Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

Linear Index Coding and Representable Discrete Polymatroids

Discrete polymatroids are the multi-set analogue of matroids. In this paper, we explore the connections between linear index coding and representable discrete polymatroids. The index coding problem involves a sender which generates a set of messages X = {x(1), x(2), ... x(k)} and a set of receivers R which demand messages. A receiver R is an element of R is specified by the tuple (x, H) where x. X is the message demanded by R and H subset of X \textbackslash {x} is the side information possessed by R. It is first shown that a linear solution to an index coding problem exists if and only if there exists a representable discrete polymatroid satisfying certain conditions which are determined by the index coding problem considered. El Rouayheb et. al. showed that the problem of finding a multi-linear representation for a matroid can be reduced to finding a perfect linear index coding solution for an index coding problem obtained from that matroid. Multi-linear representation of a matroid can be viewed as a special case of representation of an appropriate discrete polymatroid. We generalize the result of El Rouayheb et. al. by showing that the problem of finding a representation for a discrete polymatroid can be reduced to finding a perfect linear index coding solution for an index coding problem obtained from that discrete polymatroid.

On linear series and a conjecture of D. C. Butler

Let C be a smooth irreducible projective curve of genus g and L a line bundle of degree d generated by a linear subspace V of H-0 (L) of dimension n+1. We prove a conjecture of D. C. Butler on the semistability of the kernel of the evaluation map V circle times O-C -> L and obtain new results on the stability of this kernel. The natural context for this problem is the theory of coherent systems on curves and our techniques involve wall crossing formulae in this theory.

Correlation Between Decay Rate and Amplitude of Solar Cycles as Revealed from Observations and Dynamo Theory

Using different proxies of solar activity, we have studied the following features of the solar cycle: i) The linear correlation between the amplitude of cycle and its decay rate, ii) the linear correlation between the amplitude of cycle and the decay rate of cycle , and iii) the anti-correlation between the amplitude of cycle and the period of cycle . Features ii) and iii) are very useful because they provide precursors for future cycles. We have reproduced these features using a flux-transport dynamo model with stochastic fluctuations in the Babcock-Leighton effect and in the meridional circulation. Only when we introduce fluctuations in meridional circulation, are we able to reproduce different observed features of the solar cycle. We discuss the possible reasons for these correlations.

On the Bounds of Certain Maximal Linear Codes in a Projective Space

The set of all subspaces of F-q(n) is denoted by P-q(n). The subspace distance d(S)(X, Y) = dim(X) + dim(Y)-2dim(X boolean AND Y) defined on P-q(n) turns it into a natural coding space for error correction in random network coding. A subset of P-q(n) is called a code and the subspaces that belong to the code are called codewords. Motivated by classical coding theory, a linear coding structure can be imposed on a subset of P-q(n). Braun et al. conjectured that the largest cardinality of a linear code, that contains F-q(n), is 2(n). In this paper, we prove this conjecture and characterize the maximal linear codes that contain F-q(n).

Use of polydispersity index as control parameter to study melting/freezing of Lennard-Jones system: Comparison among predictions of bifurcation theory with Lindemann criterion, inherent structure analysis and Hansen-Verlet rule

Using polydispersity index as an additional order parameter we investigate freezing/melting transition of Lennard-Jones polydisperse systems (with Gaussian polydispersity in size), especially to gain insight into the origin of the terminal polydispersity. The average inherent structure (IS) energy and root mean square displacement (RMSD) of the solid before melting both exhibit quite similar polydispersity dependence including a discontinuity at solid-liquid transition point. Lindemann ratio, obtained from RMSD, is found to be dependent on temperature. At a given number density, there exists a value of polydispersity index (delta (P)) above which no crystalline solid is stable. This transition value of polydispersity(termed as transition polydispersity, delta (P) ) is found to depend strongly on temperature, a feature missed in hard sphere model systems. Additionally, for a particular temperature when number density is increased, delta (P) shifts to higher values. This temperature and number density dependent value of delta (P) saturates surprisingly to a value which is found to be nearly the same for all temperatures, known as terminal polydispersity (delta (TP)). This value (delta (TP) similar to 0.11) is in excellent agreement with the experimental value of 0.12, but differs from hard sphere transition where this limiting value is only 0.048. Terminal polydispersity (delta (TP)) thus has a quasiuniversal character. Interestingly, the bifurcation diagram obtained from non-linear integral equation theories of freezing seems to provide an explanation of the existence of unique terminal polydispersity in polydisperse systems. Global bond orientational order parameter is calculated to obtain further insights into mechanism for melting.

Pyrolysis of 3-carene: Experiment, Theory and Modeling

Thermal decomposition studies of 3-carene, a bio-fuel, have been carried out behind the reflected shock wave in a single pulse shock tube for temperature ranging from 920 K to 1220 K. The observed products in thermal decomposition of 3-carene are acetylene, allene, butadiene, isoprene, cyclopentadiene, hexatriene, benzene, toluene and p-xylene. The overall rate constant for 3-carene decomposition was found to be k/s(-1) = 10((9.95 +/- 0.54)) exp(-40.88 +/- 2.71 kcal mol(-1) /RT). Ab-initio theoretical calculations were carried out to find the minimum energy pathway that could explain the formation of the observed products in the thermal decomposition experiments. These calculations were carried out at B3LYP/6-311 + G(d,p) and G3 level of theories. A kinetic mechanism explaining the observed products in the thermal decomposition experiments has been derived. It is concluded that the linear hydrocarbons are the primary products in the pyrolysis of 3-carene.

An out-of-plane linear motion measurement system based on optical beam deflection

Measurement of out-of-plane linear motion with high precision and bandwidth is indispensable for development of precision motion stages and for dynamic characterization of mechanical structures. This paper presents an optical beam deflection (OBD) based system for measurement of out-of-plane linear motion for fully reflective samples. The system also achieves nearly zero cross-sensitivity to angular motion, and a large working distance. The sensitivities to linear and angular motion are analytically obtained and employed to optimize the system design. The optimal shot-noise limited resolution is shown to be less than one angstrom over a bandwidth in excess of 1 kHz. Subsequently, the system is experimentally realized and the sensitivities to out-of-plane motions are calibrated using a novel strategy. The linear sensitivity is found to be in agreement with theory. The angular sensitivity is shown to be over 7.5-times smaller than that of conventional OBD. Finally, the measurement system is employed to measure the transient response of a piezo-positioner, and, with the aid of an open-loop controller, reduce the settling time by about 90%. It is also employed to operate the positioner in closed-loop and demonstrate significant minimization of hysteresis and positioning error.