Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Theory of unitarity bounds and low-energy form factors

We present a general formalism for deriving bounds on the shape parameters of the weak and electromagnetic form factors using as input correlators calculated from perturbative QCD, and exploiting analyticity and unitarily. The values resulting from the symmetries of QCD at low energies or from lattice calculations at special points inside the analyticity domain can be included in an exact way. We write down the general solution of the corresponding Meiman problem for an arbitrary number of interior constraints and the integral equations that allow one to include the phase of the form factor along a part of the unitarity cut. A formalism that includes the phase and some information on the modulus along a part of the cut is also given. For illustration we present constraints on the slope and curvature of the K-l3 scalar form factor and discuss our findings in some detail. The techniques are useful for checking the consistency of various inputs and for controlling the parameterizations of the form factors entering precision predictions in flavor physics.

Antarctic ice shelf melting and its impact on the global sea ice-ocean system

Earth s ice shelves are mainly located in Antarctica. They cover about 44% of the Antarctic coastline and are a salient feature of the continent. Antarctic ice shelf melting (AISM) removes heat from and inputs freshwater into the adjacent Southern Ocean. Although playing an important role in the global climate, AISM is one of the most important components currently absent in the IPCC climate model. In this study, AISM is introduced into a global sea ice-ocean climate model ORCA2-LIM, following the approach of Beckmann and Goosse (2003; BG03) for the thermodynamic interaction between the ice shelf and ocean. This forms the model ORCA2-LIM-ISP (ISP: ice shelf parameterization), in which not only all the major Antarctic ice shelves but also a number of minor ice shelves are included. Using these two models, ORCA2-LIM and ORCA2-LIM-ISP, the impact of addition of AISM and increasing AISM have been investigated. Using the ORCA2-LIM model, numerical experiments are performed to investigate the sensitivity of the polar sea ice cover and the Antarctic Circumpolar Current (ACC) transport through Drake Passage (DP) to the variations of three sea ice parameters, namely the thickness of newly formed ice in leads (h0), the compressive strength of ice (P*), and the turning angle in the oceanic boundary layer beneath sea ice (θ). It is found that the magnitudes of h0 and P* have little impact on the seasonal sea ice extent, but lead to large changes in the seasonal sea ice volume. The variation in turning angle has little impact on the sea ice extent and volume in the Arctic but tends to reduce them in the Antarctica when ignored. The magnitude of P* has the least impact on the DP transport, while the other two parameters have much larger influences. Numerical results from ORCA2-LIM and ORCA2-LIM-ISP are analyzed to investigate how the inclusion of AISM affects the representation of the Southern Ocean hydrography. Comparisons with data from the World Ocean Circulation Experiment (WOCE) show that the addition of AISM significantly improves the simulated hydrography. It not only warms and freshens the originally too cold and too saline bottom water (AABW), but also warms and enriches the salinity of the originally too cold and too fresh warm deep water (WDW). Addition of AISM also improves the simulated stratification. The close agreement between the simulation with AISM and the observations suggests that the applied parameterization is an adequate way to include the effect of AISM in a global sea ice-ocean climate model. We also investigate the models capability to represent the sea ice-ocean system in the North Atlantic Ocean and the Arctic regions. Our study shows both models (with and without AISM) can successfully reproduce the main features of the sea ice-ocean system. However, both tend to overestimate the ice flux through the Nares Strait, produce a lower temperature and salinity in the Hudson Bay, Baffin Bay and Davis Strait, and miss the deep convection in the Labrador Sea. These deficiencies are mainly attributed to the artificial enlargement of the Nares Strait in the model. In this study, the impact of increasing AISM on the global sea ice-ocean system is thoroughly investigated. This provides a first idea regarding changes induced by increasing AISM. It is shown that the impact of increasing AISM is global and most significant in the Southern Ocean. There, increasing AISM tends to freshen the surface water, to warm the intermediate and deep waters, and to freshen and warm the bottom water. In addition, increasing AISM also leads to changes in the mixed layer depths (MLD) in the deep convection sites in the Southern Ocean, deepening in the Antarctic continental shelf while shoaling in the ACC region. Furthermore, increasing AISM influences the current system in the Southern Ocean. It tends to weaken the ACC, and strengthen the Antarctic coastal current (ACoC) as well as the Weddell Gyre and the Ross Gyre. In addition to the ocean system, increasing AISM also has a notable impact on the Antarctic sea ice cover. Due to the cooling of seawater, sea ice concentration and thickness generally become higher. In austral winter, noticeable increases in sea ice concentration mainly take place near the ice edge. In regards with sea ice thickness, large increases are mainly found along the coast of the Weddell Sea, the Bellingshausen and Amundsen Seas, and the Ross Sea. The overall thickening of sea ice leads to a larger volume of sea ice in Antarctica. In the North Atlantic, increasing AISM leads to remarkable changes in temperature, salinity and density. The water generally becomes warmer, more saline and denser. The most significant warming occurs in the subsurface layer. In contrast, the maximum salinity increase is found at the surface. In addition, the MLD becomes larger along the Greenland-Scotland-Iceland ridge. Global teleconnections due to AISM are studied. The AISM signal is transported with the surface current: the additional freshwater from AISM tends to enhance the northward spreading of the surface water. As a result, more warm and saline water is transported from the tropical region to the North Atlantic Ocean, resulting in warming and salt enrichment there. It would take about 30 40 years to establish a systematic noticeable change in temperature, salinity and MLD in the North Atlantic Ocean according to this study. The changes in hydrography due to increasing AISM are compared with observations. Consistency suggests that increasing AISM is highly likely a major contributor to the recent observed changes in the Southern Ocean. In addition, the AISM might contribute to the salinity contrast between the North Atlantic and North Pacific, which is important for the global thermohaline circulation.

