O método da função lagrangiana aumentada barreira modificada para a resolução do fluxo de potência ótimo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A practical approach for outdoors distributed target localization in wireless sensor networks

Wireless sensor networks are posed as the new communication paradigm where the use of small, low-complexity, and low-power devices is preferred over costly centralized systems. The spectra of potential applications of sensor networks is very wide, ranging from monitoring, surveillance, and localization, among others. Localization is a key application in sensor networks and the use of simple, efficient, and distributed algorithms is of paramount practical importance. Combining convex optimization tools with consensus algorithms we propose a distributed localization algorithm for scenarios where received signal strength indicator readings are used. We approach the localization problem by formulating an alternative problem that uses distance estimates locally computed at each node. The formulated problem is solved by a relaxed version using semidefinite relaxation technique. Conditions under which the relaxed problem yields to the same solution as the original problem are given and a distributed consensusbased implementation of the algorithm is proposed based on an augmented Lagrangian approach and primaldual decomposition methods. Although suboptimal, the proposed approach is very suitable for its implementation in real sensor networks, i.e., it is scalable, robust against node failures and requires only local communication among neighboring nodes. Simulation results show that running an additional local search around the found solution can yield performance close to the maximum likelihood estimate.

A Semi-Lagrangian Particle Level Set Finite Element Method for Interface Problems

We present a quasi-monotone semi-Lagrangian particle level set (QMSL-PLS) method for moving interfaces. The QMSL method is a blend of first order monotone and second order semi-Lagrangian methods. The QMSL-PLS method is easy to implement, efficient, and well adapted for unstructured, either simplicial or hexahedral, meshes. We prove that it is unconditionally stable in the maximum discrete norm, � · �h,∞, and the error analysis shows that when the level set solution u(t) is in the Sobolev space Wr+1,∞(D), r ≥ 0, the convergence in the maximum norm is of the form (KT/Δt)min(1,Δt � v �h,∞ /h)((1 − α)hp + hq), p = min(2, r + 1), and q = min(3, r + 1),where v is a velocity. This means that at high CFL numbers, that is, when Δt > h, the error is O( (1−α)hp+hq) Δt ), whereas at CFL numbers less than 1, the error is O((1 − α)hp−1 + hq−1)). We have tested our method with satisfactory results in benchmark problems such as the Zalesak’s slotted disk, the single vortex flow, and the rising bubble.

Hyperspectral unmixing with simultaneous dimensionality estimation

This paper is an elaboration of the simplex identification via split augmented Lagrangian (SISAL) algorithm (Bioucas-Dias, 2009) to blindly unmix hyperspectral data. SISAL is a linear hyperspectral unmixing method of the minimum volume class. This method solve a non-convex problem by a sequence of augmented Lagrangian optimizations, where the positivity constraints, forcing the spectral vectors to belong to the convex hull of the endmember signatures, are replaced by soft constraints. With respect to SISAL, we introduce a dimensionality estimation method based on the minimum description length (MDL) principle. The effectiveness of the proposed algorithm is illustrated with simulated and real data.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Large deformation dynamic finite element analysis of delaminated composite plates using contact-impact conditions

A new C-0 composite plate finite element based on Reddy's third order theory is used for large deformation dynamic analysis of delaminated composite plates. The inter-laminar contact is modeled with an augmented Lagrangian approach. Numerical results show that the widely used ``unconditionally stable'' beta-Newmark method presents instability problems in the transient simulation of delaminated composite plate structures with large deformation. To overcome this instability issue, an energy and momentum conserving composite implicit time integration scheme presented by Bathe and Baig is used. It is found that a proper selection of the penalty parameter is very crucial in the contact simulation. (C) 2014 Elsevier Ltd. All rights reserved.

Interplay of martensitic phase transformation and plastic slip in polycrystals

Inspired by key experimental and analytical results regarding Shape Memory Alloys (SMAs), we propose a modelling framework to explore the interplay between martensitic phase transformations and plastic slip in polycrystalline materials, with an eye towards computational efficiency. The resulting framework uses a convexified potential for the internal energy density to capture the stored energy associated with transformation at the meso-scale, and introduces kinetic potentials to govern the evolution of transformation and plastic slip. The framework is novel in the way it treats plasticity on par with transformation.

We implement the framework in the setting of anti-plane shear, using a staggered implicit/explict update: we first use a Fast-Fourier Transform (FFT) solver based on an Augmented Lagrangian formulation to implicitly solve for the full-field displacements of a simulated polycrystal, then explicitly update the volume fraction of martensite and plastic slip using their respective stick-slip type kinetic laws. We observe that, even in this simple setting with an idealized material comprising four martensitic variants and four slip systems, the model recovers a rich variety of SMA type behaviors. We use this model to gain insight into the isothermal behavior of stress-stabilized martensite, looking at the effects of the relative plastic yield strength, the memory of deformation history under non-proportional loading, and several others.

