818 resultados para MCMC algorithm
Resumo:
The optimal design of a heat exchanger system is based on given model parameters together with given standard ranges for machine design variables. The goals set for minimizing the Life Cycle Cost (LCC) function which represents the price of the saved energy, for maximizing the momentary heat recovery output with given constraints satisfied and taking into account the uncertainty in the models were successfully done. Nondominated Sorting Genetic Algorithm II (NSGA-II) for the design optimization of a system is presented and implemented inMatlab environment. Markov ChainMonte Carlo (MCMC) methods are also used to take into account the uncertainty in themodels. Results show that the price of saved energy can be optimized. A wet heat exchanger is found to be more efficient and beneficial than a dry heat exchanger even though its construction is expensive (160 EUR/m2) compared to the construction of a dry heat exchanger (50 EUR/m2). It has been found that the longer lifetime weights higher CAPEX and lower OPEX and vice versa, and the effect of the uncertainty in the models has been identified in a simplified case of minimizing the area of a dry heat exchanger.
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We adapt the Shout and Act algorithm to Digital Objects Preservation where agents explore file systems looking for digital objects to be preserved (victims). When they find something they “shout” so that agent mates can hear it. The louder the shout, the urgent or most important the finding is. Louder shouts can also refer to closeness. We perform several experiments to show that this system works very scalably, showing that heterogeneous teams of agents outperform homogeneous ones over a wide range of tasks complexity. The target at-risk documents are MS Office documents (including an RTF file) with Excel content or in Excel format. Thus, an interesting conclusion from the experiments is that fewer heterogeneous (varying skills) agents can equal the performance of many homogeneous (combined super-skilled) agents, implying significant performance increases with lower overall cost growth. Our results impact the design of Digital Objects Preservation teams: a properly designed combination of heterogeneous teams is cheaper and more scalable when confronted with uncertain maps of digital objects that need to be preserved. A cost pyramid is proposed for engineers to use for modeling the most effective agent combinations
Resumo:
As wireless communications evolve towards heterogeneousnetworks, mobile terminals have been enabled tohandover seamlessly from one network to another. At the sametime, the continuous increase in the terminal power consumptionhas resulted in an ever-decreasing battery lifetime. To that end,the network selection is expected to play a key role on howto minimize the energy consumption, and thus to extend theterminal lifetime. Hitherto, terminals select the network thatprovides the highest received power. However, it has been provedthat this solution does not provide the highest energy efficiency.Thus, this paper proposes an energy efficient vertical handoveralgorithm that selects the most energy efficient network thatminimizes the uplink power consumption. The performance of theproposed algorithm is evaluated through extensive simulationsand it is shown to achieve high energy efficiency gains comparedto the conventional approach.
Resumo:
The identifiability of the parameters of a heat exchanger model without phase change was studied in this Master’s thesis using synthetically made data. A fast, two-step Markov chain Monte Carlo method (MCMC) was tested with a couple of case studies and a heat exchanger model. The two-step MCMC-method worked well and decreased the computation time compared to the traditional MCMC-method. The effect of measurement accuracy of certain control variables to the identifiability of parameters was also studied. The accuracy used did not seem to have a remarkable effect to the identifiability of parameters. The use of the posterior distribution of parameters in different heat exchanger geometries was studied. It would be computationally most efficient to use the same posterior distribution among different geometries in the optimisation of heat exchanger networks. According to the results, this was possible in the case when the frontal surface areas were the same among different geometries. In the other cases the same posterior distribution can be used for optimisation too, but that will give a wider predictive distribution as a result. For condensing surface heat exchangers the numerical stability of the simulation model was studied. As a result, a stable algorithm was developed.
Resumo:
Identification of order of an Autoregressive Moving Average Model (ARMA) by the usual graphical method is subjective. Hence, there is a need of developing a technique to identify the order without employing the graphical investigation of series autocorrelations. To avoid subjectivity, this thesis focuses on determining the order of the Autoregressive Moving Average Model using Reversible Jump Markov Chain Monte Carlo (RJMCMC). The RJMCMC selects the model from a set of the models suggested by better fitting, standard deviation errors and the frequency of accepted data. Together with deep analysis of the classical Box-Jenkins modeling methodology the integration with MCMC algorithms has been focused through parameter estimation and model fitting of ARMA models. This helps to verify how well the MCMC algorithms can treat the ARMA models, by comparing the results with graphical method. It has been seen that the MCMC produced better results than the classical time series approach.
Resumo:
In the Russian Wholesale Market, electricity and capacity are traded separately. Capacity is a special good, the sale of which obliges suppliers to keep their generating equipment ready to produce the quantity of electricity indicated by the System Operator. The purpose of the formation of capacity trading was the maintenance of reliable and uninterrupted delivery of electricity in the wholesale market. The price of capacity reflects constant investments in construction, modernization and maintenance of power plants. So, the capacity sale creates favorable conditions to attract investments in the energy sector because it guarantees the investor that his investments will be returned.
