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.

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.

Refined Estimation of Earthquake Source Parameters: Methods, Applications and Scaling Relationships

The objective of this work of thesis is the refined estimations of source parameters. To such a purpose we used two different approaches, one in the frequency domain and the other in the time domain. In frequency domain, we analyzed the P- and S-wave displacement spectra to estimate spectral parameters, that is corner frequencies and low frequency spectral amplitudes. We used a parametric modeling approach which is combined with a multi-step, non-linear inversion strategy and includes the correction for attenuation and site effects. The iterative multi-step procedure was applied to about 700 microearthquakes in the moment range 1011-1014 N•m and recorded at the dense, wide-dynamic range, seismic networks operating in Southern Apennines (Italy). The analysis of the source parameters is often complicated when we are not able to model the propagation accurately. In this case the empirical Green function approach is a very useful tool to study the seismic source properties. In fact the Empirical Green Functions (EGFs) consent to represent the contribution of propagation and site effects to signal without using approximate velocity models. An EGF is a recorded three-component set of time-histories of a small earthquake whose source mechanism and propagation path are similar to those of the master event. Thus, in time domain, the deconvolution method of Vallée (2004) was applied to calculate the source time functions (RSTFs) and to accurately estimate source size and rupture velocity. This technique was applied to 1) large event, that is Mw=6.3 2009 L’Aquila mainshock (Central Italy), 2) moderate events, that is cluster of earthquakes of 2009 L’Aquila sequence with moment magnitude ranging between 3 and 5.6, 3) small event, i.e. Mw=2.9 Laviano mainshock (Southern Italy).

Non linear application of an in-house finite elements software

Questa tesi si pone come obiettivo l'analisi delle componenti di sollecitazione statica di un serbatoio, in acciaio API 5L X52, sottoposto a carichi di flessione e pressione interna attraverso il programma agli elementi finiti PLCd4, sviluppato presso l'International Center for Numerical Methods in Engineering (CIMNE - Barcelona). Questo tipo di analisi rientra nel progetto europeo ULCF, il cui traguardo è lo studio della fatica a bassissimo numero di cicli per strutture in acciaio. Prima di osservare la struttura completa del serbatoio è stato studiato il comportamento del materiale per implementare all'interno del programma una nuova tipologia di curva che rappresentasse al meglio l'andamento delle tensioni interne. Attraverso il lavoro di preparazione alla tesi è stato inserito all'interno del programma un algoritmo per la distribuzione delle pressioni superficiali sui corpi 3D, successivamente utilizzato per l'analisi della pressione interna nel serbatoio. Sono state effettuate analisi FEM del serbatoio in diverse configurazioni di carico ove si è cercato di modellare al meglio la struttura portante relativa al caso reale di "full scale test". Dal punto di vista analitico i risultati ottenuti sono soddisfacenti in quanto rispecchiano un corretto comportamento del serbatoio in condizioni di pressioni molto elevate e confermano la bontà del programma nell'analisi computazionale.

Study of the interactions of Neptunium with humic substances and the clay mineral montmorillonite by direct and non direct speciation methods

