Canonical Problem Research Articles

The Hairy Ball problem is PPAD-complete

The Hairy Ball Theorem states that every continuous tangent vector field on an even-dimensional sphere must have a zero. We prove that the associated computational problem of (a) computing an approximate zero is PPAD-complete, and (b) computing an exact zero is FIXP-hard. We also consider the Hairy Ball Theorem on toroidal instead of spherical domains and show that the approximate problem remains PPAD-complete. On a conceptual level, our PPAD-membership results are particularly interesting, because they heavily rely on the investigation of multiple-source variants of End-of-Line, the canonical PPAD-complete problem. Our results on these new End-of-Line variants are of independent interest and provide new tools for showing membership in PPAD. In particular, we use them to provide the first full proof of PPAD-completeness for the Imbalance problem defined by Beame et al. in 1998.

Analysis and comparison of turbulence model coefficient uncertainty for canonical flow problems

The purpose of this paper is to present results of an uncertainty and sensitivity analysis study of commonly used turbulence models in Reynolds-Averaged Navier–Stokes codes due to the epistemic uncertainty in closure coefficients for a set of turbulence model validation cases that represent the structure of several canonical flow problems. The study focuses on the analysis of a 2D Zero Pressure Gradient Flat Plate, a 2D NASA Wall Mounted Hump, and an Axisymmetric Shock Wave Boundary Layer Interaction, all of which are well documented on the NASA Langley Research Center Turbulence Modeling Resource website. The Spalart–Allmaras (SA), the Wilcox (2006) κ−ω (W2006), and the Menter Shear-Stress Transport (SST) turbulence models are considered in the stochastic analyses of these flow problems, and the FUN3D code was utilized as the flow solver. The uncertainty quantification approach involves stochastic expansions based on non-intrusive polynomial chaos to efficiently propagate the uncertainty. Sensitivity analysis is performed with Sobol indices to rank the relative contribution of each closure coefficient to the total uncertainty for several output flow quantities. The results generalize a set of closure coefficients which have been identified as contributing most to the uncertainty in various output quantities of interest for the set of canonical flow problems considered in this study. Mainly, the SA turbulence model is most sensitive to the uncertainties in the diffusion constant (σ), the log layer calibration constant (κ), and the turbulent destruction constant (cw2). The predictive capability of the W2006 model is most sensitive to the uncertainties in a dissipation rate constant (σw), the shear stress limiter (Clim), and a turbulence-kinetic energy constant (β*). Likewise, the SST turbulence model was found to be most sensitive to the diffusion constants (σw1 and σw2), the log layer calibration constant (κ), and the shear stress limiter (a1).

On Optimal Designs Using Topology Optimization for Flow Through Porous Media Applications

Topology optimization (TopOpt) is a mathematical-driven design procedure to realize optimal material architectures. This procedure is often used to automate the design of devices involving flow through porous media, such as micro-fluidic devices. TopOpt offers material layouts that control the flow of fluids through porous materials, providing desired functionalities. Many prior studies in this application area have used Darcy equations for primal analysis and the minimum power theorem (MPT) to drive the optimization problem. But both these choices (Darcy equations and MPT) are restrictive and not valid for general working conditions of modern devices. Being simple and linear, Darcy equations are often used to model flow of fluids through porous media. However, two inherent assumptions of the Darcy model are: the viscosity of a fluid is a constant, and inertial effects are negligible. There is irrefutable experimental evidence that viscosity of a fluid, especially organic liquids, depends on the pressure. Given the typical small pore-sizes, inertial effects are dominant in micro-fluidic devices. Next, MPT is not a general principle and is not valid for (nonlinear) models that relax the assumptions of the Darcy model. This paper aims to overcome the mentioned deficiencies by presenting a general strategy for using TopOpt. First, we will consider nonlinear models that take into account the pressure-dependent viscosity and inertial effects, and study the effect of these nonlinearities on the optimal material layouts under TopOpt. Second, we will explore the rate of mechanical dissipation, valid even for nonlinear models, as an alternative for the objective function. Third, we will present analytical solutions of optimal designs for canonical problems; these solutions not only possess research and pedagogical values but also facilitate verification of computer implementations.

