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.

3D Image Reconstruction From Truncated Helical Cone Beam Projection Data - A Linear Prediction Approach

With the introduction of 2D flat-panel X-ray detectors, 3D image reconstruction using helical cone-beam tomography is fast replacing the conventional 2D reconstruction techniques. In 3D image reconstruction, the source orbit or scanning geometry should satisfy the data sufficiency or completeness condition for exact reconstruction. The helical scan geometry satisfies this condition and hence can give exact reconstruction. The theoretically exact helical cone-beam reconstruction algorithm proposed by Katsevich is a breakthrough and has attracted interest in the 3D reconstruction using helical cone-beam Computed Tomography.In many practical situations, the available projection data is incomplete. One such case is where the detector plane does not completely cover the full extent of the object being imaged in lateral direction resulting in truncated projections. This result in artifacts that mask small features near to the periphery of the ROI when reconstructed using the convolution back projection (CBP) method assuming that the projection data is complete. A number of techniques exist which deal with completion of missing data followed by the CBP reconstruction. In 2D, linear prediction (LP)extrapolation has been shown to be efficient for data completion, involving minimal assumptions on the nature of the data, producing smooth extensions of the missing projection data.In this paper, we propose to extend the LP approach for extrapolating helical cone beam truncated data. The projection on the multi row flat panel detectors has missing columns towards either ends in the lateral direction in truncated data situation. The available data from each detector row is modeled using a linear predictor. The available data is extrapolated and this completed projection data is backprojected using the Katsevich algorithm. Simulation results show the efficacy of the proposed method.

Experimental and Numerical Studies in a Compact Trapped Vortex Combustor: Stability Assessment and Augmentation

Fundamental studies on a compact trapped vortex combustor indicate that cavity injection strategies play a major role on flame stability. Detailed experiments indicate that blow-out occurs for a certain range of cavity air flow velocities. An unsteady RANS-based reacting flow simulation tool has been utilized to study the basic dynamics of cavity vortex for various flow conditions. The phenomenon of flame blow-out at certain intermediate cavity air velocities is explained on the basis of transition from a cavity-stabilized mode to an opposed flow stagnation mode. A novel strategy is proposed for achieving flame stability at all conditions. This involves using a flow guide vane in the path of the main flow to direct a portion of the main flow into the cavity. This seems to result in a desirable dual vortex structure, i.e., a small clockwise vortex behind the vane and large counterclockwise vortex in the cavity. Experimental results show stable flame at all flow conditions with the flow guide vane, and pressure drop is estimated to be within acceptable limits. Cold flow simulations show self-similar velocity profiles for a range of main inlet velocities, and high reverse velocity ratios (-0.3) are observed. Such a high-velocity ratio in the reverse flow shear layer profile leads to enhanced production of turbulence imperative to compact combustors. Reacting flow simulations show even higher reverse velocity ratios (above -0.7) due to flow acceleration. The flame is observed to be stable, even though minor shear layer oscillations are present in the form of vortex shedding. Self-similarity is also observed in reacting flow temperature profiles at combustor exit over the entire range of the mainstream velocity. This indicates that the present configuration holds a promise of delivering robust performance invariant of the flow operating conditions.

Improved utilisation of an HF transformer in DC–AC application

Power conversion using high frequency (HF) link converters is popular because of compact size and light weight of highfrequency transformer. This study focuses on improved utilisation of HF transformer in DC–AC applications. In practical application, the operating condition of the power converter deviates significantly from the designed considerations. These deviating factors are commutation requirements (dead-time, overlap), mismatch in device drops and presence of the fundamental frequency in load current. As a result, the HF transformer handles some amount of low-frequency components (including DC) other than desired HF components. This causes the operating point in B-H curve to shift away from its normal or idealised position and hence results poor utilisation of the HF transformer and unwanted losses. This study investigates the nature of the problem with experimental determination of approximate lumped parameter modelling and saturation behaviour (B-H curve) of the HF transformer. A simple closed-loop control algorithm with online tuning of the controller parameters is proposed to improve the utilisation of the isolation transformer. The simulation and experimental results are presented.

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.

The generalized Onsager model for the secondary flow in a high-speed rotating cylinder

The generalizations of the Onsager model for the radial boundary layer and the Carrier-Maslen model for the end-cap axial boundary layer in a high-speed rotating cylinder are formulated for studying the secondary gas flow due to wall heating and due to insertion of mass, momentum and energy into the cylinder. The generalizations have wider applicability than the original Onsager and Carrier-Maslen models, because they are not restricted to the limit A >> 1, though they are restricted to the limit R e >> 1 and a high-aspect-ratio cylinder whose length/diameter ratio is large. Here, the stratification parameter A = root m Omega(2)R(2)/2k(B)T). This parameter A is the ratio of the peripheral speed, Omega R, to the most probable molecular speed, root 2k(B)T/m, the Reynolds number Re = rho w Omega R(2)/mu, where m is the molecular mass, Omega and R are the rotational speed and radius of the cylinder, k(B) is the Boltzmann constant, T is the gas temperature, rho(w) is the gas density at wall, and mu is the gas viscosity. In the case of wall forcing, analytical solutions are obtained for the sixth-order generalized Onsager equations for the master potential, and for the fourth-order generalized Carrier-Maslen equation for the velocity potential. For the case of mass/momentum/energy insertion into the flow, the separation-of-variables procedure is used, and the appropriate homogeneous boundary conditions are specified so that the linear operators in the axial and radial directions are self-adjoint. The discrete eigenvalues and eigenfunctions of the linear operators (sixth-order and second-order in the radial and axial directions for the Onsager equation, and fourth-order and second-order in the axial and radial directions for the Carrier-Maslen equation) are determined. These solutions are compared with direct simulation Monte Carlo (DSMC) simulations. The comparison reveals that the boundary conditions in the simulations and analysis have to be matched with care. The commonly used `diffuse reflection' boundary conditions at solid walls in DSMC simulations result in a non-zero slip velocity as well as a `temperature slip' (gas temperature at the wall is different from wall temperature). These have to be incorporated in the analysis in order to make quantitative predictions. In the case of mass/momentum/energy sources within the flow, it is necessary to ensure that the homogeneous boundary conditions are accurately satisfied in the simulations. When these precautions are taken, there is excellent agreement between analysis and simulations, to within 10 %, even when the stratification parameter is as low as 0.707, the Reynolds number is as low as 100 and the aspect ratio (length/diameter) of the cylinder is as low as 2, and the secondary flow velocity is as high as 0.2 times the maximum base flow velocity. The predictions of the generalized models are also significantly better than those of the original Onsager and Carrier-Maslen models, which are restricted to thin boundary layers in the limit of high stratification parameter.

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.