915 resultados para asymptotic optimality
Resumo:
The quantum harmonic oscillator is described by the Hermite equation.¹ The asymptotic solution is predominantly used to obtain its analytical solutions. Wave functions (solutions) are quadratically integrable if taken as the product of the convergent asymptotic solution (Gaussian function) and Hermite polynomial,¹ whose degree provides the associated quantum number. Solving it numerically, quantization is observed when a control real variable is "tuned" to integer values. This can be interpreted by graphical reading of Y(x) and |Y(x)|², without other mathematical analysis, and prove useful for teaching fundamentals of quantum chemistry to undergraduates.
Resumo:
This thesis studies the use of heuristic algorithms in a number of combinatorial problems that occur in various resource constrained environments. Such problems occur, for example, in manufacturing, where a restricted number of resources (tools, machines, feeder slots) are needed to perform some operations. Many of these problems turn out to be computationally intractable, and heuristic algorithms are used to provide efficient, yet sub-optimal solutions. The main goal of the present study is to build upon existing methods to create new heuristics that provide improved solutions for some of these problems. All of these problems occur in practice, and one of the motivations of our study was the request for improvements from industrial sources. We approach three different resource constrained problems. The first is the tool switching and loading problem, and occurs especially in the assembly of printed circuit boards. This problem has to be solved when an efficient, yet small primary storage is used to access resources (tools) from a less efficient (but unlimited) secondary storage area. We study various forms of the problem and provide improved heuristics for its solution. Second, the nozzle assignment problem is concerned with selecting a suitable set of vacuum nozzles for the arms of a robotic assembly machine. It turns out that this is a specialized formulation of the MINMAX resource allocation formulation of the apportionment problem and it can be solved efficiently and optimally. We construct an exact algorithm specialized for the nozzle selection and provide a proof of its optimality. Third, the problem of feeder assignment and component tape construction occurs when electronic components are inserted and certain component types cause tape movement delays that can significantly impact the efficiency of printed circuit board assembly. Here, careful selection of component slots in the feeder improves the tape movement speed. We provide a formal proof that this problem is of the same complexity as the turnpike problem (a well studied geometric optimization problem), and provide a heuristic algorithm for this problem.
Resumo:
In this Thesis I discuss the dynamics of the quantum Brownian motion model in harmonic potential. This paradigmatic model has an exact solution, making it possible to consider also analytically the non-Markovian dynamics. The issues covered in this Thesis are themed around decoherence. First, I consider decoherence as the mediator of quantum-to-classical transition. I examine five different definitions for nonclassicality of quantum states, and show how each definition gives qualitatively different times for the onset of classicality. In particular I have found that all characterizations of nonclassicality, apart from one based on the interference term in the Wigner function, result in a finite, rather than asymptotic, time for the emergence of classicality. Second, I examine the diverse effects which coupling to a non-Markovian, structured reservoir, has on our system. By comparing different types of Ohmic reservoirs, I derive some general conclusions on the role of the reservoir spectrum in both the short-time and the thermalization dynamics. Finally, I apply these results to two schemes for decoherence control. Both of the methods are based on the non-Markovian properties of the dynamics.
Resumo:
The use of intensity-modulated radiotherapy (IMRT) has increased extensively in the modern radiotherapy (RT) treatments over the past two decades. Radiation dose distributions can be delivered with higher conformality with IMRT when compared to the conventional 3D-conformal radiotherapy (3D-CRT). Higher conformality and target coverage increases the probability of tumour control and decreases the normal tissue complications. The primary goal of this work is to improve and evaluate the accuracy, efficiency and delivery techniques of RT treatments by using IMRT. This study evaluated the dosimetric limitations and possibilities of IMRT in small (treatments of head-and-neck, prostate and lung cancer) and large volumes (primitive neuroectodermal tumours). The dose coverage of target volumes and the sparing of critical organs were increased with IMRT when compared to 3D-CRT. The developed split field IMRT technique was found to be safe and accurate method in craniospinal irradiations. By using IMRT in simultaneous integrated boosting of biologically defined target volumes of localized prostate cancer high doses were achievable with only small increase in the treatment complexity. Biological plan optimization increased the probability of uncomplicated control on average by 28% when compared to standard IMRT delivery. Unfortunately IMRT carries also some drawbacks. In IMRT the beam modulation is realized by splitting a large radiation field to small apertures. The smaller the beam apertures are the larger the rebuild-up and rebuild-down effects are at the tissue interfaces. The limitations to use IMRT with small apertures in the treatments of small lung tumours were investigated with dosimetric film measurements. The results confirmed that the peripheral doses of the small lung tumours were decreased as the effective field size was decreased. The studied calculation algorithms were not able to model the dose deficiency of the tumours accurately. The use of small sliding window apertures of 2 mm and 4 mm decreased the tumour peripheral dose by 6% when compared to 3D-CRT treatment plan. A direct aperture based optimization (DABO) technique was examined as a solution to decrease the treatment complexity. The DABO IMRT technique was able to achieve treatment plans equivalent with the conventional IMRT fluence based optimization techniques in the concave head-and-neck target volumes. With DABO the effective field sizes were increased and the number of MUs was reduced with a factor of two. The optimality of a treatment plan and the therapeutic ratio can be further enhanced by using dose painting based on regional radiosensitivities imaged with functional imaging methods.