We extend the framework to the generalized 3-D setting, for which the convexified potential is a lower bound on the actual internal energy, and show that the fully implicit discrete time formulation of the framework is governed by a variational principle for mechanical equilibrium. We further propose an extension of the method to finite deformations via an exponential mapping. We implement the generalized framework using an existing Optimal Transport Mesh-free (OTM) solver. We then model the $\alpha$--$\gamma$ and $\alpha$--$\varepsilon$ transformations in pure iron, with an initial attempt in the latter to account for twinning in the parent phase. We demonstrate the scalability of the framework to large scale computing by simulating Taylor impact experiments, observing nearly linear (ideal) speed-up through 256 MPI tasks. Finally, we present preliminary results of a simulated Split-Hopkinson Pressure Bar (SHPB) experiment using the $\alpha$--$\varepsilon$ model.

Resolução numérica de escoamentos compressíveis empregando um método de partículas livre de malhas e o processamento em paralelo (CUDA)

Os métodos numéricos convencionais, baseados em malhas, têm sido amplamente aplicados na resolução de problemas da Dinâmica dos Fluidos Computacional. Entretanto, em problemas de escoamento de fluidos que envolvem superfícies livres, grandes explosões, grandes deformações, descontinuidades, ondas de choque etc., estes métodos podem apresentar algumas dificuldades práticas quando da resolução destes problemas. Como uma alternativa viável, existem os métodos de partículas livre de malhas. Neste trabalho é feita uma introdução ao método Lagrangeano de partículas, livre de malhas, Smoothed Particle Hydrodynamics (SPH) voltado para a simulação numérica de escoamentos de fluidos newtonianos compressíveis e quase-incompressíveis. Dois códigos numéricos foram desenvolvidos, uma versão serial e outra em paralelo, empregando a linguagem de programação C/C++ e a Compute Unified Device Architecture (CUDA), que possibilita o processamento em paralelo empregando os núcleos das Graphics Processing Units (GPUs) das placas de vídeo da NVIDIA Corporation. Os resultados numéricos foram validados e a eficiência computacional avaliada considerandose a resolução dos problemas unidimensionais Shock Tube e Blast Wave e bidimensional da Cavidade (Shear Driven Cavity Problem).

Desenvolvimento de um simulador numérico empregando o método Smoothed Particle Hydrodynamics para a resolução de escoamentos incompressíveis. Implementação computacional em paralelo (CUDA)

Neste trabalho, foi desenvolvido um simulador numérico baseado no método livre de malhas Smoothed Particle Hydrodynamics (SPH) para a resolução de escoamentos de fluidos newtonianos incompressíveis. Diferentemente da maioria das versões existentes deste método, o código numérico faz uso de uma técnica iterativa na determinação do campo de pressões. Este procedimento emprega a forma diferencial de uma equação de estado para um fluido compressível e a equação da continuidade a fim de que a correção da pressão seja determinada. Uma versão paralelizada do simulador numérico foi implementada usando a linguagem de programação C/C++ e a Compute Unified Device Architecture (CUDA) da NVIDIA Corporation. Foram simulados três problemas, o problema unidimensional do escoamento de Couette e os problemas bidimensionais do escoamento no interior de uma Cavidade (Shear Driven Cavity Problem) e da Quebra de Barragem (Dambreak).

Simulação de escoamentos incompressíveis empregando o método Smoothed Particle Hydrodynamics utilizando algoritmos iterativos na determinação do campo de pressões

Nesse trabalho, foi desenvolvido um simulador numérico (C/C++) para a resolução de escoamentos de fluidos newtonianos incompressíveis, baseado no método de partículas Lagrangiano, livre de malhas, Smoothed Particle Hydrodynamics (SPH). Tradicionalmente, duas estratégias são utilizadas na determinação do campo de pressões de forma a garantir-se a condição de incompressibilidade do fluido. A primeira delas é a formulação chamada Weak Compressible Smoothed Particle Hydrodynamics (WCSPH), onde uma equação de estado para um fluido quase-incompressível é utilizada na determinação do campo de pressões. A segunda, emprega o Método da Projeção e o campo de pressões é obtido mediante a resolução de uma equação de Poisson. No estudo aqui desenvolvido, propõe-se três métodos iterativos, baseados noMétodo da Projeção, para o cálculo do campo de pressões, Incompressible Smoothed Particle Hydrodynamics (ISPH). A fim de validar os métodos iterativos e o código computacional, foram simulados dois problemas unidimensionais: os escoamentos de Couette entre duas placas planas paralelas infinitas e de Poiseuille em um duto infinito e foram usadas condições de contorno do tipo periódicas e partículas fantasmas. Um problema bidimensional, o escoamento no interior de uma cavidade com a parede superior posta em movimento, também foi considerado. Na resolução deste problema foi utilizado o reposicionamento periódico de partículas e partículas fantasmas.

Outer Trust-Region Method for Constrained Optimization

Given an algorithm A for solving some mathematical problem based on the iterative solution of simpler subproblems, an outer trust-region (OTR) modification of A is the result of adding a trust-region constraint to each subproblem. The trust-region size is adaptively updated according to the behavior of crucial variables. The new subproblems should not be more complex than the original ones, and the convergence properties of the OTR algorithm should be the same as those of Algorithm A. In the present work, the OTR approach is exploited in connection with the ""greediness phenomenon"" of nonlinear programming. Convergence results for an OTR version of an augmented Lagrangian method for nonconvex constrained optimization are proved, and numerical experiments are presented.

