Energy stable and momentum conserving hybrid finite element method for the incompressible Navier-Stokes equations

A hybrid method for the incompressible Navier-Stokes equations is presented. The method inherits the attractive stabilizing mechanism of upwinded discontinuous Galerkin methods when momentum advection becomes significant, equal-order interpolations can be used for the velocity and pressure fields, and mass can be conserved locally. Using continuous Lagrange multiplier spaces to enforce flux continuity across cell facets, the number of global degrees of freedom is the same as for a continuous Galerkin method on the same mesh. Different from our earlier investigations on the approach for the Navier-Stokes equations, the pressure field in this work is discontinuous across cell boundaries. It is shown that this leads to very good local mass conservation and, for an appropriate choice of finite element spaces, momentum conservation. Also, a new form of the momentum transport terms for the method is constructed such that global energy stability is guaranteed, even in the absence of a pointwise solenoidal velocity field. Mass conservation, momentum conservation, and global energy stability are proved for the time-continuous case and for a fully discrete scheme. The presented analysis results are supported by a range of numerical simulations. © 2012 Society for Industrial and Applied Mathematics.

Precise description of the different far fields encountered in the problem of diffraction of acoustic waves by a quarter-plane

This paper provides a review of important results concerning the Geometrical Theory of Diffraction and Geometrical Optics. It also reviews the properties of the existing solution for the problem of diffraction of a time harmonic plane wave by a half-plane. New mathematical expressions are derived for the wave fields involved in the problem of diffraction of a time harmonic plane wave by a quarter-plane, including the secondary radiated waves. This leads to a precise representation of the diffraction coefficient describing the diffraction occurring at the corner of the quarter-plane. Our results for the secondary radiated waves are an important step towards finding a formula giving the corner diffraction coefficient everywhere. © 2012 The authors.

Large scale heterogeneous networks, the Davis-Wielandt shell, and graph separation

We consider a large scale network of interconnected heterogeneous dynamical components. Scalable stability conditions are derived that involve the input/output properties of individual subsystems and the interconnection matrix. The analysis is based on the Davis-Wielandt shell, a higher dimensional version of the numerical range with important convexity properties. This can be used to allow heterogeneity in the agent dynamics while relaxing normality and symmetry assumptions on the interconnection matrix. The results include small gain and passivity approaches as special cases, with the three dimensional shell shown to be inherently connected with corresponding graph separation arguments. © 2012 Society for Industrial and Applied Mathematics.

Classical plume theory: 1937-2010 and beyond

Developing a theoretical description of turbulent plumes, the likes of which may be seen rising above industrial chimneys, is a daunting thought. Plumes are ubiquitous on a wide range of scales in both the natural and the man-made environments. Examples that immediately come to mind are the vapour plumes above industrial smoke stacks or the ash plumes forming particle-laden clouds above an erupting volcano. However, plumes also occur where they are less visually apparent, such as the rising stream of warmair above a domestic radiator, of oil from a subsea blowout or, at a larger scale, of air above the so-called urban heat island. In many instances, not only the plume itself is of interest but also its influence on the environment as a whole through the process of entrainment. Zeldovich (1937, The asymptotic laws of freely-ascending convective flows. Zh. Eksp. Teor. Fiz., 7, 1463-1465 (in Russian)), Batchelor (1954, Heat convection and buoyancy effects in fluids. Q. J. R. Meteor. Soc., 80, 339-358) and Morton et al. (1956, Turbulent gravitational convection from maintained and instantaneous sources. Proc. R. Soc. Lond. A, 234, 1-23) laid the foundations for classical plume theory, a theoretical description that is elegant in its simplicity and yet encapsulates the complex turbulent engulfment of ambient fluid into the plume. Testament to the insight and approach developed in these early models of plumes is that the essential theory remains unchanged and is widely applied today. We describe the foundations of plume theory and link the theoretical developments with the measurements made in experiments necessary to close these models before discussing some recent developments in plume theory, including an approach which generalizes results obtained separately for the Boussinesq and the non-Boussinesq plume cases. The theory presented - despite its simplicity - has been very successful at describing and explaining the behaviour of plumes across the wide range of scales they are observed. We present solutions to the coupled set of ordinary differential equations (the plume conservation equations) that Morton et al. (1956) derived from the Navier-Stokes equations which govern fluid motion. In order to describe and contrast the bulk behaviour of rising plumes from general area sources, we present closed-form solutions to the plume conservation equations that were achieved by solving for the variation with height of Morton's non-dimensional flux parameter Γ - this single flux parameter gives a unique representation of the behaviour of steady plumes and enables a characterization of the different types of plume. We discuss advantages of solutions in this form before describing extensions to plume theory and suggesting directions for new research. © 2010 The Author. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

