples of these methods include
[Dantzig–Wolfe] decomposition and Benders decomposition for Problems (5) and (6), respectively.
However, these decomposition methods were designed to work with the simplex algorithm on linear
716Joaquim R. R. A. Martins, “Multidisciplinary Design Optimization”, 7th International Fab Lab Forum and
Symposium on Digital Fabrication Lima, Peru, 2011, (Remote presentation).
409
programming problems. In the simplex algorithm, the active set changes only by one constraint at a
time so decomposition is the only way to exploit the special problem structure. However, algorithms
for nonlinear optimization that are based on Newton’s method, such as sequential quadratic
programming and interior point methods, may also use specialized matrix factorization techniques
to exploit sparsity structures in the problem.
While nonlinear decomposition algorithms were later developed, to the best of our knowledge, no
performance comparisons have been made between these decomposition algorithms and Newton-
like algorithms employing sparse matrix factorization. Intuition suggests that the latter should be
faster due to the ability of Newton methods to exploit second-order problem information. Thus, while
decomposition methods do exist for nonlinear problems, problem structure is not the primary
motivation for their development. The primary motivation for decomposing the MDO problem comes
from the structure of the engineering design environment. Typical industrial practice involves
breaking up the design of a large system and distributing aspects of that design to specific
engineering groups. These groups may be geographically distributed and may only communicate
infrequently. More importantly, however, these groups typically like to retain control of their own
design procedures and make use of in-house expertise, rather than simply passing on discipline
analysis results to a central design authority . Decomposition through distributed architectures allow
individual design groups to work in isolation, controlling their own sets of design variables, while
periodically updating information from other groups to improve their aspect of the overall design.
This approach to solving the problem conforms more closely with current industrial design practice
than the approach of the monolithic architectures. The structure of disciplinary design groups
working in isolation has a profound effect on the timing of each discipline analysis evaluation. In a
monolithic architecture, all discipline analysis programs are run exactly the same number of times,
based on requests from the optimizer or MDA program. In the context of parallel computing, this
approach can be thought of as a synchronous algorithm. In instances where some analyses or
optimizations are much more expensive than others, such as the case of multi fidelity optimization,
the performance suffers because the processors performing the inexpensive analyses and
optimizations experience long periods of inactivity while waiting to update their available
information. In the language of parallel computing, the computation is said to exhibit poor load
balancing. Another example of this case is aero structural optimization, in which a nonlinear
aerodynamics solver may require an order of magnitude more time to run than a linear structural
solver. By decomposing the optimization problem, the processor workloads may be balanced by
allowing disciplinary analyses with lower computational cost to perform more optimization on their
own. Those disciplines with less demanding optimizations may also be allowed to make more
progress before updating nonlocal information. In other words, the whole design process occurs not
only in parallel but also asynchronously. While the asynchronous design process may result in more
total computational effort, the intrinsically parallel nature of architecture allows much of the work
to proceed concurrently, reducing the wall clock time of the optimization.
12.5.3.4.1 Classification and Literature Survey

We now introduce a new approach to classifying MDO architectures. Some of the previous
classifications of MDO architectures were based on observations of which constraints were available
to the optimizer to control717,718. [Alexandrov and Lewis]719 used the term “closed” to denote when
a set of constraints cannot be satisfied by explicit action of the optimizer, and “open” otherwise. For
717 Balling, R. J. and Sobieszczanski-Sobieski, J., “Optimization of Coupled Systems: A Critical Overview of
Approaches,” AIAA Journal, Vol. 34, No. 1, 1996, pp. 6–17.
718 Alexandrov, N. M. and Lewis, R. M., “Comparative Properties of Collaborative Optimization and Other
Approaches to MDO,” 1st ASMO UK/ISSMO Conference on Engineering Design Optimization, 1999.
719 See Previous.
410
example, the MDF architecture is closed with respect to both analysis and consistency constraints,
because their satisfaction is determined through the process of converging the MDA. Similarly, IDF is
closed analysis but open consistency since the consistency constraints can be satisfied by the
optimizer adjusting the coupling targets and design variables. [Tosserams et al. ]720 expanded on this
classification scheme by discussing whether or not distributed architectures used open or closed
local design constraints in the system sub problem. Closure of the constraints is an important
consideration when selecting an architecture because most robust optimization software will permit
the exploration of infeasible regions of the design space. Such exploration can result in faster
solutions via fewer optimizer iterations but this must be weighed against the increased optimization
problem size and the risk of terminating the optimization at an infeasible point.
The central idea in our classification is that distributed MDO architectures can be classified based on
their monolithic analogues: either MDF, IDF, or SAND. This stems from the different approaches to
handling the state and coupling variables in the monolithic architectures. It is similar to the previous
classifications in that an equality constraint must be removed from the optimization problem i.e.,
closed for every variable removed from the problem statement. However, using a classification based
on the monolithic architectures makes it much easier to see the connections between distributed
architectures, even when these architectures are developed in isolation from each other. In many
cases, the problem formulations in the distributed architecture can be derived directly from that of
the monolithic architecture by adding certain elements to the problem, by making certain
assumptions, and by applying a specific decomposition scheme. This classification can also be viewed
as a framework in which we can develop new distributed architectures, since the starting point for a
distributed architecture is always a monolithic architecture. This classification of architectures is
represented in Figure 12.10.
Figure 12.10 Classification of the MDO Architectures
Known relationships between the architectures are shown by arrows. Due to the large number of
adaptations created for some distributed architectures, such as the introduction of surrogate models
and variations to solve multi objective problems, we have only included the “core” architectures in
our diagram. Details on the available variations for each distributed architecture are presented in the
720 Tosserams, S., Etman, L. F. P., and Rooda, J. E., “A Classification of Methods for Distributed System Optimization
based on Formulation Structure,” Structural and Multidisciplinary Optimization, Vol. 39, No. 5, 2009.
411
relevant sections. Note that none of the distributed architectures developed to date have been
considered analogues of SAND. As discussed in Section III, the desire to use independent “black-box”
computer codes for the disciplinary analyses necessarily excluded consideration of the SAND
problem formulation as a starting point. Nevertheless, the techniques used to derive distributed
architectures from IDF and MDF may also be useful when using SAND as a foundation.
Our classification scheme does not distinguish between the different solution techniques for the
distributed optimization problems. For example, we have not focused on the order in which the
distributed problems are solved. Coordination schemes are partially addressed in the Distributed IDF
group, where we have classified the architectures as either “penalty” or “multilevel”, based on
whether penalty functions or a problem hierarchy is used in the coordination. This grouping follows
from the work of [de Wit and van Keulen]721. One area that is not well explored in MDO is the use of
hybrid architectures. By hybrid, we mean an architecture that incorporates elements of two or more
other architectures in such a way that different disciplinary analyses or optimizations are treated
differently. For example, a hybrid monolithic architecture could be created from MDF and IDF by
resolving the coupling of some disciplines within an MDA, while the remaining coupling variables are
resolved through constraints. Some ideas for hybrid architectures have been proposed by [Marriage
and Martins]722 and [Geethaikrishnan et al.]723. Such architectures could be especially useful in
specific applications where the coupling characteristics vary widely among the disciplines. However,
general rules need to be developed to say under what conditions the use of certain architectures is
advantageous. As we note in Section V, much work remains in this area.
In the following sections, we introduce the distributed architectures for MDO. We prefer to use the
term “distributed” as opposed to “hierarchical” or “multilevel” because these architectures do not
necessarily create a hierarchy of problems to solve. In some cases, it is better to think of all
optimization problems as being on the same level. Furthermore, neither the systems being designed
nor the design team organization need to be hierarchical in nature for these architectures to be
applicable. Our focus here is to provide a unified description of these architectures and explain some
advantages and disadvantages of each. Along the way, we will point out variations and applications
of each architecture that can be found in the literature. We also aim to review the state-of-the-art in
architectures, since the most recent detailed architecture survey in the literature dates back from
more than a decade ago. More recent surveys, such as that of [Agte et al.]724, discuss MDO more
generally without detailing the architectures themselves.
12.5.3.4.2 Concurrent Subspace Optimization (CSSO)

