Aproximaciones del conjunto eficiente en decisión multicriterio

El conjunto eficiente en la Teoría de la Decisión Multicriterio juega un papel fundamental en los procesos de solución ya que es en este conjunto donde el decisor debe hacer su elección más preferida. Sin embargo, la generación de tal conjunto puede ser difícil, especialmente en problemas continuos y/o no lineales. El primer capítulo de esta memoria, es introductorio a la Decisión Multicriterio y en él se exponen aquellos conceptos y herramientas que se van a utilizar en desarrollos posteriores. El segundo capítulo estudia los problemas de Toma de Decisiones en ambiente de certidumbre. La herramienta básica y punto de partida es la función de valor vectorial que refleja imprecisión sobre las preferencias del decisor. Se propone una caracterización del conjunto de valor eficiente y diferentes aproximaciones con sus propiedades de encaje y convergencia. Varios algoritmos interactivos de solución complementan los desarrollos teóricos. El tercer capítulo está dedicado al caso de ambiente de incertidumbre. Tiene un desarrollo parcialmente paralelo al anterior y utiliza la función de utilidad vectorial como herramienta de modelización de preferencias del decisor. A partir de la consideración de las distribuciones simples se introduce la eficiencia en utilidad, su caracterización y aproximaciones, que posteriormente se extienden a los casos de distribuciones discretas y continuas. En el cuarto capítulo se estudia el problema en ambiente difuso, aunque de manera introductoria. Concluimos sugiriendo distintos problemas abiertos.---ABSTRACT---The efficient set of a Multicriteria Decicion-Making Problem plays a fundamental role in the solution process since the Decisión Maker's preferred choice should be in this set. However, the computation of that set may be difficult, specially in continuous and/or nonlinear problems. Chapter one introduces Multicriteria Decision-Making. We review basic concepts and tools for later developments. Chapter two studies Decision-Making problems under certainty. The basic tool is the vector valué function, which represents imprecisión in the DM's preferences. We propose a characterization of the valué efficient set and different approximations with nesting and convergence properties. Several interactive algorithms complement the theoretical results. We devote Chapter three to problems under uncertainty. The development is parallel to the former and uses vector utility functions to model the DM's preferences. We introduce utility efficiency for simple distributions, its characterization and some approximations, which we partially extend to discrete and continuous classes of distributions. Chapter four studies the problem under fuzziness, at an exploratory level. We conclude with several open problems.

Tranversal motion and flow structure of fully nonlinear streaks in a laminar boundary layer

Typical streak computations present in the literature correspond to linear streaks or to small amplitude nonlinear streaks computed using DNS or nonlinear PSE. We use the Reduced Navier-Stokes (RNS) equations to compute the streamwise evolution of fully non-linear streaks with high amplitude in a laminar flat plate boundary layer. The RNS formulation provides Reynolds number independent solutions that are asymptotically exact in the limit $Re \gg 1$, it requires much less computational effort than DNS, and it does not have the consistency and convergence problems of the PSE. We present various streak computations to show that the flow configuration changes substantially when the amplitude of the streaks grows and the nonlinear effects come into play. The transversal motion (in the wall normal-streamwise plane) becomes more important and strongly distorts the streamwise velocity profiles, that end up being quite different from those of the linear case. We analyze in detail the resulting flow patterns for the nonlinearly saturated streaks and compare them with available experimental results.

