Computers & Fluids 47 (2011) 22–32

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Computers & Fluids

j o u r n a l h o m e p a g e : w w w . e l s e v i e r . c o m / l o c a t e / c o m p fl u i d

Adjoint RANS with filtered shape derivatives for hydrodynamic optimisation

Arthur Stück ⇑, Thomas Rung
Institute for Fluid Dynamics and Ship Theory, Hamburg University of Technology, Schwarzenbergstraße 95C, D-21073 Hamburg, Germany

a r t i c l e i n f o a b s t r a c t

Article history: The adjoint RANS method has been implemented in the framework of an unstructured general-purpose
Received 25 July 2010 finite volume code following the derive-then-discretise strategy (continuous adjoint approach). An expli-
Received in revised form 27 January 2011 cit filtering technique is applied to the shape derivatives in order to extract noise from the mesh-based
Accepted 31 January 2011
representation of high-resolution. In a CAD-free optimisation strategy the method is applied to a semi-
Available online 4 February 2011
circular profile in incompressible, external flow. It was observed that the filtering is particularly relevant
at high Reynolds-numbers. In the complex scenario of ship hull design, the filtered shape derivative can
Keywords:
directly be applied to the base-line configuration in order to support both manual and automatic shape
Adjoint RANS
Gradient smoothness
optimisation.
Filtered shape derivatives Ó 2011 Elsevier Ltd. All rights reserved.
Design optimization
Unstructured grids

1. Introduction be derived analytically prior to discretisation following the de-

In hydrodynamic shape optimisation computational costs
quickly become prohibitive, particularly when the evaluation of
the objective functional is costly and many parameters are in-
volved. If gradient-based optimisation applies, the adjoint tech-
nique is the most efficient way to calculate the shape derivatives
required to guide the optimisation. The method was pioneered
by Pironneau [24] and Jameson [12,13]. Giles and Pierce [8] give
an introduction to the adjoint method in the context of shape opti-
misation. A discretisation of the adjoint equations can either be ob-
tained in the discretise-then-derive or in the derive-then-discretise
approach. The former, also known as discrete adjoint method, en-
sures consistency on the discretisation level and provides the exact
gradient of the discrete objective function – a premise for an opti-
misation procedure to fully converge. However, the memory
requirements are higher and, in conjunction with extended com-
putational molecules, the manual construction of the discrete ad-
joint becomes tedious [21]. Through automatic differentiation [7]
linearising and adjoining the solver manually can be circumvented.
However, huge software projects such as industrial general-
purpose solvers often use modern code structures and consist of
different programming languages. Often external libraries are in-
volved, e.g. sophisticated numerical toolkits for preconditioning
and solving large systems of equations. In such scenarios, a consid-
erable amount of manual preparation of the input code can be re-
quired and the applicability of automatic differentiation in reverse
(adjoint) mode is limited. Alternatively, the adjoint equations can
⇑ Corresponding author.
E-mail address: arthur.stueck@tu-harburg.de (A. Stück).
rive-then-discretise or continuous adjoint method. Special care is
needed to provide a certain level of consistency of the discrete
objective function value and its derivative or gradient, also known
as duality or adjoint consistency [21,20,9,8]. This particularly re-
gards the derivation and discretisation of the adjoint boundary
conditions. Some RANS closure models have a singularity next to
the boundary or include complex source terms, impeding a contin-
uous adjoint formulation. There are restrictions on the possible for-
mulations of objective functionals that can be addressed through
the continuous adjoint calculus. On the other hand, the algorithmic
flexibility of the continuous adjoint method strongly facilitates the
development of an adjoint module for incompressible, segregated
pressure-correction solvers which are widely used in automotive
and marine industry. A compact implementation is obtained by
reusing huge portions of the flow solver in the adjoint code
[22,30]. Realisability and maintainability in combination with
complex and parallel production codes have been the main reasons
for the use of the continuous adjoint method in this study. An
in-depth comparison of the discrete and the continuous adjoint
method goes beyond the scope of the exposition. A recent litera-
ture review on CFD-based sensitivity analysis is given by Peter
and Dwight [23].
Both the continuous and the discrete adjoint method obtain the
derivative of the objective functional with respect to the position of
the surface mesh nodes as an intermediate solution. For complex
industrial shapes the discrete derivative contains a couple of (10)
thousand degrees of freedom on the design surface(s), offering a
detailed insight into the design opportunities from the objective
point of view. The ‘‘raw’’ shape derivatives can be used to drive
the subsequent shape optimisation in different ways:

