A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Nonlinear preconditioning for efficient and accurate interface capturing in simulation of multicomponent compressible flows

Single fluid schemes that rely on an interface function for phase identification in multicomponent compressible flows are widely used to study hydrodynamic flow phenomena in several diverse applications. Simulations based on standard numerical implementation of these schemes suffer from an artificial increase in the width of the interface function owing to the numerical dissipation introduced by an upwind discretization of the governing equations. In addition, monotonicity requirements which ensure that the sharp interface function remains bounded at all times necessitate use of low-order accurate discretization strategies. This results in a significant reduction in accuracy along with a loss of intricate flow features. In this paper we develop a nonlinear transformation based interface capturing method which achieves superior accuracy without compromising the simplicity, computational efficiency and robustness of the original flow solver. A nonlinear map from the signed distance function to the sigmoid type interface function is used to effectively couple a standard single fluid shock and interface capturing scheme with a high-order accurate constrained level set reinitialization method in a way that allows for oscillation-free transport of the sharp material interface. Imposition of a maximum principle, which ensures that the multidimensional preconditioned interface capturing method does not produce new maxima or minima even in the extreme events of interface merger or breakup, allows for an explicit determination of the interface thickness in terms of the grid spacing. A narrow band method is formulated in order to localize computations pertinent to the preconditioned interface capturing method. Numerical tests in one dimension reveal a significant improvement in accuracy and convergence; in stark contrast to the conventional scheme, the proposed method retains its accuracy and convergence characteristics in a shifted reference frame. Results from the test cases in two dimensions show that the nonlinear transformation based interface capturing method outperforms both the conventional method and an interface capturing method without nonlinear transformation in resolving intricate flow features such as sheet jetting in the shock-induced cavity collapse. The ability of the proposed method in accounting for the gravitational and surface tension forces besides compressibility is demonstrated through a model fully three-dimensional problem concerning droplet splash and formation of a crownlike feature. (C) 2014 Elsevier Inc. All rights reserved.

Generalized Model Predictive Static Programming and Angle-Constrained Guidance of Air-to-Ground Missiles

A new generalized model predictive static programming technique is presented for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. Two key features for its high computational efficiency include one-time backward integration of a small-dimensional weighting matrix dynamics, followed bya static optimization formulation that requires only a static Lagrange multiplier to update the control history. It turns out that under Euler integration and rectangular approximation of finite integrals it is equivalent to the existing model predictive static programming technique. In addition to the benchmark double integrator problem, usefulness of the proposed technique is demonstrated by solving a three-dimensional angle-constrained guidance problem for an air-to-ground missile, which demands that the missile must meet constraints on both azimuth and elevation angles at the impact point in addition to achieving near-zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Simulation studies include maneuvering ground targets along with a first-order autopilot lag. Comparison studies with classical augmented proportional navigation guidance and modern general explicit guidance lead to the conclusion that the proposed guidance is superior to both and has a larger capture region as well.

Investigation of selective sensing of a diamine for aldehyde by experimental and simulation studies

An organic molecule-o-phenylene diamine (OPD)-is selected as an aldehyde sensing material. It is studied for selectivity to aldehyde vapours both by experiment and simulation. A chemiresistor based sensor for detection of aldehyde vapours is fabricated. An o-phenylene diamine-carbon black composite is used as the sensing element. The amine groups in the OPD would interact with the carbonyl groups of the aldehydes. The selectivity and cross-sensitivity of the OPD-CB sensor to VOCs aldehyde, ketone and alcohol-are studied. The sensor shows good response to aldehydes compared to other VOCs. The higher response for aldehydes is attributed to the interaction of the carbonyl oxygen of aldehydes with-NH2 groups of OPD. The surface morphology of the sensing element is studied by scanning electron microscopy. The OPD-CB sensor is responsive to 10 ppm of formaldehyde. The interaction of the VOCs with the OPD-CB nanocomposite is investigated by molecular dynamics studies. The interaction energies of the analyte with the OPD-CB nanocomposite were calculated. It is observed that the interaction energies for aldehydes are higher than those for other analytes. Thus the OPD-CB sensor shows selectivity to aldehydes. The simulated radial distribution function is calculated for the O-H pair of analyte and OPD which further supports the finding that the amine groups are involved in the interaction. These results suggest that it is important and easy to identify appropriate sensing materials based on the understanding of analyte interaction properties.

Simulation study of a two-stage adsorber system

The present study simulates a two-stage silica gel + water adsorption desalination (AD) and chiller system. The adsorber system thermally compresses the low pressure steam generated in the evaporator to the condenser pressure in two stages. Unlike a standalone adsorption chiller unit which operates in a closed cycle the present system is an open cycle wherein the condensed desalinated water is not fed back to the evaporator. The mathematical relations formulated in the current study are based on conservation of mass and energy along with isotherm relation and kinetics for RD-type silica gel + water pair. Various constitutive relations for each component namely the evaporator, adsorber and condenser are integrated in the model. The dynamics of heat exchanger are modeled using LMTD method, and LDF model is used to predict the dynamic characteristic of the adsorber bed. The system performance indicators namely, specific cooling capacity (SCC), specific daily water production (SDWP) and coefficient of performance (COP) are used as objective functions to optimize the system. The novelty of the present work is in introduction of inter-stage pressure as a new parameter for optimizing the two-stage operation of AD chiller system. (C) 2014 Elsevier Ltd. All rights reserved.

