50 resultados para Mathematical problem with complementarity constraints
em Universidad Politécnica de Madrid
Resumo:
An image processing observational technique for the stereoscopic reconstruction of the wave form of oceanic sea states is developed. The technique incorporates the enforcement of any given statistical wave law modeling the quasi Gaussianity of oceanic waves observed in nature. The problem is posed in a variational optimization framework, where the desired wave form is obtained as the minimizer of a cost functional that combines image observations, smoothness priors and a weak statistical constraint. The minimizer is obtained combining gradient descent and multigrid methods on the necessary optimality equations of the cost functional. Robust photometric error criteria and a spatial intensity compensation model are also developed to improve the performance of the presented image matching strategy. The weak statistical constraint is thoroughly evaluated in combination with other elements presented to reconstruct and enforce constraints on experimental stereo data, demonstrating the improvement in the estimation of the observed ocean surface.
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An analytical solution of the two body problem perturbed by a constant tangential acceleration is derived with the aid of perturbation theory. The solution, which is valid for circular and elliptic orbits with generic eccentricity, describes the instantaneous time variation of all orbital elements. A comparison with high-accuracy numerical results shows that the analytical method can be effectively applied to multiple-revolution low-thrust orbit transfer around planets and in interplanetary space with negligible error.
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In this paper we propose four approximation algorithms (metaheuristic based), for the Minimum Vertex Floodlight Set problem. Urrutia et al. [9] solved the combinatorial problem, although it is strongly believed that the algorithmic problem is NP-hard. We conclude that, on average, the minimum number of vertex floodlights needed to illuminate a orthogonal polygon with n vertices is n/4,29.
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In this article, an approximate analytical solution for the two body problem perturbed by a radial, low acceleration is obtained, using a regularized formulation of the orbital motion and the method of multiple scales. The results reveal that the physics of the problem evolve in two fundamental scales of the true anomaly. The first one drives the oscillations of the orbital parameters along each orbit. The second one is responsible of the long-term variations in the amplitude and mean values of these oscillations. A good agreement is found with high precision numerical solutions.
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La evaluación de la seguridad de estructuras antiguas de fábrica es un problema abierto.El material es heterogéneo y anisótropo, el estado previo de tensiones difícil de conocer y las condiciones de contorno inciertas. A comienzos de los años 50 se demostró que el análisis límite era aplicable a este tipo de estructuras, considerándose desde entonces como una herramienta adecuada. En los casos en los que no se produce deslizamiento la aplicación de los teoremas del análisis límite estándar constituye una herramienta formidable por su simplicidad y robustez. No es necesario conocer el estado real de tensiones. Basta con encontrar cualquier solución de equilibrio, y que satisfaga las condiciones de límite del material, en la seguridad de que su carga será igual o inferior a la carga real de inicio de colapso. Además esta carga de inicio de colapso es única (teorema de la unicidad) y se puede obtener como el óptimo de uno cualquiera entre un par de programas matemáticos convexos duales. Sin embargo, cuando puedan existir mecanismos de inicio de colapso que impliquen deslizamientos, cualquier solución debe satisfacer tanto las restricciones estáticas como las cinemáticas, así como un tipo especial de restricciones disyuntivas que ligan las anteriores y que pueden plantearse como de complementariedad. En este último caso no está asegurada la existencia de una solución única, por lo que es necesaria la búsqueda de otros métodos para tratar la incertidumbre asociada a su multiplicidad. En los últimos años, la investigación se ha centrado en la búsqueda de un mínimo absoluto por debajo del cual el colapso sea imposible. Este método es fácil de plantear desde el punto de vista matemático, pero intratable computacionalmente, debido a las restricciones de complementariedad 0 y z 0 que no son ni convexas ni suaves. El problema de decisión resultante es de complejidad computacional No determinista Polinomial (NP)- completo y el problema de optimización global NP-difícil. A pesar de ello, obtener una solución (sin garantía de exito) es un problema asequible. La presente tesis propone resolver el problema mediante Programación Lineal Secuencial, aprovechando las especiales características de las restricciones de complementariedad, que escritas en forma bilineal son del tipo y z = 0; y 0; z 0 , y aprovechando que el error de complementariedad (en forma bilineal) es una función de penalización exacta. Pero cuando se trata de encontrar la peor solución, el problema de optimización global equivalente es intratable (NP-difícil). Además, en tanto no se demuestre la existencia