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.

An algorithm for dynamic optimal bandwidth allocation in communication networks

We study the problem of optimal bandwidth allocation in communication networks. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider a class of closed-loop feedback policies for the system and use a twotimescale simultaneous perturbation stochastic approximation(SPSA) algorithm to find an optimal policy within the prescribed class. We study the performance of the proposed algorithm on a numerical setting. Our algorithm is found to exhibit good performance.

Optimal Parameterized Policies for Resource Allocation in Communication Networks

The problem of finding optimal parameterized feedback policies for dynamic bandwidth allocation in communication networks is studied. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider two different classes of multilevel closed-loop feedback policies for the system and use a two-timescale simultaneous perturbation stochastic approximation (SPSA) algorithm to find optimal policies within each prescribed class. We study the performance of the proposed algorithm on a numerical setting and show performance comparisons of the two optimal multilevel closedloop policies with optimal open loop policies. We observe that closed loop policies of Class B that tune parameters for both the queues and do not have the constraint that the entire bandwidth be used at each instant exhibit the best results overall as they offer greater flexibility in parameter tuning. Index Terms — Resource allocation, dynamic bandwidth allocation in communication networks, two-timescale SPSA algorithm, optimal parameterized policies. I.

Confinement-deconfinement transition and spin correlations in a generalized Kitaev model

We present a spin model, namely, the Kitaev model augmented by a loop term and perturbed by an Ising Hamiltonian, and show that it exhibits both confinement-deconfinement transitions from spin liquid to antiferromagnetic/spin-chain/ferromagnetic phases and topological quantum phase transitions between gapped and gapless spin-liquid phases. We develop a fermionic resonating-valence-bonds (RVB) mean-field theory to chart out the phase diagram of the model and estimate the stability of its spin-liquid phases, which might be relevant for attempts to realize the model in optical lattices and other spin systems. We present an analytical mean-field theory to study the confinement-deconfinement transition for large coefficient of the loop term and show that this transition is first order within such mean-field analysis in this limit. We also conjecture that in some other regimes, the confinement-deconfinement transitions in the model, predicted to be first order within the mean-field theory, may become second order via a defect condensation mechanism. Finally, we present a general classification of the perturbations to the Kitaev model on the basis of their effect on it's spin correlation functions and derive a necessary and sufficient condition, within the regime of validity of perturbation theory, for the spin correlators to exhibit a long-ranged power-law behavior in the presence of such perturbations. Our results reproduce those of Tikhonov et al. [Phys. Rev. Lett. 106, 067203 (2011)] as a special case.

Computational Analysis of Flow through a Multiple Nozzle Driven Laser Cavity and Diffuser

Computations have been carried out for simulating supersonic flow through a set of converging-diverging nozzles with their expanding jets forming a laser cavity and flow patterns through diffusers, past the cavity. A thorough numerical investigation with 3-D RANS code is carried out to capture the flow distribution which comprises of shock patterns and multiple supersonic jet interactions. The analysis of pressure recovery characteristics during the flow through the diffusers is an important parameter of the simulation and is critical for the performance of the laser device. The results of the computation have shown a close agreement with the experimentally measured parameters as well as other established results indicating that the flow analysis done is found to be satisfactory.

A Multidimensional Kinetic Upwind Method for Euler Equations

The study of directional derivative lead to the development of a rotationally invariant kinetic upwind method (KUMARI)3 which avoids dimension by dimension splitting. The method is upwind and rotationally invariant and hence truly multidimensional or multidirectional upwind scheme. The extension of KUMARI to second order is as well presented.

