Characterizing Dynamic Optimization Benchmarks for the Comparison of Multi-Modal Tracking Algorithms

Population-based metaheuristics, such as particle swarm optimization (PSO), have been employed to solve many real-world optimization problems. Although it is of- ten sufficient to find a single solution to these problems, there does exist those cases where identifying multiple, diverse solutions can be beneficial or even required. Some of these problems are further complicated by a change in their objective function over time. This type of optimization is referred to as dynamic, multi-modal optimization. Algorithms which exploit multiple optima in a search space are identified as niching algorithms. Although numerous dynamic, niching algorithms have been developed, their performance is often measured solely on their ability to find a single, global optimum. Furthermore, the comparisons often use synthetic benchmarks whose landscape characteristics are generally limited and unknown. This thesis provides a landscape analysis of the dynamic benchmark functions commonly developed for multi-modal optimization. The benchmark analysis results reveal that the mechanisms responsible for dynamism in the current dynamic bench- marks do not significantly affect landscape features, thus suggesting a lack of representation for problems whose landscape features vary over time. This analysis is used in a comparison of current niching algorithms to identify the effects that specific landscape features have on niching performance. Two performance metrics are proposed to measure both the scalability and accuracy of the niching algorithms. The algorithm comparison results demonstrate the algorithms best suited for a variety of dynamic environments. This comparison also examines each of the algorithms in terms of their niching behaviours and analyzing the range and trade-off between scalability and accuracy when tuning the algorithms respective parameters. These results contribute to the understanding of current niching techniques as well as the problem features that ultimately dictate their success.

Skewness risk and bond prices

Statistical evidence is reported that even outside disaster periods, agents face negative consumption skewness, as well as positive inflation skewness. Quantitative implications of skewness risk for nominal loan contracts in a pure exchange economy are derived. Key modeling assumptions are Epstein-Zin preferences for traders and asymmetric distributions for consumption and inflation innovations. The model is solved using a third-order perturbation and estimated by the simulated method of moments. Results show that skewness risk accounts for 6 to 7 percent of the risk premia depending on the bond maturity.

Field-induced coordinates for the determination of dynamic vibrational nonlinear optical properties

Three conjugated organic molecules that span a range of polarity and valence-bond/charge transfer characteristics were studied. It was found that dispersion can be insignificant, and that adequate treatment can be achieved with frequency-dependent field-induced vibrational coordinates (FD-FICs)

A proposal for the diagnosis of uncertain dynamic systems based on interval models

The performance of a model-based diagnosis system could be affected by several uncertainty sources, such as,model errors,uncertainty in measurements, and disturbances. This uncertainty can be handled by mean of interval models.The aim of this thesis is to propose a methodology for fault detection, isolation and identification based on interval models. The methodology includes some algorithms to obtain in an automatic way the symbolic expression of the residual generators enhancing the structural isolability of the faults, in order to design the fault detection tests. These algorithms are based on the structural model of the system. The stages of fault detection, isolation, and identification are stated as constraint satisfaction problems in continuous domains and solved by means of interval based consistency techniques. The qualitative fault isolation is enhanced by a reasoning in which the signs of the symptoms are derived from analytical redundancy relations or bond graph models of the system. An initial and empirical analysis regarding the differences between interval-based and statistical-based techniques is presented in this thesis. The performance and efficiency of the contributions are illustrated through several application examples, covering different levels of complexity.

The effect of flow field & geometry on the dynamic contact angle

A number of recent experiments suggest that, at a given wetting speed, the dynamic contact angle formed by an advancing liquid-gas interface with a solid substrate depends on the flow field and geometry near the moving contact line. In the present work, this effect is investigated in the framework of an earlier developed theory that was based on the fact that dynamic wetting is, by its very name, a process of formation of a new liquid-solid interface (newly “wetted” solid surface) and hence should be considered not as a singular problem but as a particular case from a general class of flows with forming or/and disappearing interfaces. The results demonstrate that, in the flow configuration of curtain coating, where a liquid sheet (“curtain”) impinges onto a moving solid substrate, the actual dynamic contact angle indeed depends not only on the wetting speed and material constants of the contacting media, as in the so-called slip models, but also on the inlet velocity of the curtain, its height, and the angle between the falling curtain and the solid surface. In other words, for the same wetting speed the dynamic contact angle can be varied by manipulating the flow field and geometry near the moving contact line. The obtained results have important experimental implications: given that the dynamic contact angle is determined by the values of the surface tensions at the contact line and hence depends on the distributions of the surface parameters along the interfaces, which can be influenced by the flow field, one can use the overall flow conditions and the contact angle as a macroscopic multiparametric signal-response pair that probes the dynamics of the liquid-solid interface. This approach would allow one to investigate experimentally such properties of the interface as, for example, its equation of state and the rheological properties involved in the interface’s response to an external torque, and would help to measure its parameters, such as the coefficient of sliding friction, the surface-tension relaxation time, and so on.