CSSO is one of the oldest distributed architectures for large-scale MDO problems. The original
721 de Wit, A. J. and van Keulen, F., “Overview of Methods for Multi-Level and/or Multi-Disciplinary Optimization,”
51st AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference, No. April,
Orlando, FL, April 2010.
722 Marriage, C. J. and Martins, J. R. R. A., “Reconfigurable Semi-Analytic Sensitivity Methods and MDO
Architectures within the _MDO Framework,” Proceedings of the 12th AIAA/ISSMO Multidisciplinary Analysis and
Optimization Conference, Victoria, BC, Canada, Sept. 2008.
723 Geethaikrishnan, C., Mujumdar, P. M., Sudhakar, K., and Adimurthy, V., “A Hybrid MDO Architecture for Launch
Vehicle Conceptual Design,” 51st AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials
Conference, No. April, Orlando, FL, April 2010.
724 Agte, J., de Weck, O., Sobieszczanski-Sobieski, J., Arendsen, P., Morris, A., and Spieck, M., “MDO: Assessment
and Direction for Advancement - an Opinion of One International Group,” Structural and Multidisciplinary
Optimization, Vol. 40, 2010, pp. 17–33.
412
formulation725-726 decomposes the system problem into independent sub problems with disjoint sets
of variables. Global sensitivity information is calculated at each iteration to give each sub problem a
linear approximation to a multidisciplinary analysis, improving the convergence behavior. At the
system level, a coordination problem is solved to recomputed the “responsibility”, “tradeoff”, and
“switch” coefficients assigned to each discipline to provide information on design variable
preferences for nonlocal constraint satisfaction. Using these coefficients gives each discipline a
certain degree of autonomy within the system as a whole.
Several variations of this architecture have been developed to incorporate meta models and higher
order information sharing among the disciplines. More recently, the architecture has also been
adapted to solve multi objective problems. [Parashar and Bloebaum]727 extended a multi objective
CSSO formulation to handle robust design optimization problems. An application of the architecture
to the design of high-temperature aircraft engine components is presented by [Tappeta et al.]728. The
version we consider here, due to [Sellar et al.]729, uses met model representations of each disciplinary
analysis to efficiently model multidisciplinary interactions. Using our unified notation, the CSSO
system sub problem is given by
Minimize f0 = [x, ỹ(x, ỹ)] w. r. t x

S. T. c0 (x, ỹ(x, ỹ)) ≥ 0
c𝑖 (x0 , x𝑖 , ỹ𝑖 (x0 , x𝑖 , ỹ𝑗≠𝑖 )) ≥ 0 for i = 1, , , , , N
Eq. 12.10
and the discipline i sub-problem is given by
Minimize f0 = [x𝑖 , y𝑖 (x, ỹ𝑗≠𝑖 ), ỹ𝑗≠𝑖 ] w. r. t x0 , x𝑖

S. T. c0 (x, ỹ(x, ỹ)) ≥ 0
c𝑖 (x0 , x𝑖 , ỹ𝑖 (x0 , x𝑖 , ỹ𝑗≠𝑖 )) ≥ 0 for i = 1, , , , , N
cj (x0 , ỹj (x0 , ỹ)) ≥ 0 for i = 1, , , , , N
Eq. 12.11
The CSSO architecture is depicted in Figure 12.11 and the corresponding steps are listed in
Algorithm 2. A potential pitfall of this architecture is the necessity of including all design variables
in the system sub problem. For industrial scale design problems, this may not always be possible or
practical. There have been some benchmarks comparing CSSO with other MDO architectures. [Perez
725 Sobieszczanski-Sobieski, J., “Optimization by Decomposition: a Step from Hierarchic to Non-Hierarchic

Systems,” Tech. Rep. September, NASA Langley Research Center, Hampton, VA, 1988.
726 Bloebaum, C. L., Hajela, P., and Sobieszczanski-Sobieski, J., “Non-Hierarchic System Decomposition in
Structural Optimization,” Engineering Optimization, Vol. 19, No. 3, 1992, pp. 171–186.
727 Parashar, S. and Bloebaum, C. L., “Robust Multi-Objective Genetic Algorithm Concurrent Subspace Optimization
(RMOGACSSO) for Multidisciplinary Design,” 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization
Conference, Sept. 2006.
728 Tappeta, R. V., Nagendra, S., and Renaud, J. E., “A Multidisciplinary Design Optimization Approach for High
Temperature Aircraft Engine Components,” Structural Optimization, Vol. 18, No. 2-3, Oct. 1999, pp. 134–145.
729 Sellar, R. S., Batill, S. M., and Renaud, J. E., “Response Surface Based, Concurrent Subspace Optimization for
Multidisciplinary System Design,” 34th AIAA Aerospace Sciences and Meeting Exhibit, 1996.
413
et al.]730, and [Tedford and Martins]731 all show CSSO requiring many more analysis calls than other
Algorithm 2 CSSO
Input: Initial design variables x
Output: Optimal variables x*, objective function f *, and constraint values c*
0: Initiate main CSSO iteration
repeat
1: Initiate a design of experiments (DOE) to generate design points
for Each DOE point do
2: Initiate an MDA that uses exact disciplinary information
repeat
3: Evaluate discipline analyses
4: Update coupling variables y
until 4 ⇒ 3: MDA has converged
5: Update the disciplinary meta models with the latest design
end for 6 ⇒ 2
7: Initiate independent disciplinary optimizations (in parallel)
for Each discipline i do
repeat
8: Initiate an MDA with exact coupling variables for discipline i and approximate coupling
variables for the other disciplines
repeat
9: Evaluate discipline i outputs yi, and meta models for the other disciplines, y∼ j≠I until 10 ⇒ 9:
MDA has converged
11: Compute objective f and constraint functions c using current data until 12 ⇒ 8: Disciplinary
optimization i has converged
end for
13: Initiate a DOE that uses the sub problem solutions as sample points for Each sub problem
solution i do
14: Initiate an MDA that uses exact disciplinary information
repeat
15: Evaluate discipline analyses.
until 16 ! 15 MDA has converged
17: Update the disciplinary meta models with the newest design
end for 18 ⇒ 14
19: Initiate system-level optimization
repeat
20: Initiate an MDA that uses only meta model information
repeat
21: Evaluate disciplinary meta models
until 22 ⇒21: MDA has converged
23: Compute objective f, and constraint function values c
until 24 ⇒ 20: System level problem has converged
until 25 ⇒ 1: CSSO has converged
730 Perez, R. E., Liu, H. H. T., and Behdinan, K., “Evaluation of Multidisciplinary Optimization Approaches for
Aircraft Conceptual Design,” 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, No.
September, Albany, NY, Aug. 2004.
731 Tedford, N. P. and Martins, J. R. R. A., “Benchmarking Multidisciplinary Design Optimization Algorithms,”
Optimization and Engineering, Vol. 11, 2010, pp. 159–183.

414
architectures to converge to an optimal design. The results of [de Wit and van Keulen] showed that
CSSO was unable to reach the optimal solution of even a simple minimum-weight two-bar truss
problem. Thus, CSSO seems to be largely ineffective when compared with newer MDO architectures.
Figure 12.11 Diagram for the CSSO Architecture (Courtesy of Martins & Lambe)
12.5.3.4.3 Collaborative Optimization (CO)

In CO, the disciplinary optimization problems are formulated to be independent of each other by
using target values of the coupling and shared design variables732-733. These target values are then
shared with all disciplines during every iteration of the solution procedure. The complete
independence of disciplinary sub problems combined with the simplicity of the data-sharing protocol
makes this architecture attractive for problems with a small amount of shared data. The XDSM for CO
is shown in Figure 12.12. [Braun]734 formulated two versions of the CO architecture: CO1 and CO2.
CO2 is the most frequently used of these two original formulations so it will be the focus of our
discussion. The CO2 system sub problem is given by:
Minimize f0 (x0 , x̂1 , , , , , x̂N , y t ) w. r. t x0 , x̂1 , , , , , , , x̂ N , y t

S, T. c0 (x0 , x̂1 , , , , , x̂N , y t ) ≥ 0
2
Ji∗ = ‖x̂0i − x̂0 ‖22 + ‖x̂i − x̂i ‖22 + ‖yit − y(x̂0i , xi , yj≠i t
‖ = 0 for i = 0, , , , , , , N
2
Eq. 12.12
where ^x0i are copies of the global design variables passed to discipline i and ^xi are copies of the
local design variables passed to the system sub problem. Note that copies of the local design variables
732 Braun, R. D., “Collaborative Optimization: An Architecture for Large-Scale Distributed Design”, Ph.D. thesis,
Stanford University, Stanford, CA 94305, 1996.
733 Braun, R. D., Gage, P., Kroo, I. M., and Sobieski, I. P., “Implementation and Performance Issues in Collaborative
Optimization,” 6th AIAA, NASA, and ISSMO Symposium on Multidisciplinary Analysis and Optimization, 1996.
734 Braun, R. D., Collaborative Optimization: An Architecture for Large-Scale Distributed Design, Ph.D. thesis,
Stanford University, Stanford, CA 94305, 1996.

