Free vibration of a stochastic beam-column using stochastic fem

The free vibrational characteristics of a beam-column, which is having randomly varying Young's modulus and mass density and subjected to randomly distributed axial loading is analysed. The material property fluctuations and axial loadings are considered to constitute independent one-dimensional, uni-variate, homogeneous real, spatially distributed stochastic fields. Hamilton's principle is used to formulate the problem using stochastic FEM. Vibration frequencies and mode shapes are analysed for their statistical descriptions. A numerical example is shown.

On duality in linear fractional programming

In this paper, a dual of a given linear fractional program is defined and the weak, direct and converse duality theorems are proved. Both the primal and the dual are linear fractional programs. This duality theory leads to necessary and sufficient conditions for the optimality of a given feasible solution. A unmerical example is presented to illustrate the theory in this connection. The equivalence of Charnes and Cooper dual and Dinkelbach’s parametric dual of a linear fractional program is also established.

A functional style of programming with CSP-like communication mechanisms

This paper introduces CSP-like communication mechanisms into Backus’ Functional Programming (FP) systems extended by nondeterministic constructs. Several new functionals are used to describe nondeterminism and communication in programs. The functionals union and restriction are introduced into FP systems to develop a simple algebra of programs with nondeterminism. The behaviour of other functionals proposed in this paper are characterized by the properties of union and restriction. The axiomatic semantics of communication constructs are presented. Examples show that it is possible to reason about a communicating program by first transforming it into a non-communicating program by using the axioms of communication, and then reasoning about the resulting non-communicating version of the program. It is also shown that communicating programs can be developed from non-communicating programs given as specifications by using a transformational approach.

An efficient algorithm for linear programming

A simple but efficient algorithm is presented for linear programming. The algorithm computes the projection matrix exactly once throughout the computation unlike that of Karmarkar’s algorithm where in the projection matrix is computed at each and every iteration. The algorithm is best suitable to be implemented on a parallel architecture. Complexity of the algorithm is being studied.

Real-time multipurpose reservoir operation: a case study / Exploitation en temps reacuteel d'un reservoir agrave buts multiples: eacutetude d'un cas

A real-time operational methodology has been developed for multipurpose reservoir operation for irrigation and hydropower generation with application to the Bhadra reservoir system in the state of Karnataka, India. The methodology consists of three phases of computer modelling. In the first phase, the optimal release policy for a given initial storage and inflow is determined using a stochastic dynamic programming (SDP) model. Streamflow forecasting using an adaptive AutoRegressive Integrated Moving Average (ARIMA) model constitutes the second phase. A real-time simulation model is developed in the third phase using the forecast inflows of phase 2 and the operating policy of phase 1. A comparison of the optimal monthly real-time operation with the historical operation demonstrates the relevance, applicability and the relative advantage of the proposed methodology.

Denumerable state stochastic games with limiting average payoff

We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

Missile battery placement for air defense: A dynamic programming approach

A procedure to evaluate surface-to-air missile battery placement patterns for air defense is presented. A measure of defense effectiveness is defined as a function of kill probability of the defense missiles and the nature of the surrounding terrain features. The concept of cumulative danger index is used to select the best path for a penetrating hostile aircraft for any given pattern of placement. The aircraft is assumed to be intelligent and well-informed. The path is generated using a dynamic programming methodology. The software package so developed can be used off-line to choose the best among a number of possible battery placement patterns.

Non-conservatively loaded stochastic columns

A new finite element method is developed to analyse non-conservative structures with more than one parameter behaving in a stochastic manner. As a generalization, this paper treats the subsequent non-self-adjoint random eigenvalue problem that arises when the material property values of the non-conservative structural system have stochastic fluctuations resulting from manufacturing and measurement errors. The free vibration problems of stochastic Beck's column and stochastic Leipholz column whose Young's modulus and mass density are distributed stochastically are considered. The stochastic finite element method that is developed, is implemented to arrive at a random non-self-adjoint algebraic eigenvalue problem. The stochastic characteristics of eigensolutions are derived in terms of the stochastic material property variations. Numerical examples are given. It is demonstrated that, through this formulation, the finite element discretization need not be dependent on the characteristics of stochastic processes of the fluctuations in material property value.

On extremal solutions to stochastic control problems, II

The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed from a convex analytic viewpoint. Various equivalence relations depending on one-dimensional marginals thereof are defined on this set and the corresponding equivalence classes are studied.

Parametric instability of stochastic columns

Columns which have stochastically distributed Young's modulus and mass density and are subjected to deterministic periodic axial loadings are considered. The general case of a column supported on a Winkler elastic foundation of random stiffness and also on discrete elastic supports which are also random is considered. Material property fluctuations are modeled as independent one-dimensional univariate homogeneous real random fields in space. In addition to autocorrelation functions or their equivalent power spectral density functions, the input random fields are characterized by scale of fluctuations or variance functions for their second order properties. The foundation stiffness coefficient and the stiffnesses of discrete elastic supports are treated to constitute independent random variables. The system equations of boundary frequencies are obtained using Bolotin's method for deterministic systems. Stochastic FEM is used to obtain the discrete system with random as well as periodic coefficients. Statistical properties of boundary frequencies are derived in terms of input parameter statistics. A complete covariance structure is obtained. The equations developed are illustrated using a numerical example employing a practical correlation structure.

Snapthrough instability of a stochastic a von Mises truss

A von Mises truss with stochastically varying material properties is investigated for snapthrough instability. The variability of the snap-through load is calculated analytically as a function of the material property variability represented as a stochastic process. The bounds are established which are independent of the knowledge of the complete description of correlation structure which is seldom possible using the experimental data. Two processes are considered to represent the material property variability and the results are presented graphically. Ein von Mises Fachwerk mit stochastisch verteilten Materialeigenschaften wird bezüglich der Durchschlagsinstabilität untersucht. Die Spannbreite der Durchschlagslast wird analytisch als Funktion der Spannbreite der Materialeigenschaften berechnet, die stochastisch verteilt angenommen werden. Eine explizite Gesamtbeschreibung der Struktur ist bei Benutzung experimenteller Daten selten möglich. Deshalb werden Grenzen für die Durchschlagskraft entwickelt, die von der Kenntnis dieser Gesamtbeschreibung unabhängig sind. Zwei Grenzfälle werden betrachtet, um die Spannbreite der Materialeigenschaften darzustellen. Die Ergebnisse werden grafisch dargestellt.

Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

Free vibration analysis Of stochastic strings

The free vibration of strings with randomly varying mass and stiffness is considered. The joint probability density functions of the eigenvalues and eigenfunctions are characterized in terms of the solution of a pair of stochastic non-linear initial value problems. Analytical solutions of these equations based on the method of stochastic averaging are obtained. The effects of the mean and autocorrelation of the mass process are included in the analysis. Numerical results for the marginal probability density functions of eigenvalues and eigenfunctions are obtained and are found to compare well with Monte Carlo simulation results. The random eigenvalues, when normalized with respect to their corresponding deterministic values, are observed to tend to become first order stochastically stationary with respect to the mode count.

Positional Consensus of Multi-Agent Systems Using Linear Programming Based Decentralized Control with Rectilinear Decision Domain

In this paper we develop a Linear Programming (LP) based decentralized algorithm for a group of multiple autonomous agents to achieve positional consensus. Each agent is capable of exchanging information about its position and orientation with other agents within their sensing region. The method is computationally feasible and easy to implement. Analytical results are presented. The effectiveness of the approach is illustrated with simulation results.