For the safety assessment of radioactive waste, the possibility of radionuclide migration has to be considered. Since Np (and also Th due to the long-lived 232-Th) will be responsible for the greatest amount of radioactivity one million years after discharge from the reactor, its (im)-mobilization in the geosphere is of great importance. Furthermore, the chemistry of Np(V) is quite similar (but not identical) to the chemistry of Pu(V). Three species of neptunium may be found in the near field of the waste disposal, but pentavalent neptunium is the most abundant species under a wide range of natural conditions. Within this work, the interaction of Np(V) with the clay mineral montmorillonite and melanodins (as model substances for humic acids) was studied. The sorption of neptunium onto gibbsite, a model clay for montmorillonite, was also investigated. The sorption of neptunium onto γ-alumina and montmorillonite was studied in a parallel doctoral work by S. Dierking. Neptunium is only found in ultra trace amounts in the environment. Therefore, sensitive and specific methods are needed for its determination. The sorption was determined by γ spectroscopy and LSC for the whole concentration range studied. In addition the combination of these techniques with ultrafiltration allowed the study of Np(V) complexation with melanoidins. Regrettably, the available speciation methods (e.g. CE-ICP-MS and EXAFS) are not capable to detect the environmentally relevant neptunium concentrations. Therefore, a combination of batch experiments and speciation analyses was performed. Further, the preparation of hybrid clay-based materials (HCM) montmorillonitemelanoidins for sorption studies was achieved. The formation of hybrid materials begins in the interlayers of the montmorillonite, and then the organic material spreads over the surface of the mineral. The sorption of Np onto HCM was studied at the environmentally relevant concentrations and the results obtained were compared with those predicted by the linear additive model by Samadfam. The sorption of neptunium onto gibbsite was studied in batch experiments and the sorption maximum determined at pH~8.5. The sorption isotherm pointed to the presence of strong and weak sorption sites in gibbsite. The Np speciation was studied by using EXAFS, which showed that the sorbed species was Np(V). The influence of M42 type melanodins on the sorption of Np(V) onto montmorillonite was also investigated at pH 7. The sorption of the melanoidins was affected by the order in which the components were added and by ionic strength. The sorption of Np was affected by ionic strength, pointing to outer sphere sorption, whereas the presence of increasing amounts of melanoidins had little influence on Np sorption.

Sampling methods for low-frequency electromagnetic imaging

For the detection of hidden objects by low-frequency electromagnetic imaging the Linear Sampling Method works remarkably well despite the fact that the rigorous mathematical justification is still incomplete. In this work, we give an explanation for this good performance by showing that in the low-frequency limit the measurement operator fulfills the assumptions for the fully justified variant of the Linear Sampling Method, the so-called Factorization Method. We also show how the method has to be modified in the physically relevant case of electromagnetic imaging with divergence-free currents. We present numerical results to illustrate our findings, and to show that similar performance can be expected for the case of conducting objects and layered backgrounds.

Constraint based methods for allocation and scheduling of periodic applications

This work presents exact algorithms for the Resource Allocation and Cyclic Scheduling Problems (RA&CSPs). Cyclic Scheduling Problems arise in a number of application areas, such as in hoist scheduling, mass production, compiler design (implementing scheduling loops on parallel architectures), software pipelining, and in embedded system design. The RA&CS problem concerns time and resource assignment to a set of activities, to be indefinitely repeated, subject to precedence and resource capacity constraints. In this work we present two constraint programming frameworks facing two different types of cyclic problems. In first instance, we consider the disjunctive RA&CSP, where the allocation problem considers unary resources. Instances are described through the Synchronous Data-flow (SDF) Model of Computation. The key problem of finding a maximum-throughput allocation and scheduling of Synchronous Data-Flow graphs onto a multi-core architecture is NP-hard and has been traditionally solved by means of heuristic (incomplete) algorithms. We propose an exact (complete) algorithm for the computation of a maximum-throughput mapping of applications specified as SDFG onto multi-core architectures. Results show that the approach can handle realistic instances in terms of size and complexity. Next, we tackle the Cyclic Resource-Constrained Scheduling Problem (i.e. CRCSP). We propose a Constraint Programming approach based on modular arithmetic: in particular, we introduce a modular precedence constraint and a global cumulative constraint along with their filtering algorithms. Many traditional approaches to cyclic scheduling operate by fixing the period value and then solving a linear problem in a generate-and-test fashion. Conversely, our technique is based on a non-linear model and tackles the problem as a whole: the period value is inferred from the scheduling decisions. The proposed approaches have been tested on a number of non-trivial synthetic instances and on a set of realistic industrial instances achieving good results on practical size problem.

