Improving ultimate convergence of an augmented Lagrangian method

Optimization methods that employ the classical Powell-Hestenes-Rockafellar augmented Lagrangian are useful tools for solving nonlinear programming problems. Their reputation decreased in the last 10 years due to the comparative success of interior-point Newtonian algorithms, which are asymptotically faster. In this research, a combination of both approaches is evaluated. The idea is to produce a competitive method, being more robust and efficient than its `pure` counterparts for critical problems. Moreover, an additional hybrid algorithm is defined, in which the interior-point method is replaced by the Newtonian resolution of a Karush-Kuhn-Tucker (KKT) system identified by the augmented Lagrangian algorithm. The software used in this work is freely available through the Tango Project web page:http://www.ime.usp.br/similar to egbirgin/tango/.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

The wavelet method as an alternative for reducing ionospheric effects from single-frequency GPS receivers

The ionospheric effect is one of the major errors in GPS data processing over long baselines. As a dispersive medium, it is possible to compute its influence on the GPS signal with the ionosphere-free linear combination of L1 and L2 observables, requiring dual-frequency receivers. In the case of single-frequency receivers, ionospheric effects are either neglected or reduced by using a model. In this paper, an alternative for single-frequency users is proposed. It involves multiresolution analysis (MRA) using a wavelet analysis of the double-difference observations to remove the short- and medium-scale ionosphere variations and disturbances, as well as some minor tropospheric effects. Experiments were carried out over three baseline lengths from 50 to 450 km, and the results provided by the proposed method were better than those from dual-frequency receivers. The horizontal root mean square was of about 0.28 m (1 sigma).

A neural system to robust Nonlinear optimization subject to disjoint and constrained sets

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

Neural Network-Based Approach for Identification of the Harmonic Content of a Nonlinear Load in a Single-Phase System

In this paper an alternative method based on artificial neural networks is presented to determine harmonic components in the load current of a single-phase electric power system with nonlinear loads, whose parameters can vary so much in reason of the loads characteristic behaviors as because of the human intervention. The first six components in the load current are determined using the information contained in the time-varying waveforms. The effectiveness of this method is verified by using it in a single-phase active power filter with selective compensation of the current drained by an AC controller. The proposed method is compared with the fast Fourier transform.

Interior point method for long-term generation scheduling of large-scale hydrothermal systems

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

Stabilizing controller design for uncertain nonlinear systems using fuzzy models

A Lyapunov-based stabilizing control design method for uncertain nonlinear dynamical systems using fuzzy models is proposed. The controller is constructed using a design model of the dynamical process to be controlled. The design model is obtained from the truth model using a fuzzy modeling approach. The truth model represents a detailed description of the process dynamics. The truth model is used in a simulation experiment to evaluate the performance of the controller design. A method for generating local models that constitute the design model is proposed. Sufficient conditions for stability and stabilizability of fuzzy models using fuzzy state-feedback controllers are given. The results obtained are illustrated with a numerical example involving a four-dimensional nonlinear model of a stick balancer.

Continuation fast decoupled power flow with secant predictor

The conventional Newton and fast decoupled power flow methods are considered inadequate for obtaining the maximum loading point of power systems due to ill-conditioning problems at and near this critical point. At this point, the Jacobian matrix of the Newton method becomes singular. In addition, it is widely accepted that the P-V and Q-theta decoupling assumptions made for the fast decoupled power flow formulation no longer hold. However, in this paper, it is presented a new fast decoupled power flow that becomes adequate for the computation of the maximum loading point by simply using the reactive power injection of a selected PV bus as a continuation parameter. Besides, fast decoupled methods using V and 0 as parameters and a secant predictor are also presented. These new versions are compared to each other with the purpose of pointing out their features, as well as the influence of reactive power and transformer tap limits. The results obtained for the IEEE systems (14 and 118 buses) show that the characteristics of the conventional method are enhanced and the region of convergence around the singular solution is enlarged.

Levenberg-Marquardt application to two-phase nonlinear parameter estimation for finned-tube coil evaporators

A procedure for calculation of refrigerant mass flow rate is implemented in the distributed numerical model to simulate the flow in finned-tube coil dry-expansion evaporators, usually found in refrigeration and air-conditioning systems. Two-phase refrigerant flow inside the tubes is assumed to be one-dimensional, unsteady, and homogeneous. In themodel the effects of refrigerant pressure drop and the moisture condensation from the air flowing over the external surface of the tubes are considered. The results obtained are the distributions of refrigerant velocity, temperature and void fraction, tube-wall temperature, air temperature, and absolute humidity. The finite volume method is used to discretize the governing equations. Additionally, given the operation conditions and the geometric parameters, the model allows the calculation of the refrigerant mass flow rate. The value of mass flow rate is computed using the process of parameter estimation with the minimization method of Levenberg-Marquardt minimization. In order to validate the developed model, the obtained results using HFC-134a as a refrigerant are compared with available data from the literature.

A Decomposition and Noise Removal Method Combining Diffusion Equation and Wave Atoms for Textured Images

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On the extended applications of Homogenous Balance Method

In this paper, we study the travelling wave reductions for certain (2 + 1)- and (3 + 1)-dimensional physically important nonlinear evolutionary equations by using the recently proposed Homogenous Balance Method (HBM). Through this analysis we explore certain new solutions for the equations we have studied. (C) 2001 Published by Elsevier B.V.

Periodic waves and solitons in a nonlinear fibre with resonant impurities

We shall consider a coupled nonlinear Schrodinger equation- Bloch system of equations describing the propagation of a single pulse through a nonlinear dispersive waveguide in the presence of resonances; this could be, for example, a doped optical fibre. By making use of the integrability of the dynamic equations, we shall apply the finite-gap integration method to obtain periodic solutions for this system. Next, we consider the problem of the formation of solitons at a sharp front pulse and, by means of the Whitham modulational theory, we derive the amplitude and velocity of the largest soliton.

Asymptotic soliton train solutions of the defocusing nonlinear Schrodinger equation

Asymptotic behavior of initially large and smooth pulses is investigated at two typical stages of their evolution governed by the defocusing nonlinear Schrodinger equation. At first, wave breaking phenomenon is studied in the limit of small dispersion. A solution of the Whitham modulational equations is found for the case of dissipationless shock wave arising after the wave breaking point. Then, asymptotic soliton trains arising eventually from a large and smooth initial pulse are studied by means of a semiclassical method. The parameter varying along the soliton train is calculated from the generalized Bohr-Sommerfeld quantization rule, so that the distribution of eigenvalues depends on two functions-intensity rho(0)(x) of the initial pulse and its initial chirp v(0)(x). The influence of the initial chirp on the asymptotic state is investigated. Excellent agreement of the numerical solution of the defocusing NLS equation with predictions of the asymptotic theory is found.

Integrable NLS equation with time-dependent nonlinear coefficient and self-similar attractive BEC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On the solutions of the position-dependent effective mass Schrodinger equation of a nonlinear oscillator related with the isotonic oscillator

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)