Numerical solution of the unsteady Navier-Stokes equation

The construction and the analysis of nonoscillatory shock capturing methods for the approximation of hyperbolic conservation laws are discussed. These schemes share many desirable properties with total variation diminishing schemes, but TVD schemes have at most first-order accuracy, in the sense of truncation error, at extrema of the solution. In this paper a uniformly second-order approximation is constructed, which is nonoscillatory in the sense that the number of extrema of the discrete solution is not increasing in time. This is achieved via a nonoscillatory piecewise linear reconstruction of the solution from its cell averages, time evolution through an approximate solution of the resulting initial value problem, and averaging of this approximate solution over each cell

Optimal Data Collection For Informative Rankings Expose Well-Connected Graphs

Given a graph where vertices represent alternatives and arcs represent pairwise comparison data, the statistical ranking problem is to find a potential function, defined on the vertices, such that the gradient of the potential function agrees with the pairwise comparisons. Our goal in this paper is to develop a method for collecting data for which the least squares estimator for the ranking problem has maximal Fisher information. Our approach, based on experimental design, is to view data collection as a bi-level optimization problem where the inner problem is the ranking problem and the outer problem is to identify data which maximizes the informativeness of the ranking. Under certain assumptions, the data collection problem decouples, reducing to a problem of finding multigraphs with large algebraic connectivity. This reduction of the data collection problem to graph-theoretic questions is one of the primary contributions of this work. As an application, we study the Yahoo! Movie user rating dataset and demonstrate that the addition of a small number of well-chosen pairwise comparisons can significantly increase the Fisher informativeness of the ranking. As another application, we study the 2011-12 NCAA football schedule and propose schedules with the same number of games which are significantly more informative. Using spectral clustering methods to identify highly-connected communities within the division, we argue that the NCAA could improve its notoriously poor rankings by simply scheduling more out-of-conference games.Comment: 31 pages, 10 figures, 3 table

PDEs with Compressed Solutions

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity) as a constraint or penalty in a variational principle. We apply this approach to partial differential equations that come from a variational quantity, either by minimization (to obtain an elliptic PDE) or by gradient flow (to obtain a parabolic PDE). Also, we show that some PDEs can be rewritten in an $L^1$ form, such as the divisible sandpile problem and signum-Gordon. Addition of an $L^1$ term in the variational principle leads to a modified PDE where a subgradient term appears. It is known that modified PDEs of this form will often have solutions with compact support, which corresponds to the discrete solution being sparse. We show that this is advantageous numerically through the use of efficient algorithms for solving $L^1$ based problems.Comment: 21 pages, 15 figure

An L1 Penalty Method for General Obstacle Problems

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an exact regularizer in the sense that for large (but finite) penalty parameter, we recover the exact solution. Our formulation is applied to classical elliptic obstacle problems as well as some related free boundary problems, for example the two-phase membrane problem and the Hele-Shaw model. One advantage of the proposed method is that the free boundary inherent in the obstacle problem arises naturally in our energy minimization without any need for problem specific or complicated discretization. In addition, our scheme also works for nonlinear variational inequalities arising from convex minimization problems.Comment: 20 pages, 18 figure

An entropy correction method for unsteady full potential flows with strong shocks

An entropy correction method for the unsteady full potential equation is presented. The unsteady potential equation is modified to account for entropy jumps across shock waves. The conservative form of the modified equation is solved in generalized coordinates using an implicit, approximate factorization method. A flux-biasing differencing method, which generates the proper amounts of artificial viscosity in supersonic regions, is used to discretize the flow equations in space. Comparisons between the present method and solutions of the Euler equations and between the present method and experimental data are presented. The comparisons show that the present method more accurately models solutions of the Euler equations and experiment than does the isentropic potential formulation