Iterative regularization methods for ill-posed problems

This Ph.D thesis focuses on iterative regularization methods for regularizing linear and nonlinear ill-posed problems. Regarding linear problems, three new stopping rules for the Conjugate Gradient method applied to the normal equations are proposed and tested in many numerical simulations, including some tomographic images reconstruction problems. Regarding nonlinear problems, convergence and convergence rate results are provided for a Newton-type method with a modified version of Landweber iteration as an inner iteration in a Banach space setting.

Decomposition Methods and Network Design Problems

Decomposition based approaches are recalled from primal and dual point of view. The possibility of building partially disaggregated reduced master problems is investigated. This extends the idea of aggregated-versus-disaggregated formulation to a gradual choice of alternative level of aggregation. Partial aggregation is applied to the linear multicommodity minimum cost flow problem. The possibility of having only partially aggregated bundles opens a wide range of alternatives with different trade-offs between the number of iterations and the required computation for solving it. This trade-off is explored for several sets of instances and the results are compared with the ones obtained by directly solving the natural node-arc formulation. An iterative solution process to the route assignment problem is proposed, based on the well-known Frank Wolfe algorithm. In order to provide a first feasible solution to the Frank Wolfe algorithm, a linear multicommodity min-cost flow problem is solved to optimality by using the decomposition techniques mentioned above. Solutions of this problem are useful for network orientation and design, especially in relation with public transportation systems as the Personal Rapid Transit. A single-commodity robust network design problem is addressed. In this, an undirected graph with edge costs is given together with a discrete set of balance matrices, representing different supply/demand scenarios. The goal is to determine the minimum cost installation of capacities on the edges such that the flow exchange is feasible for every scenario. A set of new instances that are computationally hard for the natural flow formulation are solved by means of a new heuristic algorithm. Finally, an efficient decomposition-based heuristic approach for a large scale stochastic unit commitment problem is presented. The addressed real-world stochastic problem employs at its core a deterministic unit commitment planning model developed by the California Independent System Operator (ISO).

Efficient certification of feasibility and objective value of linear programs and its applications

The use of linear programming in various areas has increased with the significant improvement of specialized solvers. Linear programs are used as such to model practical problems, or as subroutines in algorithms such as formal proofs or branch-and-cut frameworks. In many situations a certified answer is needed, for example the guarantee that the linear program is feasible or infeasible, or a provably safe bound on its objective value. Most of the available solvers work with floating-point arithmetic and are thus subject to its shortcomings such as rounding errors or underflow, therefore they can deliver incorrect answers. While adequate for some applications, this is unacceptable for critical applications like flight controlling or nuclear plant management due to the potential catastrophic consequences. We propose a method that gives a certified answer whether a linear program is feasible or infeasible, or returns unknown'. The advantage of our method is that it is reasonably fast and rarely answers unknown'. It works by computing a safe solution that is in some way the best possible in the relative interior of the feasible set. To certify the relative interior, we employ exact arithmetic, whose use is nevertheless limited in general to critical places, allowing us to rnremain computationally efficient. Moreover, when certain conditions are fulfilled, our method is able to deliver a provable bound on the objective value of the linear program. We test our algorithm on typical benchmark sets and obtain higher rates of success compared to previous approaches for this problem, while keeping the running times acceptably small. The computed objective value bounds are in most of the cases very close to the known exact objective values. We prove the usability of the method we developed by additionally employing a variant of it in a different scenario, namely to improve the results of a Satisfiability Modulo Theories solver. Our method is used as a black box in the nodes of a branch-and-bound tree to implement conflict learning based on the certificate of infeasibility for linear programs consisting of subsets of linear constraints. The generated conflict clauses are in general small and give good rnprospects for reducing the search space. Compared to other methods we obtain significant improvements in the running time, especially on the large instances.

