5 resultados para Quasi-Newton methods
em Université de Montréal, Canada
Resumo:
En simulant l’écoulement du sang dans un réseau de capillaires (en l’absence de contrôle biologique), il est possible d’observer la présence d’oscillations de certains paramètres comme le débit volumique, la pression et l’hématocrite (volume des globules rouges par rapport au volume du sang total). Ce comportement semble être en concordance avec certaines expériences in vivo. Malgré cet accord, il faut se demander si les fluctuations observées lors des simulations de l’écoulement sont physiques, numériques ou un artefact de modèles irréalistes puisqu’il existe toujours des différences entre des modélisations et des expériences in vivo. Pour répondre à cette question de façon satisfaisante, nous étudierons et analyserons l’écoulement du sang ainsi que la nature des oscillations observées dans quelques réseaux de capillaires utilisant un modèle convectif et un modèle moyenné pour décrire les équations de conservation de masse des globules rouges. Ces modèles tiennent compte de deux effets rhéologiques importants : l’effet Fåhraeus-Lindqvist décrivant la viscosité apparente dans un vaisseau et l’effet de séparation de phase schématisant la distribution des globules rouges aux points de bifurcation. Pour décrire ce dernier effet, deux lois de séparation de phase (les lois de Pries et al. et de Fenton et al.) seront étudiées et comparées. Dans ce mémoire, nous présenterons une description du problème physiologique (rhéologie du sang). Nous montrerons les modèles mathématiques employés (moyenné et convectif) ainsi que les lois de séparation de phase (Pries et al. et Fenton et al.) accompagnés d’une analyse des schémas numériques implémentés. Pour le modèle moyenné, nous employons le schéma numérique explicite traditionnel d’Euler ainsi qu’un nouveau schéma implicite qui permet de résoudre ce problème d’une manière efficace. Ceci est fait en utilisant une méthode de Newton- Krylov avec gradient conjugué préconditionné et la méthode de GMRES pour les itérations intérieures ainsi qu’une méthode quasi-Newton (la méthode de Broyden). Cette méthode inclura le schéma implicite d’Euler et la méthode des trapèzes. Pour le schéma convectif, la méthode explicite de Kiani et al. sera implémentée ainsi qu’une nouvelle approche implicite. La stabilité des deux modèles sera également explorée. À l’aide de trois différentes topologies, nous comparerons les résultats de ces deux modèles mathématiques ainsi que les lois de séparation de phase afin de déterminer dans quelle mesure les oscillations observées peuvent être attribuables au choix des modèles mathématiques ou au choix des méthodes numériques.
Resumo:
People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.
Resumo:
We survey recent axiomatic results in the theory of cost-sharing. In this litterature, a method computes the individual cost shares assigned to the users of a facility for any profile of demands and any monotonic cost function. We discuss two theories taking radically different views of the asymmetries of the cost function. In the full responsibility theory, each agent is accountable for the part of the costs that can be unambiguously separated and attributed to her own demand. In the partial responsibility theory, the asymmetries of the cost function have no bearing on individual cost shares, only the differences in demand levels matter. We describe several invariance and monotonicity properties that reflect both normative and strategic concerns. We uncover a number of logical trade-offs between our axioms, and derive axiomatic characterizations of a handful of intuitive methods: in the full responsibility approach, the Shapley-Shubik, Aumann-Shapley, and subsidyfree serial methods, and in the partial responsibility approach, the cross-subsidizing serial method and the family of quasi-proportional methods.
Resumo:
We characterize Paretian quasi-orders in the two-agent continuous case.
Resumo:
Affiliation: Louise Potvin: Groupe de recherche interdisciplinaire en santé, Faculté de médecine, Université de Montréal