Discrete parameter simulation optimization algorithms with applications to admission control with dependent service times

We propose certain discrete parameter variants of well known simulation optimization algorithms. Two of these algorithms are based on the smoothed functional (SF) technique while two others are based on the simultaneous perturbation stochastic approximation (SPSA) method. They differ from each other in the way perturbations are obtained and also the manner in which projections and parameter updates are performed. All our algorithms use two simulations and two-timescale stochastic approximation. As an application setting, we consider the important problem of admission control of packets in communication networks under dependent service times. We consider a discrete time slotted queueing model of the system and consider two different scenarios - one where the service times have a dependence on the system state and the other where they depend on the number of arrivals in a time slot. Under our settings, the simulated objective function appears ill-behaved with multiple local minima and a unique global minimum characterized by a sharp dip in the objective function in a small region of the parameter space. We compare the performance of our algorithms on these settings and observe that the two SF algorithms show the best results overall. In fact, in many cases studied, SF algorithms converge to the global minimum.

Relationship between annual rainfall and tree mortality in a tropical dry forest: Results of a 19-year study at Mudumalai, southern India

Variability in rainfall is known to be a major influence on the dynamics of tropical forests, especially rates and patterns of tree mortality. In tropical dry forests a number of contributing factors to tree mortality, including dry season fire and herbivory by large herbivorous mammals, could be related to rainfall patterns, while loss of water potential in trees during the dry season or a wet season drought could also result in enhanced rates of death. While tree mortality as influenced by severe drought has been examined in tropical wet forests there is insufficient understanding of this process in tropical dry forests. We examined these causal factors in relation to inter-annual differences in rainfall in causing tree mortality within a 50-ha Forest Dynamics Plot located in the tropical dry deciduous forests of Mudumalai, southern India, that has been monitored annually since 1988. Over a 19-year period (1988-2007) mean annual mortality rate of all stems >1 cm dbh was 6.9 +/- 4.6% (range = 1.5-17.5%); mortality rates broadly declined from the smaller to the larger size classes with the rates in stems >30 cm dbh being among the lowest recorded in tropical forest globally. Fire was the main agent of mortality in stems 1-5 cm dbh, elephant-herbivory in stems 5-10 cm dbh, and other natural causes in stems > 10 cm dbh. Elephant-related mortality did not show any relationship to rainfall. On the other hand, fire-related mortality was significantly negatively correlated to quantity of rainfall during the preceding year. Mortality due to other causes in the larger stem sizes was significantly negatively correlated to rainfall with a 2-3-year lag, suggesting that water deficit from mild or prolonged drought enhanced the risk of death but only with a time lag that was greater than similar lags in tree mortality observed in other forest types. In this respect, tropical dry forests growing in regions of high rainfall variability may have evolved greater resistance to rainfall deficit as compared to tropical moist or temperate forests but are still vulnerable to drought-related mortality.

Rotorcraft parameter estimation using radial basis function neural network

Increased emphasis on rotorcraft performance and perational capabilities has resulted in accurate computation of aerodynamic stability and control parameters. System identification is one such tool in which the model structure and parameters such as aerodynamic stability and control derivatives are derived. In the present work, the rotorcraft aerodynamic parameters are computed using radial basis function neural networks (RBFN) in the presence of both state and measurement noise. The effect of presence of outliers in the data is also considered. RBFN is found to give superior results compared to finite difference derivatives for noisy data. (C) 2010 Elsevier Inc. All rights reserved.

Nonlinear ensemble prediction of chaotic daily rainfall

The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

Application of D transforms in the analysis of nonlinear distributed parameter systems

The scope of application of Laplace transforms presently limited to the study of linear partial differential equations, is extended to the nonlinear domain by this study. This has been achieved by modifying the definition of D transforms, put forth recently for the study of classes of nonlinear lumped parameter systems. The appropriate properties of the new D transforms are presented to bring out their applicability in the analysis of nonlinear distributed parameter systems.

Equivalence conditions for classes of linear and non-linear distributed parameter systems

Equivalence of certain classes of second-order non-linear distributed parameter systems and corresponding linear third-order systems is established through a differential transformation technique. As linear systems are amenable to analysis through existing techniques, this study is expected to offer a method of tackling certain classes of non-linear problems which may otherwise prove to be formidable in nature.

Surface freshwater from Bay of Bengal runoff and Indonesian Throughflow in the Tropical Indian Ocean

According to recent estimates, the annual total continental runoff into the Bay of Bengal (BoB) is about 2950 km 3, which is more than half that into the entire tropical Indian Ocean (IO). Here we use climatological observations to trace the seasonal pathways of near surface freshwater from BoB runoff and Indonesian Throughflow (ITF) by removing the net contribution from precipitation minus evaporation. North of 20 degrees S, the amount of freshwater from BoB runoff and ITF changes with season in a manner consistent with surface currents from drifters. BoB runoff reaches remote regions of the Arabian Sea; it also crosses the equator in the east to join the ITF. This freshwater subsequently flows west across the southern tropical IO in the South Equatorial Current.

