Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

Remarks on Parametric Surface Waves in a Nonlinear and Non-Ideally Excited Tank

We studied free surface oscillations of a fluid in a cylinder tank excited by an electric motor with limited power supply. We investigated the possibility of parametric resonance in this system, showing that the excitation mechanism can generate chaotic response. Numerical experiments are carried out to present the existence of several types of regular and chaotic attractors. For the first time powers (power of the motor, power consumed by the damping force under fluid free surface oscillations, and a total power) are calculated, investigated, and shown for different regimes, regular and chaotic ones for parametric resonance interactions. [DOI: 10.1115/1.4005844]

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Performance Optimization of a Floating Breakwater Model Using SPH Method, with a Practical Application

Máster en Oceanografía

CART application to image primitives tracking

[EN] [EN] In this paper we present a new method for image primitives tracking based on a CART (Classification and Regression Tree). Primitives tracking procedure uses lines and circles as primitives. We have applied the proposed method to sport event scenarios, specifically, soccer matches. We estimate CART parameters using a learning procedure based on RGB image channels. In order to illustrate its performance, it has been applied to real HD (High Definition) video sequences and some numerical experiments are shown. The quality of the primitives tracking with the decision tree is validated by the percentage error rates obtained and the comparison with other techniques as a morphological method. We also present applications of the proposed method to camera calibration and graphic object insertion in real video sequences.

Mica fish in mylonites

Mögliche Verformungsmechanismen, die zu den verschiedenen Glimmer- und Mineralfischen führen, sind: intrakristalline Verformung, Kristallrotation, Biegung und Faltung, Drucklösung in Kombination mit Ausfällung und dynamische Rekristallisation oder Mechanismen, die ein großes Mineral in mehrere kleine, fischförmige Kristalle aufspalten.Experimente mit ein neues Verformungsgerät und Objekten in zwei verschiedenen Matrixmaterialien werden beschrieben. Das eine ist PDMS, (Newtonianisch viskoses Polymer), und das andere Tapioca Perlen (Mohr-Couloumb Verhalten). Die Rotation von fischförmigen Objekten in PDMS stimmt mit der theoretischen Rotationsrate für ellipsenförmige Objekte in einem Newtonianischen Material überein. In einer Matrix von Tapioca Perlen nehmen die Objekte eine stabile Lage ein. Diese Orientierung ist vergleichbar mit der von Glimmerfischen. Die Verformung in der Matrix von Tapioca Perlen ist konzentriert auf dünne Scherzonen. Diese Ergebnisse implizieren, daß die Verformung in natürlichen Gesteinen auch in dünnen Scherzonen konzentriert ist.Computersimulationen werden beschrieben, mit denen der Einfluß der Eigenschaften einer Matrix auf die Rotation von Objekten und Verteilung von Deformation untersucht wird.Mit diesen Experimenten wird gezeigt, daß die Orientierung von Glimmerfischen nicht mit Verformung in einem nicht-linearen viskosen Material erklärt werden kann. Eine solche nicht-lineare Rheologie wird im Allgemeinen für die Erdkurste angenommen. Die stabile Orientierung eines Objektes kann mit weicheren Lagen in der Matrix erklärt werden.

Probabilistic tomography of atmospheric parameters from GNSS data

The objective of the work is the evaluation of the potential capabilities of navigation satellite signals to retrieve basic atmospheric parameters. A capillary study have been performed on the assumptions more or less explicitly contained in the common processing steps of navigation signals. A probabilistic procedure has been designed for measuring vertical discretised profiles of pressure, temperature and water vapour and their associated errors. Numerical experiments on a synthetic dataset have been performed with the main objective of quantifying the information that could be gained from such approach, using entropy and relative entropy as testing parameters. A simulator of phase delay and bending of a GNSS signal travelling across the atmosphere has been developed to this aim.