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In this work a fuzzy linear system is used to solve Leontief input-output model with fuzzy entries. For solving this model, we assume that the consumption matrix from di erent sectors of the economy and demand are known. These assumptions heavily depend on the information obtained from the industries. Hence uncertainties are involved in this information. The aim of this work is to model these uncertainties and to address them by fuzzy entries such as fuzzy numbers and LR-type fuzzy numbers (triangular and trapezoidal). Fuzzy linear system has been developed using fuzzy data and it is solved using Gauss-Seidel algorithm. Numerical examples show the e ciency of this algorithm. The famous example from Prof. Leontief, where he solved the production levels for U.S. economy in 1958, is also further analyzed.
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The objective of the this research project is to develop a novel force control scheme for the teleoperation of a hydraulically driven manipulator, and to implement an ideal transparent mapping between human and machine interaction, and machine and task environment interaction. This master‘s thesis provides a preparatory study for the present research project. The research is limited into a single degree of freedom hydraulic slider with 6-DOF Phantom haptic device. The key contribution of the thesis is to set up the experimental rig including electromechanical haptic device, hydraulic servo and 6-DOF force sensor. The slider is firstly tested as a position servo by using previously developed intelligent switching control algorithm. Subsequently the teleoperated system is set up and the preliminary experiments are carried out. In addition to development of the single DOF experimental set up, methods such as passivity control in teleoperation are reviewed. The thesis also contains review of modeling of the servo slider in particular reference to the servo valve. Markov Chain Monte Carlo method is utilized in developing the robustness of the model in presence of noise.
Resumo:
In any decision making under uncertainties, the goal is mostly to minimize the expected cost. The minimization of cost under uncertainties is usually done by optimization. For simple models, the optimization can easily be done using deterministic methods.However, many models practically contain some complex and varying parameters that can not easily be taken into account using usual deterministic methods of optimization. Thus, it is very important to look for other methods that can be used to get insight into such models. MCMC method is one of the practical methods that can be used for optimization of stochastic models under uncertainty. This method is based on simulation that provides a general methodology which can be applied in nonlinear and non-Gaussian state models. MCMC method is very important for practical applications because it is a uni ed estimation procedure which simultaneously estimates both parameters and state variables. MCMC computes the distribution of the state variables and parameters of the given data measurements. MCMC method is faster in terms of computing time when compared to other optimization methods. This thesis discusses the use of Markov chain Monte Carlo (MCMC) methods for optimization of Stochastic models under uncertainties .The thesis begins with a short discussion about Bayesian Inference, MCMC and Stochastic optimization methods. Then an example is given of how MCMC can be applied for maximizing production at a minimum cost in a chemical reaction process. It is observed that this method performs better in optimizing the given cost function with a very high certainty.
Resumo:
I doktorsavhandlingen undersöks förmågan att lösa hos ett antal lösare för optimeringsproblem och ett antal svårigheter med att göra en rättvis lösarjämförelse avslöjas. Dessutom framläggs några förbättringar som utförts på en av lösarna som heter GAMS/AlphaECP. Optimering innebär, i det här sammanhanget, att finna den bästa möjliga lösningen på ett problem. Den undersökta klassen av problem kan karaktäriseras som svårlöst och förekommer inom ett flertal industriområden. Målet har varit att undersöka om det finns en lösare som är universellt snabbare och hittar lösningar med högre kvalitet än någon av de andra lösarna. Det kommersiella optimeringssystemet GAMS (General Algebraic Modeling System) och omfattande problembibliotek har använts för att jämföra lösare. Förbättringarna som presenterats har utförts på GAMS/AlphaECP lösaren som baserar sig på skärplansmetoden Extended Cutting Plane (ECP). ECP-metoden har utvecklats främst av professor Tapio Westerlund på Anläggnings- och systemteknik vid Åbo Akademi.
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It is presented a software developed with Delphi programming language to compute the reservoir's annual regulated active storage, based on the sequent-peak algorithm. Mathematical models used for that purpose generally require extended hydrological series. Usually, the analysis of those series is performed with spreadsheets or graphical representations. Based on that, it was developed a software for calculation of reservoir active capacity. An example calculation is shown by 30-years (from 1977 to 2009) monthly mean flow historical data, from Corrente River, located at São Francisco River Basin, Brazil. As an additional tool, an interface was developed to manage water resources, helping to manipulate data and to point out information that it would be of interest to the user. Moreover, with that interface irrigation districts where water consumption is higher can be analyzed as a function of specific seasonal water demands situations. From a practical application, it is possible to conclude that the program provides the calculation originally proposed. It was designed to keep information organized and retrievable at any time, and to show simulation on seasonal water demands throughout the year, contributing with the elements of study concerning reservoir projects. This program, with its functionality, is an important tool for decision making in the water resources management.
