Magnetohydrodynamic Effects On Mixed Convection Flows In Channels And Ducts

This work focuses on magnetohydrodynamic (MHD) mixed convection flow of electrically conducting fluids enclosed in simple 1D and 2D geometries in steady periodic regime. In particular, in Chapter one a short overview is given about the history of MHD, with reference to papers available in literature, and a listing of some of its most common technological applications, whereas Chapter two deals with the analytical formulation of the MHD problem, starting from the fluid dynamic and energy equations and adding the effects of an external imposed magnetic field using the Ohm's law and the definition of the Lorentz force. Moreover a description of the various kinds of boundary conditions is given, with particular emphasis given to their practical realization. Chapter three, four and five describe the solution procedure of mixed convective flows with MHD effects. In all cases a uniform parallel magnetic field is supposed to be present in the whole fluid domain transverse with respect to the velocity field. The steady-periodic regime will be analyzed, where the periodicity is induced by wall temperature boundary conditions, which vary in time with a sinusoidal law. Local balance equations of momentum, energy and charge will be solved analytically and numerically using as parameters either geometrical ratios or material properties. In particular, in Chapter three the solution method for the mixed convective flow in a 1D vertical parallel channel with MHD effects is illustrated. The influence of a transverse magnetic field will be studied in the steady periodic regime induced by an oscillating wall temperature. Analytical and numerical solutions will be provided in terms of velocity and temperature profiles, wall friction factors and average heat fluxes for several values of the governing parameters. In Chapter four the 2D problem of the mixed convective flow in a vertical round pipe with MHD effects is analyzed. Again, a transverse magnetic field influences the steady periodic regime induced by the oscillating wall temperature of the wall. A numerical solution is presented, obtained using a finite element approach, and as a result velocity and temperature profiles, wall friction factors and average heat fluxes are derived for several values of the Hartmann and Prandtl numbers. In Chapter five the 2D problem of the mixed convective flow in a vertical rectangular duct with MHD effects is discussed. As seen in the previous chapters, a transverse magnetic field influences the steady periodic regime induced by the oscillating wall temperature of the four walls. The numerical solution obtained using a finite element approach is presented, and a collection of results, including velocity and temperature profiles, wall friction factors and average heat fluxes, is provided for several values of, among other parameters, the duct aspect ratio. A comparison with analytical solutions is also provided, as a proof of the validity of the numerical method. Chapter six is the concluding chapter, where some reflections on the MHD effects on mixed convection flow will be made, in agreement with the experience and the results gathered in the analyses presented in the previous chapters. In the appendices special auxiliary functions and FORTRAN program listings are reported, to support the formulations used in the solution chapters.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