Spectrum reconstruction from a scattering measurement using the adjoint Boltzmann transport equation for photons

Quality control of medical radiological systems is of fundamental importance, and requires efficient methods for accurately determine the X-ray source spectrum. Straightforward measurements of X-ray spectra in standard operating require the limitation of the high photon flux, and therefore the measure has to be performed in a laboratory. However, the optimal quality control requires frequent in situ measurements which can be only performed using a portable system. To reduce the photon flux by 3 magnitude orders an indirect technique based on the scattering of the X-ray source beam by a solid target is used. The measured spectrum presents a lack of information because of transport and detection effects. The solution is then unfolded by solving the matrix equation that represents formally the scattering problem. However, the algebraic system is ill-conditioned and, therefore, it is not possible to obtain a satisfactory solution. Special strategies are necessary to circumvent the ill-conditioning. Numerous attempts have been done to solve this problem by using purely mathematical methods. In this thesis, a more physical point of view is adopted. The proposed method uses both the forward and the adjoint solutions of the Boltzmann transport equation to generate a better conditioned linear algebraic system. The procedure has been tested first on numerical experiments, giving excellent results. Then, the method has been verified with experimental measurements performed at the Operational Unit of Health Physics of the University of Bologna. The reconstructed spectra have been compared with the ones obtained with straightforward measurements, showing very good agreement.

Detection of small buried objects: asymptotic factorization and MUSIC

In this work, we consider a simple model problem for the electromagnetic exploration of small perfectly conducting objects buried within the lower halfspace of an unbounded two–layered background medium. In possible applications, such as, e.g., humanitarian demining, the two layers would correspond to air and soil. Moving a set of electric devices parallel to the surface of ground to generate a time–harmonic field, the induced field is measured within the same devices. The goal is to retrieve information about buried scatterers from these data. In mathematical terms, we are concerned with the analysis and numerical solution of the inverse scattering problem to reconstruct the number and the positions of a collection of finitely many small perfectly conducting scatterers buried within the lower halfspace of an unbounded two–layered background medium from near field measurements of time–harmonic electromagnetic waves. For this purpose, we first study the corresponding direct scattering problem in detail and derive an asymptotic expansion of the scattered field as the size of the scatterers tends to zero. Then, we use this expansion to justify a noniterative MUSIC–type reconstruction method for the solution of the inverse scattering problem. We propose a numerical implementation of this reconstruction method and provide a series of numerical experiments.

Factorization method and inclusions of mixed type in an inverse elliptic boundary value problem

In various imaging problems the task is to use the Cauchy data of the solutions to an elliptic boundary value problem to reconstruct the coefficients of the corresponding partial differential equation. Often the examined object has known background properties but is contaminated by inhomogeneities that cause perturbations of the coefficient functions. The factorization method of Kirsch provides a tool for locating such inclusions. In this paper, the factorization technique is studied in the framework of coercive elliptic partial differential equations of the divergence type: Earlier it has been demonstrated that the factorization algorithm can reconstruct the support of a strictly positive (or negative) definite perturbation of the leading order coefficient, or if that remains unperturbed, the support of a strictly positive (or negative) perturbation of the zeroth order coefficient. In this work we show that these two types of inhomogeneities can, in fact, be located simultaneously. Unlike in the earlier articles on the factorization method, our inclusions may have disconnected complements and we also weaken some other a priori assumptions of the method. Our theoretical findings are complemented by two-dimensional numerical experiments that are presented in the framework of the diffusion approximation of optical tomography.

Factorization method and irregular inclusions in electrical impedance tomography

In electrical impedance tomography, one tries to recover the conductivity inside a physical body from boundary measurements of current and voltage. In many practically important situations, the investigated object has known background conductivity but it is contaminated by inhomogeneities. The factorization method of Andreas Kirsch provides a tool for locating such inclusions. Earlier, it has been shown that under suitable regularity conditions positive (or negative) inhomogeneities can be characterized by the factorization technique if the conductivity or one of its higher normal derivatives jumps on the boundaries of the inclusions. In this work, we use a monotonicity argument to generalize these results: We show that the factorization method provides a characterization of an open inclusion (modulo its boundary) if each point inside the inhomogeneity has an open neighbourhood where the perturbation of the conductivity is strictly positive (or negative) definite. In particular, we do not assume any regularity of the inclusion boundary or set any conditions on the behaviour of the perturbed conductivity at the inclusion boundary. Our theoretical findings are verified by two-dimensional numerical experiments.