Resumo:
En option är ett finansiellt kontrakt som ger dess innehavare en rättighet (men medför ingen skyldighet) att sälja eller köpa någonting (till exempel en aktie) till eller från säljaren av optionen till ett visst pris vid en bestämd tidpunkt i framtiden. Den som säljer optionen binder sig till att gå med på denna framtida transaktion ifall optionsinnehavaren längre fram bestämmer sig för att inlösa optionen. Säljaren av optionen åtar sig alltså en risk av att den framtida transaktion som optionsinnehavaren kan tvinga honom att göra visar sig vara ofördelaktig för honom. Frågan om hur säljaren kan skydda sig mot denna risk leder till intressanta optimeringsproblem, där målet är att hitta en optimal skyddsstrategi under vissa givna villkor. Sådana optimeringsproblem har studerats mycket inom finansiell matematik. Avhandlingen "The knapsack problem approach in solving partial hedging problems of options" inför en ytterligare synpunkt till denna diskussion: I en relativt enkel (ändlig och komplett) marknadsmodell kan nämligen vissa partiella skyddsproblem beskrivas som så kallade kappsäcksproblem. De sistnämnda är välkända inom en gren av matematik som heter operationsanalys. I avhandlingen visas hur skyddsproblem som tidigare lösts på andra sätt kan alternativt lösas med hjälp av metoder som utvecklats för kappsäcksproblem. Förfarandet tillämpas även på helt nya skyddsproblem i samband med så kallade amerikanska optioner.
Resumo:
At the present work the bifurcational behaviour of the solutions of Rayleigh equation and corresponding spatially distributed system is being analysed. The conditions of oscillatory and monotonic loss of stability are obtained. In the case of oscillatory loss of stability, the analysis of linear spectral problem is being performed. For nonlinear problem, recurrent formulas for the general term of the asymptotic approximation of the self-oscillations are found, the stability of the periodic mode is analysed. Lyapunov-Schmidt method is being used for asymptotic approximation. The correlation between periodic solutions of ODE and PDE is being investigated. The influence of the diffusion on the frequency of self-oscillations is being analysed. Several numerical experiments are being performed in order to support theoretical findings.
Resumo:
In this thesis the bifurcational behavior of the solutions of Langford system is analysed. The equilibriums of the Langford system are found, and the stability of equilibriums is discussed. The conditions of loss of stability are found. The periodic solution of the system is approximated. We consider three types of boundary condition for Langford spatially distributed system: Neumann conditions, Dirichlet conditions and Neumann conditions with additional requirement of zero average. We apply the Lyapunov-Schmidt method to Langford spatially distributed system for asymptotic approximation of the periodic mode. We analyse the influence of the diffusion on the behavior of self-oscillations. As well in the present work we perform numerical experiments and compare it with the analytical results.
Multiple scales analysis of nonlinear oscillations of a portal frame foundation for several machines
Resumo:
An analytical study of the nonlinear vibrations of a multiple machines portal frame foundation is presented. Two unbalanced rotating machines are considered, none of them resonant with the lower natural frequencies of the supporting structure. Their combined frequencies is set in such a way as to excite, due to nonlinear behavior of the frame, either the first anti-symmetrical mode (sway) or the first symmetrical mode. The physical and geometrical characteristics of the frame are chosen to tune the natural frequencies of these two modes into a 1:2 internal resonance. The problem is reduced to a two degrees of freedom model and its nonlinear equations of motions are derived via a Lagrangian approach. Asymptotic perturbation solutions of these equations are obtained via the Multiple Scales Method.
Resumo:
Emex australis and E. spinosa are significant weed species in wheat and other crops. Information on the extent of competition of the Emex species will be helpful to access yield losses in wheat. Field experiments were conducted to quantify the interference of tested weed densities each as single or mixture of both at 1:1 on their growth and yield, wheat yield components and wheat grain yield losses in two consecutive years. Dry weight of both weed species increased from 3-6 g m-2 with every additional plant of weed, whereas seed number and weight per plant decreased with increasing density of either weed. Both weed species caused considerable decrease in yield components like spike bearing tillers, number of grains per spike, 1000-grain weight of wheat with increasing density population of the weeds. Based on non-linear hyperbolic regression model equation, maximum yield loss at asymptotic weed density was estimated to be 44 and 62% with E. australis, 56 and 70% with E. spinosa and 63 and 72% with mixture of both species at 1:1 during both year of study, respectively. It was concluded that E. spinosa has more competition effects on wheat crop as compared to E. australis.