An analytical approach to rotor blade modulation

Scattering of electromagnetic plane waves normally incident on a flat perfect electric conductor strip in arbitrary rotational motion in its own plane is investigated in the context of Hertzian Electrodynamics. This canonical problem is an analytical-asymptotic approach that reveals the parametric dependence of interference of electromagnetic waves with rotating blades, a subject which is known as rotor blade modulation. Scattering by a stationary perfect electric conductor strip under TE and TM incidences stand as two sub-problems that are incorporated in the main formulation. These sub-problems are formulated by Wiener–Hopf Technique and solved using a spectral iteration method that converges rapidly in the solution of corresponding coupled dual Fredholm type integral equations in case of electrically wide strips. Numerical implementations that simulate electromagnetic scattering by helicopters blades and wind turbines are provided and discussed.

First passage under restart for discrete space and time: Application to one-dimensional confined lattice random walks.

First passage under restart has recently emerged as a conceptual framework to study various stochastic processes under restart mechanism. Emanating from the canonical diffusion problem by Evans and Majumdar, restart has been shown to outperform the completion of many first-passage processes which otherwise would take longer time to finish. However, most of the studies so far assumed continuous time underlying first-passage time processes and moreover considered continuous time resetting restricting out restart processes broken up into synchronized time steps. To bridge this gap, in this paper, we study discrete space and time first-passage processes under discrete time resetting in a general setup without specifying their forms. We sketch out the steps to compute the moments and the probability density function which is often intractable in the continuous time restarted process. A criterion that dictates when restart remains beneficial is then derived. We apply our results to a symmetric and a biased random walker in one-dimensional lattice confined within two absorbing boundaries. Numerical simulations are found to be in excellent agreement with the theoretical results. Our method can be useful to understand the effect of restart on the spatiotemporal dynamics of confined lattice random walks in arbitrary dimensions.

Macroscopic forcing method: A tool for turbulence modeling and analysis of closures

This study presents a numerical procedure, which we call the macroscopic forcing method (MFM), which reveals the differential operators acting on the mean fields of quantities transported by underlying fluctuating flows. Specifically, MFM can precisely determine the eddy diffusivity operator, or more broadly said, it can reveal differential operators associated with turbulence closure for scalar and momentum transport. We present this methodology by considering canonical problems with increasing complexity. Starting from the well-known problem of dispersion of passive scalars by parallel flows we elucidate the basic steps in quantitative determination of the eddy viscosity operators using MFM. Utilizing the operator representation in Fourier space, we obtain a stand-alone compact analytical operator that can accurately capture the nonlocal mixing effects. Furthermore, a cost-effective generalization of MFM for analysis of nonhomogeneous and wall-bounded flows is developed and is comprehensively discussed through a demonstrative example. Extension of MFM for analysis of momentum transport is theoretically constructed through the introduction of a generalized momentum transport equation. We show that closure operators obtained through MFM analysis of this equation provide the exact RANS solutions obtained through averaging of the Navier-Stokes equation. We introduce MFM as an effective tool for quantitative understanding of non-Boussinesq effects and assessment of model forms in turbulence closures, particularly, the effects associated with anisotropy and nonlocality of macroscopic mixing.

Lagrangian Transport and Chaotic Advection in Three-Dimensional Laminar Flows

AbstractTransport and mixing of scalar quantities in fluid flows is ubiquitous in industry and Nature. While the more familiar turbulent flows promote efficient transport and mixing by their inherent spatio-temporal disorder, laminar flows lack such a natural mixing mechanism and efficient transport is far more challenging. However, laminar flow is essential to many problems, and insight into its transport characteristics of great importance. Laminar transport, arguably, is best described by the Lagrangian fluid motion (“advection”) and the geometry, topology, and coherence of fluid trajectories. Efficient laminar transport being equivalent to “chaotic advection” is a key finding of this approach. The Lagrangian framework enables systematic analysis and design of laminar flows. However, the gap between scientific insights into Lagrangian transport and technological applications is formidable primarily for two reasons. First, many studies concern two-dimensional (2D) flows, yet the real world is three-dimensional (3D). Second, Lagrangian transport is typically investigated for idealized flows, yet practical relevance requires studies on realistic 3D flows. The present review aims to stimulate further development and utilization of know-how on 3D Lagrangian transport and its dissemination to practice. To this end, 3D practical flows are categorized into canonical problems. First, to expose the diversity of Lagrangian transport and create awareness of its broad relevance. Second, to enable knowledge transfer both within and between scientific disciplines. Third, to reconcile practical flows with fundamentals on Lagrangian transport and chaotic advection. This may be a first incentive to structurally integrate the “Lagrangian mindset” into the analysis and design of 3D practical flows.