0045-7930/$ - see front matter Ó 2011 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compfluid.2011.01.041
 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32
(a) The most obvious strategy is to directly employ the mesh-
based derivatives to the design surface [16,26,4,15]. The
method is referred to as CAD-free since no external geometry
description beyond the computational mesh is involved. The
approach retains all information that is contained in the
shape derivative. As the mesh nodes on the design surface
are (independent) degrees of freedom, some regularisation
requirements have to be fulfilled to provide sufficiently
smooth shapes which are feasible and desirable from a tech-
nical point of view.
(b) Global shape functions, such as a number of Hicks–Henne
basis functions [10] or analytic descriptions of foil-sections
(e.g. NACA), are associated with a predefined set of parame-
ters. Noisy shapes are prevented by limiting the design
space. The global support is problematic in the context of
complex three-dimensional geometries. Soto et al. [28,29]
presented a pseudo-shell approach based on local shape
functions (finite element method) that couples the perturba-
tion of an arbitrary mesh point to the other points on the
design surface. The coupling of points is inherently smooth,
works in an implicit manner and suppresses undesirable
modes in the shape.
(c) If a CAD-model is involved and the connectivity between the
CAD-parameters and the surface mesh is available, the
mesh-based derivatives can be linked to the CAD parametri-
sation using the chain rule of differentiation [19,25]. An
appropriate parameter choice ensures suitable shapes –
however, a rigid low-dimensional CAD parametrisation
limits the shapes that can be generated and different CAD
models may lead to different optimal shapes. The CAD-
systems predominantly used in industry are proprietary, so
that the underlying shape definitions are not available
explicitly. This requires the numerical differentiation of the
black box CAD-method, which can be a cumbersome task,
e.g. as regards the differentiability of the description or the
influence of perturbation size.
The suitability of shapes is linked to the performance of the
optimisation process in terms of robustness and speed. In local
shape optimisation, the convergence rate of gradient iterations
strongly depends on the (local) condition of the Hessian of the
objective functional. Through preconditioning operations, the
independent variables can be rescaled so that the condition num-
ber of the Hessian and thus the convergence rate of the optimisa-
tion algorithm increases. The gradient of the objective functional is
the Riesz representative of the shape derivative and assumes
smooth distributions for appropriate choices of inner products.
Accordingly, different gradients are associated with different trans-
formations applied to the derivative. Several preconditioning tech-
niques have been proposed to increase the level of regularity or
smoothness of the shape derivatives. Jameson and Vassberg [15]
apply an implicit, continuous smoothing operator to the shape
derivative, based on elliptic second-order damping derived from
an extended definition of the inner product (frequently called
‘‘Sobolev-gradient’’). Jaworski and Müller [16] compare several
strategies including implicit, explicit Laplacian smoothing and
multi-grid techniques in the context of adjoint-based CAD-free
shape optimisation. Different smoothing operations based on
shape Hessian preconditioners are investigated in conjunction
with potential flow by Eppler et al. [4] and Euler flow by Schmidt
et al. [26].
The present study aims to convey the merits of a precondition-
ing strategy for shape derivatives in the context of CAD-free opti-
misation. Emphasis is given to an explicit approach that is
industrially feasible, supports unstructured meshes and does not
a priori constrain the design space. Accordingly, the continuous
23
adjoint RANS method for shape optimisation is complemented by
explicit filtering of the derivatives. The proposed filtering is equally
suitable in combination with the discrete adjoint method. The
undesired length scales are eliminated through a cut-off length
scale. The concept is borrowed from scale-space theory popular
in image processing [18,3,5], which requires similar properties.
CFD-related filtering applications are mainly found in the context
of Large-Eddy-Simulation, where the sub-grid scale flow-motions
are separated from the large, energy containing eddies resolved
numerically.
The remainder of the article is organised as follows: Section 2
treats the RANS-constrained optimisation problem, followed by
the corresponding system of adjoint equations presented in Sec-
tion 3. The explicit filtering technique is introduced to shape deriv-
atives in Section 4 and some remarks on the numerical
implementation are given in Section 5. A two-dimensional optimi-
sation of a semi-circle is considered an illustrative test case, Sec-
tion 6, before the focus turns to the design of a ship hull in
Section 7. The exposition is closed with the conclusions drawn in
Section 8.
Throughout the paper, Einstein’s notation applies to the lower-
case Latin subscripts of Cartesian tensor coordinates, unless de-
clared otherwise. A comma followed by an index denotes the
derivative with respect to the corresponding Cartesian tensor coor-
dinate. In symbolic tensor notation, the number of underlines cor-
responds to the order of the tensor.
2. Hydrodynamic design evaluation
With the state U (flow, described in terms of velocity, pressure,
turbulence variables, etc.) and the control b (shape), the Navier–
Stokes constrained optimisation problem reads
minimise JðU; bÞ; subject to NðU; bÞ ¼ 0 in X; ð1Þ
wherein N = 0 represents the Navier–Stokes equations governing
the flow in the fluid domain X. Following the derive-then-discretise
strategy, state and control variables are treated in a continuous,
infinite-dimensional space first. We search for a shape b of the de-
sign surface CD that minimises the integral objective functional J. A
reduced or unconstrained formulation of (1) reads
JðUðbÞ; bÞ; ð2Þ
where flow and shape are linked through the Navier–Stokes equa-
tions, i.e. U(b). The design is evaluated through integral objective
functionals which are declared in the objective volume XO or on
the objective boundaries CO, viz.
Z Z
J¼ jX dX þ jC dC: ð3Þ
XO CO
In RANS-based optimisation, the integrand of the objective func-
tional is usually depending on the flow – i.e. jC/X (U,b), with U rep-
resenting the mean velocity components Ui, the modified mean
pressure p (augmented by 2/3qk), turbulence quantities such as
the turbulent kinetic energy k and the [specific] dissipation rate e
[x], etc. The flow in turn is governed by the RANS equations, N(U,
b) = 0, representing the equations of continuity and momentum,
complemented by the equations for the turbulence variables which
are omitted for the sake of brevity; the steady state formulations
read
Q ¼ U i;i ¼ 0 ð4Þ
and
Ri ¼ qU j U i;j  ½2leff Sij þ dij p;j  fi ¼ 0 in X: ð5Þ
Sij = 0.5(Ui,j + Uj,i), fi and dij denote the strain rate tensor, specific
body forces acting on the fluid and the Kronecker symbol. According
24 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32

