The effective use of implicit parallelism through the use of an object-oriented programming language

This thesis explores translating well-written sequential programs in a subset of the Eiffel programming language - without syntactic or semantic extensions - into parallelised programs for execution on a distributed architecture. The main focus is on constructing two object-oriented models: a theoretical self-contained model of concurrency which enables a simplified second model for implementing the compiling process. There is a further presentation of principles that, if followed, maximise the potential levels of parallelism. Model of Concurrency. The concurrency model is designed to be a straightforward target for mapping sequential programs onto, thus making them parallel. It aids the compilation process by providing a high level of abstraction, including a useful model of parallel behaviour which enables easy incorporation of message interchange, locking, and synchronization of objects. Further, the model is sufficient such that a compiler can and has been practically built. Model of Compilation. The compilation-model's structure is based upon an object-oriented view of grammar descriptions and capitalises on both a recursive-descent style of processing and abstract syntax trees to perform the parsing. A composite-object view with an attribute grammar style of processing is used to extract sufficient semantic information for the parallelisation (i.e. code-generation) phase. Programming Principles. The set of principles presented are based upon information hiding, sharing and containment of objects and the dividing up of methods on the basis of a command/query division. When followed, the level of potential parallelism within the presented concurrency model is maximised. Further, these principles naturally arise from good programming practice. Summary. In summary this thesis shows that it is possible to compile well-written programs, written in a subset of Eiffel, into parallel programs without any syntactic additions or semantic alterations to Eiffel: i.e. no parallel primitives are added, and the parallel program is modelled to execute with equivalent semantics to the sequential version. If the programming principles are followed, a parallelised program achieves the maximum level of potential parallelisation within the concurrency model.

Data Flow Analysis and the Linear Programming Model

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

Multi-threaded parallel numerical modelling of femtosecond pulse propagation in laser machining

Femtosecond laser microfabrication has emerged over the last decade as a 3D flexible technology in photonics. Numerical simulations provide an important insight into spatial and temporal beam and pulse shaping during the course of extremely intricate nonlinear propagation (see e.g. [1,2]). Electromagnetics of such propagation is typically described in the form of the generalized Non-Linear Schrdinger Equation (NLSE) coupled with Drude model for plasma [3]. In this paper we consider a multi-threaded parallel numerical solution for a specific model which describes femtosecond laser pulse propagation in transparent media [4, 5]. However our approach can be extended to similar models. The numerical code is implemented in NVIDIA Graphics Processing Unit (GPU) which provides an effitient hardware platform for multi-threded computing. We compare the performance of the described below parallel code implementated for GPU using CUDA programming interface [3] with a serial CPU version used in our previous papers [4,5]. © 2011 IEEE.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

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.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

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.

Aerodynamic study of three-dimensional larynx models using finite element methods

The airflow velocities and pressures are calculated from a three-dimensional model of the human larynx by using the finite element method. The laryngeal airflow is assumed to be incompressible, isothermal, steady, and created by fixed pressure drops. The influence of different laryngeal profiles (convergent, parallel, and divergent), glottal area, and dimensions of false vocal folds in the airflow are investigated. The results indicate that vertical and horizontal phase differences in the laryngeal tissue movements are influenced by the nonlinear pressure distribution across the glottal channel, and the glottal entrance shape influences the air pressure distribution inside the glottis. Additionally, the false vocal folds increase the glottal duct pressure drop by creating a new constricted channel in the larynx, and alter the airflow vortexes formed after the true vocal folds. (C) 2007 Elsevier Ltd. All rights reserved.

Integrating structural and input design of a 2-DOF high-speed parallel manipulator: A flexible model-based approach

This paper discusses the integrated design of parallel manipulators, which exhibit varying dynamics. This characteristic affects the machine stability and performance. The design methodology consists of four main steps: (i) the system modeling using flexible multibody technique, (ii) the synthesis of reduced-order models suitable for control design, (iii) the systematic flexible model-based input signal design, and (iv) the evaluation of some possible machine designs. The novelty in this methodology is to take structural flexibilities into consideration during the input signal design; therefore, enhancing the standard design process which mainly considers rigid bodies dynamics. The potential of the proposed strategy is exploited for the design evaluation of a two degree-of-freedom high-speed parallel manipulator. The results are experimentally validated. (C) 2010 Elsevier Ltd. All rights reserved.

Fast experimental identification of suspension models for control design

This paper presents both the theoretical and the experimental approaches of the development of a mathematical model to be used in multi-variable control system designs of an active suspension for a sport utility vehicle (SUV), in this case a light pickup truck. A complete seven-degree-of-freedom model is successfully quickly identified, with very satisfactory results in simulations and in real experiments conducted with the pickup truth. The novelty of the proposed methodology is the use of commercial software in the early stages of the identification to speed up the process and to minimize the need for a large number of costly experiments. The paper also presents major contributions to the identification of uncertainties in vehicle suspension models and in the development of identification methods using the sequential quadratic programming, where an innovation regarding the calculation of the objective function is proposed and implemented. Results from simulations of and practical experiments with the real SUV are presented, analysed, and compared, showing the potential of the method.