Correlation of helicopter rotor aeroelastic response with HART-II wind tunnel test data

Purpose - This paper aims to validate a comprehensive aeroelastic analysis for a helicopter rotor with the higher harmonic control aeroacoustic rotor test (HART-II) wind tunnel test data. Design/methodology/approach - Aeroelastic analysis of helicopter rotor with elastic blades based on finite element method in space and time and capable of considering higher harmonic control inputs is carried out. Moderate deflection and coriolis nonlinearities are included in the analysis. The rotor aerodynamics are represented using free wake and unsteady aerodynamic models. Findings - Good correlation between analysis and HART-II wind tunnel test data is obtained for blade natural frequencies across a range of rotating speeds. The basic physics of the blade mode shapes are also well captured. In particular, the fundamental flap, lag and torsion modes compare very well. The blade response compares well with HART-II result and other high-fidelity aeroelastic code predictions for flap and torsion mode. For the lead-lag response, the present analysis prediction is somewhat better than other aeroelastic analyses. Research limitations/implications - Predicted blade response trend with higher harmonic pitch control agreed well with the wind tunnel test data, but usually contained a constant offset in the mean values of lead-lag and elastic torsion response. Improvements in the modeling of the aerodynamic environment around the rotor can help reduce this gap between the experimental and numerical results. Practical implications - Correlation of predicted aeroelastic response with wind tunnel test data is a vital step towards validating any helicopter aeroelastic analysis. Such efforts lend confidence in using the numerical analysis to understand the actual physical behavior of the helicopter system. Also, validated numerical analyses can take the place of time-consuming and expensive wind tunnel tests during the initial stage of the design process. Originality/value - While the basic physics appears to be well captured by the aeroelastic analysis, there is need for improvement in the aerodynamic modeling which appears to be the source of the gap between numerical predictions and HART-II wind tunnel experiments.