415
are only made if those variables directly influence the objective. Mathematically speaking, that means
∂f0/∂xi ≠ 0. In CO1, the quadratic equality constraints are replaced with linear equality constraints
for each target-response pair. In either case, post-optimality sensitivity analysis, i.e. computing
derivatives with respect to an optimized function, is required to evaluate the derivatives of the
consistency constraints J*i . The discipline i sub-problem in both CO1 and CO2 is minimize
𝑡
Minimize Ji [x̂0i , xi , y𝑖 (x̂0𝑖 , x𝑖 , 𝑦𝑗≠𝑖 )] w. r. t x̂0i , x𝑖
𝑡
S, T. [x̂0i , xi , y𝑖 (x̂0𝑖 , x𝑖 , 𝑦𝑗≠𝑖 )] ≥ 0
Eq. 12.13
Thus the system-level problem is responsible for minimizing the design objective, while the
discipline level problems minimize system inconsistency. [Braun] showed that the CO problem
statement is mathematically equivalent to the IDF problem statement (3) and, therefore, equivalent
to the original MDO problem (1) as well. CO is depicted in Figure 12.12 and the corresponding
procedure is detailed in Algorithm 3.
Figure 12.12 Diagram for the CO Architecture (Courtesy of Martins & Lambe)
In spite of the organizational advantage of having fully separate disciplinary sub problems, CO has
major weaknesses in the mathematical formulation that lead to poor performance in practice. In
particular, the system problem in CO1 has more equality constraints than variables, so if the system
cannot be made fully consistent, the system sub problem is infeasible. This can also happen in CO2,
but it is not the most problematic issue. The most significant difficulty with CO2 is that the constraint
gradients of the system problem at an optimal solution are all zero vectors. This represents a
breakdown in the constraint qualification of the Karush–Kuhn–Tucker optimality conditions, which
slows down convergence for most gradient-based optimization software. In the worst case, the CO2
formulation may not converge at all. These difficulties with the original formulations of CO have
inspired several researchers to develop modifications to improve the behavior of the architecture. In
416
a few cases, problems have been solved with CO and a gradient-free optimizer, such as a genetic
algorithm, or a gradient-based optimizer that does not use the Lagrange multipliers in the
termination condition to handle the troublesome constraints. While such approaches do avoid the
obvious problems with CO, they bring other issues. Gradient-free optimizers are computationally
expensive and can become the bottleneck within the CO architecture.
Gradient-based optimizers that do not terminate based on Lagrange multiplier values, such as
feasible direction methods, often fail in nonconvex feasible regions. As pointed out by [DeMiguel]735,
the CO system sub problem is set-constrained, i.e., nonconvex, because of the need to satisfy
optimality in the disciplinary sub problems. The approach taken by [DeMiguel and Murray] to fix the
problems with CO is to relax the troublesome constraints using an L1 exact penalty function with a
fixed penalty parameter value and add elastic variables to preserve the smoothness of the problem.
This revised approach is called Modified Collaborative Optimization (MCO). This approach satisfies
the requirement of mathematical rigor, as algorithms using the penalty function formulation are
known to converge to an optimal solution under mild assumptions. However, the test results of
[Brown and Olds] show strange behavior in a practical design problem. In particular, they observed
that for values of the penalty parameter above a threshold value, the problem could not improve the
initial design point. Below a lower threshold value, the architecture showed very poor convergence.
Finally, a penalty parameter could not be found which produced a final design close to those
computed by other architectures. In light of these findings, the authors rejected MCO from further
testing.
Another idea, proposed by [Sobieski and Kroo], uses surrogate models, also known as meta models,
to approximate the post-optimality behavior of the disciplinary sub-problems in the system sub-
problem. This both eliminates the post-optimality sensitivity calculation and improves the treatment
of the consistency constraints. While the approach does seem to be effective for the problems they
solve, to our knowledge, it has not been adopted by any other researchers to date. The simplest and
most effective known fix for the difficulties of CO involves relaxing the system sub problem equality
constraints to inequalities with a relaxation tolerance, which was originally proposed by [Braun et
al.]. This approach was also successful in other test problems, where the choice of tolerance is a small
fixed number, usually 10􀀀6. The effectiveness of this approach stems from the fact that a positive
inconsistency value causes the gradient of the constraint to be nonzero if the constraint is active,
eliminating the constraint qualification issue. Nonzero inconsistency is not an issue in a practical
design setting provided the inconsistency is small enough such that other errors in the computational
model dominate at the final solution. [Li et al.] build on this approach by adaptively choosing the
tolerance during the solution procedure so that the system-level problem remains feasible at each
iteration. This approach appears to work when applied to the test problems but has yet to be verified
on larger test problems.
Despite the numerical issues, CO has been widely implemented on a number of MDO problems. Most
of applications are in the design of aerospace systems. Examples include the design of launch vehicles
, rocket engines, satellite constellations, flight trajectories , flight control systems, preliminary design
of complete aircraft, and aircraft family design. Outside aerospace engineering, CO has been applied
to problems involving automobile engines, bridge design, railway cars, and even the design of a
scanning optical microscope.
735 DeMiguel, A.-V. and Murray, W., “An Analysis of Collaborative Optimization Methods,” 8th
AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis & Optimization, Long Beach, CA, 2000.
417
12.5.3.4.4 Enhanced Collaborative Optimization (ECO)

The most recent version of CO Enhanced Collaborative Optimization (ECO) was developed by [Roth
and Kroo]736. Figure 12.13 shows the XDSM corresponding to this architecture. The problem
formulation of ECO, while still being derived from the same basic problem as the original CO
architecture, is radically different and therefore deserves additional attention. In a sense, the roles of
the system and discipline optimization have been reversed in ECO when compared to CO. In ECO the
system sub problem minimizes system infeasibility, while the disciplinary sub problems minimize
the system objective. The system sub problem is
2 N
2
Minimize J0 = ∑‖x̂0i − x0 ‖22 + ‖yit − y(x̂0i , xi , yj≠i
t
‖ w. r. t x0 , y t
2
2 i=1
Eq. 12.14
Note that this sub-problem is unconstrained. Also, unlike CO, post-optimality sensitivities are not
required by the system sub-problem because the disciplinary responses are treated as parameters.
The system sub-problem chooses the shared design variables by averaging all disciplinary
preferences. The ith disciplinary sub problem is where wCi and wFi are penalty weights for the
consistency and nonlocal design constraints, and s is a local set of elastic variables for the constraint
models. The wFi penalty weights are chosen to be larger than the largest Lagrange multiplier, while
the wCi weights are chosen to guide the optimization toward a consistent solution. Theoretically,
each wCi must be driven to infinity to enforce consistency exactly. However, smaller finite values are
used in practice to both provide an acceptable level of consistency and explore infeasible regions of
Figure 12.13 XDSM for the ECO Architecture (Courtesy of Martins & Lambe)
736Roth, B. D., Aircraft Family Design using Enhanced Collaborative Optimization, PHD thesis, Stanford
University, 2008.
418
the design space. The main new idea introduced in ECO is to include linear models of nonlocal
constraints, represented by ~ci≠i, and a quadratic model of the system objective function in each
disciplinary sub problem, represented by ~ f0. This is meant to increase each discipline’s “awareness”
of their influence on other disciplines and the global objective as a whole. The construction of the
constraint models deserves special attention because it strongly affects the structure of Figure
12.13. The constraint models for each discipline are constructed by first solving the optimization
Algorithm 4 - Enhanced Collaborative Optimization (ECO)