Computation of nonlinear streaky structures in boundary layer flow

En esta tesis se integran numéricamente las ecuaciones reducidas de Navier Stokes (RNS), que describen el flujo en una capa límite tridimensional que presenta también una escala característica espacial corta en el sentido transversal. La formulación RNS se usa para el cálculo de “streaks” no lineales de amplitud finita, y los resultados conseguidos coinciden con los existentes en la literatura, obtenidos típicamente utilizando simulación numérica directa (DNS) o nonlinear parabolized stability equations (PSE). El cálculo de los “streaks” integrando las RNS es mucho menos costoso que usando DNS, y no presenta los problemas de estabilidad que aparecen en la formulación PSE cuando la amplitud del “streak” deja de ser pequeña. El código de integración RNS se utiliza también para el cálculo de los “streaks” que aparecen de manera natural en el borde de ataque de una placa plana en ausencia de perturbaciones en la corriente uniforme exterior. Los resultados existentes hasta ahora calculaban estos “streaks” únicamente en el límite lineal (amplitud pequeña), y en esta tesis se lleva a cabo el cálculo de los mismos en el régimen completamente no lineal (amplitud finita). En la segunda parte de la tesis se generaliza el código RNS para incluir la posibilidad de tener una placa no plana, con curvatura en el sentido transversal que varía lentamente en el sentido de la corriente. Esto se consigue aplicando un cambio de coordenadas, que transforma el dominio físico en uno rectangular. La formulación RNS se integra también expresada en las correspondientes coordenadas curvilíneas. Este código generalizado RNS se utiliza finalmente para estudiar el flujo de capa límite sobre una placa con surcos que varían lentamente en el sentido de la corriente, y es usado para simular el flujo sobre surcos que crecen en tal sentido. Abstract In this thesis, the reduced Navier Stokes (RNS) equations are numerically integrated. This formulation describes the flow in a three-dimensional boundary layer that also presents a short characteristic space scale in the spanwise direction. RNS equations are used to calculate nonlinear finite amplitude “streaks”, and the results agree with those reported in the literature, typically obtained using direct numerical simulation (DNS) or nonlinear parabolized stability equations (PSE). “Streaks” simulations through the RNS integration are much cheaper than using DNS, and avoid stability problems that appear in the PSE when the amplitude of the “streak” is not small. The RNS integration code is also used to calculate the “streaks” that naturally emerge at the leading edge of a flat plate boundary layer in the absence of any free stream perturbations. Up to now, the existing results for these “streaks” have been only calculated in the linear limit (small amplitude), and in this thesis their calculation is carried out in the fully nonlinear regime (finite amplitude). In the second part of the thesis, the RNS code is generalized to include the possibility of having a non-flat plate, curved in the spanwise direction and slowly varying in the streamwise direction. This is achieved by applying a change of coordinates, which transforms the physical domain into a rectangular one. The RNS formulation expressed in the corresponding curvilinear coordinates is also numerically integrated. This generalized RNS code is finally used to study the boundary layer flow over a plate with grooves which vary slowly in the streamwise direction; and this code is used to simulate the flow over grooves that grow in the streamwise direction.

Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Detection and Isolation of Simultaneous Additive and Parametric Faults in Nonlinear Stochastic Dynamical Systems

This paper presents a new fault detection and isolation scheme for dealing with simultaneous additive and parametric faults. The new design integrates a system for additive fault detection based on Castillo and Zufiria, 2009 and a new parametric fault detection and isolation scheme inspired in Munz and Zufiria, 2008 . It is shown that the so far existing schemes do not behave correctly when both additive and parametric faults occur simultaneously; to solve the problem a new integrated scheme is proposed. Computer simulation results are presented to confirm the theoretical studies.

Nonlinear models for lateral dynamics of railway vehicles on bridges subject to wind action

The study of lateral dynamics of running trains on bridges is of importance mainly for the safety of the traffic, and may be relevant for laterally compliant bridges. These studies require threedimensional coupled vehicle-bridge models, wheree consideration of wheel to rail contact is a key aspect. Furthermore, an adequate evaluation of safety of rail traffic requires nonlinear models. A nonlinear coupled model is proposed here for vehicle-structure vertical and lateral dynamics. Vehicles are considered as fully three-dimensional multibody systems including gyroscopic terms and large rotation effects. The bridge structure is modeled by means of finite elements which may be of beam, shell or continuum type and may include geometric or material nonlinearities. The track geometry includes distributed track alignment irregularities. Both subsystems (bridge and vehicles) are described with coordinates in absolute reference frames, as opposed to alternative approaches which describe the multibody system with coordinates relative to the base bridge motion. The wheelrail contact employed is a semi-Hertzian model based on realistic wheel-rail profiles. It allows a detailed geometrical description of the contact patch under each wheel including multiple-point contact, flange contact and uplift. Normal and tangential stresses in each contact are integrated at each time-step to obtain the resultant contact forces. The models have been implemented within an existing finite element analysis software with multibody capabilities, Abaqus (Simulia Ltd., 2010). Further details of the model are presented in Antolín et al. (2012). Representative applications are presented for railway vehicles under lateral wind action on laterally compliant viaducts, showing the relevance of the nonlinear wheel-rail contact model as well as the interaction between bridge and vehicle.