Coherent rainfall zones: Case study for Karnataka

Generally average rainfall over meteorological subdivisions is used for assessment of the variability of monsoon rainfall. It is shown here that variations of seasonal rainfall over the meteorological subdivisions of interior Karnataka are not coherent. A methodology for delineating coherent rainfall zones is developed in this paper and applied to derive such zones for the State of Karnataka.

Thermodynamic consistency of the interaction parameter formalism

The apparent contradiction between the exact nature of the interaction parameter formalism as presented by Lupis and Elliott and the inconsistencies discussed recently by Pelton and Bale arise from the truncation of the Maclaurin series in the latter treatment. The truncation removes the exactness of the expression for the logarithm of the activity coefficient of a solute in a multi-component system. The integrals are therefore path dependent. Formulae for integration along paths of constant Xi,or X i/Xj are presented. The expression for In γsolvent given by Pelton and Bale is valid only in the limit that the mole fraction of solvent tends to one. The truncation also destroys the general relations between interaction parameters derived by Lupis and Elliott. For each specific choice of parameters special relationships are obtained between interaction parameters.

Estimation of variables at ungaged locations by empirical orthogonal functions

A technique based on empirical orthogonal functions is used to estimate hydrologic time-series variables at ungaged locations. The technique is applied to estimate daily and monthly rainfall, temperature and runoff values. The accuracy of the method is tested by application to locations where data are available. The second-order characteristics of the estimated data are compared with those of the observed data. The results indicate that the method is quick and accurate.

Sign Of The Order Parameter In Oriented Systems And Its Utility In The Study Of The Dynamic Properties Of Molecules

Novel one and two dimensional NMR techniques are proposed and utilized for the determination of the signs of the order parameters used for the study of the mobility of the fatty acid chains. The experiments designed to extract this information involve the use of the intensities of the side bands in the spectra of oriented systems spinning at the magic angle. Advantages of the two dimensional technique over the one dimensional method are discussed. The utility of the method in the study of the dynamic properties of membranes and model systems is pointed out.

The 26 July 2005 heavy rainfall event over Mumbai: numerical modeling aspects

The performance of the Advanced Regional Prediction System (ARPS) in simulating an extreme rainfall event is evaluated, and subsequently the physical mechanisms leading to its initiation and sustenance are explored. As a case study, the heavy precipitation event that led to 65 cm of rainfall accumulation in a span of around 6 h (1430 LT-2030 LT) over Santacruz (Mumbai, India), on 26 July, 2005, is selected. Three sets of numerical experiments have been conducted. The first set of experiments (EXP1) consisted of a four-member ensemble, and was carried out in an idealized mode with a model grid spacing of 1 km. In spite of the idealized framework, signatures of heavy rainfall were seen in two of the ensemble members. The second set (EXP2) consisted of a five-member ensemble, with a four-level one-way nested integration and grid spacing of 54, 18, 6 and 1 km. The model was able to simulate a realistic spatial structure with the 54, 18, and 6 km grids; however, with the 1 km grid, the simulations were dominated by the prescribed boundary conditions. The third and final set of experiments (EXP3) consisted of a five-member ensemble, with a four-level one-way nesting and grid spacing of 54, 18, 6, and 2 km. The Scaled Lagged Average Forecasting (SLAF) methodology was employed to construct the ensemble members. The model simulations in this case were closer to observations, as compared to EXP2. Specifically, among all experiments, the timing of maximum rainfall, the abrupt increase in rainfall intensities, which was a major feature of this event, and the rainfall intensities simulated in EXP3 (at 6 km resolution) were closest to observations. Analysis of the physical mechanisms causing the initiation and sustenance of the event reveals some interesting aspects. Deep convection was found to be initiated by mid-tropospheric convergence that extended to lower levels during the later stage. In addition, there was a high negative vertical gradient of equivalent potential temperature suggesting strong atmospheric instability prior to and during the occurrence of the event. Finally, the presence of a conducive vertical wind shear in the lower and mid-troposphere is thought to be one of the major factors influencing the longevity of the event.

Determination of the sign of the order parameter from MAS spectra of oriented molecules

The use of the intensities of the spinning sidebands in the magic-angle spinning spectra of oriented molecules is proposed for the determination of the signs of the order parameters. The method is demonstrated for benzene and chloroform oriented in nematic phases of liquid crystals. On the basis of the theoretical expressions derived for the various order sidebands, the applicability of the method for different experimental conditions is discussed.

Coherent rainfall zones of the Indian region

We have delineated rainfall zones for the Indian region that are coherent with respect to the variations of the summer monsoon rainfall. Within each zone, the time series of the summer monsoon rainfall at every pair of stations are significantly positively correlated, and the mean interseries correlation for each zone is high. The interseries correlation data set is analysed in order to delineate the rainfall zones, using an objective method specifically developed for the purpose. Each of the zonal averages are shown to be representative of the zone as a whole. We suggest that this regionalization is appropriate for study of the variation of the summer monsoon rainfall over the Indian region on interannual and larger scales.