Input: Initial design variables x
Output: Optimal variables x*, objective function f*, and constraint values c*
0: Initiate ECO iteration
repeat
for Each discipline i do
1: Create linear constraint model
2: Initiate disciplinary sub-problem optimization
repeat
3: Interrogate nonlocal constraint models with local copies of shared variables
3.0: Evaluate disciplinary analysis
3.1: Compute disciplinary sub-problem objective and constraints
4: Compute new disciplinary sub-problem design point and Ji until 4 ⇒ 3: Disciplinary
optimization sub-problem has converged
end for
5: Initiate system optimization
repeat
6: Compute J0
7: Compute updated values of x0 and yt.
until 7 ⇒ 6: System optimization has converged
until 8 ⇒ 1: The J0 is below specified tolerance
problem that minimizes the constraint violation with respect to local elastic and design variables.
(Note that shared design variables and coupling targets are treated as parameters). A post-optimality
sensitivity analysis is then completed to determine the change in the optimized local design variables
with respect to the change in shared design variables. Combining these post-optimality derivatives
with the appropriate partial derivatives yields the linear constraint models. The optimized local
Eq. 12.15
419
design variables and elastic variables from Problem (13) are then used as part of the initial data for
Problem (12). The full algorithm for ECO is listed in Algorithm 4.
Based on the Roth’s results , ECO is effective in reducing the number of discipline analyses compared
to CO. The trade-off is in the additional time required to build and update the models for each
discipline, weighed against the simplified solution to the decomposed optimization problems. The
results also show that ECO compares favorably with the Analytical Target Cascading architecture
(wh. While ECO seems to be effective, CO tends to be an inefficient architecture for solving MDO
problems. Without any of the fixes discussed in this section, the architecture always requires a
disproportionately large number of function and discipline evaluations, assuming it converges at all.
When the system-level equality constraints are relaxed, the results from CO are more competitive
with other distributed architectures but still compare poorly with the results of monolithic
architectures.
12.5.3.4.5 Bi-level Integrated System Synthesis (BLISS)

The BLISS architecture737, like CSSO, is a method for decomposing the MDF problem along
disciplinary lines. Unlike CSSO, however, BLISS assigns local design variables to disciplinary sub
problems and shared design variables to the system sub problem. The basic approach of the
architecture is to form a path in the design space using a series of linear approximations to the
original design problem, with user-defined bounds on the design variable steps, to prevent the design
point from moving so far away that the approximations are too inaccurate. This is an idea similar to
that of trust-region methods. These approximation are constructed at each iteration using global
sensitivity information. The system level sub-problem and for further information, readers should
consult the [Martins & Lambe ]738.
Eq. 12.16
12.5.3.4.6 Analytical Target Cascading (ATC)

The ATC architecture was not initially developed as an MDO architecture, but as a method to
propagate system targets; i.e., requirements or desirable properties through a hierarchical system to
achieve a feasible system design satisfying these targets. If the system targets were unattainable, the
ATC architecture would return a design point minimizing the unattainability. Effectively, then, the
ATC architecture is no different from an MDO architecture with a system objective of minimizing the
squared difference between a set of system targets and model responses. By simply changing the
objective function, we can solve general MDO problems using ATC. The ATC problem formulation
737 Sobieszczanski-Sobieski, J., Agte, J. S., and Sandusky Jr, R. R., “Bilevel Integrated System Synthesis,” AIAA
Journal, Vol. 38, No. 1, Jan. 2000, pp. 164–172.
738 Joaquim R. R. A. Martins and Andrew B. Lambe, “Multidisciplinary Design Optimization: Survey of
Architectures”, AIAA Journal, 2013.

420
that we present here is due to [Tosserams et al.]739. This formulation conforms to our definition of
an MDO problem by explicitly including system wide objective and constraint functions. Like all other
ATC problem formulations, it is mathematically equivalent to Problem (1).
12.5.3.4.7 Exact and Inexact Penalty Decomposition (EPD and IPD)

If there are no system-wide constraints or objectives, i.e., if neither f0 and c0 exist, the Exact or Inexact
Penalty Decompositions (EPD or IPD) may be employed. Both formulations rely on solving the
disciplinary sub-problem. Both EPD and IPD have mathematically provable convergence under the
linear independence constraint qualification and with mild assumptions on the update strategy for
the penalty weights. In particular, the penalty weight in IPD must monotonically increase until the
inconsistency is sufficiently small, similar to other quadratic penalty methods. For EPD, the penalty
weight must be larger than the largest Lagrange multiplier, following established theory of the L1
penalty function, while the barrier parameter must monotonically decrease like in an interior point
method. If other penalty functions are employed, the parameter values are selected and updated
according to the corresponding mathematical theory. Furthermore, under these conditions, the
solution obtained under EPD and IPD will also be a solution to Problem (1). Only once in the literature
has either penalty decomposition architecture been tested against any others. The results of
[Tosserams et al.] suggest that performance depends on the choice of penalty function employed. A
comparison between IPD with a quadratic penalty function and IPD with an augmented Lagrangian
penalty function showed that the latter significantly outperformed the former in terms of both time
and number of function evaluations on several test problems.
12.5.3.4.8 MDO of Independent Subspaces (MDOIS)

If the problem contains no system-wide constraints or objectives, i.e., if neither f0 and c0 exist, and
the problem does not include shared design variables, i.e., if x0 does not exist, then the MDO of
independent subspaces (MDOIS) architecture applies. In this case, the discipline sub-problems are
fully separable (aside from the coupled state variables). In this case, the targets are just local copies
of system state information. Upon solution of the disciplinary problems, which can access the output
of individual disciplinary analysis codes, a full multidisciplinary analysis is completed to update all
target values. Thus, rather than a system sub-problem used by other architectures, the MDA is used
to guide the disciplinary sub-problems to a design solution. [Shin and Park] show that under the
given problem assumptions an optimal design is found using this architecture.
12.5.3.4.9 Quasi-Separable Decomposition (QSD)

[Haftka and Watson]740 developed the QSD architecture to solve quasi-separable optimization
problems. In a quasi-separable problem, the system objective and constraint functions are assumed
to be dependent only on global variables (i.e., the shared design and coupling variables). This type of
problem may be thought of as identical to the complicating variables problems discussed in Section
A. In our experience, we have not come across any practical design problems that do not satisfy this
property. However, if required by the problem, we can easily transform the general MDO problem
(1) into a quasi-separable problem. This is accomplished by duplicating the relevant local variables,
and forcing the global objective to depend on the target copies of local variables. (The process is
analogous to adapting the general MDO problem to the original Collaborative Optimization
architecture.) The resulting quasi-separable problem and decomposition is mathematically
equivalent to the original problem. We also note that [Haftka and Watson] have extended the theory
behind QSD to solve problems with a combination of discrete and continuous variables. [Liu et al.]
739 Tosserams, S., Etman, L. F. P., and Rooda, J. E., “Augmented fLagrangiang Coordination for Distributed Optimal
Design in fMDOg,” International Journal for Numerical Methods in Engineering, Vol. 73, 2008, pp. 1885–1910.
740 Haftka, R. T. and Watson, L. T., “Multidisciplinary Design Optimization with Quasi-separable Subsystems,”
Optimization and Engineering, Vol. 6, 2005, pp. 9–20.

421
successfully applied QSD with surrogate models to a structural optimization problem. However, they
made no comparison of the performance to other architectures, not even QSD without the surrogates.
A version of QSD without surrogate models was benchmarked by [de Wit and van Keulen].
Unfortunately, this architecture was the worst of all the architectures tested in terms of disciplinary
evaluations. A version of QSD using surrogate models should yield improved performance, due to the
smoothness introduced by the model, but this version has not been benchmarked to our knowledge.
12.5.3.4.10 Asymmetric Subspace Optimization (ASO)

The ASO architecture741 is a new distributed-MDF architecture. It was motivated by the case of high-
fidelity aero-structural optimization, where the aerodynamic analysis typically requires an order of
magnitude more time to complete than the structural analysis. To reduce the number of expensive
aerodynamic analyses, the structural analysis is coupled with a structural optimization inside the
MDA. This idea can be readily generalized to any problem where there is a wide discrepancy between
discipline analysis times.
12.6 Approaches to MDO for Turbomachinery Engine Applications

A significant amount of MDO research has been conducted in the field of turbomachinery design. A
number of reports have been published presenting the development of optimization environments,
optimization methods, and procedures for turbine engine design742. Particular aspects of
multidisciplinary optimization for different turbomachinery design stages are investigated by
[Dornberger et al.]743. We describing the ongoing work related to the development and
implementation of a MDO environment with a focus on its application to the conceptual design of the
gas turbine engine. The effective introduction of MDO at the conceptual and preliminary design
stage depends on adopting the appropriate strategy. Other requirements include adequate
information infrastructure and robust design-oriented analysis tools. The use of high fidelity analyses
has always been part of the detailed levels of design. The benefits of effective inclusion of high fidelity
data into the design optimization process at the conceptual stage have been investigated in744.
12.6.1 Overall Design Process

Every design must be grounded in sound physical principles that are grouped into categories named
disciplines745. Figure 12.14 illustrates the hierarchical breakdown of an engine into different
engineering disciplines that govern the design of major engine components that, in turn, combine to
make the final product. The process of engine design starts at the aircraft level. An engine is a system
that seamlessly integrates into the larger system of an aircraft. Engine design is a top down procedure
in which two processes, design and manufacturing, start and proceed from opposite ends of the
system configuration. The design process starts at the overall system level and gradually moves down
to the component level. The manufacturing process proceeds in the opposite direction. Traditionally,
the design of the gas turbine engine follows three major phases: Conceptual Design, Preliminary
Design, and Detailed Design that involves designing for manufacturing and assembly. Here, the
application of MDO methodology to the conceptual stage of the design cycle will be referred to as
741 Chittick, I. R. and Martins, J. R. R. A., “An Asymmetric Sub-optimization Approach to Aero-structural
Optimization,” Optimization and Engineering, Vol. 10, No. 1, March 2009, pp. 133–152.
742 Y. Panchenko, H. Moustapha, S. Mah, K. Patel, M.J. Dowhan, D. Hall, “Preliminary Multi-Disciplinary
Optimization in Turbomachinery Design”, ADA415759.

