Comparison of robust criteria for D-optimal design

This study compared the performance of a local and three robust optimality criteria in terms of the standard error for a one-parameter and a two-parameter nonlinear model with uncertainty in the parameter values. The designs were also compared in conditions where there was misspecification in the prior parameter distribution. The impact of different correlation between parameters on the optimal design was examined in the two-parameter model. The designs and standard errors were solved analytically whenever possible and numerically otherwise.

Estimating vulnerable windows of exposure to air pollution during pregnancy

Exposure to air pollution during pregnancy is a potential cause of adverse birth outcomes such as preterm birth and stillbirth. The risk of exposure may be greater during vulnerable windows of the pregnancy which might only be weeks long. We demonstrate a method to find these windows based on smoothing the risk of weekly exposure using conditional autoregression. We use incidence density sampling to match cases with adverse birth outcomes to controls whose gestation lasted at least as long as the case. This matching means that cases and controls are have equal length exposure periods, rather than comparing, for example, cases with short gestations to controls with longer gestations. We demonstrate the ability of the method to find vulnerable windows using two simulation studies. We illustrate the method by examining the association between particulate matter air pollution and stillbirth in Brisbane, Australia.

Machine prognostics based on health state estimation using SVM

The ability to accurately predict the remaining useful life of machine components is critical for machine continuous operation, and can also improve productivity and enhance system safety. In condition-based maintenance (CBM), maintenance is performed based on information collected through condition monitoring and an assessment of the machine health. Effective diagnostics and prognostics are important aspects of CBM for maintenance engineers to schedule a repair and to acquire replacement components before the components actually fail. All machine components are subjected to degradation processes in real environments and they have certain failure characteristics which can be related to the operating conditions. This paper describes a technique for accurate assessment of the remnant life of machines based on health state probability estimation and involving historical knowledge embedded in the closed loop diagnostics and prognostics systems. The technique uses a Support Vector Machine (SVM) classifier as a tool for estimating health state probability of machine degradation, which can affect the accuracy of prediction. To validate the feasibility of the proposed model, real life historical data from bearings of High Pressure Liquefied Natural Gas (HP-LNG) pumps were analysed and used to obtain the optimal prediction of remaining useful life. The results obtained were very encouraging and showed that the proposed prognostic system based on health state probability estimation has the potential to be used as an estimation tool for remnant life prediction in industrial machinery.

Optimal distribution network reinforcement considering load growth, line loss, and reliability

In this paper, a new comprehensive planning methodology is proposed for implementing distribution network reinforcement. The load growth, voltage profile, distribution line loss, and reliability are considered in this procedure. A time-segmentation technique is employed to reduce the computational load. Options considered range from supporting the load growth using the traditional approach of upgrading the conventional equipment in the distribution network, through to the use of dispatchable distributed generators (DDG). The objective function is composed of the construction cost, loss cost and reliability cost. As constraints, the bus voltages and the feeder currents should be maintained within the standard level. The DDG output power should not be less than a ratio of its rated power because of efficiency. A hybrid optimization method, called modified discrete particle swarm optimization, is employed to solve this nonlinear and discrete optimization problem. A comparison is performed between the optimized solution based on planning of capacitors along with tap-changing transformer and line upgrading and when DDGs are included in the optimization.

Glider path-planning for optimal sampling of mesocale eddies

Ocean gliders constitute an important advance in the highly demanding ocean monitoring scenario. Their effciency, endurance and increasing robustness make these vehicles an ideal observing platform for many long term oceanographic applications. However, they have proved to be also useful in the opportunis-tic short term characterization of dynamic structures. Among these, mesoscale eddies are of particular interest due to the relevance they have in many oceano-graphic processes.

Optimal power system stabilizer tuning in multi-machine system via an improved differential evolution

Power system stabilizer (PSS) is one of the most important controllers in modern power systems for damping low frequency oscillations. Many efforts have been dedicated to design the tuning methodologies and allocation techniques to obtain optimal damping behaviors of the system. Traditionally, it is tuned mostly for local damping performance, however, in order to obtain a globally optimal performance, the tuning of PSS needs to be done considering more variables. Furthermore, with the enhancement of system interconnection and the increase of system complexity, new tools are required to achieve global tuning and coordination of PSS to achieve optimal solution in a global meaning. Differential evolution (DE) is a recognized as a simple and powerful global optimum technique, which can gain fast convergence speed as well as high computational efficiency. However, as many other evolutionary algorithms (EA), the premature of population restricts optimization capacity of DE. In this paper, a modified DE is proposed and applied for optimal PSS tuning of 39-Bus New-England system. New operators are introduced to reduce the probability of getting premature. To investigate the impact of system conditions on PSS tuning, multiple operating points will be studied. Simulation result is compared with standard DE and particle swarm optimization (PSO).

An optimal under-frequency load shedding strategy considering distributed generators and load static characteristics

The well-established under-frequency load shedding (UFLS) is deemed to be the last of effective remedial measures against a severe frequency decline of a power system. With the ever-increasing size of power systems and the extensive penetration of distributed generators (DGs) in power systems, the problem of developing an optimal UFLS strategy is facing some new challenges. Given this background, an optimal UFLS strategy for a distribution system with DGs and load static characteristics taken into consideration is developed. Based on the frequency and the rate of change of frequency, the presented strategy consists of several basic rounds and a special round. In the basic round, the frequency emergency can be alleviated by quickly shedding some loads. In the special round, the frequency security can be maintained, and the operating parameters of the distribution system can be optimized by adjusting the output powers of DGs and some loads. The modified IEEE 37-node test feeder is employed to demonstrate the essential features of the developed optimal UFLS strategy in the MATLAB/SIMULINK environment.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

Numerical methods for strong solutions of stochastic differential equations : an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.

On the statistical determination of optimal camera configurations in large scale surveillance networks

The selection of optimal camera configurations (camera locations, orientations etc.) for multi-camera networks remains an unsolved problem. Previous approaches largely focus on proposing various objective functions to achieve different tasks. Most of them, however, do not generalize well to large scale networks. To tackle this, we introduce a statistical formulation of the optimal selection of camera configurations as well as propose a Trans-Dimensional Simulated Annealing (TDSA) algorithm to effectively solve the problem. We compare our approach with a state-of-the-art method based on Binary Integer Programming (BIP) and show that our approach offers similar performance on small scale problems. However, we also demonstrate the capability of our approach in dealing with large scale problems and show that our approach produces better results than 2 alternative heuristics designed to deal with the scalability issue of BIP.

Numerical solutions of stochastic differential equations – implementation and stability issues

Stochastic differential equations (SDEs) arise fi om physical systems where the parameters describing the system can only be estimated or are subject to noise. There has been much work done recently on developing numerical methods for solving SDEs. This paper will focus on stability issues and variable stepsize implementation techniques for numerically solving SDEs effectively.

A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.