970 resultados para Optimistic Linear Programming
Resumo:
This paper presents results on a verification test of a Direct Numerical Simulation code of mixed high-order of accuracy using the method of manufactured solutions (MMS). This test is based on the formulation of an analytical solution for the Navier-Stokes equations modified by the addition of a source term. The present numerical code was aimed at simulating the temporal evolution of instability waves in a plane Poiseuille flow. The governing equations were solved in a vorticity-velocity formulation for a two-dimensional incompressible flow. The code employed two different numerical schemes. One used mixed high-order compact and non-compact finite-differences from fourth-order to sixth-order of accuracy. The other scheme used spectral methods instead of finite-difference methods for the streamwise direction, which was periodic. In the present test, particular attention was paid to the boundary conditions of the physical problem of interest. Indeed, the verification procedure using MMS can be more demanding than the often used comparison with Linear Stability Theory. That is particularly because in the latter test no attention is paid to the nonlinear terms. For the present verification test, it was possible to manufacture an analytical solution that reproduced some aspects of an instability wave in a nonlinear stage. Although the results of the verification by MMS for this mixed-order numerical scheme had to be interpreted with care, the test was very useful as it gave confidence that the code was free of programming errors. Copyright (C) 2009 John Wiley & Sons, Ltd.
Resumo:
This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
This study aimed to determine the efficiency of an anaerobic stirred sequencing-batch reactor containing granular biomass for the degradation of linear alkylbenzene sulfonate (LAS), a surfactant present in household detergent. The bioreactor was monitored for LAS concentrations in the influent, effluent and sludge, pH, chemical oxygen demand, bicarbonate alkalinity, total solids, and volatile solids. The degradation of LAS was found to be higher in the absence of co-substrates (53%) than in their presence (24-37%). Using the polymerase chain reaction and denaturing gradient gel electrophoresis (PCR/DGGE), we identified populations of microorganisms from the Bacteria and Archaea domains. Among the bacteria, we identified uncultivated populations of Arcanobacterium spp. (94%) and Opitutus spp. (96%). Among the Archaea, we identified Methanospirillum spp. (90%), Methanosaeta spp. (98%), and Methanobacterium spp. (96%). The presence of methanogenic microorganisms shows that LAS did not inhibit anaerobic digestion. Sampling at the last stage of reactor operation recovered 61 clones belonging to the domain bacteria. These represented a variety of phyla: 34% shared significant homology with Bacteroidetes, 18% with Proteobacteria, 11% with Verrucomicrobia, 8% with Fibrobacteres, 2% with Acidobacteria, 3% with Chlorobi and Firmicutes, and 1% with Acidobacteres and Chloroflexi. A small fraction of the clones (13%) were not related to any phylum. Published by Elsevier Ltd.
Resumo:
This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear system, to show the advantage of using array algorithms to filter this class of systems, is provided.
Resumo:
We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
This paper investigates probabilistic logics endowed with independence relations. We review propositional probabilistic languages without and with independence. We then consider graph-theoretic representations for propositional probabilistic logic with independence; complexity is analyzed, algorithms are derived, and examples are discussed. Finally, we examine a restricted first-order probabilistic logic that generalizes relational Bayesian networks. (c) 2007 Elsevier Inc. All rights reserved.
Resumo:
This paper presents new insights and novel algorithms for strategy selection in sequential decision making with partially ordered preferences; that is, where some strategies may be incomparable with respect to expected utility. We assume that incomparability amongst strategies is caused by indeterminacy/imprecision in probability values. We investigate six criteria for consequentialist strategy selection: Gamma-Maximin, Gamma-Maximax, Gamma-Maximix, Interval Dominance, Maximality and E-admissibility. We focus on the popular decision tree and influence diagram representations. Algorithms resort to linear/multilinear programming; we describe implementation and experiments. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
In this work, the rheological behavior of block copolymers with different morphologies (lamellar, cylindrical, spherical, and disordered) and their clay-containing nanocomposites was studied using small amplitude oscillatory shear. The copolymers studied were one asymmetric starblock styrene-butadiene-styrene copolymer and four styrene-ethylene/butylenes-styrene copolymers with different molecular architectures, one of them being modified with maleic anhydride. The nanocomposites of those copolymers were prepared by adding organophilic clay using three different preparation techniques: melt mixing, solution casting, and a hybrid melt mixing-solution technique. The nanocomposites were characterized by X-ray diffraction and transmission electron microscopy, and their viscoelastic properties were evaluated and compared to the ones of the pure copolymers. The influence of copolymer morphology and presence of clay on the storage modulus (G`) curves was studied by the evaluation of the changes in the low frequency slope of log G` x log omega (omega: frequency) curves upon variation of temperature and clay addition. This slope may be related to the degree of liquid- or solid-like behavior of a material. It was observed that at temperatures corresponding to the ordered state, the rheological behavior of the nanocomposites depended mainly on the viscoelasticity of each type of ordered phase and the variation of the slope due to the addition of clay was small. For temperatures corresponding to the disordered state, however, the rheological behavior of the copolymer nanocomposites was dictated mostly by the degree of clay dispersion: When the clay was well dispersed, a strong solid-like behavior corresponding to large G` slope variations was observed.
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This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.
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We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.
Resumo:
In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.
Resumo:
A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.
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In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.
Resumo:
Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.