743 Dornberger, R., Buch, D. and Stoll, P., "Multidisciplinary in Turbomachinery Design", Presented at the
European Congress on Computational Methods in Applied Sciences and Engineering, September 11-14, 2000.
744 Lytle, J.K., "The Numerical Propulsion System Simulation: A Multidisciplinary Design System for Aerospace
Vehicles", ISABE paper No. ISABE 99-7111, 1999.

745 Ryan, R., Blair, J., Townsend, J. and Verderaime, V., "Working on the Boundaries: Philosophies and Practices of
the Design Process", NASA Technical Paper 3642, July 1996.

422
Preliminary Multi-Disciplinary Design Optimization (PMDO). The aim is to explore the conceptual
phase of the design process which involves the exploration of different concepts that satisfy engine
design specifications and requirements. The interaction that takes place among the disciplines is a
series of feedback loops and trades between conflicting requirements imposed on the system.
12.6.2 Single Discipline Optimization

Optimization with a single tool has been investigated for two cases: axial compressor gas paths and
turbine gas paths. In each of these cases, the tool has been linked with an optimizer and successful
optimization runs have been accomplished. The purpose of the single discipline investigations was
to:
• Become familiar with the characteristics of various optimization methods
• Determine the best optimization methods for each tool
• Ensure that the selected tools are robust enough for use in optimization
• Explore the effect of alternate sets of optimization variables on convergence and robustness
of the solution
The optimizer used is iSIGHT©, developed by Engineous Software746. The iSIGHT software is a generic
shell environment that supports multidisciplinary optimization. The shell represents and manages
multiple elements of a particular design problem in conjunction with the integration of one or more
simulation programs. In essence, iSIGHT automates the execution of the different codes (in-house or
Figure 12.14 Product, Components and the Supporting Disciplines
746 iSIGHT V5.5 User's Guide, Engineous Software, Inc.

423
commercial), data exchange and iterative adjustment of the design parameters based on the problem
formulation and a specified optimization plan.
12.6.3 Aerodynamic Design Optimization for Turbomachinery

The gas turbine design is a sequential
and highly iterative process that is
represented by a net of tightly
coupled engineering disciplines as
depicted in Figure 12.15 where a
close-up view of the process that
takes place within the discipline of
aerodynamics was also shown. The
aerodynamic characteristics of multi-
stage axial compressors and turbines
are predicted using 1D mean line
programs. Flow prediction in a mean
line program is based on the
calculation of velocity triangles at the
mid-span of the gas path with
empirical models to account for
losses. Further information on mean
line programs and loss models is
available in 747-748. Typical input to a
mean line program includes
geometric parameters and engine
operating conditions. The output
from a mean line program includes a Figure 12.15 Aerodynamic Design Process for
prediction of Mach numbers, pressure Turbomachinery
ratio and efficiency. Simple "layout"
programs are used to predict the aerodynamic characteristics and geometric cross-sections of fans
and centrifugal compressors. These programs are based on simple physics, design rules, and audits
of previous engines. Losses in ducts such as the engine inlet, bypass duct, and inter-compressor ducts
are modeled using either (i) simple correlations with geometric parameters and basic engine
operating conditions as input, or (ii) the numerical solution of one-dimensional flow equations with
calibrated source terms for blockages such as struts. In the traditional design process, these empirical
correlations, "rules of thumb", and calibrated models have been applied manually749.
12.6.4 Case Study - Axial Compressor Gas path Optimization

A three-stage axial compressor optimization case was run at design point using mean line program
with the following optimization variables:
• Shape of the hub and shroud

• Location and corner points of each rotor and stator
747 Raw, J. A. and Weir, G. C., "The Prediction of Off - Design Characteristics of Axial and Axial / centrifugal
Compressors ", SAE Technical Paper Series 800628, April, 1980.
748 Kacker, S.C. and Okapuu, U., “A Mean Line Prediction Method for Axial Flow Turbine Efficiency”, Journal of
Engineering for Power; Vol. 104, Jan. 1982.


424
• Number of airfoils per blade row

• Airfoil angles
Constraints were imposed on the following variables:
• Diffusion factor
• Swirl angle at stator trailing edges
• Exit Mach number
• Ratio of hub to tip radius
• Blade angles
• Pressure ratio
• Choked flow
The objective of the optimization was to maximize efficiency. The optimization was run for
approximately 1000 iterations which took about 1 hour on an HPC-class workstation using a Genetic
Algorithm followed by a Direct Heuristic Search. The number of iterations required to achieve an
optimum seems excessive and several opportunities are being explored to reduce the iteration count:
• alternate optimization strategies, and

• alternate sets of optimization variables based on "physical" quantities.
The iSIGHT optimizer has a suite of explorative and gradient-based optimization methods that can be
applied in any sequence. Different combinations of optimization methods will be investigated in an
attempt to improve the efficiency of the optimization process. The design variables used by the
optimizer are expected to have a significant influence on the robustness and speed of optimization.
In the current axial compressor mean line application, the optimizer alters the gas path shape by
varying the coefficients of splines representing the hub and shroud curves. The dependence of the
compressor pressure ratio and efficiency on the spline coefficients is not direct. An improved set of
"physical" optimization variables has been suggested in which the optimizer varies axial
distributions of mean radius and area. The advantage of this formulation is that area and radius are
"physical" variables that have a direct link to the pressure ratio and efficiency predicted by the mean
line program. This direct link should result in a "cleaner" design space, a reduced number of
iterations to converge to an optimal solution, and improved robustness of the optimization
procedure.
12.6.4.1 Turbine Gas path Optimization

A three-stage turbine optimization case was run with a mean line program in which the optimization
variables included the number of airfoils per blade row, the location and cross-sectional shape of
each blade and vane, and the shape of the hub and shroud. The only constraint on the output
parameters was to keep the Zweifel Coefficient, which is a measure of airfoil loading, constant. The
objective of the optimization was to maximize efficiency and minimize the Degree of Reaction which
represents the proportion of the static temperature drop occurring in the rotor and, also, reduction
in total relative temperature which results in a lower metal temperature for the airfoil. The
optimization plan involved three optimization techniques available in the iSIGHT software: Genetic
Algorithm followed by Hooke-Jeeves Direct Search Method followed by Exterior Penalty technique.
The results of the optimization run were compared with "baseline" results, as shown in Figure
12.16. The baseline results were obtained by a turbine design expert in fraction of a day of. In
contrast, the optimizer took twenty minutes to set up and two hours and twenty minutes to run. The
baseline solutions are shown as dotted lines in the Figure 12.16 and the optimizer solutions as solid
425
lines. The gas path

shape and number
of airfoils per blade
row obtained by the
optimizer were
close to the baseline
results. The
efficiencies were
almost identical
with slightly higher
efficiencies
obtained by the
optimizer. Of most Figure 12.16 Comparison of "Baseline" and "Optimized" Turbine Mean Line
significance is order Results
of magnitude
reduction in human time required to obtain the solution750.
12.6.4.2 Concluding Remarks

Multidisciplinary optimization (MDO) involves the simultaneous optimization of multiple coupled
disciplines and includes the frequently conflicting requirements of each discipline. MDO is an active
field of research and several methods have been proposed to handle the complexities inherent in
systems with a large number of disciplines and design variables751. MDO can be described as an
environment for the design of complex, coupled engineering systems, such as a gas turbine engine,
the behavior of which is determined by interacting subsystems. It attempts to make the life cycle of
a product and the design process less expensive and more reliable. The optimization problem is often
divided into separate sub-optimizations managed by an overall optimizer that strives to minimize
the global objective. Examples of these techniques are Concurrent Sub-Space Optimization752,
Collaborative Optimization753, and Bi-Level System Synthesis754. Simpler optimization techniques,
such as All-In-One optimization (in which all design variables are varied simultaneously) and
sequential disciplinary optimization (in which each discipline is optimized sequentially) can lead to
sub-optimal design and lack of robustness. MDO eases the process of design and improves system
performance by ensuring that the latest advances in each of the contributing disciplines are used to
the fullest, taking advantage of the interactions between the subsystems. Although the potential of
MDO for improving the design process and reducing the manufacturing cost of complex systems is
widely recognized by the engineering community, the extent of its practical application is not as great
as it should be due to the shortage of easily applied MDO tools.
751 Sobieszczanski-Sobieski, J. and Haftka, R. T., "Multidisciplinary Aerospace Design Optimization: Survey of
Recent Developments, Structural Optimization", AIAA Paper 96-0711, Jan. 1996.