Otimização Topológica com Termo-elasticidade Utilizando Elementos Tri3

This work proposes a formulation for optimization of 2D-structure layouts submitted to mechanic and thermal shipments and applied an h-adaptive filter process which conduced to computational low spend and high definition structural layouts. The main goal of the formulation is to minimize the structure mass submitted to an effective state of stress of von Mises, with stability and lateral restriction variants. A criterion of global measurement was used for intents a parametric condition of stress fields. To avoid singularity problems was considerate a release on the stress restriction. On the optimization was used a material approach where the homogenized constructive equation was function of the material relative density. The intermediary density effective properties were represented for a SIMP-type artificial model. The problem was simplified by use of the method of finite elements of Galerkin using triangles with linear Lagrangian basis. On the solution of the optimization problem, was applied the augmented Lagrangian Method, that consists on minimum problem sequence solution with box-type restrictions, resolved by a 2nd orderprojection method which uses the method of the quasi-Newton without memory, during the problem process solution. This process reduces computational expends showing be more effective and solid. The results materialize more refined layouts with accurate topologic and shape of structure definitions. On the other hand formulation of mass minimization with global stress criterion provides to modeling ready structural layouts, with violation of the criterion of homogeneous distributed stress

Um método primal-dual aplicado na resolução do problema de fluxo de potência ótimo

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

Mineral dust mobilisation, transport, and deposition in different climate epochs

Mineral dust is an important component of the Earth's climate system and provides essential nutrientsrnto oceans and rain forests. During atmospheric transport, dust particles directly and indirectly influencernweather and climate. The strength of dust sources and characteristics of the transport, in turn, mightrnbe subject to climatic changes. Earth system models help for a better understanding of these complexrnmechanisms.rnrnThis thesis applies the global climate model ECHAM5/MESSy Atmospheric Chemistry (EMAC) for simulationsrnof the mineral dust cycle under different climatic conditions. The prerequisite for suitable modelrnresults is the determination of the model setup reproducing the most realistic dust cycle in the recentrnclimate. Simulations with this setup are used to gain new insights into properties of the transatlanticrndust transport from Africa to the Americas and adaptations of the model's climate forcing factors allowrnfor investigations of the impact of climatic changes on the dust cycle.rnrnIn the first part, the most appropriate model setup is determined through a number of sensitivity experiments.rnIt uses the dust emission parametrisation from Tegen et al. 2002 and a spectral resolutionrnof T85, corresponding to a horizontal grid spacing of about 155 km. Coarser resolutions are not able tornaccurately reproduce emissions from important source regions such as the Bodele Depression in Chad orrnthe Taklamakan Desert in Central Asia. Furthermore, the representation of ageing and wet deposition ofrndust particles in the model requires a basic sulphur chemical mechanism. This setup is recommended forrnfuture simulations with EMAC focusing on mineral dust.rnrnOne major branch of the global dust cycle is the long-range transport from the world's largest dustrnsource, the Sahara, across the Atlantic Ocean. Seasonal variations of the main transport pathways to thernAmazon Basin in boreal winter and to the Caribbean during summer are well known and understood,rnand corroborated in this thesis. Both Eulerian and Lagrangian methods give estimates on the typicalrntransport times from the source regions to the deposition on the order of nine to ten days. Previously, arnhuge proportion of the dust transported across the Atlantic Ocean has been attributed to emissions fromrnthe Bodele Depression. However, the contribution of this hot spot to the total transport is very low inrnthe present results, although the overall emissions from this region are comparable. Both model resultsrnand data sets analysed earlier, such as satellite products, involve uncertainties and this controversy aboutrndust transport from the Bodele Depression calls for future investigations and clarification.rnrnAforementioned characteristics of the transatlantic dust transport just slightly change in simulationsrnrepresenting climatic conditions of the Little Ice Age in the middle of the last millennium with meanrnnear-surface cooling of 0.5 to 1 K. However, intensification of the West African summer monsoon duringrnthe Little Ice Age is associated with higher dust emissions from North African source regions and wetterrnconditions in the Sahel. Furthermore, the Indian Monsoon and dust emissions from the Arabian Peninsula,rnwhich are affected by this circulation, are intensified during the Little Ice Age, whereas the annual globalrndust budget is similar in both climate epochs. Simulated dust emission fluxes are particularly influencedrnby the surface parameters. Modifications of the model do not affect those in this thesis, to be able tornascribe all differences in the results to changed forcing factors, such as greenhouse gas concentrations.rnDue to meagre comparison data sets, the verification of results presented here is problematic. Deeperrnknowledge about the dust cycle during the Little Ice Age can be obtained by future simulations, based onrnthis work, and additionally using improved reconstructions of surface parameters. Better evaluation ofrnsuch simulations would be possible by refining the temporal resolution of reconstructed dust depositionrnfluxes from existing ice and marine sediment cores.