2 resultados para Numerical Optimization
em CaltechTHESIS
Resumo:
Granular crystals are compact periodic assemblies of elastic particles in Hertzian contact whose dynamic response can be tuned from strongly nonlinear to linear by the addition of a static precompression force. This unique feature allows for a wide range of studies that include the investigation of new fundamental nonlinear phenomena in discrete systems such as solitary waves, shock waves, discrete breathers and other defect modes. In the absence of precompression, a particularly interesting property of these systems is their ability to support the formation and propagation of spatially localized soliton-like waves with highly tunable properties. The wealth of parameters one can modify (particle size, geometry and material properties, periodicity of the crystal, presence of a static force, type of excitation, etc.) makes them ideal candidates for the design of new materials for practical applications. This thesis describes several ways to optimally control and tailor the propagation of stress waves in granular crystals through the use of heterogeneities (interstitial defect particles and material heterogeneities) in otherwise perfectly ordered systems. We focus on uncompressed two-dimensional granular crystals with interstitial spherical intruders and composite hexagonal packings and study their dynamic response using a combination of experimental, numerical and analytical techniques. We first investigate the interaction of defect particles with a solitary wave and utilize this fundamental knowledge in the optimal design of novel composite wave guides, shock or vibration absorbers obtained using gradient-based optimization methods.
Resumo:
Many engineering applications face the problem of bounding the expected value of a quantity of interest (performance, risk, cost, etc.) that depends on stochastic uncertainties whose probability distribution is not known exactly. Optimal uncertainty quantification (OUQ) is a framework that aims at obtaining the best bound in these situations by explicitly incorporating available information about the distribution. Unfortunately, this often leads to non-convex optimization problems that are numerically expensive to solve.
This thesis emphasizes on efficient numerical algorithms for OUQ problems. It begins by investigating several classes of OUQ problems that can be reformulated as convex optimization problems. Conditions on the objective function and information constraints under which a convex formulation exists are presented. Since the size of the optimization problem can become quite large, solutions for scaling up are also discussed. Finally, the capability of analyzing a practical system through such convex formulations is demonstrated by a numerical example of energy storage placement in power grids.
When an equivalent convex formulation is unavailable, it is possible to find a convex problem that provides a meaningful bound for the original problem, also known as a convex relaxation. As an example, the thesis investigates the setting used in Hoeffding's inequality. The naive formulation requires solving a collection of non-convex polynomial optimization problems whose number grows doubly exponentially. After structures such as symmetry are exploited, it is shown that both the number and the size of the polynomial optimization problems can be reduced significantly. Each polynomial optimization problem is then bounded by its convex relaxation using sums-of-squares. These bounds are found to be tight in all the numerical examples tested in the thesis and are significantly better than Hoeffding's bounds.