Stochastic Algorithms for Discrete Parameter Simulation Optimization

We present two efficient discrete parameter simulation optimization (DPSO) algorithms for the long-run average cost objective. One of these algorithms uses the smoothed functional approximation (SFA) procedure, while the other is based on simultaneous perturbation stochastic approximation (SPSA). The use of SFA for DPSO had not been proposed previously in the literature. Further, both algorithms adopt an interesting technique of random projections that we present here for the first time. We give a proof of convergence of our algorithms. Next, we present detailed numerical experiments on a problem of admission control with dependent service times. We consider two different settings involving parameter sets that have moderate and large sizes, respectively. On the first setting, we also show performance comparisons with the well-studied optimal computing budget allocation (OCBA) algorithm and also the equal allocation algorithm. Note to Practitioners-Even though SPSA and SFA have been devised in the literature for continuous optimization problems, our results indicate that they can be powerful techniques even when they are adapted to discrete optimization settings. OCBA is widely recognized as one of the most powerful methods for discrete optimization when the parameter sets are of small or moderate size. On a setting involving a parameter set of size 100, we observe that when the computing budget is small, both SPSA and OCBA show similar performance and are better in comparison to SFA, however, as the computing budget is increased, SPSA and SFA show better performance than OCBA. Both our algorithms also show good performance when the parameter set has a size of 10(8). SFA is seen to show the best overall performance. Unlike most other DPSO algorithms in the literature, an advantage with our algorithms is that they are easily implementable regardless of the size of the parameter sets and show good performance in both scenarios.

Physically consistent simulation of mesoscale chemical kinetics: The non-negative FIS-alpha method

Biochemical pathways involving chemical kinetics in medium concentrations (i.e., at mesoscale) of the reacting molecules can be approximated as chemical Langevin equations (CLE) systems. We address the physically consistent non-negative simulation of the CLE sample paths as well as the issue of non-Lipschitz diffusion coefficients when a species approaches depletion and any stiffness due to faster reactions. The non-negative Fully Implicit Stochastic alpha (FIS alpha) method in which stopped reaction channels due to depleted reactants are deleted until a reactant concentration rises again, for non-negativity preservation and in which a positive definite Jacobian is maintained to deal with possible stiffness, is proposed and analysed. The method is illustrated with the computation of active Protein Kinase C response in the Protein Kinase C pathway. (C) 2011 Elsevier Inc. All rights reserved.

Identification and optimization of ammonia reactors through hybrid simulation

A hybrid simulation technique for identification and steady state optimization of a tubular reactor used in ammonia synthesis is presented. The parameter identification program finds the catalyst activity factor and certain heat transfer coefficients that minimize the sum of squares of deviation from simulated and actual temperature measurements obtained from an operating plant. The optimization program finds the values of three flows to the reactor to maximize the ammonia yield using the estimated parameter values. Powell's direct method of optimization is used in both cases. The results obtained here are compared with the plant data.

Distributed Simulation Of Flexible Manufacturing Systems

Flexible Manufacturing Systems (FMS), widely considered as the manufacturing technology of the future, are gaining increasing importance due to the immense advantages they provide in terms of cost, quality and productivity over the conventional manufacturing. An FMS is a complex interconnection of capital intensive resources and high levels of system performance is very crucial for survival in a competing environment.Discrete event simulation is one of the most popular methods for performance evaluation of FMS during planning, design and operation phases. Indeed fast simulators are suggested for selection of optimal strategies for flow control (which part type to enter and at what instant), AGV scheduling (which vehicle to carry which part), routing (which machine to process the part) and part selection (which part for processing next). In this paper we develop a C-net based model for an FMS and use the same for distributed discrete event simulation. We illustrate using examples the efficacy of destributed discrete event simulation for the performance evaluation of FMSs.

Towards formal verification of analog mixed signal designs using SPICE circuit simulation traces

An extension to a formal verification approach of hybrid systems is proposed to verify analog and mixed signal (AMS) designs. AMS designs can be formally modeled as hybrid systems and therefore lend themselves to the formal analysis and verification techniques applied to hybrid systems. The proposed approach employs simulation traces obtained from an actual design implementation of AMS circuit blocks (for example, in the form of SPICE netlists) to carry out formal analysis and verification. This enables the same platform used for formally validating an abstract model of an AMS design, to be also used for validating its different refinements and design implementation; thereby, providing a simple route to formal verification at different levels of implementation. The feasibility of the proposed approach is demonstrated with a case study based on a tunnel diode oscillator. Since the device characteristic of a tunnel diode is highly non-linear with a negative resistance region, dynamic behavior of circuits in which it is employed as an element is difficult to model, analyze and verify within a general hybrid system formal verification tool. In the case study presented the formal model and the proposed computational techniques have been incorporated into CheckMate, a formal verification tool based on MATLAB and Simulink-Stateflow Framework from MathWorks.

Simulation and experimental study on compositional evolution of Li-Co in LiCoO2 thin films during sputter deposition

The compositional evolution in sputter deposited LiCoO2 thin films is influenced by process parameters involved during deposition. The electrochemical performance of these films strongly depends on their microstructure, preferential orientation and stoichiometry. The transport process of sputtered Li and Co atoms from the LiCoO2 target to the substrate, through Ar plasma in a planar magnetron configuration, was investigated based on the Monte Carlo technique. The effect of sputtering gas pressure and the substrate-target distance (dst) on Li/Co ratio, as well as, energy and angular distribution of sputtered atoms on the substrate were examined. Stable Li/Co ratios have been obtained at 5 Pa pressure and dst in the range 5−11 cm. The kinetic energy and incident angular distribution of Li and Co atoms reaching the substrate have been found to be dependent on sputtering pressure. Simulations were extended to predict compositional variations in films prepared at various process conditions. These results were compared with the composition of films determined experimentally using x-ray photoelectron spectroscopy (XPS). Li/Co ratio calculated using XPS was in moderate agreement with that of the simulated value. The measured film thickness followed the same trend as predicted by simulation. These studies are shown to be useful in understanding the complexities in multicomponent sputtering.