Internally contracted multireference coupled-cluster methods

This thesis details the development of quantum chemical methods for the accurate theoretical description of molecular systems with a complicated electronic structure. In simple cases, a single Slater determinant, in which the electrons occupy a number of energetically lowest molecular orbitals, offers a qualitatively correct model. The widely used coupled-cluster method CCSD(T) efficiently includes electron correlation effects starting from this determinant and provides reaction energies in error by only a few kJ/mol. However, the method often fails when several electronic configurations are important, as, for instance, in the course of many chemical reactions or in transition metal compounds. Internally contracted multireference coupled-cluster methods (ic-MRCC methods) cure this deficiency by using a linear combination of determinants as a reference function. Despite their theoretical elegance, the ic-MRCC equations involve thousands of terms and are therefore derived by the computer. Calculations of energy surfaces of BeH2, HF, LiF, H2O, N2 and Be3 unveil the theory's high accuracy compared to other approaches and the quality of various hierarchies of approximations. New theoretical advances include size-extensive techniques for removing linear dependencies in the ic-MRCC equations and a multireference analog of CCSD(T). Applications of the latter method to O3, Ni2O2, benzynes, C6H7NO and Cr2 underscore its potential to become a new standard method in quantum chemistry.

Kinematics and statics of cable-driven parallel robots by interval-analysis-based methods

In the past two decades the work of a growing portion of researchers in robotics focused on a particular group of machines, belonging to the family of parallel manipulators: the cable robots. Although these robots share several theoretical elements with the better known parallel robots, they still present completely (or partly) unsolved issues. In particular, the study of their kinematic, already a difficult subject for conventional parallel manipulators, is further complicated by the non-linear nature of cables, which can exert only efforts of pure traction. The work presented in this thesis therefore focuses on the study of the kinematics of these robots and on the development of numerical techniques able to address some of the problems related to it. Most of the work is focused on the development of an interval-analysis based procedure for the solution of the direct geometric problem of a generic cable manipulator. This technique, as well as allowing for a rapid solution of the problem, also guarantees the results obtained against rounding and elimination errors and can take into account any uncertainties in the model of the problem. The developed code has been tested with the help of a small manipulator whose realization is described in this dissertation together with the auxiliary work done during its design and simulation phases.