de un principio de máximo o mínimo, existe la duda de que el esfuerzo empleado en aproximar este mínimo esté justificado. En el capítulo 5, se propone hallar la distribución de frecuencias del factor de carga, para todas las soluciones de inicio de colapso posibles, sobre un sencillo ejemplo. Para ello, se realiza un muestreo de soluciones mediante el método de Monte Carlo, utilizando como contraste un método exacto de computación de politopos. El objetivo final es plantear hasta que punto está justificada la busqueda del mínimo absoluto y proponer un método alternativo de evaluación de la seguridad basado en probabilidades. Las distribuciones de frecuencias, de los factores de carga correspondientes a las soluciones de inicio de colapso obtenidas para el caso estudiado, muestran que tanto el valor máximo como el mínimo de los factores de carga son muy infrecuentes, y tanto más, cuanto más perfecto y contínuo es el contacto. Los resultados obtenidos confirman el interés de desarrollar nuevos métodos probabilistas. En el capítulo 6, se propone un método de este tipo basado en la obtención de múltiples soluciones, desde puntos de partida aleatorios y calificando los resultados mediante la Estadística de Orden. El propósito es determinar la probabilidad de inicio de colapso para cada solución.El método se aplica (de acuerdo a la reducción de expectativas propuesta por la Optimización Ordinal) para obtener una solución que se encuentre en un porcentaje determinado de las peores. Finalmente, en el capítulo 7, se proponen métodos híbridos, incorporando metaheurísticas, para los casos en que la búsqueda del mínimo global esté justificada. Abstract Safety assessment of the historic masonry structures is an open problem. The material is heterogeneous and anisotropic, the previous state of stress is hard to know and the boundary conditions are uncertain. In the early 50's it was proven that limit analysis was applicable to this kind of structures, being considered a suitable tool since then. In cases where no slip occurs, the application of the standard limit analysis theorems constitutes an excellent tool due to its simplicity and robustness. It is enough find any equilibrium solution which satisfy the limit constraints of the material. As we are certain that this load will be equal to or less than the actual load of the onset of collapse, it is not necessary to know the actual stresses state. Furthermore this load for the onset of collapse is unique (uniqueness theorem), and it can be obtained as the optimal from any of two mathematical convex duals programs However, if the mechanisms of the onset of collapse involve sliding, any solution must satisfy both static and kinematic constraints, and also a special kind of disjunctive constraints linking the previous ones, which can be formulated as complementarity constraints. In the latter case, it is not guaranted the existence of a single solution, so it is necessary to look for other ways to treat the uncertainty associated with its multiplicity. In recent years, research has been focused on finding an absolute minimum below which collapse is impossible. This method is easy to set from a mathematical point of view, but computationally intractable. This is due to the complementarity constraints 0 y z 0 , which are neither convex nor smooth. The computational complexity of the resulting decision problem is "Not-deterministic Polynomialcomplete" (NP-complete), and the corresponding global optimization problem is NP-hard. However, obtaining a solution (success is not guaranteed) is an affordable problem. This thesis proposes solve that problem through Successive Linear Programming: taking advantage of the special characteristics of complementarity constraints, which written in bilinear form are y z = 0; y 0; z 0 ; and taking advantage of the fact that the complementarity error (bilinear form) is an exact penalty function. But when it comes to finding the worst solution, the (equivalent) global optimization problem is intractable (NP-hard). Furthermore, until a minimum or maximum principle is not demonstrated, it is questionable that the effort expended in approximating this minimum is justified. XIV In chapter 5, it is proposed find the frequency distribution of the load factor, for all possible solutions of the onset of collapse, on a simple example. For this purpose, a Monte Carlo sampling of solutions is performed using a contrast method "exact computation of polytopes". The ultimate goal is to determine to which extent the search of the global minimum is justified, and to propose an alternative approach to safety assessment based on probabilities. The frequency distributions for the case study show that both the maximum and the minimum load factors are very infrequent, especially when the contact gets more perfect and more continuous. The results indicates the interest of developing new probabilistic methods. In Chapter 6, is proposed a method based on multiple solutions obtained from random starting points, and qualifying the results through Order Statistics. The purpose is to determine the probability for each solution of the onset of collapse. The method is applied (according to expectations reduction given by the Ordinal Optimization) to obtain a solution that is in a certain percentage of the worst. Finally, in Chapter 7, hybrid methods incorporating metaheuristics are proposed for cases in which the search for the global minimum is justified.