Essays in macroeconomy and dynamic term-structure models

This thesis is composed of three articles with the subjects of macroeconomics and - nance. Each article corresponds to a chapter and is done in paper format. In the rst article, which was done with Axel Simonsen, we model and estimate a small open economy for the Canadian economy in a two country General Equilibrium (DSGE) framework. We show that it is important to account for the correlation between Domestic and Foreign shocks and for the Incomplete Pass-Through. In the second chapter-paper, which was done with Hedibert Freitas Lopes, we estimate a Regime-switching Macro-Finance model for the term-structure of interest rates to study the US post-World War II (WWII) joint behavior of macro-variables and the yield-curve. We show that our model tracks well the US NBER cycles, the addition of changes of regime are important to explain the Expectation Theory of the term structure, and macro-variables have increasing importance in recessions to explain the variability of the yield curve. We also present a novel sequential Monte-Carlo algorithm to learn about the parameters and the latent states of the Economy. In the third chapter, I present a Gaussian A ne Term Structure Model (ATSM) with latent jumps in order to address two questions: (1) what are the implications of incorporating jumps in an ATSM for Asian option pricing, in the particular case of the Brazilian DI Index (IDI) option, and (2) how jumps and options a ect the bond risk-premia dynamics. I show that jump risk-premia is negative in a scenario of decreasing interest rates (my sample period) and is important to explain the level of yields, and that gaussian models without jumps and with constant intensity jumps are good to price Asian options.

Do options contain information about excess bond returns ?

There is strong empirical evidence that risk premia in long-term interest rates are time-varying. These risk premia critically depend on interest rate volatility, yet existing research has not examined the im- pact of time-varying volatility on excess returns for long-term bonds. To address this issue, we incorporate interest rate option prices, which are very sensitive to interest rate volatility, into a dynamic model for the term structure of interest rates. We estimate three-factor affine term structure models using both swap rates and interest rate cap prices. When we incorporate option prices, the model better captures interest rate volatility and is better able to predict excess returns for long-term swaps over short-term swaps, both in- and out-of-sample. Our results indicate that interest rate options contain valuable infor- mation about risk premia and interest rate dynamics that cannot be extracted from interest rates alone.

The structure of a native L-amino acid oxidase, the major component of the Vipera ammodytes ammodytes venomic, reveals dynamic active site and quaternary structure stabilization by divalent ions

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

On stick-slip homoclinic chaos and bifurcations in a mechanical system with dry friction

In this paper we consider a self-excited mechanical system by dry friction in order to study the bifurcational behavior of the arisen vibrations. The oscillating system consists of a mass block-belt-system which is self-excited by static and Coulomb friction. We analyze the system behavior numerically through bifurcation diagrams, phase portraits, frequency spectra and Poincare maps, which show the existence of nonhomoclinic and homoclinic chaos and a route to homoclinic chaos. The homoclinic chaos is also analyzed analytically via the Melnikov prediction method. The system dynamic is characterized by the existence of two potential wells in the phase plane which exhibit rich bifurcational and chaotic behavior.

Stick-slip chaos in a non-ideal self-excited system

In engineering practical systems the excitation source is generally dependent on the system dynamic structure. In this paper we analyze a self-excited oscillating system due to dry friction which interacts with an energy source of limited power supply (non ideal problem). The mechanical system consists of an oscillating system sliding on a moving belt driven by a limited power supply. In the oscillating system considered here, dry friction acts as an excitation mechanism for stick-slip oscillations. The stick-slip chaotic oscillations are investigated because the knowledge of their dynamic characteristics is an important step in system design and control. Many engineering systems present stick-slip chaotic oscillations such as machine tools, oil well drillstrings, car brakes and others.