752 Sobieszczanski-Sobieski, J., "Optimization by Decomposition: A Step from Hierarchic to Non-hierarchic
Systems", Proceedings, 2nd NASA/USAF Symposium on Recent Advances in Multidisciplinary Analysis and
Optimization, Hampton, Virginia, 1988.
753 Braun, R.D., "Collaborative Optimization: An Architecture for Large-Scale Distributed Design", Ph.D. thesis,
Stanford University, May 1996.

754 Sobieszczanski-Sobieski, J., Agte, J. and Sandusly, Jr., R., "Bi-Level Integrated System Synthesis (BLISS)",
NASA/TM-1998-208715, NASA Langley Research Center, Hampton, Virginia, August 1998.

426
12.7 Meta-Model-Based Design Optimization

It is called meta-model based design optimization (MBDO) when meta-models are used for the
evaluations during the optimization process [Ryberg et al.]755. There are several description on
MBDO, see for example [Simpson et al.]756, [Queipo et al.]757, [Wang and Shan]758, [Forrester and
Keane]759, and [Stander et al.]. The design of complex products requires extensive investigations
regarding the response of the product due to external loads. This could be done by physical
experiments or computer simulations. In recent years, increased focus has been put on detailed
computer simulations. However, these simulations can be very demanding from a computational
point of view. Therefore, in many situations, e.g. during optimization of product performance, there
is a need for a simplified model that could provide an efficient representation of the detailed and
costly model of the product. These simplified models are called surrogate models. If the model is a
surrogate for a detailed simulation model it is called a meta-model. Since this document focuses on
optimization based on simulations, the term meta-model will be used throughout. Meta-models are
created by a mathematical description based on a dataset of input and the corresponding output from
the detailed simulation model, see Figure 12.17. The mathematical description, i.e. meta-model
type, suitable for the approximation could vary depending on the intended use or the underlying
physics that the model should capture. Different datasets are appropriate for building different meta-
models. The process of where to place the design points in the design space, i.e. the input settings for
the dataset, is called design of experiments (DOE). Traditionally, the meta-models have been
simple polynomials, but other meta-models that are better at capturing complex. Before using
the meta-models, it is important to know the accuracy of the model, i.e. how well the meta-model
represents the underlying detailed simulation model. This could be done by studying different error
measures. When the meta-model is found to be accurate enough, it can be used for optimization
studies. Several methods exist for finding the optimal solution. Some of these methods will later be
explained in more detail, as well as different meta-model types, DOEs, and error measures.
There are several reasons for using meta-models in optimization studies, see for example [Wang and
Shan]760. One important reason is, as mentioned earlier, the computational time. In an optimization
process, many design evaluations often need to be performed to find an optimum. If the detailed
model could be replaced by a simple mathematical model, often thousands of evaluations could be
performed in the same time as it would take to run only one detailed simulation. Roughly speaking,
if accurate meta-models can be built from fewer detailed simulations than the number of evaluations
required in the optimization process, the total CPU-time for the study will be reduced. In general, the
detailed simulations needed to build the meta-models could be run in parallel instead of in sequence,
as required by many optimization algorithms. Consequently, also the wall-clock time will be
considerably reduced. The time saved will be most pronounced in optimization processes that
require very many evaluations, e.g. multi-objective optimization and reliability-based design
optimization. Another reason for using meta-model-based design optimization could, in fact, be the
quality of the optimization results. Building meta-models may filter physical high frequency and
755 Ann-Britt Ryberg, Rebecka Domeij Bäckryd, Larsgunnar Nilsson, “Meta-model-Based Multidisciplinary
Design Optimization for Automotive Applications”, Technical Report LIU-IEI-R-12/003, 2012.
756 Simpson, T., Peplinski, J., Koch, P. N., and Allen, J. , “Meta-models for computer-based engineering design:
survey and recommendations”. Engineering with Computers, 17(2), 129-150, 2001.

757 Queipo, N. V., Haftka, R. T., Shyy, W., Goel, T., Vaidyanathan, R., and Tucker, P. K. “Surrogate based analysis
and optimization”. Progress in Aerospace Sciences, 41(1), 1-28, 2005.

758 Wang, G. G., and Shan, S. “Review of met-modeling techniques in support of engineering design
optimization”. Journal of Mechanical Design, 129(4), 370-380, 2007.
759 Forrester, A. I., and Keane, A. J. “Recent advances in surrogate-based optimization”. Progress in Aerospace
Sciences, 45(1-3), 50-79, 2009.

760 Wang, G. G., and Shan, S. (2007). Review of metamodeling techniques in support of engineering design
optimization. Journal of Mechanical Design, 129(4), 370-380.

427
numerical noise and hence make it easier to find the global optimum. Meta-models could also make
it possible to use advanced optimization algorithms which are better suited for finding global optima
but require many evaluations. In addition, meta-models render a view of the entire design space and
might also make it easier to detect errors in the simulation model since the entire design region is
analyzed. When the meta-model are built, it is also inexpensive to rerun optimizations, e.g. with
changed constraint limits. This makes it possible to investigate multiple scenarios almost without
any additional cost. One further benefit with meta-models, when used in multidisciplinary design
optimization, is the possibility for disciplinary autonomy. Simply put, a meta-model is a
mathematical approximation of a detailed and usually computationally costly simulation
model, i.e. a model of a model. The meta-models can be used as surrogates for the detailed model
when a large number of evaluations are needed, as in optimization, and when it is too time-
consuming to run the detailed model for each evaluation.
Figure 12.17 The concept of meta-modelling for a response depending on two design variables –
(Courtesy of Ryberg et al.)
12.8 Multidisciplinary Design Optimization for Automotive Applications

The roots of MDO lie in structural optimization and many methods have been developed in
collaboration with the aerospace industry. To be able to evaluate the currently available MDO
methods for automotive applications, there is a need for some basic knowledge of the product
development process and the simulations involved in the automotive development [Ryberg et al.]761.
This information is given in the first, followed by a general comparison between the automotive and
the aerospace industries. A brief summary of one common application of MDO within the aerospace
industry is then presented as a short background before the applications and experiences from the
automotive industry are described.
12.8.1 Simulations in the Automotive Industry

The development of a new car is a complicated task and many experts with different skills and
responsibilities are needed762. Development has gone from being solely done based on trial and error
in a hardware environment, to become a process where almost every aspect of the development is
done with help of CAE tools, and hardware is only available as the final product and seldom as
prototypes. Today's development therefore depends heavily on detailed simulations of every aspect
761 Ann-Britt Ryberg, Rebecka Domeij Bäckryd, Larsgunnar Nilsson, “Meta-model-Based Multidisciplinary
762 See Previous.
428
of all parts of the automotive structure. As reflected by the former Saab Automobile organization,
simulations can roughly be divided into two different categories. The first one supports certain
design areas, e.g. body, chassis, or interior design. The other one evaluates disciplinary performance,
such as safety or aerodynamics, which depends on more than one design area, see Figure 12.18.
The former is consequently evaluating many different aspects, e.g. stiffness, strength, and durability,
for a certain area of the vehicle, while the latter focuses on one performance area which often
depends on the complete vehicle. In conjunction with the different simulation areas there is, in most
cases, also a corresponding test organization performing the hardware validation at the end of the
project. The division of the simulation work into design area simulations (division by object) and
performance area simulations (division by aspect) reflects the different types of decompositions
proposed for MDO problems.
Many parts and subsystems in a car are developed by suppliers and consequently simulations on
these parts and subsystems are first done by the suppliers. The integration of these systems into the
vehicle is then checked by the car manufacturer. One large such system, where extensive detailed
simulations normally are done separately, is the powertrain system, i.e. engine and gearbox. Many
different load cases are evaluated within each simulation area. Regarding safety, e.g. front, side, and
rear end crashes are studied and for each of these crash directions various impact speeds, barriers,
and occupants are considered. Optimization can be used to guide the design within one discipline,
maybe find the balance between contradicting load cases, or be multidisciplinary and consider load
cases from more than one discipline or simulation area.
Figure 12.18 Schematic illustration of Simulation Areas within the Automotive Industry, example from
Saab Automobile (Courtesy of Ryberg et al.)
12.8.2 Comparison between the Aerospace and Automotive Industries

