The Development and Verification of a Fully Turbulent Discrete Adjoint Solver Using Algorithmic Differentiation

This paper presents the development and verification of a discrete adjoint solver using algorithmic differentiation (AD). The computational cost of sensitivity evaluation using the adjoint method is largely independent of the number of design variables, making it attractive for optimization applications where the design variables are far more than objectives and constraints. To obtain the gradients of a single objective function or constraint with respect to many design variables, the nonlinear flow and the adjoint equations need to be solved once at every design cycle. This paper makes a detailed presentation of how AD is used to develop a discrete adjoint solver. The data flow diagrams of the nonlinear flow, linear and adjoint solvers are compared. Moreover, a comparison of convergence history of sensitivity, asymptotic rate of residual convergence and computational cost between the linear and adjoint solvers is also made. Two cases — the subsonic Durham turbine and transonic NASA Rotor 67 are studied in this paper. The results show that the adjoint solver has the same asymptotic rate of residual convergence and produces consistent convergence history of sensitivity as the linear solver, but the adjoint solver consumes more time and memory.

On an upper bound for the spreading speed

<p style='text-indent:20px;'>In this paper, we use the exponential transform to give a unified formal upper bound for the asymptotic rate of spread of a population propagating in a one dimensional habitat. We show through examples how this upper bound can be obtained directly for discrete and continuous time models. This upper bound has the form <inline-formula><tex-math id="M1">\begin{document}$ \min_{s&gt;0} \ln (\rho(s))/s $\end{document}</tex-math></inline-formula> and coincides with the speeds of several models found in the literature.</p>

Convergence rates of high dimensional Smolyak quadrature

We analyse convergence rates of Smolyak integration for parametric maps u: U → X taking values in a Banach space X, defined on the parameter domain U = [−1,1]N. For parametric maps which are sparse, as quantified by summability of their Taylor polynomial chaos coefficients, dimension-independent convergence rates superior to N-term approximation rates under the same sparsity are achievable. We propose a concrete Smolyak algorithm to a priori identify integrand-adapted sets of active multiindices (and thereby unisolvent sparse grids of quadrature points) via upper bounds for the integrands’ Taylor gpc coefficients. For so-called “(b,ε)-holomorphic” integrands u with b∈lp(∕) for some p ∈ (0, 1), we prove the dimension-independent convergence rate 2/p − 1 in terms of the number of quadrature points. The proposed Smolyak algorithm is proved to yield (essentially) the same rate in terms of the total computational cost for both nested and non-nested univariate quadrature points. Numerical experiments and a mathematical sparsity analysis accounting for cancellations in quadratures and in the combination formula demonstrate that the asymptotic rate 2/p − 1 is realized computationally for a moderate number of quadrature points under certain circumstances. By a refined analysis of model integrand classes we show that a generally large preasymptotic range otherwise precludes reaching the asymptotic rate 2/p − 1 for practically relevant numbers of quadrature points.

Dynamical invariants of monomial correspondences

We focus on various dynamical invariants associated to monomial correspondences on toric varieties, using algebraic and arithmetic geometry. We find a formula for their dynamical degrees, relate the exponential growth of the degree sequences to a strict log-concavity condition on the dynamical degrees and compute the asymptotic rate of the growth of heights of points of such correspondences.

Gravitational instantons with faster than quadratic curvature decay (II)

This is our second paper in a series to study gravitational instantons, i.e. complete hyperkähler 4-manifolds with faster than quadratic curvature decay. We prove two main theorems: (i) The asymptotic rate of gravitational instantons to the standard models can be improved automatically. (ii) Any ALF-D_{k} gravitational instanton must be the Cherkis–Hitchin–Ivanov–Kapustin–Lindström–Roček metric.

Fast, Asymptotically Efficient, Recursive Estimation in a Riemannian Manifold

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a statistical parameter which belongs to a Riemannian manifold. Roughly, this task amounts to stochastic minimisation of a statistical divergence function. The following problem is considered: how to obtain fast, asymptotically efficient, recursive estimates, using a Riemannian stochastic optimisation algorithm with decreasing step sizes. In solving this problem, several original results are introduced. First, without any convexity assumptions on the divergence function, we proved that, with an adequate choice of step sizes, the algorithm computes recursive estimates which achieve a fast non-asymptotic rate of convergence. Second, the asymptotic normality of these recursive estimates is proved by employing a novel linearisation technique. Third, it is proved that, when the Fisher information metric is used to guide the algorithm, these recursive estimates achieve an optimal asymptotic rate of convergence, in the sense that they become asymptotically efficient. These results, while relatively familiar in the Euclidean context, are here formulated and proved for the first time in the Riemannian context. In addition, they are illustrated with a numerical application to the recursive estimation of elliptically contoured distributions.

Asymptotic Rate-Distortion Analysis of Symmetric Remote Gaussian Source Coding: Centralized Encoding vs. Distributed Encoding

Consider a symmetric multivariate Gaussian source with ℓ components, which are corrupted by independent and identically distributed Gaussian noises; these noisy components are compressed at a certain rate, and the compressed version is leveraged to reconstruct the source subject to a mean squared error distortion constraint. The rate-distortion analysis is performed for two scenarios: centralized encoding (where the noisy source components are jointly compressed) and distributed encoding (where the noisy source components are separately compressed). It is shown, among other things, that the gap between the rate-distortion functions associated with these two scenarios admits a simple characterization in the large ℓ limit.

On perpetuities with light tails

In this paper we consider the asymptotics of logarithmic tails of a perpetuity R=D∑j=1∞Qj∏k=1j-1Mk, where (Mn,Qn)n=1∞ are independent and identically distributed copies of (M,Q), for the case when ℙ(M∈[0,1))=1 and Q has all exponential moments. If M and Q are independent, under regular variation assumptions, we find the precise asymptotics of -logℙ(R>x) as x→∞. Moreover, we deal with the case of dependent M and Q, and give asymptotic bounds for -logℙ(R>x). It turns out that the dependence structure between M and Q has a significant impact on the asymptotic rate of logarithmic tails of R. Such a phenomenon is not observed in the case of heavy-tailed perpetuities.