Simultaneous Perturbation Newton Algorithms for Simulation Optimization

We present a new Hessian estimator based on the simultaneous perturbation procedure, that requires three system simulations regardless of the parameter dimension. We then present two Newton-based simulation optimization algorithms that incorporate this Hessian estimator. The two algorithms differ primarily in the manner in which the Hessian estimate is used. Both our algorithms do not compute the inverse Hessian explicitly, thereby saving on computational effort. While our first algorithm directly obtains the product of the inverse Hessian with the gradient of the objective, our second algorithm makes use of the Sherman-Morrison matrix inversion lemma to recursively estimate the inverse Hessian. We provide proofs of convergence for both our algorithms. Next, we consider an interesting application of our algorithms on a problem of road traffic control. Our algorithms are seen to exhibit better performance than two Newton algorithms from a recent prior work.

Probabilistic stress variation studies on composite single lap joint using Monte Carlo simulation

The work presented in this paper involves the stochastic finite element analysis of composite-epoxy adhesive lap joints using Monte Carlo simulation. A set of composite adhesive lap joints were prepared and loaded till failure to obtain their strength. The peel and shear strain in the bond line region at different levels of load were obtained using digital image correlation (DIC). The corresponding stresses were computed assuming a plane strain condition. The finite element model was verified by comparing the numerical and experimental stresses. The stresses exhibited a similar behavior and a good correlation was obtained. Further, the finite element model was used to perform the stochastic analysis using Monte Carlo simulation. The parameters influencing stress distribution were provided as a random input variable and the resulting probabilistic variation of maximum peel and shear stresses were studied. It was found that the adhesive modulus and bond line thickness had significant influence on the maximum stress variation. While the adherend thickness had a major influence, the effect of variation in longitudinal and shear modulus on the stresses was found to be little. (C) 2014 Elsevier Ltd. All rights reserved.

Absolute/Convective Instability Transition in a Backward Facing Step Combustor: Fundamental Mechanism and Influence of Density Gradient

Hydrodynamic instabilities of the flow field in lean premixed gas turbine combustors can generate velocity perturbations that wrinkle and distort the flame sheet over length scales that are smaller than the flame length. The resultant heat release oscillations can then potentially result in combustion instability. Thus, it is essential to understand the hydrodynamic instability characteristics of the combustor flow field in order to understand its overall influence on combustion instability characteristics. To this end, this paper elucidates the role of fluctuating vorticity production from a linear hydrodynamic stability analysis as the key mechanism promoting absolute/convective instability transitions in shear layers occurring in the flow behind a backward facing step. These results are obtained within the framework of an inviscid, incompressible, local temporal and spatio-temporal stability analysis. Vorticity fluctuations in this limit result from interaction between two competing mechanisms-(1) production from interaction between velocity perturbations and the base flow vorticity gradient and (2) baroclinic torque in the presence of base flow density gradients. This interaction has a significant effect on hydrodynamic instability characteristics when the base flow density and velocity gradients are colocated. Regions in the space of parameters characterizing the base flow velocity profile, i.e., shear layer thickness and ratio of forward to reverse flow velocity, corresponding to convective and absolute instability are identified. The implications of the present results on understanding prior experimental studies of combustion instability in backward facing step combustors and hydrodynamic instability in other flows such as heated jets and bluff body stabilized flames is discussed.

REDUCED ORDER MODELLING OF COMBUSTION INSTABILITY IN A BACKWARD FACING STEP COMBUSTOR

This paper develops a fully coupled time domain Reduced Order Modelling (ROM) approach to model unsteady combustion dynamics in a backward facing step combustor The acoustic field equations are projected onto the canonical acoustic eigenmodes of the systems to obtain a coupled system of modal evolution equations. The heat release response of the flame is modelled using the G-equation approach. Vortical velocity fluctuations that arise due to shear layer rollup downstream of the step are modelled using a simplified 1D-advection equation whose phase speed is determined from a linear, local, temporal stability analysis of the shear layer just downstream of the step. The hydrodynamic stability analysis reveals a abrupt change in the value of disturbance phase speed from unity for Re < Re-crit to 0.5 for Re > Re-crit, where Remit for the present geometry was found to be approximate to 10425. The results for self-excited flame response show highly wrinkled flame shapes that are qualitatively similar to those seen in prior experiments of acoustically forced flames. The effect of constructive and destructive interference between the two contributions to flame surface wrinkling results in high amplitude wrinkles for the case when K-c -> 1.