The different MDO methods were initially developed within the aerospace industry in cooperation
with research organizations, but have now also gained interest within other industries, such as the
429
automotive industry. However, there are some differences between the aerospace and automotive
industries that might influence which methods that are suitable and to what extent they might be
used. The aerospace industry has long product and design cycles and produces few but very
expensive products compared to the automotive industry. In addition, the aerospace industry usually
has a military branch, which mainly is state funded, and where there may be more time and resources
available to develop new processes and methods. The development in the aerospace industry is
rigorously ruled by standards and regulations while passenger cars are designed to fulfil a number
of market requirements and expectations in addition to the legislative requirements. The number of
large automotive manufacturers is also greater than the number of large aerospace manufacturers.
This might lead to stronger competition in the automotive industry, and the strive for better products
as well as shorter and less expensive product development may therefore be more pronounced. Thus,
it is logical that some methods and processes are developed within the aerospace industry, which
might have the time and resources available, and that these methods subsequently are adopted, and
maybe become even more used within the automotive industry, which constantly is seeking
improvements due to the fierce competition.
The aerospace industry has to follow methods and processes during the product development that
are approved by governmental safety agencies such as FAA (Federal Aviation Administration) in the
USA and EASA (European Aviation Safety Agency) in Europe. The development process has therefore
become rather conservative. The product development within the automotive industry, on the other
hand, is not as rigorously controlled. The requirements are more related to the performance of the
vehicle, like safety or CO2-emission, and specific methods are not prescribed for the product
development. These facts might be additional reasons for the faster introduction of new processes
and methods within the automotive industry compared to the aerospace industry. The question is
then whether the MDO methods developed specifically for the aerospace industry, are suitable for
automotive applications as is, or if some characteristics of the automotive applications requires the
methods to be adjusted. Another possibility could be that the methods found insufficient for
aerospace applications are better suited for automotive applications.
One of the differences between the development processes in the aerospace and the automotive
industries is the development of the structural parts, i.e. the wings and fuselage of the aero plane and
the body of the car. The wings are for example typically dimensioned with respect to fatigue, and
although there is considerable movement of the wings during flight, the stresses are kept within the
elastic region. The car body is, to a large extent, dimensioned by crashworthiness requirements, and
the problem then becomes highly non-linear with large plastic deformations. However, during
normal operation, the car body has small deformations compared to the aero plane structure. Thus,
when studying the aerodynamics of an aero plane, it is essential to take the deformations induced by
the aerodynamic forces into account, while this is not as important when studying the aerodynamics
of a passenger car. The forces induced by the deformations are one of the major loads that the wing
structure should carry, while the corresponding forces on a car are negligible compared to the forces
applied during a crash event. The coupling between disciplines, e.g. aerodynamics and structural
performance, is in this example thus much stronger in the aero plane case compared to the passenger
car case.
As a consequence of the coupling between disciplines, an iterative approach is needed to find a
consistent solution, i.e. a solution in balance. This might be done by first estimating the aerodynamic
loads for the structural simulation. The deflections obtained are then applied in the aerodynamic
simulation to find the aerodynamic forces. The iteration is continued until the forces and deflections
match each other. There are examples of coupled disciplines in the automotive industry as well, e.g.
vehicle dynamics and chassis structural performance, which both depend on the chassis stiffness, but
they are not dominating the product development. Incorporating MDO into the automotive design
process is therefore presumably simpler than in the aerospace industry since the disciplines are
430
more loosely coupled, as stated by [Agte et al.]763. It could be said that automotive designs are created
in a multi-attribute environment rather than in a truly multi-disciplinary environment, and aspects,
such as NVH and crashworthiness, are only coupled by shared system level variables. The absence of
strong coupling between disciplines makes it easier to incorporate meta-models in the optimization
process and consequently also possible to include very computationally expensive simulations more
conveniently.
It is often possible to use direct optimization methods for linear simulations, since the computational
cost for every simulation is low and the studied responses do not include many local minima and
maxima. Non-linear simulations are often computationally costly and the responses complex, and
consequently more advanced optimization methods are required. These methods, however, demand
more evaluations to find the optimum, and therefore the use of meta-models becomes interesting.
Another difference between the aerospace and automotive industries is how the development is
done. In the aerospace industry, different parts of the aero plane are developed by different
companies in a joint project, and the different companies have fixed input with which they should
fulfil certain requirements. Although there are system suppliers in the automotive industry with
responsibility for the performance of their parts, the responsibility of the complete vehicle is still left
to the vehicle manufacturer. Thus, there might be longer communication paths in aerospace
development projects, which result in a stronger need for the different parties to work independently
also when doing full scale MDO. Hence, the need for autonomy, as offered by multilevel optimization
methods, is even more obvious. Some of the results of the differences mentioned, e.g. coupling of
variables, can be seen later in this chapter when the experiences from the automotive industry
regarding MDO are presented and compared with the experiences from the aerospace industry.
12.8.3 Multidisciplinary Design Optimization Applications

Multidisciplinary design optimization is not yet implemented as a general tool within the automotive
product development. However, some of the successful applications of MDO are presented here to
give insight to what has been achieved so far. The presentation starts with introducing a typical
application from the aerospace industry which is then followed by a typical automotive application.
In this way the differences between the industries are highlighted before some more examples from
the automotive industry are presented. It will be clear that the use of multi-level optimization
methods has not advanced into the every-day use within the automotive industry, although some
successful examples are recorded within the academic world.
12.8.3.1 Typical Aerospace Example

The trade-off between aerodynamic and structural efficiency drives aircraft design and the
appropriate balance needs to be found between slender shapes with less drag, resulting in lower
operating cost due to lower fuel consumption, and more stubby shapes with less mass, giving lower
manufacturing cost. Two aerodynamic-structural interactions affect the trade-off. First, the
structural weight affects the required lift and, thus, drag. Second, structural deformations change the
aerodynamic shape. The second effect can be compensated for by building the structure such that it
will deform to the desired shape. This simplification means that the aerodynamic design affects all
aspects of the structural design while the structural design affects the aerodynamic design only
through the structural weight. This asymmetry allows a two-level optimization with the aerodynamic
design at the upper level and the structural design at the lower level. Each aerodynamic analysis
hence requires a structural optimization, see Figure 12.18764. This approach makes sense since the
763 Agte, J., de Weck, O., Sobieszczanski-Sobieski, J., Arendsen, P., Morris, A., and Spieck, M. (2010). MDO:
assessment and direction for advancement - an opinion of one international group. Structural and
Multidisciplinary Optimization, 40(1-6), 17-33.
764 Schematic description of simultaneous optimization of aerodynamic and structural performance of
aerospace structures. a) Coupling between disciplines in the original problem. b) Two-level optimization
431
structural analysis usually is much cheaper than the aerodynamic analysis. This sequential technique
works when structural deformations are approximately constant throughout the main part of the
flight time, as is the case for most conventional transport aircrafts. However, it does seldom lead to
the optimal design of the global system, as noted by [Kroo]765 (1997). In addition, when aerodynamic
performance is important for multiple design conditions with different structural deformations, a
completely integrated structural and aerodynamic optimization may be necessary to obtain high-
performance designs. The wish for disciplinary autonomy and parallelization of work have resulted
in the development of different multi-level optimization methods that have been tested on academic
examples. Although showing promising results, the regular use of these methods within the industry
has not yet been realized and incorporation of MDO methodology in efficient multi-level strategies,
rather than only single level approaches, is still missing according to [Agte et al.].
Figure 12.19 Schematic description of simultaneous optimization of aerodynamic and structural

performance of aerospace structures (Courtesy of Ryberg et al.)
12.8.3.2 Typical Automotive Example

