Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment

The buffer allocation problem (BAP) is a well-known difficult problem in the design of production lines. We present a stochastic algorithm for solving the BAP, based on the cross-entropy method, a new paradigm for stochastic optimization. The algorithm involves the following iterative steps: (a) the generation of buffer allocations according to a certain random mechanism, followed by (b) the modification of this mechanism on the basis of cross-entropy minimization. Through various numerical experiments we demonstrate the efficiency of the proposed algorithm and show that the method can quickly generate (near-)optimal buffer allocations for fairly large production lines.

A scheme for efficient quantum computation wtih linear optics

Quantum computers promise to increase greatly the efficiency of solving problems such as factoring large integers, combinatorial optimization and quantum physics simulation. One of the greatest challenges now is to implement the basic quantum-computational elements in a physical system and to demonstrate that they can be reliably and scalably controlled. One of the earliest proposals for quantum computation is based on implementing a quantum bit with two optical modes containing one photon. The proposal is appealing because of the ease with which photon interference can be observed. Until now, it suffered from the requirement for non-linear couplings between optical modes containing few photons. Here we show that efficient quantum computation is possible using only beam splitters, phase shifters, single photon sources and photo-detectors. Our methods exploit feedback from photo-detectors and are robust against errors from photon loss and detector inefficiency. The basic elements are accessible to experimental investigation with current technology.

A novel, open access, elliptical cross-section magnet for paediatric MRI

Almost all clinical magnetic resonance imaging systems are based on circular cross-section magnets. Recent advances in elliptical cross-section RF probe and gradient coil hardware raise the question of the possibility of using elliptical cross-section magnet systems, This paper presents a methodology for calculating rapidly the magnetic fields generated by a multi-turn coil of elliptical cross-section and incorporates this in a stochastic optimization method for magnet design, An open magnet system of elliptical cross-section is designed that both reduces the claustrophobia for the patients and allows ready access by attending physicians, The magnet system is optimized for paediatric use, The coil geometry produced by the optimization method has several novel features.

A compact superconducting magnet for magnetic resonance microscopy

Magnetic resonance microscopy (MRM) depends on the use of high field, superconducting magnet systems for its operation. The magnets that are conventionally used are those that were initially designed for chemical structural analysis work. A novel, compact magnet designed specifically for MRM is presented here, and while preserving high field, high homogeneity conditions, has a length less than one-third that of conventional systems. This enables much better access to samples, an important consideration in many MRM experiments. As the homogeneity of a magnet is strongly dependent on its length, novel geometries and optimization techniques are required to meet the requirements of MRM in a compact system. An important outcome of the stochastic optimization performed in this work, is that the use used of a thin superconducting solenoid surrounded by counterwound disk windings provides a mechanism for drastic length reductions over conventional magnet designs. (C) 1998 American Institute of Physics.

Rapid computation of static fields produced by thick circular solenoids

A straightforward method is proposed for computing the magnetic field produced by a circular coil that contains a large number of turns wound onto a solenoid of rectangular cross section. The coil is thus approximated by a circular ring containing a continuous constant current density, which is very close to the real situation when sire of rectangular cross section is used. All that is required is to evaluate two functions, which are defined as integrals of periodic quantities; this is done accurately and efficiently using trapezoidal-rule quadrature. The solution can be obtained so rapidly that this procedure is ideally suited for use in stochastic optimization, An example is given, in which this approach is combined with a simulated annealing routine to optimize shielded profile coils for NMR.

Simulation of the cake formation and growth in cake filtration

A computer model was developed to simulate the cake formation and growth in cake filtration at an individual particle level. The model was shown to be able to generate structural information and quantify the cake thickness, average cake solidosity, filtrate volume, filtrate flowrate for constant pressure filtration or pressure drop across the filter unit for constant rate filtration as a function of filtration time. The effects of particle size distribution and key operational variables such as initial filtration flowrate, maximum pressure drop and initial solidosity were examined based on the simulated results. They are qualitatively comparable to those observed in physical experiments. The need for further development in simulation was also discussed. (c) 2006 Elsevier Ltd. All rights reserved.

A simple design methodology for elliptical cross-section, transverse, asymmetric, head gradient coils for MRI

A simple design process for the design of elliptical cross-section, transverse gradient coils for use in magnetic resonance imaging (MRI) is presented. This process is based on a flexible stochastic optimization method and results in designs of high linearity and efficiency with low switching times. A design study of a shielded, transverse asymmetric elliptical coil set for use in neural imaging is presented and includes the minimization of the torques experienced by the gradient set.