to the eddy-viscosity concept, the effective viscosity leff is the sum Table 1. In accordance with boundary-layer theory, the derivatives
of the molecular viscosity l and the eddy-viscosity lT. Depending of the pressure and the pressure variation in the wall-normal
on the turbulence model applied, the latter is obtained from the tur- direction are assumed to be zero, i.e. 0 = p,n = p,nn = dp,n = dp,nn. For
bulence variables. continuity reasons, Un,n = 0 applies next to the wall boundaries.
Variational calculus leads to the first-order variation of the Via the calculus of Lagrange, the computational effort of the
objective functional dJ under a shape variation db of the design sur- sensitivity analysis can be decoupled from the number of shape
face. Given that the objective volume X0 does not undergo a spatial parameters involved. The Lagrange polynomial L is the objective
perturbation, so that the partial variation of the volume-declared functional J augmented by the hydrodynamic constraints, which
portion of the objective function with respect to the shape b is zero, are weighted by the Lagrange multipliers or adjoint variables. An
a continuous formulation reads analogue expression holds for the variation of the Lagrangian,
Z Z    where the variational equations of momentum and continuity are
@j @C b i and the adjoint
dJ ¼ dbG dC þ db C dC þ jC d : ð6Þ weighted by the adjoint velocity components U
CD CO \CD @b @b ^, viz.
pressure p
The first integral term of Eq. (6), wherein Z
dL ¼ dJ þ b i dRi þ p
dX½ U ^dQ: ð13Þ
XnU  
@ Ub @J
G¼ on CD ; ð7Þ
b¼1
@b @ Ub Integration by parts leads to
I h
represents the partial variation of the objective functional with re- dL ¼ dCj ðqdU i U j þ dpdij  2leff dSij Þ U bi ð14aÞ
spect to a shape-induced variation of the flow. nU denotes the num-  i Z
ber of flow variables. The second integral of Eq. (6) is referred to as þ p ^dij þ 2leff b
S ji dU i þ dðjC dCÞ ð14bÞ
geometric variation corresponding to a shape variation db. The CO
Z h
former can be considered as global (elliptic) flow variation acting b j U j;i  ½2l b
b i;j þ q U
þ dX qU j U ^
eff S ij  pdij ;j dU i ð14cÞ
on the old geometry, whereas the latter accounts for the old flow
acting locally on the geometry variation. i Z
Ub j;j dp þ dðjX dXÞ; ð14dÞ
Discretisation of both shape b and flow U leads to a finite- XO
dimensional description. In the current study the shape represen-
tation is CAD-free, based on the mesh used for both flow and ad- with b b i;j þ U
S ij ¼ 0:5ð U b j;i Þ. The strategy is to eliminate the flow vari-
joint computations. The mesh-based boundary description ations (dUi, dp) from Eq. (14) that correspond to (any possible) shape
contains Oð102...5 Þ degrees of freedom. normal variation dn. This is achieved by choosing the adjoint vari-
b i; p
ables ( U ^) such that they satisfy the adjoint RANS equations. In or-
der to eliminate (14c) and (14d), the adjoint equations inside XO are
3. Adjoint equations

b i;j ¼ 2l b
 qU j U ^ b j U j;i  ðj Þ ;
 qU
eff S ij  pdij X ;U i
The adjoint RANS problem is derived about a steady-state solu- ;j

tion of Eqs. (4) and (5), assuming that the field distribution of the b i;i ¼ ðj Þ ;
U ð15Þ
X ;p
effective viscosity leff(x) is ‘‘frozen’’ or independent of the shape.
The first-order variations of the hydrodynamic constraints read whereas in the remaining domain, XnXO, the adjoints are governed
by
dRi ¼ qðdU j U i;j þ U j dU i;j Þ  ð2leff dSij  dpdij Þ;j ¼ 0; ð8Þ
b i;j ¼ ð2l b
 qU j U b
eff S ij  pdij Þ;j  q U j U j;i ;
^
and
b i;i ¼ 0:
U ð16Þ
dQ ¼ dU i;i ¼ 0 in X: ð9Þ
An alternative adjoint formulation is obtained when the second
The variational boundary conditions are obtained from the bound-
term of (14c) is integrated by parts so that the right-hand side con-
ary conditions of the flow problem. On the ‘‘passive’’ boundaries b j U j;i , becomes
tribution to the adjoint momentum equations, q U
which are not subject to shape perturbations, CnCD, the flow b j;i [22]. Additional boundary contributions arising from inte-
þqU j U
boundary condition also holds for the flow variation. On the con-
gration by parts have to be considered in (14a)/(14b).
trolled or ‘‘active’’ boundaries CD, the variational boundary condi-
The adjoint boundary conditions are derived form the boundary
tion is obtained from a Taylor series expansion about the
terms in (14a) and (14b). On CnCD the variational boundary
reference shape. A shape variation db is applied to the old shape
conditions correspond to the boundary conditions imposed on
through a boundary-normal perturbation dn. We assume that the
the non-linear flow problem. This leads to the adjoint boundary
boundary condition used for the old flow Ui at the old location (in-
conditions presented in Table 2. After solving the adjoint RANS
dex 0) also holds for the new flow U0i at a slightly modified location
equations the distribution of the shape derivative G on CD, cf. Eq.
(index 1) defined by the position vector
(6), is obtained from the remaining boundary terms in (14b) in
½x1 ¼ ½x0 þ dn½n0 : ð10Þ conjunction with (12):
For a Dirichlet boundary condition with a prescribed value D it leads
to
 
