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.

Temperature variation of the grüneisen parameter in magnesium oxide

The thermal expansion of magnesium oxide has been measured below room temperature from 140°K to 284.5°K, using an interferometric method. The accuracy of measurement is better than 3% in the temperature range studied. The agreement of these results with Durand's is quite good, but consistently higher over most of the range by 2 or 3%, for the most part within the estimated experimental error. The Grüneisen parameter remains constant at about 1.51 over the present experimental range; but an isolated measurement of Durand at 85°K suggests that at lower temperatures it rises quite sharply above this value. This possibility is therefore investigated theoretically. With a non-central force model to represent MgO, γ(−3) and γ(2) are calculated and it is found that γ(−3) > γ(2), again suggesting that the Grüneisen parameter increases with falling temperature. Of the two reported experimental values for the infra-red absorption frequency, correlation with the heat capacity strongly indicates a wavelength of 25.26μm rather than 17.3μm. Thermal expansion measurements at still lower temperatures must be carried out to confirm definitely the rise in the Grüneisen parameter.

Analysis of Parameter Values in the van der Waals and Platteeuw Theory for Methane Hydrates Using Monte Carlo Molecular Simulations

The van der Waals and Platteuw (vdVVP) theory has been successfully used to model the thermodynamics of gas hydrates. However, earlier studies have shown that this could be due to the presence of a large number of adjustable parameters whose values are obtained through regression with experimental data. To test this assertion, we carry out a systematic and rigorous study of the performance of various models of vdWP theory that have been proposed over the years. The hydrate phase equilibrium data used for this study is obtained from Monte Carlo molecular simulations of methane hydrates. The parameters of the vdWP theory are regressed from this equilibrium data and compared with their true values obtained directly from simulations. This comparison reveals that (i) methane-water interactions beyond the first cage and methane-methane interactions make a significant contribution to the partition function and thus cannot be neglected, (ii) the rigorous Monte Carlo integration should be used to evaluate the Langmuir constant instead of the spherical smoothed cell approximation, (iii) the parameter values describing the methane-water interactions cannot be correctly regressed from the equilibrium data using the vdVVP theory in its present form, (iv) the regressed empty hydrate property values closely match their true values irrespective of the level of rigor in the theory, and (v) the flexibility of the water lattice forming the hydrate phase needs to be incorporated in the vdWP theory. Since methane is among the simplest of hydrate forming molecules, the conclusions from this study should also hold true for more complicated hydrate guest molecules.

Causality analysis of groundwater dynamics based on a Vector Autoregressive model in the semi-arid basin of Gundal (South India)

Causal relationships existing between observed levels of groundwater in a semi-arid sub-basin of the Kabini River basin (Karnataka state, India) are investigated in this study. A Vector Auto Regressive model is used for this purpose. Its structure is built on an upstream/downstream interaction network based on observed hydro-physical properties. Exogenous climatic forcing is used as an input based on cumulated rainfall departure. Optimal models are obtained thanks to a trial approach and are used as a proxy of the dynamics to derive causal networks. It appears to be an interesting tool for analysing the causal relationships existing inside the basin. The causal network reveals 3 main regions: the Northeastern part of the Gundal basin is closely coupled to the outlet dynamics. The Northwestern part is mainly controlled by the climatic forcing and only marginally linked to the outlet dynamic. Finally, the upper part of the basin plays as a forcing rather than a coupling with the lower part of the basin allowing for a separate analysis of this local behaviour. The analysis also reveals differential time scales at work inside the basin when comparing upstream oriented with downstream oriented causalities. In the upper part of the basin, time delays are close to 2 months in the upward direction and lower than 1 month in the downward direction. These time scales are likely to be good indicators of the hydraulic response time of the basin which is a parameter usually difficult to estimate practically. This suggests that, at the sub-basin scale, intra-annual time scales would be more relevant scales for analysing or modelling tropical basin dynamics in hard rock (granitic and gneissic) aquifers ubiquitous in south India. (c) 2012 Elsevier B.V. All rights reserved.