Enhanced Mixed Integer Programming Techniques and Routing Problems

Mixed integer programming is up today one of the most widely used techniques for dealing with hard optimization problems. On the one side, many practical optimization problems arising from real-world applications (such as, e.g., scheduling, project planning, transportation, telecommunications, economics and finance, timetabling, etc) can be easily and effectively formulated as Mixed Integer linear Programs (MIPs). On the other hand, 50 and more years of intensive research has dramatically improved on the capability of the current generation of MIP solvers to tackle hard problems in practice. However, many questions are still open and not fully understood, and the mixed integer programming community is still more than active in trying to answer some of these questions. As a consequence, a huge number of papers are continuously developed and new intriguing questions arise every year. When dealing with MIPs, we have to distinguish between two different scenarios. The first one happens when we are asked to handle a general MIP and we cannot assume any special structure for the given problem. In this case, a Linear Programming (LP) relaxation and some integrality requirements are all we have for tackling the problem, and we are ``forced" to use some general purpose techniques. The second one happens when mixed integer programming is used to address a somehow structured problem. In this context, polyhedral analysis and other theoretical and practical considerations are typically exploited to devise some special purpose techniques. This thesis tries to give some insights in both the above mentioned situations. The first part of the work is focused on general purpose cutting planes, which are probably the key ingredient behind the success of the current generation of MIP solvers. Chapter 1 presents a quick overview of the main ingredients of a branch-and-cut algorithm, while Chapter 2 recalls some results from the literature in the context of disjunctive cuts and their connections with Gomory mixed integer cuts. Chapter 3 presents a theoretical and computational investigation of disjunctive cuts. In particular, we analyze the connections between different normalization conditions (i.e., conditions to truncate the cone associated with disjunctive cutting planes) and other crucial aspects as cut rank, cut density and cut strength. We give a theoretical characterization of weak rays of the disjunctive cone that lead to dominated cuts, and propose a practical method to possibly strengthen those cuts arising from such weak extremal solution. Further, we point out how redundant constraints can affect the quality of the generated disjunctive cuts, and discuss possible ways to cope with them. Finally, Chapter 4 presents some preliminary ideas in the context of multiple-row cuts. Very recently, a series of papers have brought the attention to the possibility of generating cuts using more than one row of the simplex tableau at a time. Several interesting theoretical results have been presented in this direction, often revisiting and recalling other important results discovered more than 40 years ago. However, is not clear at all how these results can be exploited in practice. As stated, the chapter is a still work-in-progress and simply presents a possible way for generating two-row cuts from the simplex tableau arising from lattice-free triangles and some preliminary computational results. The second part of the thesis is instead focused on the heuristic and exact exploitation of integer programming techniques for hard combinatorial optimization problems in the context of routing applications. Chapters 5 and 6 present an integer linear programming local search algorithm for Vehicle Routing Problems (VRPs). The overall procedure follows a general destroy-and-repair paradigm (i.e., the current solution is first randomly destroyed and then repaired in the attempt of finding a new improved solution) where a class of exponential neighborhoods are iteratively explored by heuristically solving an integer programming formulation through a general purpose MIP solver. Chapters 7 and 8 deal with exact branch-and-cut methods. Chapter 7 presents an extended formulation for the Traveling Salesman Problem with Time Windows (TSPTW), a generalization of the well known TSP where each node must be visited within a given time window. The polyhedral approaches proposed for this problem in the literature typically follow the one which has been proven to be extremely effective in the classical TSP context. Here we present an overall (quite) general idea which is based on a relaxed discretization of time windows. Such an idea leads to a stronger formulation and to stronger valid inequalities which are then separated within the classical branch-and-cut framework. Finally, Chapter 8 addresses the branch-and-cut in the context of Generalized Minimum Spanning Tree Problems (GMSTPs) (i.e., a class of NP-hard generalizations of the classical minimum spanning tree problem). In this chapter, we show how some basic ideas (and, in particular, the usage of general purpose cutting planes) can be useful to improve on branch-and-cut methods proposed in the literature.