D ¼ ½U i 0 ¼ U 0i 1 ¼ ½U i þ dU i þ dnU i;n 0 ; ð11Þ Table 1
Variational boundary conditions for the RANS equations.
and immediately yields the variational boundary condition at the
old position Boundary dUt dUn dp

dU i ¼ dnU i;n : ð12Þ No-slip RCD (pas.) dUt = 0 dUn = 0 dp,n = 0

No-slip 2CD (act.) dUt = dnUt,n dUn = 0 dp,n = 0
Accordingly, the variational form of Neumann- or Cauchy-type Symmetry dUt,n = 0 dUn = 0 dp,n = 0
Inlet dUt = 0 dUn = 0 dp,n = 0
boundary conditions can be derived. The variational boundary
Outflow (prescr. pr.) dUt,n = 0 dUn,n = 0 dp = 0
conditions applied to the linearised RANS problem are specified in
 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32 25

Table 2 finer scales. Among others, Gaussian kernels have the subsequent
Boundary conditions for the adjoint RANS equations. scale-space properties likewise apt in the context of shape optimi-
Boundary bt
U bn
U ^
p sation: linearity, shift invariance, non-enhancement of local extre-
ma, invariance of scale and rotation. The Gaussian filter is local in
No-slip RCO bt ¼ 0
U bn ¼ 0
U ^;n ¼ 0
p
both physical and wave-number space. It is interesting to note that
No-slip 2CO (force obj.) b i ¼ ci
U ^;n ¼ 0
p
Gaussian kernels are a Green-function or fundamental solution to
Symmetry b t;n ¼ 0
U bn ¼ 0
U ^;n ¼ 0
p
the unsteady diffusion-equation
Inlet bt ¼ 0
U bn ¼ 0
U ^;n ¼ 0
p
Outflow (prescr. pressure) bt þ l U
qU n U b
eff t;n ¼ 0
bn þ l U
^ ¼ qU n U
p b
eff n;n
@G c @ 2 G
¼ on CD ; ð21Þ
@t 2 @n2
with c/2 being the diffusion coefficient. The corresponding Gaussian
bt
@U t @ U
G ¼ leff t  ^t over CD ð17Þ kernel is
@n @n  
r2
Subscript t marks the component associated with the local direction KðtÞ ¼ ð2pctÞD=2 exp  ; 8n 2 C D ; ð22Þ
2ct
of the wall shear stress (t), or the adjoint rate of strain (^t), respec-
tively. Eq. (17), referred to as adjoint gradient equation, is sur- wherein ct[m2] is the variance of the filter and D denotes the
face-based and does not require mesh adaption to the dimensionality of the boundary that is subject to the filter (D = 1
infinitesimal shape perturbations applied, e.g. [22,14]. for lines; D = 2 for surfaces). Details present in the ‘‘raw’’ distribu-
tion of the shape derivative, which are significantly smaller than
pffiffiffiffiffi
the standard deviation or length scale of the filter kernel, ct , are
4. Filtering of shape derivatives
eliminated by the filter. For t = 0 the original distribution is
retained.
Small-scale oscillations (noise) are usually undesired in
An implicit first-order approximation to Eq. (21)
practical shape design for several reasons; among these are hydro-
dynamic, structural, manufacturing, operational or economic ct @ 2 G
considerations. In a CAD-free approach the same mesh is used to GðtÞ  ðtÞ ¼ Gð0Þ þ OðtÞ over CD ð23Þ
2 @n2
discretise both flow and shape. This strongly reduces the number
of tools and data-interfaces involved in the optimisation. The reso- allows for a direct comparison against the implicit smoothing tech-
lution of the computational mesh is usually chosen in accordance nique based on a ‘‘Sobolev-gradient’’, which is well-established in
with the RANS requirements. Thus, in some areas the grid resolu- adjoint shape optimisation [15,16,26]. There, a steady-state Pois-
tion can be very high in order to capture the important flow son-type equation is solved over the design surface in order to ob-
features (e.g. boundary layers, stagnation or separation and tain a smoothed shape derivative, or gradient G, from the raw
re-attachment zones). The resolution requirements of the shape- derivatives G, viz.
description can be different, mainly driven by the local curvature !
@ @G
of the boundary so that the characteristic length scales of the G e ¼ G over CD : ð24Þ
description of geometry and flow can be different. Very fine mesh @n @n
resolutions are prone to non-smooth shape derivatives, dominated
A step in the negative direction of G with the stride a guarantees a
by fine-scale structures. Such structures usually slow down the
negative (desired) variation of the objective functional for arbitrary
local optimisation or lead to undesired shapes.
choices of a uniform value e [15]:
This motivates the use of filters which eliminate fine-scale 2
Z Z !2 3
structures from the distribution of the shape derivative. Linear h i @G 5
convolution filters with a uniform filter kernel K(r) are applied in dJ ¼  aGG dC ¼ a 4G þ e
2
dC ð25Þ
CD CD @n
this study. The filtered distribution of the shape derivative is given
by the convolution
The equivalence above is obtained using (24) and integration by
Z
parts in conjunction with zero values of G along the bounding lines
GðnÞ ¼ HGðnÞ ¼ KðrÞGðn  rÞdr; 8n 2 C D ; ð18Þ
CD of CD. It is interesting to note that Eqs. (23) and (24) are first-order
equivalent. A direct comparison reveals
with r, H and n representing the local filter radius, the filtering oper-
ator and the curved boundary coordinate, respectively. Mind that ct
e¼ ; ð26Þ
the description is one-dimensional. The extension to two- 2
dimensional surfaces with a local system of orthogonal surface so that the smoothing intensity e involved in Eq. (24) can be inter-
coordinates (ni, i = 1, 2) is straight-forward. The filter is assumed preted as half the variance ct of the Gaussian filter kernel. The opti-
to be a bounded operator, to have a normalised filter function mal choice of e is case dependent. Gherman and Schulz [6] and
Z Schmidt et al. [26] suggested to identify an appropriate (optimal)
KðrÞdr ¼ 1; 8n 2 C D ð19Þ value for e by analysis of the corresponding Hessian, Kim et al.
[17] used automatic procedures.
and to be conservative, so that it does not alter the integral of the As outlined by Schmidt et al. [26] and Eppler et al. [4], the pre-
shape derivatives over the design surface CD (global conservation) conditioned steepest-descent can be considered as an approximate
Z Z Z Newton method. The close relation to the Sobolev-smoothing puts
GðnÞdn ¼ HGðnÞdn ¼ GðnÞdn: ð20Þ the suggested filtering technique on a firm rational basis. In con-