Dynamic wetting of complex liquids

A simple dependency between contact angle θ and velocity or surface tension has been predicted for the wetting and dewetting behavior of simple liquids. According to the hydrodynamic theory, this dependency was described by Cox and Voinov as θ ∼ Ca^(1/3) (Ca: Capillary number). For more complex liquids like surfactant solutions, this prediction is not directly given.rnHere I present a rotating drum setup for studying wetting/dewetting processes of surfactant solutions on the basis of velocity-dependent contact angle measurements. With this new setup I showed that surfactant solutions do not follow the predicted Cox-Voinov relation, but showed a stronger contact angle dependency on surface tension. All surfactants independent of their charge showed this difference from the prediction so that electrostatic interactions as a reason could be excluded. Instead, I propose the formation of a surface tension gradient close to the three-phase contact line as the main reason for the strong contact angle decrease with increasing surfactant concentration. Surface tension gradients are not only formed locally close to the three-phase contact line, but also globally along the air-liquid interface due to the continuous creation/destruction of the interface by the drum moving out of/into the liquid. By systematically hindering the equilibration routes of the global gradient along the interface and/or through the bulk, I was able to show that the setup geometry is also important for the wetting/dewetting of surfactant solutions. Further, surface properties like roughness or chemical homogeneity of the wetted/dewetted substrate influence the wetting/dewetting behavior of the liquid, i. e. the three-phase contact line is differently pinned on rough/smooth or homogeneous/inhomogeneous surfaces. Altogether I showed that the wetting/dewetting of surfactant solutions did not depend on the surfactant type (anionic, cationic, or non-ionic) but on the surfactant concentration and strength, the setup geometry, and the surface properties.rnSurfactants do not only influence the wetting/dewetting behavior of liquids, but also the impact behavior of drops on free-standing films or solutions. In a further part of this work, I dealt with the stability of the air cushion between drop and film/solution. To allow coalescence between drop and substrate, the air cushion has to vanish. In the presence of surfactants, the vanishing of the air is slowed down due to a change in the boundary condition from slip to no-slip, i. e. coalescence is suppressed or slowed down in the presence of surfactant.

Shear band evolution in Zr/Hf-based bulk metallic glasses under static and dynamic indentations

