A STUDY OF PENALTY FORMULATIONS USED IN THE NUMERICAL APPROXIMATION OF A RADIALLY SYMMETRIC ELASTICITY PROBLEM

We consider a class of two-dimensional problems in classical linear elasticity for which material overlapping occurs in the absence of singularities. Of course, material overlapping is not physically realistic, and one possible way to prevent it uses a constrained minimization theory. In this theory, a minimization problem consists of minimizing the total potential energy of a linear elastic body subject to the constraint that the deformation field must be locally invertible. Here, we use an interior and an exterior penalty formulation of the minimization problem together with both a standard finite element method and classical nonlinear programming techniques to compute the minimizers. We compare both formulations by solving a plane problem numerically in the context of the constrained minimization theory. The problem has a closed-form solution, which is used to validate the numerical results. This solution is regular everywhere, including the boundary. In particular, we show numerical results which indicate that, for a fixed finite element mesh, the sequences of numerical solutions obtained with both the interior and the exterior penalty formulations converge to the same limit function as the penalization is enforced. This limit function yields an approximate deformation field to the plane problem that is locally invertible at all points in the domain. As the mesh is refined, this field converges to the exact solution of the plane problem.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

An EFG method for the nonlinear analysis of plates undergoing arbitrarily large deformations

The applicability of a meshfree approximation method, namely the EFG method, on fully geometrically exact analysis of plates is investigated. Based on a unified nonlinear theory of plates, which allows for arbitrarily large rotations and displacements, a Galerkin approximation via MLS functions is settled. A hybrid method of analysis is proposed, where the solution is obtained by the independent approximation of the generalized internal displacement fields and the generalized boundary tractions. A consistent linearization procedure is performed, resulting in a semi-definite generalized tangent stiffness matrix which, for hyperelastic materials and conservative loadings, is always symmetric (even for configurations far from the generalized equilibrium trajectory). Besides the total Lagrangian formulation, an updated version is also presented, which enables the treatment of rotations beyond the parameterization limit. An extension of the arc-length method that includes the generalized domain displacement fields, the generalized boundary tractions and the load parameter in the constraint equation of the hyper-ellipsis is proposed to solve the resulting nonlinear problem. Extending the hybrid-displacement formulation, a multi-region decomposition is proposed to handle complex geometries. A criterium for the classification of the equilibrium`s stability, based on the Bordered-Hessian matrix analysis, is suggested. Several numerical examples are presented, illustrating the effectiveness of the method. Differently from the standard finite element methods (FEM), the resulting solutions are (arbitrary) smooth generalized displacement and stress fields. (c) 2007 Elsevier Ltd. All rights reserved.

Phase Equilibrium and Optimization Tools: Application for Enhanced Structured Lipids for Foods

Solid-liquid phase equilibrium modeling of triacylglycerol mixtures is essential for lipids design. Considering the alpha polymorphism and liquid phase as ideal, the Margules 2-suffix excess Gibbs energy model with predictive binary parameter correlations describes the non ideal beta and beta` solid polymorphs. Solving by direct optimization of the Gibbs free energy enables one to predict from a bulk mixture composition the phases composition at a given temperature and thus the SFC curve, the melting profile and the Differential Scanning Calorimetry (DSC) curve that are related to end-user lipid properties. Phase diagram, SFC and DSC curve experimental data are qualitatively and quantitatively well predicted for the binary mixture 1,3-dipalmitoyl-2-oleoyl-sn-glycerol (POP) and 1,2,3-tripalmitoyl-sn-glycerol (PPP), the ternary mixture 1,3-dimyristoyl-2-palmitoyl-sn-glycerol (MPM), 1,2-distearoyl-3-oleoyl-sn-glycerol (SSO) and 1,2,3-trioleoyl-sn-glycerol (OOO), for palm oil and cocoa butter. Then, addition to palm oil of Medium-Long-Medium type structured lipids is evaluated, using caprylic acid as medium chain and long chain fatty acids (EPA-eicosapentaenoic acid, DHA-docosahexaenoic acid, gamma-linolenic-octadecatrienoic acid and AA-arachidonic acid), as sn-2 substitutes. EPA, DHA and AA increase the melting range on both the fusion and crystallization side. gamma-linolenic shifts the melting range upwards. This predictive tool is useful for the pre-screening of lipids matching desired properties set a priori.

AN ASSESSMENT ON THE USE OF THE DEBYE-HUCKEL EQUATION FOR THE THERMODYNAMIC MODELING OF AQUEOUS SYSTEMS CONTAINING POLYMERS AND SALTS

In this work, a study on the role of the long-range term of excess Gibbs energy models in the modeling of aqueous systems containing polymers and salts is presented. Four different approaches on how to account for the presence of polymer in the long-range term were considered, and simulations were conducted considering aqueous solutions of three different salts. The analysis of water activity curves showed that, in all cases, a liquid-phase separation may be introduced by the sole presence of the polymer in the long-range term, regardless of how it is taken into account. The results lead to the conclusion that there is no single exact solution for this problem, and that any kind of approach may introduce inconsistencies.