trast to the implicit smoothing technique, Eq. (24), the filtering
Many formulations for low-pass filters are available in literature, operation is fully explicit. It can easily be applied in the context
such as box-filters, Gaussian, spectral or Pao filters. Motivated by of unstructured grids where the grid connectivity is often not avail-
scale-space theory [18,3,5], Gaussian filters are used in this study. able for the surface patches.
These do not introduce new spurious structures at coarse scales that This study is confined to uniform Gaussian filter kernels, which
do not correspond to simplifications of corresponding structures at are globally conservative, cf. Eq. (20). In practice, a part of the
26 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32
kernel is cut off close to the bounding lines of CD, since it has an
unbounded
pffiffiffiffiffiffiffiffiffi support. However, the filter operation acts locally as
for r= ðctÞ ¼ 2, approximately 95 per cent of the kernel integral
is included. The kernel is renormalised numerically according to
Shepard [27]:
KðnÞ
K N ðnÞ ¼ R ; 8n 2 C D
KðrÞdr
CD
The filter operation becomes particularly simple when the influence
of the local curvature of the design surface is ignored within the
kernel width. The approach isffi defensible due to the dense support
pffiffiffiffiffiffiffiffi
of the kernel as long as ðctÞ is kept small compared to the local
radius of curvature. The latter is usually satisfied and an undesired
filtering across edges can be suppressed by screening the changes of
the face normals.
5. Numerical implementation
The incompressible RANS equations are solved using a collo-
cated cell-centred finite volume discretisation on fully unstruc-
tured grids. The employed algorithm, FreSCo+, supports hanging
grid nodes and is parallelised using the MPI protocol. Pressure–
velocity coupling is enforced by the SIMPLE pressure-correction
scheme [1]. The same approach is used for the adjoint code, i.e.
Eqs. (15) and (16) are solved using an adapted SIMPLE scheme.
The adjoint code is written closest possible to the primal RANS sol-
ver. Coding effort can significantly be reduced by reusing huge por-
tions of the original solver, approximately 90 per cent in FreSCo+.
Consistency of both primal and adjoint discretisation (duality)
minimises potential mismatches between the values of the objec-
tive functional calculated by the primal solver and its variations
obtained with the adjoint code. First order derivatives, such as
divergence or gradient operators, are ‘‘directed’’ in space and time.
Due to the negative sign of the adjoint convection (15),(16) arising
from integration by parts, the direction of the convective transport
is opposite to the original PDE. Here, the issue of duality is directly
linked to numerical stability. When an upwind-based scheme is
used for the primal problem, the corresponding downwind scheme
is used for the adjoint problem. Standard convection schemes,
namely first- or higher-order schemes (UDS, QUICK, LUDS, CUI,
etc.) and their monotonicity-preserving variants have been
adapted to the adjoint problem accordingly. Second derivatives
such as the diffusion operator are self-adjoint, so that the discret-
SYMMETRY
VELOCITY
Fig. 1. Computational grid and boundary conditions for a two-dimensional semi-circle in free stream.
isation scheme of the primal is directly applied to the correspond-
ing adjoint operator. The adjoint right-hand side terms (15)/(16)
and boundary conditions depend on the definition of the objective
functional. Hence, the adjoint equations need to be solved once per
objective functional considered. The gradient Eq. (17) is evaluated
after solving the adjoint equations in the adjoint post-processing.
The gradient equation is boundary-based so that a mesh adapta-
ð27Þ
tion to the infinitesimal perturbations is not required. This is par-
ticularly important for unstructured-grid implementations.
However, the approximation of the gradient Eq. (17) is only first-
order accurate as the included boundary-normal derivatives are.
The suggested filtering of the shape derivatives is performed in
a fully explicit manner. The procedure is parallelised based on the
MPI-standard using the distributed memory concept. In many
cases, the domain decomposition which is optimised to solve the
flow turns out to be suboptimal for surface operations. To avoid
an extra decomposition, the boundary patches for every separate
surface area to be filtered are gathered on a single processor to
avoid MPI communication overheads. The resulting memory con-
sumption of less than 105 variables per processor is considered tol-
erable. The required number of operations per separate surface is
of the order of the number of surface patches on CD times the aver-
age number of patches falling into the local filter kernel,
Oðnsurf  nkern ). Boundary conditions are not considered explicitly,
instead the part of the filter that exceeds the considered surface
is simply cut off. Accordingly, the filtering can be considered as a
weighted local average over the kernel radius. On unstructured
grids the filtering approach has several advantages over the stan-
dard smoothing algorithm based on ‘‘Sobolev-gradients’’. Often
the data-structures required to solve the governing PDE in the do-
main are not available on the boundaries. Beyond the necessary
connectivity table for the boundary faces, a management of bound-
ary conditions is needed. The boundary conditions for the surface
PDE have to be declared over the confining surface lines. When
computed on a single processor per surface to be smoothed, it
can become a bottleneck in the process chain. Depending on the
solution algorithm, an implicit solution of the surface-based sys-
tem of equations is expected to require Oðn2surf Þ or more operations,
which clearly exceeds the requirements of the filtering.
6. Optimisation test case
A two-dimensional semi-circle in free-stream conditions, de-
picted in Fig. 1, was investigated for different Reynolds-numbers
WALL/DSG−SURF
PRESSURE
SYMMETRY
 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32 27