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Abstract?We consider a mathematical model related to the stationary regime of a plasma of fusion nuclear, magnetically confined in a Stellarator device. Using the geometric properties of the fusion device, a suitable system of coordinates and averaging methods, the mathematical problem may be reduced to a two dimensional free boundary problem of nonlocal type, where the corresponding differential equation is of the Grad?Shafranov type. The current balance within each flux magnetic gives us the possibility to define the third covariant magnetic field component with respect to the averaged poloidal flux function. We present here some numerical experiences and we give some numerical approach for the averaged poloidal flux and for the third covariant magnetic field component.
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A recent study by Pichugin et al. recall the Hemp’s solution for uniform load of 1974, showing that if allowable tensile and compressive stresses are unequal then the Hemp’s arch is optimal provided the ratio of stresses falls within a certain interval. This work is undoubtedly an important pass forward to find an optimal solution for the mathematical problem stated by Hemp. Furthermore, the Authors suggest that their optimal solutions are potentially reasonable from a practical perspective for materials with more allowable compressive stress than tensile one, as this kind of materials used to be not too much expensive. In this paper we profoundly analyse the solutions of the Authors from this practical perspective finding that the original Hemp’s solution —albeit sub-optimal for the mathematical problem— leads to real designs that are more efficient than the theoretic optimal solutions of the Authors.We show that the reasons for this shocking fact has to do with the class of problems considered by Hemp and the Authors.
Implementation of the disruption predictor APODIS in JET Real Time Network using the MARTe framework
Resumo:
Disruptions in tokamaks devices are unavoidable, and they can have a significant impact on machine integrity. So it is very important have mechanisms to predict this phenomenon. Disruption prediction is a very complex task, not only because it is a multi-dimensional problem, but also because in order to be effective, it has to detect well in advance the actual disruptive event, in order to be able to use successful mitigation strategies. With these constraints in mind a real-time disruption predictor has been developed to be used in JET tokamak. The predictor has been designed to run in the Multithreaded Application Real-Time executor (MARTe) framework. The predictor ?Advanced Predictor Of DISruptions? (APODIS) is based on Support Vector Machine (SVM).
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Since the epoch-making "memoir" of Saint-Venant in 1855 the torsion of prismatic and cilindrical bars has reduced to a mathematical problem: the calculation of an analytical function satisfying prescribed boundary values. For over one century, till the first applications of the F.E.M. to the problem, the only possibility of study in irregularly shaped domains was the beatiful, but limitated, theory of complex function analysis, several functional approaches and the finite difference method. Nevertheless in 1963 Jaswon published an interestingpaper which was nearly lost between the splendid F. E.M. boom. The method was extended by Rizzo to more complicated problems and definitively incorporated to the scientific community background through several lecture-notes of Cruse recently published, but widely circulated during past years. The work of several researches has shown the tremendous possibilities of the method which is today a recognized alternative to the well established F .E. procedure. In fact, the first comprehensive attempt to cover the method, has been recently published in textbook form. This paper is a contribution to the implementation of a difficulty which arises if the isoparametric elements concept is applicated to plane potential problems with sharp corners in the boundary domain. In previous works, these problems was avoided using two principal approximations: equating the fluxes round the corner or establishing a binode element (in fact, truncating the corner). The first approximation distortes heavily the solution in thecorner neighbourhood, and a great amount of element is neccesary to reduce its influence. The second is better suited but the price payed is increasing the size of the system of equations to be solved. In this paper an alternative formulation, consistent with the shape function chosen in the isoparametric representation, is presented. For ease of comprehension the formulation has been limited to the linear element. Nevertheless its extension to more refined elements is straight forward. Also a direct procedure for the assembling of the equations is presented in an attempt to reduce the in-core computer requirements.
