Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Preface : (Boundary Element Method) Computers and Structures 83 (2005)

The Boundary Element Method is a powerful numerical technique well rooted in everyday engineering practice. This is shown by boundary element methods included in the most important commercial computer packages and in the continuous publication of books composed to explain the features of the method to beginners or practicing engineers. Our first paper in Computers & Structures on Boundary Elements was published in 1979 (C & S 10, pp. 351–362), so this Special Issue is for us not only the accomplishment of our obligation to show other colleagues the possibilities of a numerical technique in which we believe, but also the celebration of our particular silver jubilee with this Journal.

The direct boundary element method: 2D site effects assessment on laterally varying layered media (methodology)

The Direct Boundary Element Method (DBEM) is presented to solve the elastodynamic field equations in 2D, and a complete comprehensive implementation is given. The DBEM is a useful approach to obtain reliable numerical estimates of site effects on seismic ground motion due to irregular geological configurations, both of layering and topography. The method is based on the discretization of the classical Somigliana's elastodynamic representation equation which stems from the reciprocity theorem. This equation is given in terms of the Green's function which is the full-space harmonic steady-state fundamental solution. The formulation permits the treatment of viscoelastic media, therefore site models with intrinsic attenuation can be examined. By means of this approach, the calculation of 2D scattering of seismic waves, due to the incidence of P and SV waves on irregular topographical profiles is performed. Sites such as, canyons, mountains and valleys in irregular multilayered media are computed to test the technique. The obtained transfer functions show excellent agreement with already published results.

Simplified computational method for non-linear seismic analysis of bridges

After the experience gained during the past years it seems clear that nonlinear analysis of bridges are very important to compute ductility demands and to localize potential hinges. This is specially true for irregular bridges in which it is not clear weather or not it is possible to use a linear computation followed by a correction using a behaviour factor. To simplify the numerical effort several approximate methods have been proposed. Among them, the so-called Dynamic Plastic Hinge Method in which an evolutionary shape function is used to reduce the structure to a single degree of freedom system seems to mantein a good balance between accuracy and simplicity. This paper presents results obtained in a parametric study conducted under the auspicies of PREC-8 european research program.

A simulation method to estimate closing forces in car-sealing rubber elements

The door-closing process can reinforce the impression of a solid, rock-proof, car body or of a rather cheap, flimsy vehicle. As there are no real prototypes during rubber profile bidding-out stages, engineers need to carry out non-linear numerical simulations that involve complex phenomena as well as static and dynamic loads for several profile candidates. This paper presents a structured virtual design tool based on FEM, including constitutive laws and incompressibility constraints allowing to predict more realistically the final closing forces and even to estimate sealing overpressure as an additional guarantee of noise insulation. Comparisons with results of physical tests are performed.

A bi-cubic transformation for the numerical evaluation of the Cauchy principal value integrals in boundary methods

The numerical strategies employed in the evaluation of singular integrals existing in the Cauchy principal value (CPV) sense are, undoubtedly, one of the key aspects which remarkably affect the performance and accuracy of the boundary element method (BEM). Thus, a new procedure, based upon a bi-cubic co-ordinate transformation and oriented towards the numerical evaluation of both the CPV integrals and some others which contain different types of singularity is developed. Both the ideas and some details involved in the proposed formulae are presented, obtaining rather simple and-attractive expressions for the numerical quadrature which are also easily embodied into existing BEM codes. Some illustrative examples which assess the stability and accuracy of the new formulae are included.

Self-consistent numerical dispersion relation of the ablative Rayleigh-Taylor instability of double ablation fronts in inertial confinement fusion

The linear stability analysis of accelerated double ablation fronts is carried out numerically with a self-consistent approach. Accurate hydrodynamic profiles are taken into account in the theoretical model by means of a fitting parameters method using 1D simulation results. Numerical dispersión relation is compared to an analytical sharp boundary model [Yan˜ez et al., Phys. Plasmas 18, 052701 (2011)] showing an excellent agreement for the radiation dominated regime of very steep ablation fronts, and the stabilization due to smooth profiles. 2D simulations are presented to validate the numerical self-consistent theory.

Revisiting the method to obtain the mechanical properties of hydrided fuel cladding in the hoop direction

The method reported in the literature to calculate the stress–strain curve of nuclear fuel cladding from ring tensile test is revisited in this paper and a new alternative is presented. In the former method, two universal curves are introduced under the assumption of small strain. In this paper it is shown that these curves are not universal, but material-dependent if geometric nonlinearity is taken into account. The new method is valid beyond small strains, takes geometric nonlinearity into consideration and does not need universal curves. The stress–strain curves in the hoop direction are determined by combining numerical calculations with experimental results in a convergent loop. To this end, ring tensile tests were performed in unirradiated hydrogen-charged samples. The agreement among the simulations and the experimental results is excellent for the range of concentrations tested (up to 2000 wppm hydrogen). The calculated stress–strain curves show that the mechanical properties do not depend strongly on the hydrogen concentration, and that no noticeable strain hardening occurs. However, ductility decreases with the hydrogen concentration, especially beyond 500 wppm hydrogen. The fractographic results indicate that as-received samples fail in a ductile fashion, whereas quasicleavage is bserved in the hydrogen-charged samples.