SIMULATION STUDY OF THE ADSORPTION DYNAMICS OF CYLINDRICAL SILICA GEL PARTICLES

The paper presents a simulation study of loose cylindrically shaped particles packed within a copper plate and aluminum fins. The model presented solves coupled heat and mass transfer equations using the finite volume method based on ANSY S FLUENT medium. Three different arrangements of cylindrical particles are considered. The model is validated with experimental data. It is found that the arrangements which represented monolayer configurations are only marginally better in heat transfer and uptake efficiency than the tri-layer configuration in the presence of fins. However, there is an appreciable difference in the uptake curve between monoand tri-layer configurations in the absence of fins. Finally, it is found that the fin pitch also plays an important role in determining the time constant for the adsorber design.

Simulation studies on the performance of thermoacoustic prime movers and refrigerator

The prime movers and refrigerators based on thermoacoustics have gained considerable importance toward practical applications in view of the absence of moving components, reasonable efficiency, use of environmental friendly working fluids, etc. Devices such as twin Standing Wave ThermoAcoustic Prime Mover (SWTAPM), Traveling Wave ThermoAcoustic Prime Mover (TWTAPM) and thermoacoustically driven Standing Wave ThermoAcoustic Refrigerator (SWTAR) have been studied by researchers. The numerical modeling and simulation play a vital role in their development. In our efforts to build the above thermoacoustic systems, we have carried out numerical analysis using the procedures of CFD on the above systems. The results of the analysis are compared with those of DeltaEC (freeware from LANL, USA) simulations and the experimental results wherever possible. For the CFD analysis commercial code Fluent 6.3.26 has been used along with the necessary boundary conditions for different working fluids at various average pressures. The results of simulation indicate that choice of the working fluid and the average pressure are critical to the performance of the above thermoacoustic devices. Also it is observed that the predictions through the CFD analysis are closer to the experimental results in most cases, compared to those of DeltaEC simulations. (C) 2015 Elsevier Ltd. All rights reserved.

``Conformational Simulation'' of Sulfamethizole by Molecular Complexation and Insights from Charge Density Analysis: Role of Intramolecular S center dot center dot center dot O Chalcogen Bonding

Intramolecular S center dot center dot center dot O chalcogen bonding and its potential to lock molecular conformation have been examined in the crystal forms of sulfamethizole, a sulfonamide antibiotic. Molecular complexes of sulfamethizole, including salts and cocrystal, have been synthesized, and their crystal structures were analyzed in order to examine the possible conformational preferences of the molecule in various ionic states and supramolecular environments (neutral/cocrystal, anionic salt, and cationic salt forms). The electrostatic potential mapped on Hirshfeld surfaces generated for these crystal forms provides insights into the possible binding modes of the drug in different environments. Further, the observed conformation locking feature has been rationalized in terms of the experimental charge density features of the intramolecular S center dot center dot O chalcogen bonding in sulfamethizole. The study quantitatively illustrates and rationalizes an intriguing case of a local minimum of molecular conformation being exclusively preferred over the global minimum, as it facilitates more efficient intermolecular interactions in a supramolecular environment.

A literature survey on the real-time computational simulation of biological organs

This paper lists some references that could in some way be relevant in the context of the real-time computational simulation of biological organs, the research area being defined in a very broad sense. This paper contains 198 references.

Simulation studies on Performance parameters of a TPC Polarimeter

X-ray polarimeters based on Time Projection Chamber (TPC) geometry are currently being studied and developed to make sensitive measurement of polarization in 2-10keV energy range. TPC soft X-ray polarimeters exploit the fact that emission direction of the photoelectron ejected via photoelectric effect in a gas proportional counter carries the information of the polarization of the incident X-ray photon. Operating parameters such as pressure, drift field and drift-gap affect the performance of a TPC polarimeter. Simulations presented here showcase the effect of these operating parameters on the modulation factor of the TPC polarimeter. Models of Garfield are used to study photoelectron interaction in gas and drift of electron cloud towards Gas Electron Multiplier (GEM). The emission direction is reconstructed from the image and modulation factor is computed. Our study has shown that Ne/DME (50/50) at lower pressure and drift field can be used for a TPC polarimeter with modulation factor of 50-65%.

Drift parameters optimization of a TPC polarimeter: a simulation study

Time Projection Chamber (TPC) based X-ray polarimeters using Gas Electron Multiplier (GEM) are currently being developed to make sensitive measurement of polarization in 2-10 keV energy range. The emission direction of the photoelectron ejected via photoelectric effect carries the information of the polarization of the incident X-ray photon. Performance of a gas based polarimeter is affected by the operating drift parameters such as gas pressure, drift field and drift-gap. We present simulation studies carried out in order to understand the effect of these operating parameters on the modulation factor of a TPC polarimeter. Models of Garfield are used to study photoelectron interaction in gas and drift of electron cloud towards GEM. Our study is aimed at achieving higher modulation factors by optimizing drift parameters. Study has shown that Ne/DME (50/50) at lower pressure and drift field can lead to desired performance of a TPC polarimeter.