Resumo:
We consider a mathematical model related to the stationary regime of a plasma magnetically confined in a Stellarator device in the nuclear fusion. The mathematical problem may be reduced to an nonlinear elliptic inverse nonlocal two dimensional free{boundary problem. The nonlinear terms involving the unknown functions of the problem and its rearrangement. Our main goal is to determinate the existence and the estimate on the location and size of region where the solution is nonnegative almost everywhere (corresponding to the plasma region in the physical model)
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En este proyecto se trata la simulación numérica de un fenómeno dinámico, basado en el comportamiento de una onda transmitida a lo largo de una cuerda elástica de un instrumento musical, cuyos extremos se encuentran anclados. El fenómeno físico, se desarrolla utilizando una ecuación en derivadas parciales hiperbólicas con variables espacial y temporal, acompañada por unas condiciones de contorno tipo Dirichlet en los extremos y por más condiciones iniciales que dan comienzo al proceso. Posteriormente se han generado algoritmos para el método numérico empleado (Diferencias finitas centrales y progresivas) y la programación del problema aproximado con su consistencia, estabilidad y convergencia, obteniéndose unos resultados acordes con la solución analítica del problema matemático. La programación y salida de resultados se ha realizado con Visual Studio 8.0. y la programación de objetos con Visual Basic .Net In this project the topic is the numerical simulation of a dynamic phenomenon, based on the behavior of a transmitted wave along an elastic string of a musical instrument, whose ends are anchored. The physical phenomenon is developed using a hyperbolic partial differential equation with spatial and temporal variables, accompanied by a Dirichlet boundary conditions at the ends and more initial conditions that start the process. Subsequently generated algorithms for the numerical method used (central and forward finite differences) and the programming of the approximate problem with consistency, stability and convergence, yielding results in line with the analytical solution of the mathematical problem. Programming and output results has been made with Visual Studio 8.0. and object programming with Visual Basic. Net
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The Internal Structure of Hydrogen-Air Diffusion Flames. Tho purpose of this paper is to study finite rate chemistry effects in diffusion controlled hydrogenair flames undor conditions appearing in some cases in a supersonic combustor. Since for large reaction rates the flame is close to chemical equilibrium, the reaction takes place in a very thin region, so thata "singular perturbation "treatment" of the problem seems appropriate. It has been shown previously that, within the inner or reaction zone, convection effects may be neglocted, the temperature is constant across the flame, and tho mass fraction distributions are given by ordinary differential equations, whore tho only independent variable involved is tho coordinate normal to the flame surface. Tho solution of the outer problom, which is a pure mixing problem with the additional condition that fuol and oxidizer do not coexist in any zone, provides t h e following information: tho flame position, rates of fuel consumption, temperature, concentrators of species, fluid velocity outside of tho flame, and the boundary conditions required to solve the "inner problem." The main contribution of this paper consists in the introduction of a fairly complicated chemical kinetic scheme representing hydrogen-oxygen reaction. The nonlinear equations expressing the conservation of chemical species are approximately integrated by means of an integral method. It has boen found that, in the case considered of a near-equilibrium diffusion flame, tho role played by the dissociation-recombination reactions is purely marginal, and that somo of the second order "shuffling" reactions are close to equilibrium. The method shown here may be applied to compute the distanco from the injector corresponding to a given separation from equilibrium, say ten to twenty percent. For the casos whore this length is a small fraction of the combustion zone length, the equilibrium treatment describes properly tho flame behavior.
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Concurrency in Logic Programming has received much attention in the past. One problem with many proposals, when applied to Prolog, is that they involve large modifications to the standard implementations, and/or the communication and synchronization facilities provided do not fit as naturally within the language model as we feel is possible. In this paper we propose a new mechanism for implementing synchronization and communication for concurrency, based on atomic accesses to designated facts in the (shared) datábase. We argüe that this model is comparatively easy to implement and harmonizes better than previous proposals within the Prolog control model and standard set of built-ins. We show how in the proposed model it is easy to express classical concurrency algorithms and to subsume other mechanisms such as Linda, variable-based communication, or classical parallelism-oriented primitives. We also report on an implementation of the model and provide performance and resource consumption data.