Resumo:
Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.
Resumo:
The moisture adsorption characteristics of dried ginger slices was studied to determine the effect of storage conditions on moisture adsorption for the purpose of shelf life prediction, selection of appropriate packaging materials, evaluate the goodness-of-fit of sorption models, and determine the thermodynamics of moisture adsorption for application in drying. There was a highly significant effect (p < 0.05) of water activity (a w), temperature, and pre-treatment on the equilibrium moisture content (EMC) of the dried ginger slices. At constant a w, the EMC decreased as temperature increased. The EMC of all samples increased as the a w increased at constant temperature. The sorbed moisture of the unpeeled ginger slices was higher than the peeled while those of unblanched samples were higher than the blanched. Henderson equation allows more accurate predictions about the isotherms with the lowest %RMS, and therefore, it describes best the adsorption data followed by GAB, Oswin, and Halsey models in that order. The monolayer moisture generally decreased with temperature for all samples. The isosteric heat decreased with moisture content approaching the asymptotic value or the latent heat of vaporization of pure water (∆Hst = 0) while the entropy of sorption was observed to increase with moisture content.
Resumo:
Optimization of quantum measurement processes has a pivotal role in carrying out better, more accurate or less disrupting, measurements and experiments on a quantum system. Especially, convex optimization, i.e., identifying the extreme points of the convex sets and subsets of quantum measuring devices plays an important part in quantum optimization since the typical figures of merit for measuring processes are affine functionals. In this thesis, we discuss results determining the extreme quantum devices and their relevance, e.g., in quantum-compatibility-related questions. Especially, we see that a compatible device pair where one device is extreme can be joined into a single apparatus essentially in a unique way. Moreover, we show that the question whether a pair of quantum observables can be measured jointly can often be formulated in a weaker form when some of the observables involved are extreme. Another major line of research treated in this thesis deals with convex analysis of special restricted quantum device sets, covariance structures or, in particular, generalized imprimitivity systems. Some results on the structure ofcovariant observables and instruments are listed as well as results identifying the extreme points of covariance structures in quantum theory. As a special case study, not published anywhere before, we study the structure of Euclidean-covariant localization observables for spin-0-particles. We also discuss the general form of Weyl-covariant phase-space instruments. Finally, certain optimality measures originating from convex geometry are introduced for quantum devices, namely, boundariness measuring how ‘close’ to the algebraic boundary of the device set a quantum apparatus is and the robustness of incompatibility quantifying the level of incompatibility for a quantum device pair by measuring the highest amount of noise the pair tolerates without becoming compatible. Boundariness is further associated to minimum-error discrimination of quantum devices, and robustness of incompatibility is shown to behave monotonically under certain compatibility-non-decreasing operations. Moreover, the value of robustness of incompatibility is given for a few special device pairs.
Resumo:
Accelerated life testing (ALT) is widely used to obtain reliability information about a product within a limited time frame. The Cox s proportional hazards (PH) model is often utilized for reliability prediction. My master thesis research focuses on designing accelerated life testing experiments for reliability estimation. We consider multiple step-stress ALT plans with censoring. The optimal stress levels and times of changing the stress levels are investigated. We discuss the optimal designs under three optimality criteria. They are D-, A- and Q-optimal designs. We note that the classical designs are optimal only if the model assumed is correct. Due to the nature of prediction made from ALT experimental data, attained under the stress levels higher than the normal condition, extrapolation is encountered. In such case, the assumed model cannot be tested. Therefore, for possible imprecision in the assumed PH model, the method of construction for robust designs is also explored.
Resumo:
Many real-world optimization problems contain multiple (often conflicting) goals to be optimized concurrently, commonly referred to as multi-objective problems (MOPs). Over the past few decades, a plethora of multi-objective algorithms have been proposed, often tested on MOPs possessing two or three objectives. Unfortunately, when tasked with solving MOPs with four or more objectives, referred to as many-objective problems (MaOPs), a large majority of optimizers experience significant performance degradation. The downfall of these optimizers is that simultaneously maintaining a well-spread set of solutions along with appropriate selection pressure to converge becomes difficult as the number of objectives increase. This difficulty is further compounded for large-scale MaOPs, i.e., MaOPs possessing large amounts of decision variables. In this thesis, we explore the challenges of many-objective optimization and propose three new promising algorithms designed to efficiently solve MaOPs. Experimental results demonstrate the proposed optimizers to perform very well, often outperforming state-of-the-art many-objective algorithms.
Resumo:
In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.