A tutorial on the cross-entropy method

The cross-entropy (CE) method is a new generic approach to combinatorial and multi-extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm and its modifications, and discuss applications in combinatorial optimization and machine learning. combinatorial optimization

Simulation and optimization of heated, inviscid flows in scramjet ducts

A space-marching code for the simulation and optimization of inviscid supersonic flow in three dimensions is described. The now in a scramjet module with a relatively complex three-dimensional geometry is examined and wall-pressure estimates are compared with experimental data. Given that viscous effects are not presently included, the comparison is reasonable. The thermodynamic compromise of adding heat in a diverging combustor is also examined. The code is then used to optimize the shape of a thrust surface for a simpler (box-section) scramjet module in the presence of uniform and nonuniform heat distributions. The optimum two-dimensional profiles for the thrust surface are obtained via a perturbation procedure that requires about 30-50 now solutions. It is found that the final shapes are fairly insensitive to the details of the heat distribution.

Simulation of the micro-physics of rocks using LSMearth

The particle-based Lattice Solid Model (LSM) was developed to provide a basis to study the physics of rocks and the nonlinear dynamics of earthquakes (MORA and PLACE, 1994; PLACE and MORA, 1999). A new modular and flexible LSM approach has been developed that allows different microphysics to be easily included in or removed from the model. The approach provides a virtual laboratory where numerical experiments can easily be set up and all measurable quantities visualised. The proposed approach provides a means to simulate complex phenomena such as fracturing or localisation processes, and enables the effect of different micro-physics on macroscopic behaviour to be studied. The initial 2-D model is extended to allow three-dimensional simulations to be performed and particles of different sizes to be specified. Numerical bi-axial compression experiments under different confining pressure are used to calibrate the model. By tuning the different microscopic parameters (such as coefficient of friction, microscopic strength and distribution of grain sizes), the macroscopic strength of the material and can be adjusted to be in agreement with laboratory experiments, and the orientation of fractures is consistent with the theoretical value predicted based on Mohr-Coulomb diagram. Simulations indicate that 3-D numerical models have different macroscopic properties than in 2-D and, hence, the model must be recalibrated for 3-D simulations. These numerical experiments illustrate that the new approach is capable of simulating typical rock fracture behaviour. The new model provides a basis to investigate nucleation, rupture and slip pulse propagation in complex fault zones without the previous model limitations of a regular low-level surface geometry and being restricted to two-dimensions.

Time-reversal test for stochastic quantum dynamics

The calculation of quantum dynamics is currently a central issue in theoretical physics, with diverse applications ranging from ultracold atomic Bose-Einstein condensates to condensed matter, biology, and even astrophysics. Here we demonstrate a conceptually simple method of determining the regime of validity of stochastic simulations of unitary quantum dynamics by employing a time-reversal test. We apply this test to a simulation of the evolution of a quantum anharmonic oscillator with up to 6.022×1023 (Avogadro's number) of particles. This system is realizable as a Bose-Einstein condensate in an optical lattice, for which the time-reversal procedure could be implemented experimentally.

Stochastic Schrodinger equation approach to quantum noise in resonant tunneling current

We apply the quantum trajectory method to current noise in resonant tunneling devices. The results from dynamical simulation are compared with those from unconditional master equation approach. We show that the stochastic Schrodinger equation approach is useful in modeling the dynamical processes in mesoscopic electronic systems.

The stochastic design of force-minimized compact magnets for high-field magnetic resonance imaging applications

New designs for force-minimized compact high-field clinical MRI magnets are described. The design method is a modified simulated annealing (SA) procedure which includes Maxwell forces in the error function to be minimized. This permits an automated force reduction in the magnet designs while controlling the overall dimensions of the system. As SA optimization requires many iterations to achieve a final design, it is important that each iteration in the procedure is rapid. We have therefore developed a rapid force calculation algorithm. Novel designs for short 3- and 4-T clinical MRI systems are presented in which force reduction has been invoked. The final designs provide large homogeneous regions and reduced stray fields in remarkable short magnets. A shielded 4-T design that is approximately 30% shorter than current designs is presented. This novel magnet generates a full 50-cm diameter homogeneous region.