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It is generally recognized that information about the runtime cost of computations can be useful for a variety of applications, including program transformation, granularity control during parallel execution, and query optimization in deductive databases. Most of the work to date on compile-time cost estimation of logic programs has focused on the estimation of upper bounds on costs. However, in many applications, such as parallel implementations on distributed-memory machines, one would prefer to work with lower bounds instead. The problem with estimating lower bounds is that in general, it is necessary to account for the possibility of failure of head unification, leading to a trivial lower bound of 0. In this paper, we show how, given type and mode information about procedures in a logic program, it is possible to (semi-automatically) derive nontrivial lower bounds on their computational costs. We also discuss the cost analysis for the special and frequent case of divide-and-conquer programs and show how —as a pragmatic short-term solution —it may be possible to obtain useful results simply by identifying and treating divide-and-conquer programs specially.
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En esta Tesis Doctoral se aborda la utilización de filtros de difusión no lineal para obtener imágenes constantes a trozos como paso previo al proceso de segmentación. En una primera parte se propone un formulación intrínseca para la ecuación de difusión no lineal que proporcione las condiciones de diseño necesarias sobre los filtros de difusión. A partir del marco teórico propuesto, se proporciona una nueva familia de difusividades; éstas son obtenidas a partir de técnicas de difusión no lineal relacionadas con los procesos de difusión regresivos. El objetivo es descomponer la imagen en regiones cerradas que sean homogéneas en sus niveles de grises sin contornos difusos. Asimismo, se prueba que la función de difusividad propuesta satisface las condiciones de un correcto planteamiento semi-discreto. Esto muestra que mediante el esquema semi-implícito habitualmente utilizado, realmente se hace un proceso de difusión no lineal directa, en lugar de difusión inversa, conectando con proceso de preservación de bordes. Bajo estas condiciones establecidas, se plantea un criterio de parada para el proceso de difusión, para obtener imágenes constantes a trozos con un bajo coste computacional. Una vez aplicado todo el proceso al caso unidimensional, se extienden los resultados teóricos, al caso de imágenes en 2D y 3D. Para el caso en 3D, se detalla el esquema numérico para el problema evolutivo no lineal, con condiciones de contorno Neumann homogéneas. Finalmente, se prueba el filtro propuesto para imágenes reales en 2D y 3D y se ilustran los resultados de la difusividad propuesta como método para obtener imágenes constantes a trozos. En el caso de imágenes 3D, se aborda la problemática del proceso previo a la segmentación del hígado, mediante imágenes reales provenientes de Tomografías Axiales Computarizadas (TAC). En ese caso, se obtienen resultados sobre la estimación de los parámetros de la función de difusividad propuesta. This Ph.D. Thesis deals with the case of using nonlinear diffusion filters to obtain piecewise constant images as a previous process for segmentation techniques. I have first shown an intrinsic formulation for the nonlinear diffusion equation to provide some design conditions on the diffusion filters. According to this theoretical framework, I have proposed a new family of diffusivities; they are obtained from nonlinear diffusion techniques and are related with backward diffusion. Their goal is to split the image in closed contours with a homogenized grey intensity inside and with no blurred edges. It has also proved that the proposed filters satisfy the well-posedness semi-discrete and full discrete scale-space requirements. This shows that by using semi-implicit schemes, a forward nonlinear diffusion equation is solved, instead of a backward nonlinear diffusion equation, connecting with an edgepreserving process. Under the conditions established for the diffusivity and using a stopping criterion I for the diffusion time, I have obtained piecewise constant images with a low computational effort. The whole process in the one-dimensional case is extended to the case where 2D and 3D theoretical results are applied to real images. For 3D, develops in detail the numerical scheme for nonlinear evolutionary problem with homogeneous Neumann boundary conditions. Finally, I have tested the proposed filter with real images for 2D and 3D and I have illustrated the effects of the proposed diffusivity function as a method to get piecewise constant images. For 3D I have developed a preprocess for liver segmentation with real images from CT (Computerized Tomography). In this case, I have obtained results on the estimation of the parameters of the given diffusivity function.