in the range of 100  ReD  5  105. The simple geometry is contin-

uous over the design surface and has a constant curvature. The
blunt body features a distinct flow separation for all Reynolds-
numbers considered. Due to the symmetry boundary condition
imposed along the centre-line, vortex streets are suppressed and
steady-state solutions can be obtained.
At the inlet, 12 diameters upstream, the velocity was pre-
scribed. A prescribed pressure value was imposed at the outlet,
20 diameters downstream of the circle. On the semi-circle a wall
boundary condition was applied, resolving the boundary layer
numerically (y+ < 1). A symmetry boundary condition was set on
the far side 16 diameters aside. The mesh contained approximately
5200 cells and was used for all cases presented in this section. The
Wilcox k-x turbulence model [31] was used for the turbulent flow
cases. The coefficent CD of the drag force acting on the semi-circle
was considered as objective functional, viz.
Z
J¼ jC dC with jC ¼ ci ð2leff Sij  pdij Þnj : ð28Þ
CO

With ci ¼ 4di1 =ðqU 20 Dcyl Þ, a non-dimensional drag coefficient compa-

rable to the full cylinder is obtained. This leads to the adjoint
boundary condition U ^ i ¼ ci on the cylinder walls.
This leads to the adjoint boundary condition U b i ¼ di ¼ d1i on
the cylinder walls. The adjoint boundary conditions at in- and out-
let are listed in Table 2. In a brief verification study, the adjoint-
based distribution of the shape derivative was compared against
the direct-differentiation method for fully turbulent flow at
ReD = 5  105. In the latter approach, the derivatives were obtained
from several solutions of the linearised RANS Eqs. (8) and (9)
applying patch-wise perturbations to the boundary conditions. Fig. 2. Verification adjoint vs. direct-differentiation method. Comparison
 of the
Subsequently, the shape derivatives were obtained from the varia- shape derivatives of the negative drag force coefficient, C D ¼ 4F x = qU 20 Dcyl , for a
5
tion of the objective functional semi-circle in turbulent flow conditions at ReD = 5  10 .

Z
dJ ¼ djC dC with djC ¼ ci ð2leff dSij  dpdij Þnj :
CO
A consistent finite volume method was used to solve the linearised
RANS problem. The geometric variations of the objective functional
(‘‘local shape derivatives’’), cf. second integral in Eq. (6), were ne-
glected for both adjoint and direct-differentiation method, as the
shape derivatives are dominated by the flow-dependent variation
(‘‘global shape derivatives’’), cf. leading integral in Eq. (6). As indi-
cated by Fig. 2, the shape derivatives obtained from the direct-dif-
ferentiation method and the adjoint method are in fair agreement.
The consistency was verified on a finer mesh level.
For demonstration purposes, the distributions of the shape
derivatives for the drag force coefficient were calculated for differ-
ent Reynolds-numbers and plotted over the cylinder contour by
black vectors in Fig. 3. The corresponding plots over the perimeter
are provided in Fig. 4. The velocity stream-lines (red lines) illus-
trate how the surface derivatives are correlated to the flow separa-
tion. The laminar cases, Fig. 3a–c, show that the distribution of the
shape derivative is smooth at ReD = 100, becoming rougher at
increasing Reynolds-numbers. Particularly for the higher Rey-
nolds-numbers, Fig. 3(c) to (e), the correlation of shape derivatives
and flow separation becomes very local. At the separation point,
the shape derivatives are null as the shear stress vanishes, cf. Eq.
(17).
For the turbulent flow case at ReD = 5  105, different optimisa-
tion cycles were performed using different filtering widths. The
shape modifications followed the filtered shape derivatives G,
imposing a constraint on the displacement of the semi-circle. As
proposed by Huan and Modi [11] a descent direction that does
not violate the constrained displacement was obtained by the
projection:
ð29Þ R
C GdC
G ¼ G  R D ð30Þ
CD dC
In combination with a conservative filter kernel, Eq. (20), the order
of volume projection (30) and filtering can be permuted. The
filtered, volume-conservative gradient was applied in boundary-
normal direction to the current configuration using a constant,
user-defined step size:
dn ¼ aG ð31Þ
Subsequently, the mesh was adapted to the modified shape and a
new flow solution was calculated. The components of the mesh
deformation di were obtained by solving a Laplace field equation
ðc
~di;j Þj ¼ 0 in X; ð32Þ
with the displacements di = nidn imposed as boundary conditions
over the design surface(s) CD. The implementation generally allows
to decrease the diffusion coefficient c
~ with the wall distance in or-
der to preserve the grid quality in the boundary layer. However,
c~ ¼ 1 was used in this study.
Three optimisation cycles featuring different kernel and step
sizes were investigated in conjunction with the preconditioned
method of descent (see Table 3). The violation of the volume con-
straint was of the order of 105 times the cylinder volume Vcyl.
Obviously the optimisation has not been driven towards conver-
gence (Fig. 5), as the grid adaption algorithm would require a re-
normalisation of the RANS mesh after some steps. The successive
mesh adaptation accumulates mesh deficiencies, so that the
approximation error differs after a number of design iterations.
Accordingly, a stepwise comparison is expected to predict the cor-
28 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32