Mixed Mode Fracture Behaviour of Piezoelectric Materials

Piezoelectrics present an interactive electromechanical behaviour that, especially in recent years, has generated much interest since it renders these materials adapt for use in a variety of electronic and industrial applications like sensors, actuators, transducers, smart structures. Both mechanical and electric loads are generally applied on these devices and can cause high concentrations of stress, particularly in proximity of defects or inhomogeneities, such as flaws, cavities or included particles. A thorough understanding of their fracture behaviour is crucial in order to improve their performances and avoid unexpected failures. Therefore, a considerable number of research works have addressed this topic in the last decades. Most of the theoretical studies on this subject find their analytical background in the complex variable formulation of plane anisotropic elasticity. This theoretical approach bases its main origins in the pioneering works of Muskelishvili and Lekhnitskii who obtained the solution of the elastic problem in terms of independent analytic functions of complex variables. In the present work, the expressions of stresses and elastic and electric displacements are obtained as functions of complex potentials through an analytical formulation which is the application to the piezoelectric static case of an approach introduced for orthotropic materials to solve elastodynamics problems. This method can be considered an alternative to other formalisms currently used, like the Stroh’s formalism. The equilibrium equations are reduced to a first order system involving a six-dimensional vector field. After that, a similarity transformation is induced to reach three independent Cauchy-Riemann systems, so justifying the introduction of the complex variable notation. Closed form expressions of near tip stress and displacement fields are therefore obtained. In the theoretical study of cracked piezoelectric bodies, the issue of assigning consistent electric boundary conditions on the crack faces is of central importance and has been addressed by many researchers. Three different boundary conditions are commonly accepted in literature: the permeable, the impermeable and the semipermeable (“exact”) crack model. This thesis takes into considerations all the three models, comparing the results obtained and analysing the effects of the boundary condition choice on the solution. The influence of load biaxiality and of the application of a remote electric field has been studied, pointing out that both can affect to a various extent the stress fields and the angle of initial crack extension, especially when non-singular terms are retained in the expressions of the electro-elastic solution. Furthermore, two different fracture criteria are applied to the piezoelectric case, and their outcomes are compared and discussed. The work is organized as follows: Chapter 1 briefly introduces the fundamental concepts of Fracture Mechanics. Chapter 2 describes plane elasticity formalisms for an anisotropic continuum (Eshelby-Read-Shockley and Stroh) and introduces for the simplified orthotropic case the alternative formalism we want to propose. Chapter 3 outlines the Linear Theory of Piezoelectricity, its basic relations and electro-elastic equations. Chapter 4 introduces the proposed method for obtaining the expressions of stresses and elastic and electric displacements, given as functions of complex potentials. The solution is obtained in close form and non-singular terms are retained as well. Chapter 5 presents several numerical applications aimed at estimating the effect of load biaxiality, electric field, considered permittivity of the crack. Through the application of fracture criteria the influence of the above listed conditions on the response of the system and in particular on the direction of crack branching is thoroughly discussed.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

On the car sequencing problem: analysis and solution methods

This work deals with the car sequencing (CS) problem, a combinatorial optimization problem for sequencing mixed-model assembly lines. The aim is to find a production sequence for different variants of a common base product, such that work overload of the respective line operators is avoided or minimized. The variants are distinguished by certain options (e.g., sun roof yes/no) and, therefore, require different processing times at the stations of the line. CS introduces a so-called sequencing rule H:N for each option, which restricts the occurrence of this option to at most H in any N consecutive variants. It seeks for a sequence that leads to no or a minimum number of sequencing rule violations. In this work, CS’ suitability for workload-oriented sequencing is analyzed. Therefore, its solution quality is compared in experiments to the related mixed-model sequencing problem. A new sequencing rule generation approach as well as a new lower bound for the problem are presented. Different exact and heuristic solution methods for CS are developed and their efficiency is shown in experiments. Furthermore, CS is adjusted and applied to a resequencing problem with pull-off tables.

Geotechnical characterization of mixed sandy and silty soils using piezocone tests: Analysis of partial drainage phenomena and rate effects on the experimental soil response

The cone penetration test (CPT), together with its recent variation (CPTU), has become the most widely used in-situ testing technique for soil profiling and geotechnical characterization. The knowledge gained over the last decades on the interpretation procedures in sands and clays is certainly wide, whilst very few contributions can be found as regards the analysis of CPT(u) data in intermediate soils. Indeed, it is widely accepted that at the standard rate of penetration (v = 20 mm/s), drained penetration occurs in sands while undrained penetration occurs in clays. However, a problem arise when the available interpretation approaches are applied to cone measurements in silts, sandy silts, silty or clayey sands, since such intermediate geomaterials are often characterized by permeability values within the range in which partial drainage is very likely to occur. Hence, the application of the available and well-established interpretation procedures, developed for ‘standard’ clays and sands, may result in invalid estimates of soil parameters. This study aims at providing a better understanding on the interpretation of CPTU data in natural sand and silt mixtures, by taking into account two main aspects, as specified below: 1)Investigating the effect of penetration rate on piezocone measurements, with the aim of identifying drainage conditions when cone penetration is performed at a standard rate. This part of the thesis has been carried out with reference to a specific CPTU database recently collected in a liquefaction-prone area (Emilia-Romagna Region, Italy). 2)Providing a better insight into the interpretation of piezocone tests in the widely studied silty sediments of the Venetian lagoon (Italy). Research has focused on the calibration and verification of some site-specific correlations, with special reference to the estimate of compressibility parameters for the assessment of long-term settlements of the Venetian coastal defences.