Direct forcing immersed boundary methods: Improvements to the ghost-cell method

The ghost-cell immersed boundary methods (IBMs) are widely used to implement boundary conditions on non-body fitted grids. It has been previously shown that they have two major drawbacks. Firstly, these methods tend to have a maximum stencil size larger than 1, yielding non-band matrices. Secondly, for a maximum stencil size of 2 the ghost-cell linear IBM [1] have a first-order convergence rate for Neumann immersed boundary conditions. To address these two shortcomings and in the pursuit of increased accuracy and increased order of convergence the current article proposes the linear/quadratic square shifting methods for the ghost-cell IBM for Cartesian grids. The linear square shifting method guarantees a maximum stencil size of 1 and also improves the accuracy and convergence while the quadratic square shifting method improves the accuracy and convergence while maintaining the same stencil size of 2 as the original linear method [1]. The quadratic ghost-cell method [2,3] further improves the accuracy and convergence whilst maintaining a maximum stencil size of 3 while the currently proposed quadratic square shifting method makes it possible to increase the Lagrange polynomial interpolation order whilst maintaining a maximum stencil of 2 resulting in an improved order of convergence for Neumann immersed boundary conditions. The proposed methods are evaluated by considering their accuracy and convergence thanks to a comprehensive verification and validation process. Firstly, the canonical verification 2D and 3D Poisson test problems for various analytical solutions and immersed boundaries are considered and are followed by various verification and validation test cases for the Navier-Stokes governing equations, with and without heat transfer, in 2D and 3D.

A Comparative Study from Spectral Analyses of High-Order Methods with Non-Constant Advection Velocities

The response of numerical methods to flow properties dynamic changes is a key ingredient of numerical modeling calibration. In this context, a range of spectral analyses and canonical fluid mechanics problems are explored to compare the responses of the high-order spectral difference scheme and of the flux reconstruction methods. Spatial eigen-analysis (Hu et al. in J Comput Phys 151(2):921–946, 1999; Hu and Atkins in J Comput Phys 182(2):516–545, 2002), based on spatially evolving oscillations, is used to get useful insights for problems with inflow/outflow boundary conditions (i.e., non-periodic), while non-modal analysis (Fernandez et al. in Comput Methods Appl Mech Eng 346:43–62, 2019. https://doi.org/10.1016/j.cma.2018.11.027 ) focusses on the short-term dynamics of the discretised system. These two approaches are also extended to the general scalar conservation law with non-constant advection velocity. All these tools are used to obtain more insight about the expected behavior of the mentioned numerical methods for typical engineering applications. On this regard, despite the lack of a mathematical proof of stability in the non-linear case, the selected numerical schemes, for which an extensive literature is available for applications to Euler and Navier–Stokes equations, will be assumed to be stable. Findings are then verified considering one-dimensional linear advection, and two- and three-dimensional flows modeled with the compressible Euler equations. Implications in the accurate control of numerical dissipation for turbulent flows is also addressed. Within the context of high-order methods, this work complement the former temporal spectral analyses of the discontinuous Galerkin approach discretising the linear advection equation.

Scattering of flexural-gravity waves by a crack in a floating ice sheet due to mode conversion during blocking

Abstract

Analytical solutions for the incompressible laminar pipe flow rapidly subjected to the arbitrary change in the flow rate

A one-dimensional mathematical model is developed for an unsteady incompressible laminar flow in a circular pipe subjected to a rapid change in the flow rate from an initial flow with flow rate, Qi, to a final flow with flow rate, Qf, in a step-like fashion at an arbitrary time, tc. The change in the flow rate may either be an increment, Qf > Qi, or a decrement, Qf < Qi. The change time, tc, may either belong to the initial flow remaining in a temporally developing state or temporally developed state. The developed model is solved using the Laplace transform method to deduce generalized analytical expressions for the flow characteristics, viz., velocity, pressure gradient, wall shear stress, and skin friction factor, CfRe, where Re is Reynolds number based on the cross-sectional area-averaged velocity and pipe radius. Exact solutions for λa=Qi/Qf=0 and λd=Qf/Qi=0 with tc≥tsi are available in the literature and the present generalized analytical solutions fill the remaining range of parameters, 0<λa<1 and 0<λd<1 with 0<tc<tsi and tc≥tsi, where tsi is the time at which the initial flow reaches the temporally developed state. Exact solutions for canonical pipe flow problems reported in the literature are deduced as subsets of the derived generalized solutions. The parametric study reveals the effects of varying λa or λd and tc on the quantities of practical importance, viz., τs and CfRe, where τs is the time required for the final flow to reach the temporally developed state.