Investigation of the residence time distribution in a plate heat exchanger with series and parallel arrangements using a non-ideal tracer detection technique

The objective was to study the flow pattern in a plate heat exchanger (PHE) through residence time distribution (RTD) experiments. The tested PHE had flat plates and it was part of a laboratory scale pasteurization unit. Series flow and parallel flow configurations were tested with a variable number of passes and channels per pass. Owing to the small scale of the equipment and the short residence times, it was necessary to take into account the influence of the tracer detection unit on the RID data. Four theoretical RID models were adjusted: combined, series combined, generalized convection and axial dispersion. The combined model provided the best fit and it was useful to quantify the active and dead space volumes of the PHE and their dependence on its configuration. Results suggest that the axial dispersion model would present good results for a larger number of passes because of the turbulence associated with the changes of pass. This type of study can be useful to compare the hydraulic performance of different plates or to provide data for the evaluation of heat-induced changes that occur in the processing of heat-sensitive products. (C) 2011 Elsevier Ltd. All rights reserved.

Comparison of coherent and weakly incoherent transport models for the interlayer magnetoresistance of layered Fermi liquids

The interlayer magnetoresistance of layered metals in a tilted magnetic field is calculated for two distinct models for the interlayer transport. The first model involves coherent interlayer transport, and makes use of results of semiclassical or Bloch-Boltzmann transport theory. The second model involves weakly incoherent interlayer transport where the electron is scattered many times within a layer before tunneling into the next layer. The results are relevant to the interpretation of experiments on angular-dependent magnetoresistance oscillations (AMRO) in quasi-one- and quasi-two-dimensional organic metals. We find that the dependence of the magnetoresistance on the direction of the magnetic field is identical for both models except when the field is almost parallel to the layers. An important implication of this result is that a three-dimensional Fermi surface is not necessary for the observation of the Yamaji and Danner oscillations seen in quasi-two- and quasi-one-dimensional metals, respectively. A universal expression is given for the dependence of the resistance at AMRO maxima and minima on the magnetic field and scattering time (and thus the temperature). We point out three distinctive features of coherent interlayer transport: (i) a beat frequency in the magnetic oscillations of quasi-two-dimensional systems, (ii) a peak in the angular-dependent magnetoresistance when the field is sufficiently large and parallel to the layers, and (iii) a crossover from a linear to a quadratic field dependence for the magnetoresistance when the field is parallel to the layers. Properties (i) and (ii) are compared with published experimental data for a range of quasi-two-dimensional organic metals. [S0163-1829(99)02236-5].

Recognition by toll-like receptor 2 induces antigen-presenting cell activation and Th1 programming during infection by Neospora caninum

Neospora caninum is an apicomplexan parasite responsible for major economic losses due to abortions in cattle. Toll-like receptors (TLRs) sense specific microbial products and direct downstream signaling pathways in immune cells, linking innate, and adaptive immunity. Here, we analyze the role of TLR2 on innate and adaptive immune responses during N. caninum infection. Inflammatory peritoneal macrophages and bone marrow-derived dendritic cells exposed to N. caninum-soluble antigens presented an upregulated expression of TLR2. Increased receptor expression was correlated to TLR2/MyD88-dependent antigen-presenting cell maturation and pro-inflammatory cytokine production after stimulation by antigens. Impaired innate responses observed after infection of mice genetically deficient for TLR2((-/-)) was followed by downregulation of adaptive T helper 1 (Th1) immunity, represented by diminished parasite-specific CD4(+) and CD8(+) T-cell proliferation, IFN-gamma:interleukin (IL)-10 ratio, and IgG subclass synthesis. In parallel, TLR2(-/-) mice presented higher parasite burden than wild-type (WT) mice at acute and chronic stages of infection. These results show that initial recognition of N. caninum by TLR2 participates in the generation of effector immune responses against N. caninum and imply that the receptor may be a target for future prophylactic strategies against neosporosis. Immunology and Cell Biology (2010) 88, 825-833; doi:10.1038/icb.2010.52; published online 20 April 2010

MapScript: A map algebra programming language incorporating neighborhood analysis

Map algebra is a data model and simple functional notation to study the distribution and patterns of spatial phenomena. It uses a uniform representation of space as discrete grids, which are organized into layers. This paper discusses extensions to map algebra to handle neighborhood operations with a new data type called a template. Templates provide general windowing operations on grids to enable spatial models for cellular automata, mathematical morphology, and local spatial statistics. A programming language for map algebra that incorporates templates and special processing constructs is described. The programming language is called MapScript. Example program scripts are presented to perform diverse and interesting neighborhood analysis for descriptive, model-based and processed-based analysis.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 1. Methodology for residual generation

For dynamic simulations to be credible, verification of the computer code must be an integral part of the modelling process. This two-part paper describes a novel approach to verification through program testing and debugging. In Part 1, a methodology is presented for detecting and isolating coding errors using back-to-back testing. Residuals are generated by comparing the output of two independent implementations, in response to identical inputs. The key feature of the methodology is that a specially modified observer is created using one of the implementations, so as to impose an error-dependent structure on these residuals. Each error can be associated with a fixed and known subspace, permitting errors to be isolated to specific equations in the code. It is shown that the geometric properties extend to multiple errors in either one of the two implementations. Copyright (C) 2003 John Wiley Sons, Ltd.

Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

Hybrid fuzzy Monte Carlo and logic programming model for distribution network reconfiguration in the presence of outages

This paper presents a methodology for distribution networks reconfiguration in outage presence in order to choose the reconfiguration that presents the lower power losses. The methodology is based on statistical failure and repair data of the distribution power system components and uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. Once obtained the system states by Monte Carlo simulation, a logical programming algorithm is applied to get all possible reconfigurations for every system state. In order to evaluate the line flows and bus voltages and to identify if there is any overloading, and/or voltage violation a distribution power flow has been applied to select the feasible reconfiguration with lower power losses. To illustrate the application of the proposed methodology to a practical case, the paper includes a case study that considers a real distribution network.