Visualisierung vergrabener Objekte: Ein Sampling-Verfahren für die Maxwell-Gleichungen

Wir untersuchen die numerische Lösung des inversen Streuproblems der Rekonstruktion der Form, Position und Anzahl endlich vieler perfekt leitender Objekte durch Nahfeldmessungen zeitharmonischer elektromagnetischer Wellen mit Hilfe von Metalldetektoren. Wir nehmen an, dass sich die Objekte gänzlich im unteren Halbraum eines unbeschränkten zweischichtigen Hintergrundmediums befinden. Wir nehmen weiter an, dass der obere Halbraum mit Luft und der untere Halbraum mit Erde gefüllt ist. Wir betrachten zuerst die physikalischen Grundlagen elektromagnetischer Wellen, aus denen wir zunächst ein vereinfachtes mathematisches Modell ableiten, in welchem wir direkt das elektromagnetische Feld messen. Dieses Modell erweitern wir dann um die Messung des elektromagnetischen Feldes von Sendespulen mit Hilfe von Empfangsspulen. Für das vereinfachte Modell entwickeln wir, unter Verwendung der Theorie des zugehörigen direkten Streuproblems, ein nichtiteratives Verfahren, das auf der Idee der sogenannten Faktorisierungsmethode beruht. Dieses Verfahren übertragen wir dann auf das erweiterte Modell. Wir geben einen Implementierungsvorschlag der Rekonstruktionsmethode und demonstrieren an einer Reihe numerischer Experimente die Anwendbarkeit des Verfahrens. Weiterhin untersuchen wir mehrere Abwandlungen der Methode zur Verbesserung der Rekonstruktionen und zur Verringerung der Rechenzeit.

Dynamik diabatischer Rossby-Wellen

Diabatische Rossby-Wellen (DRWs) sind zyklonale Wirbel in der unteren Troposphäre, welche sich durch einen thermodynamisch-dynamischen Mechanismus kontinuierlich regenerieren und dabei schnell propagieren können. Vorangehende Untersuchungen schreiben derartigen zyklonalen Wirbeln das Potential zu, unter Wechselwirkung mit einer Anomalie an der Tropopause eine rapide Zyklonenintensivierung und folglich extreme Wetterereignisse hervorrufen zu können. DRWs wurden bisher meist in idealisierten Studien untersucht, woraus sich noch einige offene Fragen zu diesem Phänomen, besonders in realen Modelldaten, ergeben.rnrnIm Mittelpunkt dieser Arbeit steht die Fallstudie einer DRW, die im Dezember 2005 über dem Nordatlantik auftrat. Der Lebenszyklus des Systems ist über mehrere Tage und durch verschiedene Phasen verfolgbar und resultiert in einer explosiven Druckvertiefung. Zur Untersuchung der Fallstudie wurde mit operationellen Daten eines Globalmodelles sowie mit den Resultaten eines feinskaligeren Regionalmodelles gearbeitet, auf welche unterschiedliche Analysewerkzeuge angewendet wurden. rnrnDie eingehende Untersuchung der Propagationsphase der DRW bekräftigte das Vorhandensein von genügend Feuchte und Baroklinität als essentiell für den Propagationsmechanismus und die Intensität der DRW. Während der Propagationsphase arbeitet der selbsterhaltende DRW-Mechanismus unabhängig von einer von den Wellen an der Tropopause ausgehenden Anregung. Sensitivitätsstudien mit dem Regionalmodell, in denen die Umgebungsbedingungen der DRW lokal modifiziert wurden, ergaben, dass die Propagation einen relativ robusten Ablauf darstellt. Dementsprechend war in den vier untersuchten operationellen Vorhersagen die Propagationsphase gut wiedergegeben, während die rapide Intensivierung, wie sie gemäß den Analysen aufgetreten ist, von zwei der Vorhersagen verfehlt wurde.rnrnBei der Untersuchung der Intensivierungsphase stellten sich die Position und die zeitliche Abstimmung der Bewegung der Anomalie an der Tropopause relativ zur DRW in der unteren Troposphäre sowie die Stärke der Systeme als entscheidende Einflussfaktoren heraus. In den Entwicklungen der Sensitivitätssimulationen deutete sich an, dass ein unabhängig von der DRW an geeigneter Position entstandener zyklonaler Wirbel konstruktiver zu einer starken Zyklonenintensivierung beitragen kann als die DRW.rnrnIm zweiten Teil der Arbeit wurde ein Datensatz über die Nordhemisphäre für die Jahre 2004-2008 hinsichtlich des geographischen Vorkommens und der Intensivierung von DRWs untersucht. DRWs ereigneten sich in diesem Zeitraum über dem Atlantik (255 DRWs) halb so oft wie über dem Pazifik (515 DRWs). Ihre Entstehungsgebiete befanden sich über den Ostteilen der Kontinente und den Westhälften der Ozeane. Die Zugbahnen folgten größtenteils der baroklinen Zone der mittleren Breiten. Von den erfassten DRWs intensivierten sich im Atlanik 16% zu explosiven Tiefdruckgebieten, über dem Pazifik liegt der Anteil mit 11% etwas niedriger. Damit tragen DRWs zu etwa 20% der sich explosiv intensivierenden außertropischen Zyklonen bei.