Fig. 3. Influence of the Reynolds-number on the shape derivatives of the negative drag force coefficient, C D ¼ 4F x =ðqU 20 Dcyl Þ, on a semi-circle.

Table 3
Optimisation of a semi-circle at ReD = 5  105 in turbulent flow. Summary of
investigated kernel widths, step sizes and optimisation cycles.
pffiffiffiffiffiffiffiffiffi
Kernel ðctÞ=Dcyl a=D3cyl Colour (Fig. 5) No. of cycles
5
Wide 0.144 1.25  10 Red 5
Medium 0.072 6.25  106 Green 13
Gx D cyl

Narrow 0.018 6.25  106 Blue 17

2

row kernels assume a similar shape. For the narrow kernel

Fig. 4. Quantitative comparison of the shape derivatives of the negative drag force
coefficient, C D ¼ 4F x =ðqU 20 Dcyl Þ, shown in Fig. 3a–e. The Reynolds-number is given
in the legend, where the curves for Re = 105 and 5  105 were scaled by 0.02.
rect change in the objective functional, whereas one has to be care-
ful when comparing the final objective functional values of differ-
ent optimisation runs. However, a comparison of the final shapes
displayed in Fig. 6 indicates that, at larger filter widths, the final
design is dominated by the larger length scales of the gradient.
Note that the contour lines associated with the medium and nar-
(Fig. 7) the shape evolution follows a rather ‘‘local path’’ moving
the separation spoiler step by step in the aft direction. Other the
wide filter (Fig. 8), which follows the wider modes and preserves
a smooth shape during the evolution. It is well known, e.g. [15],
that larger steps a are possible, when the smoothing intensity or
the width of the filter kernel increases. Accordingly, the wide filter
kernel allows for twice the step size used in the other cases. Mind
that the amplitude of local extrema in the derivative is reduced by
filtering or smoothing operations.
When attention is directed to the trajectory of the narrow ker-
nel, Fig. 5, an increase of the objective functional value is observed
after the first cycle. Here, the imposed shape modification is per-
haps most drastic, turning the smooth initial shape into a spoilered
arc. Hence, the induced changes of the turbulent flow field inhere
significant non-linearities which restrict the appropriate step size
of a gradient-based optimisation at that point. Henceforth, the
spoiler is gradually shifted in the downstream direction and the
location of the separation is geometrically defined. The flow
 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32 29

0.37 0.5

0.36 0.4

0.35 0.3 0.45

Drag Coefficient C_D

0.34 0.2
0.4

0.33 0.1
0.15 0.2 0.25 0.3 0.35
0
0.32 -0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5

0.31 Fig. 7. Semi-circle at ReD = 5  105. Shape evolution using the narrow kernel: Step
0 = solid, step 1 = dashed, step 5 = dot-dashed, step 10 = dot-dashed 2nd, step
17 = dotted. (For interpretation of the references to colour in this figure legend, the
0.3
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 reader is referred to the web version of this article.)
Optimisation Cycle

Fig. 5. Optimisation of a semi-circle at ReD = 5  105. Objective functional, drag 0.5

force coefficient C D ¼ 4F x =ðqU 20 Dcyl Þ, over iteration steps for a descent in the
direction of the filtered shape derivatives: Wide kernel = dashed; medium ker-
nel = dot-dashed; narrow kernel = dotted. (For interpretation of the references to 0.4
color in this figure legend, the reader is referred to the web version of this article.)
0.3 0.45

0.5 0.2
0.4

0.4 0.1
0.15 0.2 0.25 0.3 0.35
0.3 0.45 0
-0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5

0.2 Fig. 8. Semi-circle at ReD = 5  105. Shape evolution using the wide kernel: Step
0.4
0 = solid, step 1 = dashed, step 3 = dot-dashed, step 5 = dotted. (For interpretation of
0.1 the references to color in this figure legend, the reader is referred to the web version
of this article.)
0.15 0.2 0.25 0.3 0.35
0
-0.5 -0.4 -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5
7. Application to ship hull design
5
Fig. 6. Optimisation of a semi-circle at ReD = 5  10 . Final shapes obtained for
different filters: Baseline = solid; wide kernel = dashed; medium kernel = dot-
dashed; narrow kernel = dotted. (For interpretation of the references to color in
The hull of a generic PanMax container vessel of 200 m length
this figure legend, the reader is referred to the web version of this article.) was considered at model scale in order to evaluate the filtering
procedure in the context of practical ship design [30]. The Rey-
nolds-number based on the ship length was ReL = 1.5  107. Flow
topology is maintained and the objective functional value monot- domain and boundary conditions are illustrated in Fig. 9. At the
onously descents during the subsequent design steps. The latter still-water level a symmetry boundary condition was imposed.
is quite remarkable, since it indicates the robustness of the ap- For symmetry reasons, only half of the hull was modelled numer-
proach. Mind that the deficiencies of a frozen turbulence approach, ically. The unstructured mesh contained 1.2 million cells, using lo-
addressed by Zymaris et al. [32] in the context of the continuous cal grid refinement. The Wilcox k-x turbulence model was applied
adjoint RANS method, are bounded due to the continuous update and the boundary layers were resolved numerically down to y+  1.
of the primal turbulent flow field. The sensitivity analysis aims to identify hull-shape influences on