Liquid-Liquid Equilibrium of Aqueous Two-Phase Systems Containing Some Synthetic Polyelectrolytes and Polyethylene Glycol

Experimental results are presented for the liquid-liquid equilibrium of aqueous two-phase systems containing a synthetic polyelectrolyte (polysodium acrylate, polysodium methacrylate, and polysodium ethylene sulfonate) and polyethylene glycol at (298.2 and 323.2) K. A total of 40 phase diagrams were obtained, comprising data both of the binodal curve (obtained through cloud-point measurements) and of equilibrium compositions. The influences of temperature, the nature of the polyelectrolyte monomer unit, and the chain length of both types of polymers are analyzed and discussed.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Scatter search for a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries in Brazil

In this paper, we consider a real-life heterogeneous fleet vehicle routing problem with time windows and split deliveries that occurs in a major Brazilian retail group. A single depot attends 519 stores of the group distributed in 11 Brazilian states. To find good solutions to this problem, we propose heuristics as initial solutions and a scatter search (SS) approach. Next, the produced solutions are compared with the routes actually covered by the company. Our results show that the total distribution cost can be reduced significantly when such methods are used. Experimental testing with benchmark instances is used to assess the merit of our proposed procedure. (C) 2008 Published by Elsevier B.V.

A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters

In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume that the output variable and the jump parameters are available to the controller. It is desired to design a dynamic Markovian jump controller such that the closed loop system minimizes the quadratic functional cost of the system over a finite horizon period of time. As in the case with no jumps, we show that an optimal controller can be obtained from two coupled Riccati differential equations, one associated to the optimal control problem when the state variable is available, and the other one associated to the optimal filtering problem. This is a separation principle for the finite horizon quadratic optimal control problem for continuous-time Markovian jump linear systems. For the case in which the matrices are all time-invariant we analyze the asymptotic behavior of the solution of the derived interconnected Riccati differential equations to the solution of the associated set of coupled algebraic Riccati equations as well as the mean square stabilizing property of this limiting solution. When there is only one mode of operation our results coincide with the traditional ones for the LQG control of continuous-time linear systems.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

New simple and efficient heuristics for the uncapacitated single allocation hub location problem

Hub-and-spoke networks are widely studied in the area of location theory. They arise in several contexts, including passenger airlines, postal and parcel delivery, and computer and telecommunication networks. Hub location problems usually involve three simultaneous decisions to be made: the optimal number of hub nodes, their locations and the allocation of the non-hub nodes to the hubs. In the uncapacitated single allocation hub location problem (USAHLP) hub nodes have no capacity constraints and non-hub nodes must be assigned to only one hub. In this paper, we propose three variants of a simple and efficient multi-start tabu search heuristic as well as a two-stage integrated tabu search heuristic to solve this problem. With multi-start heuristics, several different initial solutions are constructed and then improved by tabu search, while in the two-stage integrated heuristic tabu search is applied to improve both the locational and allocational part of the problem. Computational experiments using typical benchmark problems (Civil Aeronautics Board (CAB) and Australian Post (AP) data sets) as well as new and modified instances show that our approaches consistently return the optimal or best-known results in very short CPU times, thus allowing the possibility of efficiently solving larger instances of the USAHLP than those found in the literature. We also report the integer optimal solutions for all 80 CAB data set instances and the 12 AP instances up to 100 nodes, as well as for the corresponding new generated AP instances with reduced fixed costs. Published by Elsevier Ltd.

The single machine earliness and tardiness scheduling problem: lower bounds and a branch-and-bound algorithm

This paper addresses the single machine scheduling problem with a common due date aiming to minimize earliness and tardiness penalties. Due to its complexity, most of the previous studies in the literature deal with this problem using heuristics and metaheuristics approaches. With the intention of contributing to the study of this problem, a branch-and-bound algorithm is proposed. Lower bounds and pruning rules that exploit properties of the problem are introduced. The proposed approach is examined through a computational comparative study with 280 problems involving different due date scenarios. In addition, the values of optimal solutions for small problems from a known benchmark are provided.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

Spatial aspects of trade liberalization in Colombia: A general equilibrium approach

This paper offers some preliminary steps in the marriage of some of the theoretical foundations of new economic geography with spatial computable general equilibrium models. Modelling the spatial economy of Colombia using the traditional assumptions of computable general equilibrium (CGE) models makes little sense when one territorial unit, Bogota, accounts for over one quarter of GDP and where transportation costs are high and accessibility low compared to European or North American standards. Hence, handling market imperfections becomes imperative as does the need to address internal spatial issues from the perspective of Colombia`s increasing involvement with external markets. The paper builds on the Centro de Estudios de Economia Regional (CEER) model, a spatial CGE model of the Colombian economy; non-constant returns and non-iceberg transportation costs are introduced and some simulation exercises carried out. The results confirm the asymmetric impacts that trade liberalization has on a spatial economy in which one region, Bogota, is able to more fully exploit scale economies vis--vis the rest of Colombia. The analysis also reveals the importance of different hypotheses on factor mobility and the role of price effects to better understand the consequences of trade opening in a developing economy.