The finite element method in low speed aerodynamics

The finite element procedure is shown to be of significant impact in design of the 'computational wind tunnel' for low speed aerodynamics. The uniformity of the mathematical differential equation description, for viscous and/or inviscid, multi-dimensional subsonic flows about practical aerodynamic system configurations, is utilized to establish the general form of the finite element algorithm. Numerical results for inviscid flow analysis, as well as viscous boundary layer, parabolic, and full Navier Stokes flow descriptions verify the capabilities and overall versatility of the fundamental algorithm for aerodynamics. The proven mathematical basis, coupled with the distinct user-orientation features of the computer program embodiment, indicate near-term evolution of a highly useful analytical design tool to support computational configuration studies in low speed aerodynamics

Finite Volume Spaces and Sparsification

We introduce and study finite $d$-volumes - the high dimensional generalization of finite metric spaces. Having developed a suitable combinatorial machinery, we define $\ell_1$-volumes and show that they contain Euclidean volumes and hypertree volumes. We show that they can approximate any $d$-volume with $O(n^d)$ multiplicative distortion. On the other hand, contrary to Bourgain's theorem for $d=1$, there exists a $2$-volume that on $n$ vertices that cannot be approximated by any $\ell_1$-volume with distortion smaller than $\tilde{\Omega}(n^{1/5})$. We further address the problem of $\ell_1$-dimension reduction in the context of $\ell_1$ volumes, and show that this phenomenon does occur, although not to the same striking degree as it does for Euclidean metrics and volumes. In particular, we show that any $\ell_1$ metric on $n$ points can be $(1+ \epsilon)$-approximated by a sum of $O(n/\epsilon^2)$ cut metrics, improving over the best previously known bound of $O(n \log n)$ due to Schechtman. In order to deal with dimension reduction, we extend the techniques and ideas introduced by Karger and Bencz{\'u}r, and Spielman et al.~in the context of graph Sparsification, and develop general methods with a wide range of applications.Comment: previous revision was the wrong file: the new revision: changed (extended considerably) the treatment of finite volumes (see revised abstract). Inserted new applications for the sparsification technique

Efficient Rank Reduction of Correlation Matrices

Geometric optimisation algorithms are developed that efficiently find the nearest low-rank correlation matrix. We show, in numerical tests, that our methods compare favourably to the existing methods in the literature. The connection with the Lagrange multiplier method is established, along with an identification of whether a local minimum is a global minimum. An additional benefit of the geometric approach is that any weighted norm can be applied. The problem of finding the nearest low-rank correlation matrix occurs as part of the calibration of multi-factor interest rate market models to correlation.Comment: First version: 20 pages, 4 figures Second version [changed content]: 21 pages, 6 figure

Polynomial-Time Algorithms for Quadratic Isomorphism of Polynomials: The Regular Case

Let $\mathbf{f}=(f\_1,\ldots,f\_m)$ and $\mathbf{g}=(g\_1,\ldots,g\_m)$ be two sets of $m\geq 1$ nonlinear polynomials over $\mathbb{K}[x\_1,\ldots,x\_n]$ ($\mathbb{K}$ being a field). We consider the computational problem of finding -- if any -- an invertible transformation on the variables mapping $\mathbf{f}$ to $\mathbf{g}$. The corresponding equivalence problem is known as {\tt Isomorphism of Polynomials with one Secret} ({\tt IP1S}) and is a fundamental problem in multivariate cryptography. The main result is a randomized polynomial-time algorithm for solving {\tt IP1S} for quadratic instances, a particular case of importance in cryptography and somewhat justifying {\it a posteriori} the fact that {\it Graph Isomorphism} reduces to only cubic instances of {\tt IP1S} (Agrawal and Saxena). To this end, we show that {\tt IP1S} for quadratic polynomials can be reduced to a variant of the classical module isomorphism problem in representation theory, which involves to test the orthogonal simultaneous conjugacy of symmetric matrices. We show that we can essentially {\it linearize} the problem by reducing quadratic-{\tt IP1S} to test the orthogonal simultaneous similarity of symmetric matrices; this latter problem was shown by Chistov, Ivanyos and Karpinski to be equivalent to finding an invertible matrix in the linear space $\mathbb{K}^{n \times n}$ of $n \times n$ matrices over $\mathbb{K}$ and to compute the square root in a matrix algebra. While computing square roots of matrices can be done efficiently using numerical methods, it seems difficult to control the bit complexity of such methods. However, we present exact and polynomial-time algorithms for computing the square root in $\mathbb{K}^{n \times n}$ for various fields (including finite fields). We then consider \\#{\tt IP1S}, the counting version of {\tt IP1S} for quadratic instances. In particular, we provide a (complete) characterization of the automorphism group of homogeneous quadratic polynomials. Finally, we also consider the more general {\it Isomorphism of Polynomials} ({\tt IP}) problem where we allow an invertible linear transformation on the variables \emph{and} on the set of polynomials. A randomized polynomial-time algorithm for solving {\tt IP} when $\mathbf{f}=(x\_1^d,\ldots,x\_n^d)$ is presented. From an algorithmic point of view, the problem boils down to factoring the determinant of a linear matrix (\emph{i.e.}\ a matrix whose components are linear polynomials). This extends to {\tt IP} a result of Kayal obtained for {\tt PolyProj}.Comment: Published in Journal of Complexity, Elsevier, 2015, pp.3