Numerical methods in Nonlinear Analysis of shell structures

The design of shell and spatial structures represents an important challenge even with the use of the modern computer technology.If we concentrate in the concrete shell structures many problems must be faced,such as the conceptual and structural disposition, optimal shape design, analysis, construction methods, details etc. and all these problems are interconnected among them. As an example the shape optimization requires the use of several disciplines like structural analysis, sensitivity analysis, optimization strategies and geometrical design concepts. Similar comments can be applied to other space structures such as steel trusses with single or double shape and tension structures. In relation to the analysis the Finite Element Method appears to be the most extended and versatile technique used in the practice. In the application of this method several issues arise. First the derivation of the pertinent shell theory or alternatively the degenerated 3-D solid approach should be chosen. According to the previous election the suitable FE model has to be adopted i.e. the displacement,stress or mixed formulated element. The good behavior of the shell structures under dead loads that are carried out towards the supports by mainly compressive stresses is impaired by the high imperfection sensitivity usually exhibited by these structures. This last effect is important particularly if large deformation and material nonlinearities of the shell may interact unfavorably, as can be the case for thin reinforced shells. In this respect the study of the stability of the shell represents a compulsory step in the analysis. Therefore there are currently very active fields of research such as the different descriptions of consistent nonlinear shell models given by Simo, Fox and Rifai, Mantzenmiller and Buchter and Ramm among others, the consistent formulation of efficient tangent stiffness as the one presented by Ortiz and Schweizerhof and Wringgers, with application to concrete shells exhibiting creep behavior given by Scordelis and coworkers; and finally the development of numerical techniques needed to trace the nonlinear response of the structure. The objective of this paper is concentrated in the last research aspect i.e. in the presentation of a state-of-the-art on the existing solution techniques for nonlinear analysis of structures. In this presentation the following excellent reviews on this subject will be mainly used.

A simple torsion-free nonlinear beam element for multibody dynamics

We propose in this work a very simple torsion-free beam element capable of capturing geometrical nonlinearities. The simple formulation is objective and unconditionally con- vergent for geometrically nonlinear models with large displacements, in the traditional sense that guarantees more precise numerical solutions for finer discretizations. The formulation does not employ rotational degrees of freedom, can be applied to two and three-dimensional problems, and it is computationally very efficient.

On the application of meshfree methods to the nonlinear dynamics of multibody systems

Esta tesis propone una completa formulación termo-mecánica para la simulación no-lineal de mecanismos flexibles basada en métodos libres de malla. El enfoque se basa en tres pilares principales: la formulación de Lagrangiano total para medios continuos, la discretización de Bubnov-Galerkin, y las funciones de forma libres de malla. Los métodos sin malla se caracterizan por la definición de un conjunto de funciones de forma en dominios solapados, junto con una malla de integración de las ecuaciones discretas de balance. Dos tipos de funciones de forma se han seleccionado como representación de las familias interpolantes (Funciones de Base Radial) y aproximantes (Mínimos Cuadrados Móviles). Su formulación se ha adaptado haciendo sus parámetros compatibles, y su ausencia de conectividad predefinida se ha aprovechado para interconectar múltiples dominios de manera automática, permitiendo el uso de mallas de fondo no conformes. Se propone una formulación generalizada de restricciones, juntas y contactos, válida para sólidos rígidos y flexibles, siendo estos últimos discretizados mediante elementos finitos (MEF) o libres de malla. La mayor ventaja de este enfoque reside en que independiza completamente el dominio con respecto de las uniones y acciones externas a cada sólido, permitiendo su definición incluso fuera del contorno. Al mismo tiempo, también se minimiza el número de ecuaciones de restricción necesarias para la definición de uniones realistas. Las diversas validaciones, ejemplos y comparaciones detalladas muestran como el enfoque propuesto es genérico y extensible a un gran número de sistemas. En concreto, las comparaciones con el MEF indican una importante reducción del error para igual número de nodos, tanto en simulaciones mecánicas, como térmicas y termo-mecánicas acopladas. A igualdad de error, la eficiencia numérica de los métodos libres de malla es mayor que la del MEF cuanto más grosera es la discretización. Finalmente, la formulación se aplica a un problema de diseño real sobre el mantenimiento de estructuras masivas en el interior de un reactor de fusión, demostrando su viabilidad en análisis de problemas reales, y a su vez mostrando su potencial para su uso en simulación en tiempo real de sistemas no-lineales. A new complete formulation is proposed for the simulation of nonlinear dynamic of multibody systems with thermo-mechanical behaviour. The approach is founded in three main pillars: total Lagrangian formulation, Bubnov-Galerkin discretization, and meshfree shape functions. Meshfree methods are characterized by the definition of a set of shape functions in overlapping domains, and a background grid for integration of the Galerkin discrete equations. Two different types of shape functions have been chosen as representatives of interpolation (Radial Basis Functions), and approximation (Moving Least Squares) families. Their formulation has been adapted to use compatible parameters, and their lack of predefined connectivity is used to interconnect different domains seamlessly, allowing the use of non-conforming meshes. A generalized formulation for constraints, joints, and contacts is proposed, which is valid for rigid and flexible solids, being the later discretized using either finite elements (FEM) or meshfree methods. The greatest advantage of this approach is that makes the domain completely independent of the external links and actions, allowing to even define them outside of the boundary. At the same time, the number of constraint equations needed for defining realistic joints is minimized. Validation, examples, and benchmarks are provided for the proposed formulation, demonstrating that the approach is generic and extensible to further problems. Comparisons with FEM show a much lower error for the same number of nodes, both for mechanical and thermal analyses. The numerical efficiency is also better when coarse discretizations are used. A final demonstration to a real problem for handling massive structures inside of a fusion reactor is presented. It demonstrates that the application of meshfree methods is feasible and can provide an advantage towards the definition of nonlinear real-time simulation models.