Acoustic time-dependent energy from force excited fluid loaded elastic shell/panel structures via a generalized modal radiation impulse response approach.

A generalized modal radiation impulse response approach is presented to evaluate the space-time surface velocity field, time-dependent force, instantaneous power, and energy transfer into a fluid resulting from the space-time force distribution of fluid loaded plate, shell, and panel structures. The basic approach utilizes the in vacuo eigenvectors of the structure to determine the in fluid response of the structure. Self-and mutual modal radiation impulse responses that couple the modal velocities of the fluid loaded structures are used to express the modal time-dependent velocities as a set of coupled convolution integral equations. A canonical fluid loaded single degree of freedom vibrator is addressed to illustrate the basic approach. A fluid loaded admittance impulse response is introduced and plays a central role in the analysis to evaluate the normal velocity resulting from a specified external force. A time-dependent energy equation is also introduced to investigate the temporal evolution of the internal energy loss and the energy transfer to the fluid. Numerical results are presented for an impulsive excitation of the fluid loaded single degree of freedom vibrator which serves as a canonical problem for investigating the response of complex structures.

A parallel‐plate waveguide antenna radiating through a perfectly conducting wedge

Parallel-plate waveguide antennas hosted in an electrically perfectly conducting wedge are studied. The analysis relies on an exact singular integral equation formulation. Asymptotic extraction techniques are employed to recast the kernel functions as the sum of two terms: one singular in closed form and another having the form of either a rapidly converging eigenfunctions expansion or a computationally efficient diffraction integral. The obtained integral equation is discretised in the framework of the Nystrom method using rapidly converging quadratures that take into account both the singularities of the kernels and the geometrical singularities at the edges. Numerical examples and case studies demonstrate the high accuracy and efficiency of the proposed algorithms. The analysis covers the canonical problem of a parallel-plate waveguide antenna backed on a perfectly conducting wedge as a special case.

The complexity of the parity argument with potential

The parity argument principle states that every finite graph has an even number of odd degree vertices. We consider the problem whose totality is guaranteed by the parity argument on a graph with potential. In this paper, we show that the problem of finding an unknown odd-degree vertex or a local optimum vertex on a graph with potential is polynomially equivalent to EndOfPotentialLine if the maximum degree is at most three. However, even if the maximum degree is 4, such a problem is PPA∩PLS-complete. To show the complexity of this problem, we provide new results on multiple-source variants of EndOfPotentialLine, which is the canonical problem for EOPL. This result extends the work by Goldberg and Hollender; they studied similar variants of EndOfLine.

Exploiting Database Management Systems and Treewidth for Counting

AbstractBounded treewidth is one of the most cited combinatorial invariants in the literature. It was also applied for solving several counting problems efficiently. A canonical counting problem is #Sat, which asks to count the satisfying assignments of a Boolean formula. Recent work shows that benchmarking instances for #Sat often have reasonably small treewidth. This paper deals with counting problems for instances of small treewidth. We introduce a general framework to solve counting questions based on state-of-the-art database management systems (DBMSs). Our framework takes explicitly advantage of small treewidth by solving instances using dynamic programming (DP) on tree decompositions (TD). Therefore, we implement the concept of DP into a DBMS (PostgreSQL), since DP algorithms are already often given in terms of table manipulations in theory. This allows for elegant specifications of DP algorithms and the use of SQL to manipulate records and tables, which gives us a natural approach to bring DP algorithms into practice. To the best of our knowledge, we present the first approach to employ a DBMS for algorithms on TDs. A key advantage of our approach is that DBMSs naturally allow for dealing with huge tables with a limited amount of main memory (RAM).

Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach

Numerical predictive modeling is widely used in different application domains. Although many modeling techniques have been proposed, and a number of different aggregate accuracy metrics exist for evaluating the overall performance of predictive models, other important aspects, such as the reliability (or confidence and uncertainty) of individual predictions, have been underexplored. We propose to use estimated absolute prediction error as the indicator of individual prediction reliability, which has the benefits of being intuitive and providing highly interpretable information to decision makers, as well as allowing for more precise evaluation of reliability estimation quality. As importantly, the proposed reliability indicator allows the reframing of reliability estimation itself as a canonical numeric prediction problem, which makes the proposed approach general-purpose (i.e., it can work in conjunction with any outcome prediction model), alleviates the need for distributional assumptions, and enables the use of advanced, state-of-the-art machine learning techniques to learn individual prediction reliability patterns directly from data. Extensive experimental results on multiple real-world data sets show that the proposed machine learning-based approach can significantly improve individual prediction reliability estimation as compared with a number of baselines from prior work, especially in more complex predictive scenarios.