The coupling between disciplines is weaker and implementing MDO is hence more straightforward
in the automotive industry compared to the aerospace industry. Crash worthiness simulations are
computationally expensive and it is only in recent years, with increased availability of affordable high
performance computing systems and the possibility of parallel computing, that it has been feasible
to include full vehicle crash worthiness simulations in MDO studies. Although the computers have
become much faster over the years, the level of detail of the models has also increased, leaving a
crashworthiness simulation to still run for several hours. It is therefore important to be able to run
several simulations in parallel in order for the MDO process to become useful during product
development. The early examples of crashworthiness MDO only used a limited number of design
variables and load cases together with polynomial meta-models and gradient-based optimization
algorithms. The more recent examples include more design variables and load cases and use more
complex meta-models and advanced optimization algorithms. These methods are now used by the
strategy for the case where the structure is designed to deform to a predefined shape. The aircraft weight can
be constrained during the upper level aerodynamic
optimization to be lesser than or equal to its optimum value from the structural optimization.
765 Kroo, I. (1997). MDO for large-scale design. In N. Alexandrov, and M. Hussaini (Ed.), Multidisciplinary design
optimization: state of the art, Proceedings of the ICASE/NASA Langley Workshop 1995, (pp. 22-44), USA.
432
industry but have not yet been fully implemented within the product development process.
According to [Duddeck], the difficulties so far have mainly been related to the overall computational
time and the accuracy of the meta-models.
12.8.4 Multi-Level Optimization Methods for Automotive Applications

All the examples of MDO applications presented so far have been executed using single-level
optimization methods. Successful applications of multi-level optimization methods within the
automotive industry are few. It has even been concluded by [Song and Park]766 that most methods
are developed for strongly coupled systems, as wing design in the aerospace industry, and therefore
are too complicated to be applied to real complex structures within the automotive industry when
coupling between disciplines is present only through shared variables. For these cases, simpler
optimization methods are instead claimed to be more appropriate. Such methods have, for example,
successfully been applied to the weight optimization of an automotive door by [Song and Park ].
However, some applications of the more well-known multilevel optimization methods described
earlier, have been presented also for automotive applications by researchers from different
universities.
One reason why multi-level optimization methods rarely are used in automotive development is the
labor cost associated with creating a suitable partition of the system and the knowledge required to
select and implement a proper coordination strategy. Another reason is the apparent additional
computational cost incurred by coordination between subspaces. However, it has been shown by
[Guarneri et al.] that for special cases, ATC and a modified SQP algorithm can address the latter issue.
In an optimization of comfort and road holding for an automotive suspension system, they found that
the computational cost was only slightly higher compared to the same optimization done with a
single-level method. In this study, the trade-off between the objectives was evaluated by finding the
Pareto optimal set.
The use of the MDO methods developed at research departments in collaboration with the aerospace
industry, such as CSSO, BLISS, and CO, seems to be almost non-existent within the automotive
industry. Instead, these methods are studied for aerospace applications. Researches in Canada have
compared MDO methods for a conceptual design of a supersonic business jet involving four different
disciplines/subsystems, see [Chen et al.] and [Perez and Behdinan]. The idea was to maximize the
flight range subject to individual disciplinary constraints from the coupled disciplinary systems
representing structures, aerodynamic, propulsion, and performance. The problem involved 10
design variables and 9 coupling variables and the subsystem evaluations were done with empirical
analytical expressions representative for an aircraft conceptual design. It was concluded that CO is
suitable for systems with loosely coupled disciplines while BLISS is better for highly coupled systems
and that CSSO is efficient only for systems with few disciplines. It was also found that the multi-level
optimization methods, although more computationally expensive, gave better results than the single-
level methods MDF and IDF. The difficulty in finding general purpose methods was demonstrated by
the fact that even for this particular example, the two groups advocated different methods. [Chen et
al.] favored BLISS while [Perez and Behdinan] favored CO.

When implementing multidisciplinary design optimization in the automotive industry, there are
several questions related to the subjects studied that need to be answered. Simulations associated
to structural applications within the automotive industry are computationally expensive, which
motivate the use of meta-model-based design optimization. It was concluded that which types of
design of experiments, meta-models, and optimization methods that could be appropriate for
766Song, S.-I., and Park, G.-J. “Multidisciplinary optimization of an automotive door with a tailored blank.”
Proceedings of the Institution of Mechanical Engineers, Part D: Journal of Automobile Engineering, 2006.
433
automotive applications. Further on, an MDO method must be chosen. It must be determined
whether a single- or multi-level method should be used. Using a multi-level method increases the
complexity of the optimization process considerably compared to using a single-level method.
Therefore, in order to motivate the use of a multi-level method, the benefits must be greater than
cost. [Ryberg et al.]767.
767Ann-Britt Ryberg, Rebecka Domeij Bäckryd, Larsgunnar Nilsson, “Meta-model-Based Multidisciplinary


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1

CFD Open Series

3 Airplane Design ......................................................................................................................... 58

3.3 Aerodynamic Design and Analysis Coupling for Wing ........................................................................ 74

4 Optimization Problem ............................................................................................................. 89

4.4.1.5 Stratified Monte Carlo Sampling ....................................................................................... 103

5 Aerodynamic Shape Optimization ................................................................................... 111

6 Gradient-Based Optimization Methods for Aerodynamic Optimizations .......... 126

6.6.5.3 Numerical Correlation ........................................................................................................... 142

6.9.5.2 Synthesis ..................................................................................................................................... 188

7 Non-Gradient Methods for Aerodynamic Optimizations ......................................... 192

7.3.1.4 Initialization............................................................................................................................... 237

8 Artificial Neutral Networks (ANNs) ................................................................................. 247

9 Case Studies Involving Wind Turbines ........................................................................... 269

9.1.10 Design Variables and Design Space .............................................................................................. 276

10 Sensitivity Analysis and Aerodynamic Optimization ................................................ 302

11 Turbo-Machinery Design and Optimization ................................................................. 351

11.2 Optimization Methods for Turbomachinery Designs........................................................................ 353

12 Multi-Disciplinary Optimization (MDO) ........................................................................ 387

12.5.1.3 Design-Oriented Analysis ..................................................................................................... 391

Figure 4.5 Pareto Optimal....................................................................................................................................... 94

Figure 10.2 Nozzle test-case Configuration and Sensitivity ................................................................... 309

1.2 Computational Cost

Figure 1.2 Cp Contours on High Lift Configuration with 22 M Cells Model

1.3 Aerodynamic Optimization

1.4 Design vs. Off-Design Modeling

Lond., 2112, 143–236.

2.1 Direct Design

2.1.1 Multi-Objective Optimization

2.2 Inverse Design

2.2.1.1 Introduction and Background

centrifugal pump impellers”, Journal of Power and Energy.

Wing Configurations," AIAA Paper 85-4096, Oct. 1985.

2.2.1.3 Method of Solution

Ai ∆zi−1 + Bi ∆zi + Ci ∆zi+1 = ∆Q2i

Configurations," AIAA Paper 85-4096, Oct. 1985.

2.2.1.4 Application and Validation

For this sample case, the

2.2.2.1 Introduction & Literature Survey

Theoretical and Computational Fluid Dynamics, 10:213–237, 1998.

and Memoranda n. 2122, 1945.

equations. Journal of Computational Physics, 173:87–115, 2001.

29 W. Mangler. Die berechnung eines tragfl¨ugelprofiles mit vorschriebener dr¨uckverteilung. Jahrbuch

NACA Report 1153, 1953.

International Journal for Numerical Methods in Engineering, 22:451–463, 1986.

Press, New York, 1991.

blading design. ASME Journal of Turbomachinery, 120(2):247–255, 1998.

Sciences Meeting, AIAA Paper 90-0124, 1990.

inverse problems 41 is extended to the aerodynamic design in three-dimensional incompressible

2.2.2.2 The Mathematical Model

Mechanics, 153:275–312, 1985.

Fluid and Solid Mechanics). Springer Verlag, Berlin, 2005.

2.2.2.3 Dynamics of Materially Moving Boundaries.

2.2.2.4 Numerical Results for 3D Nozzle

2.2.2.5 Inverse Problem on a Stator Blade

Figure 2.5 Inverse Problem on a Stator Blade

2.2.3 Case Study 3 - Inversely Designed Scramjet Flow-Path

Figure 2.6 Pod-Mounted Scramjet Concept

2.2.3.2 Inverse Scramjet 2D Centerline Design Approach

Figure 2.7 Dual-Mode Scramjet Concept

2.2.3.3 Scramjet Inverse Design Approach

• freestream Mach number M∞,

Figure 2.8 Illustration of the Cross Section of the Scramjet

Institute of Aeronautics and Astronautics; 1994. ISBN: 1-56347-035-7.