An organizing center in a planar model of neuronal excitability

This paper studies the excitability properties of a generalized FitzHugh-Nagumo model. The model differs from the classical FitzHugh-Nagumo model in that it accounts for the effect of cooperative gating variables such as activation of calcium currents. Excitability is explored by unfolding a pitchfork bifurcation that is shown to organize five different types of excitability. In addition to the three classical types of neuronal excitability, two novel types are described and distinctly associated to the presence of cooperative variables. © 2012 Society for Industrial and Applied Mathematics.

Low-rank optimization on the cone of positive semidefinite matrices

We propose an algorithm for solving optimization problems defined on a subset of the cone of symmetric positive semidefinite matrices. This algorithm relies on the factorization X = Y Y T , where the number of columns of Y fixes an upper bound on the rank of the positive semidefinite matrix X. It is thus very effective for solving problems that have a low-rank solution. The factorization X = Y Y T leads to a reformulation of the original problem as an optimization on a particular quotient manifold. The present paper discusses the geometry of that manifold and derives a second-order optimization method with guaranteed quadratic convergence. It furthermore provides some conditions on the rank of the factorization to ensure equivalence with the original problem. In contrast to existing methods, the proposed algorithm converges monotonically to the sought solution. Its numerical efficiency is evaluated on two applications: the maximal cut of a graph and the problem of sparse principal component analysis. © 2010 Society for Industrial and Applied Mathematics.

Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute. © 2009 Society for Industrial and Applied Mathematics.

Nonlinear drillstring dynamics analysis

This paper studies the dynamical response of a rotary drilling system with a drag bit, using a lumped parameter model that takes into consideration the axial and torsional vibration modes of the bit. These vibrations are coupled through a bit-rock interaction law. At the bit-rock interface, the cutting process introduces a state-dependent delay, while the frictional process is responsible for discontinuous right-hand sides in the equations governing the motion of the bit. This complex system is characterized by a fast axial dynamics compared to the slow torsional dynamics. A dimensionless formulation exhibits a large parameter in the axial equation, enabling a two-time-scales analysis that uses a combination of averaging methods and a singular perturbation approach. An approximate model of the decoupled axial dynamics permits us to derive a pseudoanalytical expression of the solution of the axial equation. Its averaged behavior influences the slow torsional dynamics by generating an apparent velocity weakening friction law that has been proposed empirically in earlier work. The analytical expression of the solution of the axial dynamics is used to derive an approximate analytical expression of the velocity weakening friction law related to the physical parameters of the system. This expression can be used to provide recommendations on the operating parameters and the drillstring or the bit design in order to reduce the amplitude of the torsional vibrations. Moreover, it is an appropriate candidate model to replace empirical friction laws encountered in torsional models used for control. © 2009 Society for Industrial and Applied Mathematics.

Consensus optimization on manifolds

The present paper considers distributed consensus algorithms that involve N agents evolving on a connected compact homogeneous manifold. The agents track no external reference and communicate their relative state according to a communication graph. The consensus problem is formulated in terms of the extrema of a cost function. This leads to efficient gradient algorithms to synchronize (i.e., maximizing the consensus) or balance (i.e., minimizing the consensus) the agents; a convenient adaptation of the gradient algorithms is used when the communication graph is directed and time-varying. The cost function is linked to a specific centroid definition on manifolds, introduced here as the induced arithmetic mean, that is easily computable in closed form and may be of independent interest for a number of manifolds. The special orthogonal group SO (n) and the Grassmann manifold Grass (p, n) are treated as original examples. A link is also drawn with the many existing results on the circle. © 2009 Society for Industrial and Applied Mathematics.

Low-rank optimization with trace norm penalty

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization that makes the trace norm differentiable in the search space and the computation of duality gap numerically tractable. The search space is nonlinear but is equipped with a Riemannian structure that leads to efficient computations. We present a second-order trust-region algorithm with a guaranteed quadratic rate of convergence. Overall, the proposed optimization scheme converges superlinearly to the global solution while maintaining complexity that is linear in the number of rows and columns of the matrix. To compute a set of solutions efficiently for a grid of regularization parameters we propose a predictor-corrector approach that outperforms the naive warm-restart approach on the fixed-rank quotient manifold. The performance of the proposed algorithm is illustrated on problems of low-rank matrix completion and multivariate linear regression. © 2013 Society for Industrial and Applied Mathematics.