Decomposition of Scots pine fine woody debris in boreal conditions

"Litter quality and environmental effects on Scots pine (Pinus sylvestris L.) fine woody debris (FWD) decomposition were examined in three forestry-drained peatlands representing different site types along a climatic gradient from the north boreal (Northern Finland) to south (Southern Finland) and hemiboreal (Central Estonia) conditions. Decomposition (percent mass loss) of FWD with diameter <= 10 mm (twigs) and FWD with diameter > 10 mm (branches) was measured using the litter bag method over 1-4-year periods. Overall, decomposition rates increased from north to south, the rate constants (k values) varying from 0.128 to 0.188 year(-1) and from 0.066 to 0.127 year(-1) for twigs and branches, respectively. On average, twigs had lost 34%, 19% and 19%, and branches 25%, 17% and 11% of their initial mass after 2 years of decomposition at the hemiboreal, south boreal and north boreal sites, respectively. After 4 years at the south boreal site the values were 48% for twigs and 42% for branches. Based on earlier studies, we suggest that the decomposition rates that we determined may be used for estimating Scots pine FWD decomposition in the boreal zone, also in upland forests. Explanatory models accounted for 50.4% and 71.2% of the total variation in FWD decomposition rates when the first two and all years were considered, respectively. The variables most related to FWD decomposition included the initial ash, water extractives and Klason lignin content of litter, and cumulative site precipitation minus potential evapotranspiration. Simulations of inputs and decomposition of Scots pine FWD and needle litter in south boreal conditions over a 60-year period showed that 72 g m(-2) of organic matter from FWD vs. 365 g m(-2) from needles accumulated in the forest floor. The annual inputs varied from 5.7 to 15.6 g m(-2) and from 92 to 152 g m(-2) for FWD and needles, respectively. Each thinning caused an increase in FWD inputs, Up to 510 g m(-2), while the needle inputs did not change dramatically. Because the annual FWD inputs were lowered following the thinnings, the overall effect of thinnings on C accumulation from FWD was slightly negative. The contribution of FWD to soil C accumulation, relative to needle litter, seems to be rather minor in boreal Scots pine forests. (C) 2008 Elsevier B.V. All rights reserved."

Litter quality and its response to water level drawdown in boreal peatlands at plant species and community level

Changes in the structure of plant communities may have much more impact on ecosystem carbon (C) cycling than any phenotypic responses to environmental changes. We studied these impacts via the response of plant litter quality, at the level of species and community, to persistent water-level (WL) drawdown in peatlands. We studied three sites with different nutrient regimes, and water-level manipulations at two time scales. The parameters used to characterize litter quality included extractable substances, cellulose, holocellulose, composition of hemicellulose (neutral sugars, uronic acids), Klason lignin, CuO oxidation phenolic products, and concentrations of C and several nutrients. The litters formed four chemically distinct groups: non-graminoid foliar litters, graminoids, mosses and woody litters. Direct effects of WL drawdown on litter quality at the species level were overruled by indirect effects via changes in litter type composition. The pristine conditions were characterized by Sphagnum moss and graminoid litters. Short-term (years) responses of the litter inputs to WL drawdown were small. In longterm (decades), total litter inputs increased, due to increased tree litter inputs. Simultaneously, the litter type composition and its chemical quality at the community level greatly changed. The changes that we documented will strongly affect soil properties and C cycle of peatlands.

Local systems, global impacts : Using life cycle assessment to analyse the potential and constraints of industrial symbioses

Human activities extract and displace different substances and materials from the earth s crust, thus causing various environmental problems, such as climate change, acidification and eutrophication. As problems have become more complicated, more holistic measures that consider the origins and sources of pollutants have been called for. Industrial ecology is a field of science that forms a comprehensive framework for studying the interactions between the modern technological society and the environment. Industrial ecology considers humans and their technologies to be part of the natural environment, not separate from it. Industrial operations form natural systems that must also function as such within the constraints set by the biosphere. Industrial symbiosis (IS) is a central concept of industrial ecology. Industrial symbiosis studies look at the physical flows of materials and energy in local industrial systems. In an ideal IS, waste material and energy are exchanged by the actors of the system, thereby reducing the consumption of virgin material and energy inputs and the generation of waste and emissions. Companies are seen as part of the chains of suppliers and consumers that resemble those of natural ecosystems. The aim of this study was to analyse the environmental performance of an industrial symbiosis based on pulp and paper production, taking into account life cycle impacts as well. Life Cycle Assessment (LCA) is a tool for quantitatively and systematically evaluating the environmental aspects of a product, technology or service throughout its whole life cycle. Moreover, the Natural Step Sustainability Principles formed a conceptual framework for assessing the environmental performance of the case study symbiosis (Paper I). The environmental performance of the case study symbiosis was compared to four counterfactual reference scenarios in which the actors of the symbiosis operated on their own. The research methods used were process-based life cycle assessment (LCA) (Papers II and III) and hybrid LCA, which combines both process and input-output LCA (Paper IV). The results showed that the environmental impacts caused by the extraction and processing of the materials and the energy used by the symbiosis were considerable. If only the direct emissions and resource use of the symbiosis had been considered, less than half of the total environmental impacts of the system would have been taken into account. When the results were compared with the counterfactual reference scenarios, the net environmental impacts of the symbiosis were smaller than those of the reference scenarios. The reduction in environmental impacts was mainly due to changes in the way energy was produced. However, the results are sensitive to the way the reference scenarios are defined. LCA is a useful tool for assessing the overall environmental performance of industrial symbioses. It is recommended that in addition to the direct effects, the upstream impacts should be taken into account as well when assessing the environmental performance of industrial symbioses. Industrial symbiosis should be seen as part of the process of improving the environmental performance of a system. In some cases, it may be more efficient, from an environmental point of view, to focus on supply chain management instead.  