Estimation of heavy rainfall during cyclonic storms from microwave observations using nonlinear approach over Indian Ocean

In this study, an effort has been made to study heavy rainfall events during cyclonic storms over Indian Ocean. This estimate is based on microwave observations from tropical rainfall measuring mission (TRMM) Microwave Imager (TMI). Regional scattering index (SI) developed for Indian region based on measurements at 19-, 21- and 85-GHz brightness temperature and polarization corrected temperature (PCT) at 85 GHz have been utilized in this study. These PCT and SI are collocated against Precipitation Radar (PR) onboard TRMM to establish a relationship between rainfall rate, PCT and SI. The retrieval technique using both linear and nonlinear regressions has been developed utilizing SI, PCT and the combination of SI and PCT. The results have been compared with the observations from PR. It was found that a nonlinear algorithm using combination of SI and PCT is more accurate than linear algorithm or nonlinear algorithm using either SI or PCT. Statistical comparison with PR exhibits the correlation coefficients (CC) of 0.68, 0.66 and 0.70, and root mean square error (RMSE) of 1.78, 1.96 and 1.68 mm/h from the observations of SI, PCT and combination of SI and PCT respectively using linear regressions. When nonlinear regression is used, the CC of 0.73, 0.71, 0.79 and RMSE of 1.64, 1.95, 1.54 mm/h are observed from the observations of SI, PCT and combination of SI and PCT, respectively. The error statistics for high rain events (above 10 mm/h) shows the CC of 0.58, 0.59, 0.60 and RMSE of 5.07, 5.47, 5.03 mm/h from the observations of SI, PCT and combination of SI and PCT, respectively, using linear regression, and on the other hand, use of nonlinear regression yields the CC of 0.66, 0.64, 0.71 and RMSE of 4.68, 5.78 and 4.02 mm/h from the observations of SI, PCT and combined SI and PCT, respectively.

How good are the simulations of tropical SST-rainfall relationship by IPCC AR4 atmospheric and coupled models?

The failure of atmospheric general circulation models (AGCMs) forced by prescribed SST to simulate and predict the interannual variability of Indian/Asian monsoon has been widely attributed to their inability to reproduce the actual sea surface temperature (SST)-rainfall relationship in the warm Indo-Pacific oceans. This assessment is based on a comparison of the observed and simulated correlation between the rainfall and local SST. However, the observed SSTconvection/rainfall relationship is nonlinear and for this a linear measure such as the correlation is not an appropriate measure. We show that the SST-rainfall relationship simulated by atmospheric and coupled general circulation models in IPCC AR4 is nonlinear, as observed, and realistic over the tropical West Pacific (WPO) and the Indian Ocean (IO). The SST-rainfall pattern simulated by the coupled versions of these models is rather similar to that from the corresponding atmospheric one, except for a shift of the entire pattern to colder/warmer SSTs when there is a cold/warm bias in the coupled version.

Parameter estimation of a two-horizon soil profile by combining crop canopy and surface soil moisture observations using GLUE

Estimation of soil parameters by inverse modeling using observations on either surface soil moisture or crop variables has been successfully attempted in many studies, but difficulties to estimate root zone properties arise when heterogeneous layered soils are considered. The objective of this study was to explore the potential of combining observations on surface soil moisture and crop variables - leaf area index (LAI) and above-ground biomass for estimating soil parameters (water holding capacity and soil depth) in a two-layered soil system using inversion of the crop model STICS. This was performed using GLUE method on a synthetic data set on varying soil types and on a data set from a field experiment carried out in two maize plots in South India. The main results were (i) combination of surface soil moisture and above-ground biomass provided consistently good estimates with small uncertainity of soil properties for the two soil layers, for a wide range of soil paramater values, both in the synthetic and the field experiment, (ii) above-ground biomass was found to give relatively better estimates and lower uncertainty than LAI when combined with surface soil moisture, especially for estimation of soil depth, (iii) surface soil moisture data, either alone or combined with crop variables, provided a very good estimate of the water holding capacity of the upper soil layer with very small uncertainty whereas using the surface soil moisture alone gave very poor estimates of the soil properties of the deeper layer, and (iv) using crop variables alone (else above-ground biomass or LAI) provided reasonable estimates of the deeper layer properties depending on the soil type but provided poor estimates of the first layer properties. The robustness of combining observations of the surface soil moisture and the above-ground biomass for estimating two layer soil properties, which was demonstrated using both synthetic and field experiments in this study, needs now to be tested for a broader range of climatic conditions and crop types, to assess its potential for spatial applications. (C) 2012 Elsevier B.V. All rights reserved.

Minimal residual method provides optimal regularization parameter for diffuse optical tomography

The inverse problem in the diffuse optical tomography is known to be nonlinear, ill-posed, and sometimes under-determined, requiring regularization to obtain meaningful results, with Tikhonov-type regularization being the most popular one. The choice of this regularization parameter dictates the reconstructed optical image quality and is typically chosen empirically or based on prior experience. An automated method for optimal selection of regularization parameter that is based on regularized minimal residual method (MRM) is proposed and is compared with the traditional generalized cross-validation method. The results obtained using numerical and gelatin phantom data indicate that the MRM-based method is capable of providing the optimal regularization parameter. (C) 2012 Society of Photo-Optical Instrumentation Engineers (SPIE). DOI: 10.1117/1.JBO.17.10.106015]