Automated wordlength optimization framework for multi-source statistical interval-based analysis of nonlinear systems with control-flow structures

El uso de aritmética de punto fijo es una opción de diseño muy extendida en sistemas con fuertes restricciones de área, consumo o rendimiento. Para producir implementaciones donde los costes se minimicen sin impactar negativamente en la precisión de los resultados debemos llevar a cabo una asignación cuidadosa de anchuras de palabra. Encontrar la combinación óptima de anchuras de palabra en coma fija para un sistema dado es un problema combinatorio NP-hard al que los diseñadores dedican entre el 25 y el 50 % del ciclo de diseño. Las plataformas hardware reconfigurables, como son las FPGAs, también se benefician de las ventajas que ofrece la aritmética de coma fija, ya que éstas compensan las frecuencias de reloj más bajas y el uso más ineficiente del hardware que hacen estas plataformas respecto a los ASICs. A medida que las FPGAs se popularizan para su uso en computación científica los diseños aumentan de tamaño y complejidad hasta llegar al punto en que no pueden ser manejados eficientemente por las técnicas actuales de modelado de señal y ruido de cuantificación y de optimización de anchura de palabra. En esta Tesis Doctoral exploramos distintos aspectos del problema de la cuantificación y presentamos nuevas metodologías para cada uno de ellos: Las técnicas basadas en extensiones de intervalos han permitido obtener modelos de propagación de señal y ruido de cuantificación muy precisos en sistemas con operaciones no lineales. Nosotros llevamos esta aproximación un paso más allá introduciendo elementos de Multi-Element Generalized Polynomial Chaos (ME-gPC) y combinándolos con una técnica moderna basada en Modified Affine Arithmetic (MAA) estadístico para así modelar sistemas que contienen estructuras de control de flujo. Nuestra metodología genera los distintos caminos de ejecución automáticamente, determina las regiones del dominio de entrada que ejercitarán cada uno de ellos y extrae los momentos estadísticos del sistema a partir de dichas soluciones parciales. Utilizamos esta técnica para estimar tanto el rango dinámico como el ruido de redondeo en sistemas con las ya mencionadas estructuras de control de flujo y mostramos la precisión de nuestra aproximación, que en determinados casos de uso con operadores no lineales llega a tener tan solo una desviación del 0.04% con respecto a los valores de referencia obtenidos mediante simulación. Un inconveniente conocido de las técnicas basadas en extensiones de intervalos es la explosión combinacional de términos a medida que el tamaño de los sistemas a estudiar crece, lo cual conlleva problemas de escalabilidad. Para afrontar este problema presen tamos una técnica de inyección de ruidos agrupados que hace grupos con las señales del sistema, introduce las fuentes de ruido para cada uno de los grupos por separado y finalmente combina los resultados de cada uno de ellos. De esta forma, el número de fuentes de ruido queda controlado en cada momento y, debido a ello, la explosión combinatoria se minimiza. También presentamos un algoritmo de particionado multi-vía destinado a minimizar la desviación de los resultados a causa de la pérdida de correlación entre términos de ruido con el objetivo de mantener los resultados tan precisos como sea posible. La presente Tesis Doctoral también aborda el desarrollo de metodologías de optimización de anchura de palabra basadas en simulaciones de Monte-Cario que se ejecuten en tiempos razonables. Para ello presentamos dos nuevas técnicas que exploran la reducción del tiempo de ejecución desde distintos ángulos: En primer lugar, el método interpolativo aplica un interpolador sencillo pero preciso para estimar la sensibilidad de cada señal, y que es usado después durante la etapa de optimización. En segundo lugar, el método incremental gira en torno al hecho de que, aunque es estrictamente necesario mantener un intervalo de confianza dado para los resultados finales de nuestra búsqueda, podemos emplear niveles de confianza más relajados, lo cual deriva en un menor número de pruebas por simulación, en las etapas iniciales de la búsqueda, cuando todavía estamos lejos de las soluciones optimizadas. Mediante estas dos aproximaciones demostramos que podemos acelerar el tiempo de ejecución de los algoritmos clásicos de búsqueda voraz en factores de hasta x240 para problemas de tamaño pequeño/mediano. Finalmente, este libro presenta HOPLITE, una infraestructura de cuantificación automatizada, flexible y modular que incluye la implementación de las técnicas anteriores y se proporciona de forma pública. Su objetivo es ofrecer a desabolladores e investigadores un entorno común para prototipar y verificar nuevas metodologías de cuantificación de forma sencilla. Describimos el flujo de trabajo, justificamos las