Optimization of an ammonia reactor using regression analysis

This paper presents an optimization algorithm for an ammonia reactor based on a regression model relating the yield to several parameters, control inputs and disturbances. This model is derived from the data generated by hybrid simulation of the steady-state equations describing the reactor behaviour. The simplicity of the optimization program along with its ability to take into account constraints on flow variables make it best suited in supervisory control applications.

Fractal boundaries of basin of attraction of Newton-Raphson method in helicopter trim

A key problem in helicopter aeroelastic analysis is the enormous computational time required for a numerical solution of the nonlinear system of algebraic equations required for trim, particularly when free wake models are used. Trim requires calculation of the main rotor and tail rotor controls and the vehicle attitude which leads to the six steady forces and moments about the helicopter center of gravity to be zero. An appropriate initial estimate of the trim state is needed for successful helicopter trim. This study aims to determine the control inputs that can have considerable effect on the convergence of trim solution in the aeroelastic analysis of helicopter rotors by investigating the basin of attraction of the nonlinear equations (set of initial guess points from which the nonlinear equations converge). It is illustrated that the three main rotor pitch controls of collective pitch, longitudinal cyclic pitch and lateral cyclic pitch have a significant contribution to the convergence of the trim solution. Trajectories of the Newton iterates are shown and some ideas for accelerating the convergence of a trim solution in the aeroelastic analysis of helicopters are proposed. It is found that the basins of attraction can have fractal boundaries. (C) 2010 Elsevier Ltd. All rights reserved.

A Strategy for Conserving the Biodiversity of the Uttara Kannada District in South India

Taking the various values ascribed to biodiversity as its point of departure rather many years ago, the present study aims at deriving a conservation strategy for Uttara Kannada. This hilly district, with the highest proportion of its area under forests in South India, is divided into five ecological zones: coastal, northern evergreen, southern evergreen, moist deciduous, and dry deciduous. The heavily-populated coastal zone includes mangrove forests and estuarine wetlands. The evergreen forests are particularly rich in the diversity of plant species which they support - including wild relatives of a number of cultivated plants. They also serve a vital function in watershed conservation. The moist deciduous forests are rich in bird species; both moist and dry deciduous forests include a number of freshwater ponds and lakes that support a high diversity of aquatic birds.Reviewing the overall distribution of biodiversity, we identify specific localities - including estuaries, evergreen forests, and moist deciduous forests - which should be set aside as Nature reserves. These larger reserves must be complemented by a network of traditionally-protected sacred groves and sacred trees that are distributed throughout the district and that protect today, for instance, the finest surviving stand of dipterocarp trees.We also spell out the necessary policy-changes in overall development strategy that should stem the ongoing decimation of biodiversity. These include (1) revitalizing community-based systems of sustainable management of village forests and protection of sacred groves and trees; (2) reorienting the usage-pattern of reserve forests from production of a limited variety of timber and softwood species for industrial consumers, to production of a larger diversity of non-wood forest produce of commercial value to support the rural economy; (3) utilizing marginal lands under private ownership for generating industrial wood supplies; and (4) provision of incentives for in situ maintenance of land-races of cultivated plants - especially evergreen, fruit-yielding trees - by the local people.It is proposed that this broad framework be now taken to the local communities, and that an action-plan be developed on the basis of inputs provided - and initiatives taken - by them.