[Herd problem: udder health. Retrospective study of farms assessed by the Swiss Bovine Health Service (BHS) from 1999 to 2004]

Data from 59 farms with complaints of udder health problems and insufficient quality of delivered milk that had been assessed by the Swiss Bovine Health Service (BHS) between 1999 and 2004 were retrospectively analysed. Data evaluated included farm characteristics such as farm size, herd size, average milk yield, milking system and housing system, deficits of the milking equipment and the milking practices, and bacteriological results of milk samples from all cows in lactation. The average size of the farms assessed by the BHS was larger than the size of the were evaluated, 42 showed obvious failures which the farm managers could have noticed. Only 5 of the 57 milkers carried out their work according to the generally valid guidelines of the National Mastitis Council. More than 2 basic mistakes were observed in the milking practices of 36 milkers. In 51 farms, mixed infections with several problem bacteria (those present in at least 20 % of the tested cows on a farm) were found. Staphylococcus aureus proved to be the most common problem germ. As the bacteria responsible for the herd problem (the sole problem bacteria detectable on a particular farm) Staphylococcus aureus was detected in 4 farms. The current study revealed that education in the area of milking techniques and milking practices of farmers should be improved in order to reduce the incidence of udder health problems on herd level. Staphylococcus aureus is the most important problem bacteria involved in herds with udder health problems in Switzerland. Staphylococcus aureus might be used in practice as the indicator germ for early recognition of management problems in dairy farms.

The Car Resequencing Problem with Pull-Off Tables

The car sequencing problem determines sequences of different car models launched down a mixed-model assembly line. To avoid work overloads of workforce, car sequencing restricts the maximum occurrence of labor-intensive options, e.g., a sunroof, by applying sequencing rules. We consider this problem in a resequencing context, where a given number of buffers (denoted as pull-off tables) is available for rearranging a stirred sequence. The problem is formalized and suited solution procedures are developed. A lower bound and a dominance rule are introduced which both reduce the running time of our graph approach. Finally, a real-world resequencing setting is investigated.

Exact Solutions to the Symmetric and Asymmetric Vehicle Routing Problem with Simultaneous Delivery and Pick-Up

In reverse logistics networks, products (e.g., bottles or containers) have to be transported from a depot to customer locations and, after use, from customer locations back to the depot. In order to operate economically beneficial, companies prefer a simultaneous delivery and pick-up service. The resulting Vehicle Routing Problem with Simultaneous Delivery and Pick-up (VRPSDP) is an operational problem, which has to be solved daily by many companies. We present two mixed-integer linear model formulations for the VRPSDP, namely a vehicle-flow and a commodity-flow model. In order to strengthen the models, domain-reducing preprocessing techniques, and effective cutting planes are outlined. Symmetric benchmark instances known from the literature as well as new asymmetric instances derived from real-world problems are solved to optimality using CPLEX 12.1.

A mixed-integer linear programming approach to the optimization of event-bus schedules: a scheduling application in the tourism sector

This paper deals with “The Enchanted Journey,” which is a daily event tour booked by Bollywood-film fans. During the tour, the participants visit original sites of famous Bollywood films at various locations in Switzerland; moreover, the tour includes stops for lunch and shopping. Each day, up to five buses operate the tour. For operational reasons, however, two or more buses cannot stay at the same location simultaneously. Further operative constraints include time windows for all activities and precedence constraints between some activities. The planning problem is how to compute a feasible schedule for each bus. We implement a two-step hierarchical approach. In the first step, we minimize the total waiting time; in the second step, we minimize the total travel time of all buses. We present a basic formulation of this problem as a mixed-integer linear program. We enhance this basic formulation by symmetry-breaking constraints, which reduces the search space without loss of generality. We report on computational results obtained with the Gurobi Solver. Our numerical results show that all relevant problem instances can be solved using the basic formulation within reasonable CPU time, and that the symmetry-breaking constraints reduce that CPU time considerably.