A second order in time modified Lagrange-Galerkin finite element method for the incompressible Navier-Stokes equations

We introduce a second order in time modified Lagrange--Galerkin (MLG) method for the time dependent incompressible Navier--Stokes equations. The main ingredient of the new method is the scheme proposed to calculate in a more efficient manner the Galerkin projection of the functions transported along the characteristic curves of the transport operator. We present error estimates for velocity and pressure in the framework of mixed finite elements when either the mini-element or the $P2/P1$ Taylor--Hood element are used.

On the flexural vibration of cylinders under axial loads:Numerical and experimental study

The flexural vibration of a homogeneous isotropic linearly elastic cylinder of any aspect ratio is analysed in this paper. Natural frequencies of a cylinder under uniformly distributed axial loads acting on its bases are calculated numerically by the Ritz method with terms of power series in the coordinate directions as approximating functions. The effect of axial loads on the flexural vibration cannot be described by applying infinitesimal strain theory, therefore, geometrically nonlinear strain–displacement relations with second-order terms are considered here. The natural frequencies of free–free, clamped–clamped, and sliding–sliding cylinders subjected to axial loads are calculated using the proposed three-dimensional Ritz approach and are compared with those obtained with the finite element method and the Bernoulli–Euler theory. Different experiments with cylinders axially compressed by a hydraulic press are carried out and the experimental results for the lowest flexural frequency are compared with the numerical results. An approach based on the Ritz formulation is proposed for the flexural vibration of a cylinder between the platens of the press with constraints varying with the intensity of the compression. The results show that for low compressions the cylinder behaves similarly to a sliding–sliding cylinder, whereas for high compressions the cylinder vibrates as a clamped–clamped one.

Calculus of the uncertainty in acoustic field measurements: comparative study between the uncertainty propagation method and the distribution propagation method

The new Spanish Regulation in Building Acoustic establishes values and limits for the different acoustic magnitudes whose fulfillment can be verify by means field measurements. In this sense, an essential aspect of a field measurement is to give the measured magnitude and the uncertainty associated to such a magnitude. In the calculus of the uncertainty it is very usual to follow the uncertainty propagation method as described in the Guide to the expression of Uncertainty in Measurements (GUM). Other option is the numerical calculus based on the distribution propagation method by means of Monte Carlo simulation. In fact, at this stage, it is possible to find several publications developing this last method by using different software programs. In the present work, we used Excel for the Monte Carlo simulation for the calculus of the uncertainty associated to the different magnitudes derived from the field measurements following ISO 140-4, 140-5 and 140-7. We compare the results with the ones obtained by the uncertainty propagation method. Although both methods give similar values, some small differences have been observed. Some arguments to explain such differences are the asymmetry of the probability distributions associated to the entry magnitudes,the overestimation of the uncertainty following the GUM

A numerical study into the influence of quantum dot size on the sub-bandgap interband photocurrent in intermediate band solar cells

A numerical study is presented of the sub-bandgap interband photon absorption in quantum dot intermediate band solar cells. Absorption coefficients and photocurrent densities are calculated for the valence band to intermediate band transitions using a four-band k · p method. It is found that reducing the quantum dot width in the plane perpendicular to the growth direction increases the photocurrent from the valence band to the intermediate-band ground state if the fractional surface coverage of quantum dots is conserved. This provides a path to increase the sub-bandgap photocurrent in intermediate band solar cells.

Numerical treatment of thick shells with holes

A Boundary Integral Equation Method (B.I.E.M.)formulation is presented. After a general situation of the method among other usual numerical ones, the possibilities of discretization are developed. As this is done only in the boundary the treatment of tridimensional problems is greatly simplified in comparison with other methods. Some results on a simple shell with holes are finally presented.

Method to analyze the influence of hysteresis in optical arithmetic units

A new method to analyze the influence of possible hysteresis cycles in devices employed for optical computing architectures is reported. A simple full adder structure is taken as the basis for this method. Single units, called optical programmable logic cells, previously reported by the authors, compose this structure. These cells employ, as basic devices, on-off and SEED-like components. Their hysteresis cycles have been modeled by numerical analysis. The influence of the different characteristic cycles is studied with respect to the obtained possible errors at the output. Two different approaches have been adopted. The first one shows the change in the arithmetic result output with respect to the different values and positions of the hysteresis cycle. The second one offers a similar result, but in a polar diagram where the total behavior of the system is better analyzed.

Numerical methods for option pricing.

This thesis aims to introduce some fundamental concepts underlying option valuation theory including implementation of computational tools. In many cases analytical solution for option pricing does not exist, thus the following numerical methods are used: binomial trees, Monte Carlo simulations and finite difference methods. First, an algorithm based on Hull and Wilmott is written for every method. Then these algorithms are improved in different ways. For the binomial tree both speed and memory usage is significantly improved by using only one vector instead of a whole price storing matrix. Computational time in Monte Carlo simulations is reduced by implementing a parallel algorithm (in C) which is capable of improving speed by a factor which equals the number of processors used. Furthermore, MatLab code for Monte Carlo was made faster by vectorizing simulation process. Finally, obtained option values are compared to those obtained with popular finite difference methods, and it is discussed which of the algorithms is more appropriate for which purpose.