Bulk metallic glasses (BMGs) exhibit superior mechanical properties as compared with other conventional materials and have been proposed for numerous engineering and technological applications. Zr/Hf-based BMGs or tungsten reinforced BMG composites are considered as a potential replacement for depleted uranium armor-piercing projectiles because of their ability to form localized shear bands during impact, which has been known to be the dominant plastic deformation mechanism in BMGs. However, in conventional tensile, compressive and bending tests, limited ductility has been observed because of fracture initiation immediately following the shear band formation. To fully investigate shear band characteristics, indentation tests that can confine the deformation in a limited region have been pursued. In this thesis, a detailed investigation of thermal stability and mechanical deformation behavior of Zr/Hf-based BMGs is conducted. First, systematic studies had been implemented to understand the influence of relative compositions of Zr and Hf on thermal stability and mechanical property evolution. Second, shear band evolution under indentations were investigated experimentally and theoretically. Three kinds of indentation studies were conducted on BMGs in the current study. (a) Nano-indentation to determine the mechanical properties as a function of Hf/Zr content. (b) Static Vickers indentation on bonded split specimens to investigate the shear band evolution characteristics beneath the indention. (c) Dynamic Vickers indentation on bonded split specimens to investigate the influence of strain rate. It was found in the present work that gradually replacing Zr by Hf remarkably increases the density and improves the mechanical properties. However, a slight decrease in glass forming ability with increasing Hf content has also been identified through thermodynamic analysis although all the materials in the current study were still found to be amorphous. Many indentation studies have revealed only a few shear bands surrounding the indent on the top surface of the specimen. This small number of shear bands cannot account for the large plastic deformation beneath the indentations. Therefore, a bonded interface technique has been used to observe the slip-steps due to shear band evolution. Vickers indentations were performed along the interface of the bonded split specimen at increasing loads. At small indentation loads, the plastic deformation was primarily accommodated by semi-circular primary shear bands surrounding the indentation. At higher loads, secondary and tertiary shear bands were formed inside this plastic zone. A modified expanding cavity model was then used to predict the plastic zone size characterized by the shear bands and to identify the stress components responsible for the evolution of the various types of shear bands. The applicability of various hardness—yield-strength ( H −σγ ) relationships currently available in the literature for bulk metallic glasses (BMGs) is also investigated. Experimental data generated on ZrHf-based BMGs in the current study and those available elsewhere on other BMG compositions were used to validate the models. A modified expanding-cavity model, employed in earlier work, was extended to propose a new H −σγ relationship. Unlike previous models, the proposed model takes into account not only the indenter geometry and the material properties, but also the pressure sensitivity index of the BMGs. The influence of various model parameters is systematically analyzed. It is shown that there is a good correlation between the model predictions and the experimental data for a wide range of BMG compositions. Under dynamic Vickers indentation, a decrease in indentation hardness at high loading rate was observed compared to static indentation hardness. It was observed that at equivalent loads, dynamic indentations produced more severe deformation features on the loading surface than static indentations. Different from static indentation, two sets of widely spaced semi-circular shear bands with two different curvatures were observed. The observed shear band pattern and the strain rate softening in indentation hardness were rationalized based on the variations in the normal stress on the slip plane, the strain rate of shear and the temperature rise associated with the indentation deformation. Finally, a coupled thermo-mechanical model is proposed that utilizes a momentum diffusion mechanism for the growth and evolution of the final spacing of shear bands. The influence of strain rate, confinement pressure and critical shear displacement on the shear band spacing, temperature rise within the shear band, and the associated variation in flow stress have been captured and analyzed. Consistent with the known pressure sensitive behavior of BMGs, the current model clearly captures the influence of the normal stress in the formation of shear bands. The normal stress not only reduces the time to reach critical shear displacement but also causes a significant temperature rise during the shear band formation. Based on this observation, the variation of shear band spacing in a typical dynamic indentation test has been rationalized. The temperature rise within a shear band can be in excess of 2000K at high strain rate and high confinement pressure conditions. The associated drop in viscosity and flow stress may explain the observed decrease in fracture strength and indentation hardness. The above investigations provide valuable insight into the deformation behavior of BMGs under static and dynamic loading conditions. The shear band patterns observed in the above indentation studies can be helpful to understand and model the deformation features under complex loading scenarios such as the interaction of a penetrator with armor. Future work encompasses (1) extending and modifying the coupled thermo-mechanical model to account for the temperature rise in quasistatic deformation; and (2) expanding this model to account for the microstructural variation-crystallization and free volume migration associated with the deformation.

Bond Modelling of prestressed concrete during the prestressing force release

This paper presents an analytical model for simulating the bond between steel and concrete, in precast prestressed concrete elements, during the prestressing force release. The model establishes a relationship between bond stress, steel and concrete stress and slip in such concrete structures. This relationship allows us to evaluate the bond stress in the transmission zone, where bond stress is not constant, along the whole prestressing force release process. The model is validated with the results of a series of tests and is extended to evaluate the transmission length. This capability has been checked by comparing the transmission length predicted by the model and one measured experimentally in a series of tests.

Bond modelling of prestressed concrete during the prestressing force release

This paper presents an analytical model for simulating the bond between steel and concrete, in precast prestressed concrete elements, during the prestressing force release. The model establishes a relationship between bond stress, steel and concrete stress and slip in such concrete structures. This relationship allows us to evaluate the bond stress in the transmission zone, where bond stress is not constant, along the whole prestressing force release process. The model is validated with the results of a series of tests, considering different steel indentation depths and concrete covers and is extended to evaluate the transmission length. This capability has been checked by comparing the transmission length predicted by the model and one measured experimentally in two series of tests.

Influence of texture on the recrystallization mechanisms in an AZ31 Mg sheet alloy at dynamic rates

An AZ31 rolled sheet alloy has been tested at dynamic strain rates View the MathML source at 250 °C up to various intermediate strains before failure in order to investigate the predominant deformation and restoration mechanisms. In particular, tests have been carried out in compression along the rolling direction (RD), in tension along the RD and in compression along the normal direction (ND). It has been found that dynamic recrystallization (DRX) takes place despite the limited diffusion taking place under the high strain rates investigated. The DRX mechanisms and kinetics depend on the operative deformation mechanisms and thus vary for different loading modes (tension, compression) as well as for different relative orientations between the loading axis and the c-axes of the grains. In particular, DRX is enhanced by the operation of 〈c + a〉 slip, since cross-slip and climb take place more readily than for other slip systems, and thus the formation of high angle boundaries is easier. DRX is also clearly promoted by twinning.