decisiones de diseño tomadas, explicamos su API pública y hacemos una demostración paso a paso de su funcionamiento. Además mostramos, a través de un ejemplo sencillo, la forma en que conectar nuevas extensiones a la herramienta con las interfaces ya existentes para poder así expandir y mejorar las capacidades de HOPLITE. ABSTRACT Using fixed-point arithmetic is one of the most common design choices for systems where area, power or throughput are heavily constrained. In order to produce implementations where the cost is minimized without negatively impacting the accuracy of the results, a careful assignment of word-lengths is required. The problem of finding the optimal combination of fixed-point word-lengths for a given system is a combinatorial NP-hard problem to which developers devote between 25 and 50% of the design-cycle time. Reconfigurable hardware platforms such as FPGAs also benefit of the advantages of fixed-point arithmetic, as it compensates for the slower clock frequencies and less efficient area utilization of the hardware platform with respect to ASICs. As FPGAs become commonly used for scientific computation, designs constantly grow larger and more complex, up to the point where they cannot be handled efficiently by current signal and quantization noise modelling and word-length optimization methodologies. In this Ph.D. Thesis we explore different aspects of the quantization problem and we present new methodologies for each of them: The techniques based on extensions of intervals have allowed to obtain accurate models of the signal and quantization noise propagation in systems with non-linear operations. We take this approach a step further by introducing elements of MultiElement Generalized Polynomial Chaos (ME-gPC) and combining them with an stateof- the-art Statistical Modified Affine Arithmetic (MAA) based methodology in order to model systems that contain control-flow structures. Our methodology produces the different execution paths automatically, determines the regions of the input domain that will exercise them, and extracts the system statistical moments from the partial results. We use this technique to estimate both the dynamic range and the round-off noise in systems with the aforementioned control-flow structures. We show the good accuracy of our approach, which in some case studies with non-linear operators shows a 0.04 % deviation respect to the simulation-based reference values. A known drawback of the techniques based on extensions of intervals is the combinatorial explosion of terms as the size of the targeted systems grows, which leads to scalability problems. To address this issue we present a clustered noise injection technique that groups the signals in the system, introduces the noise terms in each group independently and then combines the results at the end. In this way, the number of noise sources in the system at a given time is controlled and, because of this, the combinato rial explosion is minimized. We also present a multi-way partitioning algorithm aimed at minimizing the deviation of the results due to the loss of correlation between noise terms, in order to keep the results as accurate as possible. This Ph.D. Thesis also covers the development of methodologies for word-length optimization based on Monte-Carlo simulations in reasonable times. We do so by presenting two novel techniques that explore the reduction of the execution times approaching the problem in two different ways: First, the interpolative method applies a simple but precise interpolator to estimate the sensitivity of each signal, which is later used to guide the optimization effort. Second, the incremental method revolves on the fact that, although we strictly need to guarantee a certain confidence level in the simulations for the final results of the optimization process, we can do it with more relaxed levels, which in turn implies using a considerably smaller amount of samples, in the initial stages of the process, when we are still far from the optimized solution. Through these two approaches we demonstrate that the execution time of classical greedy techniques can be accelerated by factors of up to ×240 for small/medium sized problems. Finally, this book introduces HOPLITE, an automated, flexible and modular framework for quantization that includes the implementation of the previous techniques and is provided for public access. The aim is to offer a common ground for developers and researches for prototyping and verifying new techniques for system modelling and word-length optimization easily. We describe its work flow, justifying the taken design decisions, explain its public API and we do a step-by-step demonstration of its execution. We also show, through an example, the way new extensions to the flow should be connected to the existing interfaces in order to expand and improve the capabilities of HOPLITE.