Index Tracking Using Data-Mining Techniques and Mixed-Binary Linear Programming

Index tracking has become one of the most common strategies in asset management. The index-tracking problem consists of constructing a portfolio that replicates the future performance of an index by including only a subset of the index constituents in the portfolio. Finding the most representative subset is challenging when the number of stocks in the index is large. We introduce a new three-stage approach that at first identifies promising subsets by employing data-mining techniques, then determines the stock weights in the subsets using mixed-binary linear programming, and finally evaluates the subsets based on cross validation. The best subset is returned as the tracking portfolio. Our approach outperforms state-of-the-art methods in terms of out-of-sample performance and running times.

hp-DGFEM for second-order mixed elliptic problems polyhedra

We prove exponential rates of convergence of hp-version discontinuous Galerkin (dG) interior penalty finite element methods for second-order elliptic problems with mixed Dirichlet-Neumann boundary conditions in axiparallel polyhedra. The dG discretizations are based on axiparallel, σ-geometric anisotropic meshes of mapped hexahedra and anisotropic polynomial degree distributions of μ-bounded variation. We consider piecewise analytic solutions which belong to a larger analytic class than those for the pure Dirichlet problem considered in [11, 12]. For such solutions, we establish the exponential convergence of a nonconforming dG interpolant given by local L 2 -projections on elements away from corners and edges, and by suitable local low-order quasi-interpolants on elements at corners and edges. Due to the appearance of non-homogeneous, weighted norms in the analytic regularity class, new arguments are introduced to bound the dG consistency errors in elements abutting on Neumann edges. The non-homogeneous norms also entail some crucial modifications of the stability and quasi-optimality proofs, as well as of the analysis for the anisotropic interpolation operators. The exponential convergence bounds for the dG interpolant constructed in this paper generalize the results of [11, 12] for the pure Dirichlet case.

An empirical mixed model to quantify climate influence on the growth of Pinus halepensis Mill. stands in South-Eastern Spain

The influence of climate on forest stand composition, development and growth is undeniable. Many studies have tried to quantify the effect of climatic variables on forest growth and yield. These works become especially important because there is a need to predict the effects of climate change on the development of forest ecosystems. One of the ways of facing this problem is the inclusion of climatic variables into the classic empirical growth models. The work has a double objective: (i) to identify the indicators which best describe the effect of climate on Pinus halepensis growth and (ii) to quantify such effect in several scenarios of rainfall decrease which are likely to occur in the Mediterranean area. A growth mixed model for P. halepensis including climatic variables is presented in this work. Growth estimates are based on data from the Spanish National Forest Inventory (SNFI). The best results are obtained for the indices including rainfall, or rainfall and temperature together, with annual precipitation, precipitation effectiveness, Emberger?s index or free bioclimatic intensity standing out among them. The final model includes Emberger?s index, free bioclimatic intensity and interactions between competition and climate indices. The results obtained show that a rainfall decrease about 5% leads to a decrease in volume growth of 5.5?7.5% depending on site quality.

Finite element simulation of sandwich panels of laminated plaster and rockwool under mixed mode fracture

Sandwich panels of laminated gypsum and rock wool have shown large pathology of cracking due to excessive slabs deflection. Currently the most widespread use of this material is as vertical elements of division or partition, with no structural function, what justifies that there are no studies on the mechanism of fracture and mechanical properties related to it. Therefore, and in order to reduce the cracking problem, it is necessary to progress in the simulation and prediction of the behaviour under tensile and shear load of such panels, although in typical applications have no structural responsability.