Resumo:
Parameter estimation still remains a challenge in many important applications. There is a need to develop methods that utilize achievements in modern computational systems with growing capabilities. Owing to this fact different kinds of Evolutionary Algorithms are becoming an especially perspective field of research. The main aim of this thesis is to explore theoretical aspects of a specific type of Evolutionary Algorithms class, the Differential Evolution (DE) method, and implement this algorithm as codes capable to solve a large range of problems. Matlab, a numerical computing environment provided by MathWorks inc., has been utilized for this purpose. Our implementation empirically demonstrates the benefits of a stochastic optimizers with respect to deterministic optimizers in case of stochastic and chaotic problems. Furthermore, the advanced features of Differential Evolution are discussed as well as taken into account in the Matlab realization. Test "toycase" examples are presented in order to show advantages and disadvantages caused by additional aspects involved in extensions of the basic algorithm. Another aim of this paper is to apply the DE approach to the parameter estimation problem of the system exhibiting chaotic behavior, where the well-known Lorenz system with specific set of parameter values is taken as an example. Finally, the DE approach for estimation of chaotic dynamics is compared to the Ensemble prediction and parameter estimation system (EPPES) approach which was recently proposed as a possible solution for similar problems.
Resumo:
The determination of the intersection curve between Bézier Surfaces may be seen as the composition of two separated problems: determining initial points and tracing the intersection curve from these points. The Bézier Surface is represented by a parametric function (polynomial with two variables) that maps a point in the tridimensional space from the bidimensional parametric space. In this article, it is proposed an algorithm to determine the initial points of the intersection curve of Bézier Surfaces, based on the solution of polynomial systems with the Projected Polyhedral Method, followed by a method for tracing the intersection curves (Marching Method with differential equations). In order to allow the use of the Projected Polyhedral Method, the equations of the system must be represented in terms of the Bernstein basis, and towards this goal it is proposed a robust and reliable algorithm to exactly transform a multivariable polynomial in terms of power basis to a polynomial written in terms of Bernstein basis .
Resumo:
In this paper we present an algorithm for the numerical simulation of the cavitation in the hydrodynamic lubrication of journal bearings. Despite the fact that this physical process is usually modelled as a free boundary problem, we adopted the equivalent variational inequality formulation. We propose a two-level iterative algorithm, where the outer iteration is associated to the penalty method, used to transform the variational inequality into a variational equation, and the inner iteration is associated to the conjugate gradient method, used to solve the linear system generated by applying the finite element method to the variational equation. This inner part was implemented using the element by element strategy, which is easily parallelized. We analyse the behavior of two physical parameters and discuss some numerical results. Also, we analyse some results related to the performance of a parallel implementation of the algorithm.
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State-of-the-art predictions of atmospheric states rely on large-scale numerical models of chaotic systems. This dissertation studies numerical methods for state and parameter estimation in such systems. The motivation comes from weather and climate models and a methodological perspective is adopted. The dissertation comprises three sections: state estimation, parameter estimation and chemical data assimilation with real atmospheric satellite data. In the state estimation part of this dissertation, a new filtering technique based on a combination of ensemble and variational Kalman filtering approaches, is presented, experimented and discussed. This new filter is developed for large-scale Kalman filtering applications. In the parameter estimation part, three different techniques for parameter estimation in chaotic systems are considered. The methods are studied using the parameterized Lorenz 95 system, which is a benchmark model for data assimilation. In addition, a dilemma related to the uniqueness of weather and climate model closure parameters is discussed. In the data-oriented part of this dissertation, data from the Global Ozone Monitoring by Occultation of Stars (GOMOS) satellite instrument are considered and an alternative algorithm to retrieve atmospheric parameters from the measurements is presented. The validation study presents first global comparisons between two unique satellite-borne datasets of vertical profiles of nitrogen trioxide (NO3), retrieved using GOMOS and Stratospheric Aerosol and Gas Experiment III (SAGE III) satellite instruments. The GOMOS NO3 observations are also considered in a chemical state estimation study in order to retrieve stratospheric temperature profiles. The main result of this dissertation is the consideration of likelihood calculations via Kalman filtering outputs. The concept has previously been used together with stochastic differential equations and in time series analysis. In this work, the concept is applied to chaotic dynamical systems and used together with Markov chain Monte Carlo (MCMC) methods for statistical analysis. In particular, this methodology is advocated for use in numerical weather prediction (NWP) and climate model applications. In addition, the concept is shown to be useful in estimating the filter-specific parameters related, e.g., to model error covariance matrix parameters.