IMEX finite volume methods for the shallow water equations

Die Flachwassergleichungen (SWE) sind ein hyperbolisches System von Bilanzgleichungen, die adäquate Approximationen an groß-skalige Strömungen der Ozeane, Flüsse und der Atmosphäre liefern. Dabei werden Masse und Impuls erhalten. Wir unterscheiden zwei charakteristische Geschwindigkeiten: die Advektionsgeschwindigkeit, d.h. die Geschwindigkeit des Massentransports, und die Geschwindigkeit von Schwerewellen, d.h. die Geschwindigkeit der Oberflächenwellen, die Energie und Impuls tragen. Die Froude-Zahl ist eine Kennzahl und ist durch das Verhältnis der Referenzadvektionsgeschwindigkeit zu der Referenzgeschwindigkeit der Schwerewellen gegeben. Für die oben genannten Anwendungen ist sie typischerweise sehr klein, z.B. 0.01. Zeit-explizite Finite-Volume-Verfahren werden am öftersten zur numerischen Berechnung hyperbolischer Bilanzgleichungen benutzt. Daher muss die CFL-Stabilitätsbedingung eingehalten werden und das Zeitinkrement ist ungefähr proportional zu der Froude-Zahl. Deswegen entsteht bei kleinen Froude-Zahlen, etwa kleiner als 0.2, ein hoher Rechenaufwand. Ferner sind die numerischen Lösungen dissipativ. Es ist allgemein bekannt, dass die Lösungen der SWE gegen die Lösungen der Seegleichungen/ Froude-Zahl Null SWE für Froude-Zahl gegen Null konvergieren, falls adäquate Bedingungen erfüllt sind. In diesem Grenzwertprozess ändern die Gleichungen ihren Typ von hyperbolisch zu hyperbolisch.-elliptisch. Ferner kann bei kleinen Froude-Zahlen die Konvergenzordnung sinken oder das numerische Verfahren zusammenbrechen. Insbesondere wurde bei zeit-expliziten Verfahren falsches asymptotisches Verhalten (bzgl. der Froude-Zahl) beobachtet, das diese Effekte verursachen könnte.Ozeanographische und atmosphärische Strömungen sind typischerweise kleine Störungen eines unterliegenden Equilibriumzustandes. Wir möchten, dass numerische Verfahren für Bilanzgleichungen gewisse Equilibriumzustände exakt erhalten, sonst können künstliche Strömungen vom Verfahren erzeugt werden. Daher ist die Quelltermapproximation essentiell. Numerische Verfahren die Equilibriumzustände erhalten heißen ausbalanciert.rnrnIn der vorliegenden Arbeit spalten wir die SWE in einen steifen, linearen und einen nicht-steifen Teil, um die starke Einschränkung der Zeitschritte durch die CFL-Bedingung zu umgehen. Der steife Teil wird implizit und der nicht-steife explizit approximiert. Dazu verwenden wir IMEX (implicit-explicit) Runge-Kutta und IMEX Mehrschritt-Zeitdiskretisierungen. Die Raumdiskretisierung erfolgt mittels der Finite-Volumen-Methode. Der steife Teil wird mit Hilfe von finiter Differenzen oder au eine acht mehrdimensional Art und Weise approximniert. Zur mehrdimensionalen Approximation verwenden wir approximative Evolutionsoperatoren, die alle unendlich viele Informationsausbreitungsrichtungen berücksichtigen. Die expliziten Terme werden mit gewöhnlichen numerischen Flüssen approximiert. Daher erhalten wir eine Stabilitätsbedingung analog zu einer rein advektiven Strömung, d.h. das Zeitinkrement vergrößert um den Faktor Kehrwert der Froude-Zahl. Die in dieser Arbeit hergeleiteten Verfahren sind asymptotisch erhaltend und ausbalanciert. Die asymptotischer Erhaltung stellt sicher, dass numerische Lösung das "korrekte" asymptotische Verhalten bezüglich kleiner Froude-Zahlen besitzt. Wir präsentieren Verfahren erster und zweiter Ordnung. Numerische Resultate bestätigen die Konvergenzordnung, so wie Stabilität, Ausbalanciertheit und die asymptotische Erhaltung. Insbesondere beobachten wir bei machen Verfahren, dass die Konvergenzordnung fast unabhängig von der Froude-Zahl ist.

Comparison of monte carlo collimator transport methods for photon treatment planning in radiotherapy

The aim of this work was a Monte Carlo (MC) based investigation of the impact of different radiation transport methods in collimators of a linear accelerator on photon beam characteristics, dose distributions, and efficiency. Thereby it is investigated if it is possible to use different simplifications in the radiation transport for some clinical situations in order to save calculation time.

Impact of measurement errors on the determination of the linear modulus of human meniscal attachments

For the development of meniscal substitutes and related finite element models it is necessary to know the mechanical properties of the meniscus and its attachments. Measurement errors can falsify the determination of material properties. Therefore the impact of metrological and geometrical measurement errors on the determination of the linear modulus of human meniscal attachments was investigated. After total differentiation the error of the force (+0.10%), attachment deformation (−0.16%), and fibre length (+0.11%) measurements almost annulled each other. The error of the cross-sectional area determination ranged from 0.00%, gathered from histological slides, up to 14.22%, obtained from digital calliper measurements. Hence, total measurement error ranged from +0.05% to −14.17%, predominantly affected by the cross-sectional area determination error. Further investigations revealed that the entire cross-section was significantly larger compared to the load-carrying collagen fibre area. This overestimation of the cross-section area led to an underestimation of the linear modulus of up to −36.7%. Additionally, the cross-sections of the collagen-fibre area of the attachments significantly varied up to +90% along their longitudinal axis. The resultant ratio between the collagen fibre area and the histologically determined cross-sectional area ranged between 0.61 for the posterolateral and 0.69 for the posteromedial ligament. The linear modulus of human meniscal attachments can be significantly underestimated due to the use of different methods and locations of cross-sectional area determination. Hence, it is suggested to assess the load carrying collagen fibre area histologically, or, alternatively, to use the correction factors proposed in this study.