A multiplicity of exceptional compound plasmon-polariton waves

The propagation of compound plasmon-polariton (CPP) waves was investigated for the canonical boundary-value problem involving a metal film sandwiched between a homogeneous uniaxial dielectric material and a periodically nonhomogeneous isotropic dielectric material. Attention was focused upon exceptional CPP waves whose decay in the uniaxial dielectric material is governed by the product of a linear and an exponential function of distance from the uniaxial dielectric/metal interface. For physically realistic constitutive-parameter values, up to three exceptional CPP waves were found to exist, each with different propagation directions and with different wavenumbers, in each quadrant of the interface plane. The number of exceptional CPP waves, and their natures, were found to be sensitive to the period of the nonhomogeneous material, the thickness of the metal, as well as the constitutive properties of all three materials involved.

Large- and small-amplitude shock-wave oscillations over axisymmetric bodies in high-speed flow

The phenomena of self-sustained shock-wave oscillations over conical bodies with a blunt axisymmetric base subject to uniform high-speed flow are investigated in a hypersonic wind tunnel at Mach number $M = 6$ . The flow and shock-wave dynamics is dictated by two non-dimensional geometric parameters presented by the three length scales of the body, two of which are associated with the conical forebody and one with the base. Time-resolved schlieren imagery from these experiments reveals the presence of two disparate states of shock-wave oscillations in the flow, and allows for the mapping of unsteadiness boundaries in the two-parameter space. Physical mechanisms are proposed to explain the oscillations and the transitions of the shock-wave system from steady to oscillatory states. In comparison with the canonical single-parameter problem of shock-wave oscillations over spiked-blunt bodies reported in literature, the two-parameter nature of the present problem introduces distinct elements to the flow dynamics.

General Mapping Between Complex Spatial and Temporal Frequencies by Analytical Continuation

This article introduces a general technique for intermapping the complex spatial frequency (or propagation constant) <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\gamma =\alpha +j\beta $ </tex-math></inline-formula> and the temporal frequency <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> <tex-math notation="LaTeX">$\omega = \omega _{\text {r}}+j\omega _{\text {i}}$ </tex-math></inline-formula> of arbitrary electromagnetic media and structures. This technique is based on the analytic property of complex functions that describe physical phenomena; it invokes the analytic continuity theorem to assert the unicity of the mapping function and builds this function from known data within a restricted domain of its analyticity by curve fitting to a generic polynomial expansion. It is not only applicable to canonical problems admitting an analytical solution but also to <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">general</i> medium or structure problems, from eigen- or driven-mode full-wave simulation results. The proposed technique is demonstrated for several systems, namely, an unbounded lossy medium, a dielectric-filled rectangular waveguide, a periodically loaded transmission line, a 1-D photonic crystal, and a series-fed patch (SFP) leaky-wave antenna (LWA), and it is validated either by analytical results or by full-wave simulated results.

If It Is Surely Better, Do It More? Implications for Preferences Under Ambiguity

Consider a canonical problem in choice under uncertainty: choosing from a convex feasible set consisting of all (Anscombe–Aumann) mixtures of two acts f and g, [Formula: see text]. We propose a preference condition, monotonicity in optimal mixtures, which says that surely improving the act f (in the sense of weak dominance) makes the optimal weight(s) on f weakly higher. We use a stylized model of a sales agent reacting to incentives to illustrate the tight connection between monotonicity in optimal mixtures and a monotone comparative static of interest in applications. We then explore more generally the relation between this condition and preferences exhibiting ambiguity-sensitive behavior as in the classic Ellsberg paradoxes. We find that monotonicity in optimal mixtures and ambiguity aversion (even only local to an event) are incompatible for a large and popular class of ambiguity-sensitive preferences (the c-linearly biseparable class. This implies, for example, that maxmin expected utility preferences are consistent with monotonicity in optimal mixtures if and only if they are subjective expected utility preferences. This incompatibility is not between monotonicity in optimal mixtures and ambiguity aversion per se. For example, we show that smooth ambiguity preferences can satisfy both properties as long as they are not too ambiguity averse. Our most general result, applying to an extremely broad universe of preferences, shows a sense in which monotonicity in optimal mixtures places upper bounds on the intensity of ambiguity-averse behavior. This paper was accepted by Manel Baucells, decision analysis.