Vulnerability and robustness indices against blackouts in power grids

In this dissertation some novel indices for vulnerability and robustness assessment of power grids are presented. Such indices are mainly defined from the structure of transmission power grids, and with the aim of Blackout (BO) prevention and mitigation. Numerical experiments showing how they could be used alone or in coordination with pre-existing ones to reduce the effects of BOs are discussed. These indices are introduced inside 3 different sujects: The first subject is for taking a look into economical aspects of grids’ operation and their effects in BO propagation. Basically, simulations support that: the determination to operate the grid in the most profitable way could produce an increase in the size or frequency of BOs. Conversely, some uneconomical ways of supplying energy are shown to be less affected by BO phenomena. In the second subject new topological indices are devised to address the question of "which are the best buses to place distributed generation?". The combined use of two indices, is shown as a promising alternative for extracting grid’s significant features regarding robustness against BOs and distributed generation. For this purpose, a new index based on outage shift factors is used along with a previously defined electric centrality index. The third subject is on Static Robustness Analysis of electric networks, from a purely structural point of view. A pair of existing topological indices, (namely degree index and clustering coefficient), are combined to show how degradation of the network structure can be accelerated. Blackout simulations were carried out using the DC Power Flow Method and models of transmission networks from the USA and Europe.

Effect of mesh distortion on the accuracy of high order vorticity-velocity CFD approaches

The numerical solution of the incompressible Navier-Stokes equations offers an alternative to experimental analysis of fluid-structure interaction (FSI). We would save a lot of time and effort and help cut back on costs, if we are able to accurately model systems by these numerical solutions. These advantages are even more obvious when considering huge structures like bridges, high rise buildings or even wind turbine blades with diameters as large as 200 meters. The modeling of such processes, however, involves complex multiphysics problems along with complex geometries. This thesis focuses on a novel vorticity-velocity formulation called the Kinematic Laplacian Equation (KLE) to solve the incompressible Navier-stokes equations for such FSI problems. This scheme allows for the implementation of robust adaptive ordinary differential equations (ODE) time integration schemes, allowing us to tackle each problem as a separate module. The current algortihm for the KLE uses an unstructured quadrilateral mesh, formed by dividing each triangle of an unstructured triangular mesh into three quadrilaterals for spatial discretization. This research deals with determining a suitable measure of mesh quality based on the physics of the problems being tackled. This is followed by exploring methods to improve the quality of quadrilateral elements obtained from the triangles and thereby improving the overall mesh quality. A series of numerical experiments were designed and conducted for this purpose and the results obtained were tested on different geometries with varying degrees of mesh density.