Ultrasound-modulated optical tomography: recovery of amplitude of vibration in the insonified region from boundary measurement of light correlation

We address a certain inverse problem in ultrasound-modulated optical tomography: the recovery of the amplitude of vibration of scatterers [p(r)] in the ultrasound focal volume in a diffusive object from boundary measurement of the modulation depth (M) of the amplitude autocorrelation of light [phi(r, tau)] traversing through it. Since M is dependent on the stiffness of the material, this is the precursor to elasticity imaging. The propagation of phi(r, tau) is described by a diffusion equation from which we have derived a nonlinear perturbation equation connecting p(r) and refractive index modulation [Delta n(r)] in the region of interest to M measured on the boundary. The nonlinear perturbation equation and its approximate linear counterpart are solved for the recovery of p(r). The numerical results reveal regions of different stiffness, proving that the present method recovers p(r) with reasonable quantitative accuracy and spatial resolution. (C) 2011 Optical Society of America

Ion-Acoustic Solitary Waves in Multicomponent Plasmas with Negative Ions

By using the perturbation technique, a Kortewege-de-Vries (K-dV) equation for a multicomponent plasma with negative ions and isothermal electrons has been derived. We have discussed the stationary solutions of K-dV equation and it has shown that in the presece of multiple ions, the amplitude of solitons exhibits interesting behaviour, especiallY when the negative ions are present.

Variation of the gas and radiation content in the sub-Keplerian accretion disk around black holes and its impact to the solutions

We investigate the variation of the gas and the radiation pressure in accretion disks during the infall of matter to the black hole and its effect to the flow. While the flow far away from the black hole might be non-relativistic, in the vicinity of the black hole it is expected to be relativistic behaving more like radiation. Therefore, the ratio of gas pressure to total pressure (beta) and the underlying polytropic index (gamma) should not be constant throughout the flow. We obtain that accretion flows exhibit significant variation of beta and then gamma, which affects solutions described in the standard literature based on constant beta. Certain solutions for a particular set of initial parameters with a constant beta do not exist when the variation of beta is incorporated appropriately. We model the viscous sub-Keplerian accretion disk with a nonzero component of advection and pressure gradient around black holes by preserving the conservations of mass, momentum, energy, supplemented by the evolution of beta. By solving the set of five coupled differential equations, we obtain the thermo-hydrodynamical properties of the flow. We show that during infall, beta of the flow could vary up to similar to 300%, while gamma up to similar to 20%. This might have a significant impact to the disk solutions in explaining observed data, e.g. super-luminal jets from disks, luminosity, and then extracting fundamental properties from them. Hence any conclusion based on constant gamma and beta should be taken with caution and corrected. (C) 2011 Elsevier B.V. All rights reserved.

Vlbi observations of a mixed selection of extra-galactic objects

VLBI observations at 6 cm reported of several weak radio cores of normal and Seyfert galaxies, of radio sources which have jets or a head tail morphology as well as some stronger cores of flat spectrum galaxies from the NRAO-Bonn "S 4", survey. Nearly all sources were detected at an angular resolution of approximately 15 milli arc s. Some of the sources are resolved at this level.

Minor mergers and their impact on the kinematics of old and young stellar populations in disk galaxies

By means of N-body simulations we investigate the impact of minor mergers on the angular momentum and dynamical properties of the merger remnant. Our simulations cover a range of initial orbital characteristics and gas-to-stellar mass fractions (from 0 to 20%), and include star formation and supernova feedback. We confirm and extend previous results by showing that the specific angular momentum of the stellar component always decreases independently of the orbital parameters or morphology of the satellite, and that the decrease in the rotation velocity of the primary galaxy is accompanied by a change in the anisotropy of the orbits. However, the decrease affects only the old stellar population, and not the new population formed from gas during the merging process. This means that the merging process induces an increasing difference in the rotational support of the old and young stellar components, with the old one lagging with respect to the new. Even if our models are not intended specifically to reproduce the Milky Way and its accretion history, we find that, under certain conditions, the modeled rotational lag found is compatible with that observed in the Milky Way disk, thus indicating that minor mergers can be a viable way to produce it. The lag can increase with the vertical distance from the disk midplane, but only if the satellite is accreted along a direct orbit, and in all cases the main contribution to the lag comes from stars originally in the primary disk rather than from stars in the satellite galaxy. We also discuss the possibility of creating counter-rotating stars in the remnant disk, their fraction as a function of the vertical distance from the galaxy midplane, and the cumulative effect of multiple mergers on their creation.