SYMMETRY

PRESSURE
WALL/DSG−SURF
VELOCITY

Fig. 9. Computational grid and boundary conditions for a generic PanMax container vessel.
30 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32

one of the main reasons for propeller-induced noise and vibrations

[2]. The axial velocity in the propeller disk is depicted in Fig. 10
(left). The main deviations of the axial velocity component from
its mean value over the perimeter are observed in the 6 and 12
o’clock positions. As it is common practice in ship design, the anal-
ysis of the wake field was carried out un-propelled, i.e. in the ab-
sence of the propeller. The wake objective functional is based on
a least-square formulation
Z  Z 1
dX dX
J ¼1C ½U 1  U 1 ðrÞ2 with C ¼ U 20 ; ð33Þ
XO 2r XO r
evaluating the deviation from the mean of the axial flow averaged
over the perimeter
Z 2p
1
U 1 ðrÞ ¼ U 1 ðrÞ dh for RI < r < RO : ð34Þ
2p 0

Fig. 10. Axial velocity distribution over the propeller disk (left) and corresponding
axial adjoint velocity (right).
the level of (in)homogeneity that is observed in the velocity wake
in the propeller disk volume XO. Such inhomogeneities cause
changes in the propeller blade load over the perimeter and are
RI and RO denote the inner and outer radii of the propeller disk,
referring to the propeller hub radius and 105% of the propeller ra-
dius. U0 is the free stream velocity. The cells falling into the propel-
ler disk volume XO are highlighted in Fig. 11. We assume that the
propeller disk volume XO is not subject to shape variations. Freez-
ing the mean value U1(r), the right-hand side contributions to the
adjoint momentum equations are

Fig. 11. Smoothed shape derivatives G½m3  of the wake objective functional of a generic PanMax container vessel at ReL = 1.5  107 for different kernel widths. A positive
[negative] gradient indicates an increased objective functional value by a local increase in fluid [hull] volume.
 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32 31

pffiffiffiffiffiffiffiffiffi
Fig. 12. Smoothed shape derivatives ðctÞ=L ¼ 1:44  103 of the wake objective functional for a generic PanMax container vessel at ReL = 1.5  107, directly imposed (red)
4
on the initial hull form (black) with a = 20 m .

C inhomogeneities present in the velocity wake (left). The adjoint

ðjX Þ;Ui ¼ di1 ½U 1  U 1 ðrÞ: ð35Þ
r boundary conditions were defined according to Table 2. The hull
The right-hand side terms are specific to the objective functional surface, CD, does not contribute to the objective functional, so that
(33) and drive the adjoint velocity field. The axial adjoint velocity a partial derivative of the objective functional with respect to the
wake induced in the propeller disk, Fig. 10 (right), reflects the major shape does not exist.
32 A. Stück, T. Rung / Computers & Fluids 47 (2011) 22–32
According to Fig. 11, the gradient distribution shows an in-
creased level of smoothness when the kernel width is increased.
At the same time the level of details is continuously reduced
pffiffiffiffiffiffiffiffi
ffi by fil-
tering out the high-frequency components. For ðctÞ=L ¼ 1:44 
103 the gradient is sufficiently smooth to be directly applied to
the original hull form. The remaining low-frequency modes of
the shape derivative were imposed on the hull with the step size
a = 20 m4. The resulting shape is depicted in Fig. 12. The main
features of the shape modification proposed by the adjoint method
are an increased heel radius, cf. buttock lines B0 and B1, in combi-
nation with rounder frames, cf. buttock lines B1–B3 and frames
sections F1–F5.
In practical ship design, a design engineer can mimic the trends
suggested by the shape gradient in a CAD/CAE-system. The desired
level of detail can be controlled through the filter width. Moreover,
deficiencies of the underlying CAD model or shape parametrisation
can be identified by analysing the different scales present in the
gradient distribution.
8. Conclusions
The adjoint sensitivity analysis based on the derive-then-discre-
tise approach yields a high-resolution distribution of the shape
derivatives using each surface element as control patch. The ad-
joint-based shape derivatives are in fair agreement with the pre-
diction of the direct-differentiation method. The method is
however prone to noisy derivatives involving high-frequency
modes, in particular at high Reynolds-numbers. This can deterio-
rate the convergence rate of the optimisation process and yields
technically undesirable shapes. To remedy these deficits, it is sug-
gested to use a filtering method. The approach is closely related to
the smoothing concept based on ‘‘Sobolev-gradients’’ but acts lo-
cally in an explicit manner. The scale-space properties of the
Gaussian filter are very suitable in the context of shape optimisa-
tion and the numerical implementation is straight-forward in an
unstructured grid environment. The application is intuitive, as
shown for a preconditioned descent method for a semi-circle in
free flow and a three-dimensional re-design of a ship hull. Aniso-
tropic grids suggest the use of anisotropic, non-uniform filters
which is, next to a rationale for the filter parameters, an interesting
topic for future studies.
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