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.

Galerkin finite element method for incompressible thermofluid flows framed within the bond graph theory

In this paper a bond graph methodology is used to model incompressible fluid flows with viscous and thermal effects. The distinctive characteristic of these flows is the role of pressure, which does not behave as a state variable but as a function that must act in such a way that the resulting velocity field has divergence zero. Velocity and entropy per unit volume are used as independent variables for a single-phase, single-component flow. Time-dependent nodal values and interpolation functions are introduced to represent the flow field, from which nodal vectors of velocity and entropy are defined as state variables. The system for momentum and continuity equations is coincident with the one obtained by using the Galerkin method for the weak formulation of the problem in finite elements. The integral incompressibility constraint is derived based on the integral conservation of mechanical energy. The weak formulation for thermal energy equation is modeled with true bond graph elements in terms of nodal vectors of temperature and entropy rates, resulting a Petrov-Galerkin method. The resulting bond graph shows the coupling between mechanical and thermal energy domains through the viscous dissipation term. All kind of boundary conditions are handled consistently and can be represented as generalized effort or flow sources. A procedure for causality assignment is derived for the resulting graph, satisfying the Second principle of Thermodynamics. (C) 2007 Elsevier B.V. All rights reserved.

Real time optimization (RTO) with model predictive control (MPC)

This paper studies a simplified methodology to integrate the real time optimization (RTO) of a continuous system into the model predictive controller in the one layer strategy. The gradient of the economic objective function is included in the cost function of the controller. Optimal conditions of the process at steady state are searched through the use of a rigorous non-linear process model, while the trajectory to be followed is predicted with the use of a linear dynamic model, obtained through a plant step test. The main advantage of the proposed strategy is that the resulting control/optimization problem can still be solved with a quadratic programming routine at each sampling step. Simulation results show that the approach proposed may be comparable to the strategy that solves the full economic optimization problem inside the MPC controller where the resulting control problem becomes a non-linear programming problem with a much higher computer load. (C) 2010 Elsevier Ltd. All rights reserved.

Infinite horizon MPC with non-minimal state space feedback

In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation principle to prove global stability for the Output feedback case. It is well known that, a nonlinear closed-loop system with the state estimated via an exponentially converging observer combined with a state feedback controller can be unstable even when the controller is stable. One alternative to overcome the state estimation problem is to adopt a non-minimal state space model, in which the states are represented by measured past inputs and outputs [P.C. Young, M.A. Behzadi, C.L. Wang, A. Chotai, Direct digital and adaptative control by input-output, state variable feedback pole assignment, International journal of Control 46 (1987) 1867-1881; C. Wang, P.C. Young, Direct digital control by input-output, state variable feedback: theoretical background, International journal of Control 47 (1988) 97-109]. In this case, no observer is needed since the state variables can be directly measured. However, an important disadvantage of this approach is that the realigned model is not of minimal order, which makes the infinite horizon approach to obtain nominal stability difficult to apply. Here, we propose a method to properly formulate an infinite horizon MPC based on the output-realigned model, which avoids the use of an observer and guarantees the closed loop stability. The simulation results show that, besides providing closed-loop stability for systems with integrating and stable modes, the proposed controller may have a better performance than those MPC controllers that make use of an observer to estimate the current states. (C) 2008 Elsevier Ltd. All rights reserved.

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.

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.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

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.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Detailed H-1 and C-13 NMR structural assignment and relative stereochemistry determination for three closely related sesquiterpene lactones

A complete analysis of H-1 and C-13 NMR spectra of the trypanocidal sesquiterpene lactone eremantholide C and two of its analogues is described. These structurally similar sesquiterpene lactones were submitted to H-1 NMR, C-13 (H-1) NMR, gCOSY, gHSQC, gHMBC, J-resolved and DPFGSE-NOE NMR techniques. The detailed analysis of those results, correlated to some computational calculations (molecular mechanics), led to the total and unequivocal assignment of all H-1 and C-13 NMR data. The determination of all H-1/H-1 coupling constants and all signal multiplicities, together with the elimination of previous ambiguities were also achieved. Copyright (C) 2008 John Wiley & Sons, Ltd.

Assignment of the absolute configuration at the sulfur atom of thioridazine metabolites by the analysis of their chiroptical properties: The case of thioridazine 2-sulfoxide

Thioridazine (THD) is a commonly prescribed phenotiazine neuroleptic drug, which is extensively biotransformed in the organism producing as main metabolites sulfoxides and a sulfone by sulfur oxidation Significant differences have been observed in the activity of the THD enantiomers as well as for its main metabolites, and enantioselectivity phenomena have been proved in the metabolic pathway. Here the assignment of the absolute configuration at the sulfur atom of enantiomeric THD-2-sulfoxide (THD-2-SO) has been carried out by circular dichroism (CD) spectroscopy The stereoisomers were separated by HPLC on Chiralpak AS column, recording the CD spectra for the two collected enantiomeric fractions The theoretical electronic CD spectrum has been obtained by the TDDFT/B3LYP/6-31G*. as Boltzmann averaging of the contributions calculated for the most stable conformations of the drug The comparison of the simulated and experimental spectra allowed the absolute configuration at the sulfur atom of the four THD-2-SO stereoisomers to be assigned The developed method should be useful for a reliable correlation between stereochemistry and activity and/or toxicity

Linking Agentive Objects in Mandarin Chinese

This paper is concerned with the problem of argument-function mismatch observed in the apparent subject-object inversion in Chinese consumption verbs, e.g., chi 'eat' and he 'drink', and accommodation verbs, e.g., zhu 'live' and shui 'sleep'. These verbs seem to allow the linking of [agent-SUBJ theme-OBJ] as well as [agent-OBJ theme-SUBJ], but only when the agent is also the semantic role denoting the measure or extent of the action. The account offered is formulated within LFG's lexical mapping theory. Under the simplest and also the strictest interpretation of the one-to-one argument-function mapping principle (or the theta-criterion), a composite role such as ag-ext receives syntactic assignment via one composing role only. One-to-one linking thus entails the suppression of the other composing role. Apparent subject-object inversion occurs when the more prominent agent role is suppressed and thus allows the less prominent extent role to dictate the linking of the entire ag-ext composite role. This LMT account also potentially facilitates a natural explanation of markedness among the competing syntactic structures.

Modulational Instability in Periodic Quadratic Nonlinear Materials

We investigate the modulational instability of plane waves in quadratic nonlinear materials with linear and nonlinear quasi-phase-matching gratings. Exact Floquet calculations, confirmed by numerical simulations, show that the periodicity can drastically alter the gain spectrum but never completely removes the instability. The low-frequency part of the gain spectrum is accurately predicted by an averaged theory and disappears for certain gratings. The high-frequency part is related to the inherent gain of the homogeneous non-phase-matched material and is a consistent spectral feature.

Least energy solutions of a critical Neumann problem with a weight

We investigate the effect of the coefficient of the critical nonlinearity for the Neumann problem on the existence of least energy solutions. As a by-product we establish a Sobolev inequality with interior norm.