Theoretical estimation of the effect of minor elements on the solubility of oxygen in silicon melt

The effect of fourteen minor elements (Al, As, B, Bi, C, Ga, Ge, In, N, P, Pb, S, Sb and Sn) on the solubility of oxygen in silicon melt has been estimated using a recently developed theoretical equation, with only fundamental physical parameters such as hard sphere diameter, atomic volume and molar heat of solution at infinite dilution as inputs. The results are expressed in the form of interaction parameters. Although only limited experimental data are available for comparison, the theoretical approach appears to predict the correct sign, but underestimates the magnitude of the interaction between oxygen and alloying elements. The present theoretical approach is useful in making qualitative predications on the effect of minor elements on the solubility of oxygen in silicon melt, when direct measurements are not available.

An integrated model for optimal reservoir operation for irrigation of multiple crops

An integrated model is developed, based on seasonal inputs of reservoir inflow and rainfall in the irrigated area, to determine the optimal reservoir release policies and irrigation allocations to multiple crops. The model is conceptually made up of two modules, Module 1 is an intraseasonal allocation model to maximize the sum of relative yields of all crops, for a given state of the system, using linear programming (LP). The module takes into account reservoir storage continuity, soil moisture balance, and crop root growth with time. Module 2 is a seasonal allocation model to derive the steady state reservoir operating policy using stochastic dynamic programming (SDP). Reservoir storage, seasonal inflow, and seasonal rainfall are the state variables in the SDP. The objective in SDP is to maximize the expected sum of relative yields of all crops in a year. The results of module 1 and the transition probabilities of seasonal inflow and rainfall form the input for module 2. The use of seasonal inputs coupled with the LP-SDP solution strategy in the present formulation facilitates in relaxing the limitations of an earlier study, while affecting additional improvements. The model is applied to an existing reservoir in Karnataka State, India.

Effective drug dosage design for treatment of infectious diseases using dynamic inversion

A generic nonlinear mathematical model describing the human immunological dynamics is used to design an effective automatic drug administration scheme. Even though the model describes the effects of various drugs on the dynamic system, this work is confined to the drugs that kill the invading pathogen and heal the affected organ. From a system theoretic point of view, the drug inputs can be interpreted as control inputs, which can be designed based on control theoretic concepts. The controller is designed based on the principle of dynamic inversion and is found to be effective in curing the �nominal model patient� by killing the invading microbes and healing the damaged organ. A major advantage of this technique is that it leads to a closed-form state feedback form of control. It is also proved from a rigorous mathematical analysis that the internal dynamics of the system remains stable when the proposed controller is applied. A robustness study is also carried out for testing the effectiveness of the drug administration scheme for parameter uncertainties. It is observed from simulation studies that the technique has adequate robustness for many �realistic model patients� having off-nominal parameter values as well.

A thermodynamic criterion for selection of gas compositions for diamond deposition

Isoactivity lines for carbon with respect to diamond as the standard state have been calculated in the ternary system C-H-O at 1223 K to identify the diamond deposition domain. The gas composition is calculated by suppressing the formation of all condensed forms of carbon using the SOLGASMIX free-energy minimization program. Thirty six gas species were included in the calculation. From the gas composition, isoactivity lines are computed using recent data on the Gibbs energy of diamond. Except for activities less than 0.1, the isoactivity lines are almost linear on the C-H-O ternary diagram. Gas compositions which generate activity of diamond ranging from 1 to 100 at 1223 K fall inside a narrow wedge originating from the point representing CO. This wedge is very similar to the revised lens-shaped diamond growth domain identified by Bachman et al., using inputs from experiment. The small difference between the calculated and observed domains may be attributed to variation in the supersaturation required for diamond deposition with gas composition. The diamond solubility in the gas phase along the isoactivity line for a(di)=100 and P=6.7 kPa exhibits a minimum at 1280 K, which is close to the optimum temperature found experimentally. At higher supersaturations, non-diamond forms of carbon, including amorphous varieties, are expected. The results suggest that thermodynamic calculations can be useful for locating diamond growth domains in more complex CVD systems containing halogens, for which very little experimental data is available.

Conditional linearization in nonlinear random vibration

In this paper, an improved probabilistic linearization approach is developed to study the response of nonlinear single degree of freedom (SDOF) systems under narrow-band inputs. An integral equation for the probability density function (PDF) of the envelope is derived. This equation is solved using an iterative scheme. The technique is applied to study the hardening type Duffing's oscillator under narrow-band excitation. The results compare favorably with those obtained using numerical simulation. In particular, the bimodal nature of the PDF for the response envelope for certain parameter ranges is brought out.