Cauchy-Type Problem for Diffusion-Wave Equation with the Riemann-Liouville Partial Derivative

2000 Mathematics Subject Classification: 35A15, 44A15, 26A33

A STUDY OF PENALTY FORMULATIONS USED IN THE NUMERICAL APPROXIMATION OF A RADIALLY SYMMETRIC ELASTICITY PROBLEM

We consider a class of two-dimensional problems in classical linear elasticity for which material overlapping occurs in the absence of singularities. Of course, material overlapping is not physically realistic, and one possible way to prevent it uses a constrained minimization theory. In this theory, a minimization problem consists of minimizing the total potential energy of a linear elastic body subject to the constraint that the deformation field must be locally invertible. Here, we use an interior and an exterior penalty formulation of the minimization problem together with both a standard finite element method and classical nonlinear programming techniques to compute the minimizers. We compare both formulations by solving a plane problem numerically in the context of the constrained minimization theory. The problem has a closed-form solution, which is used to validate the numerical results. This solution is regular everywhere, including the boundary. In particular, we show numerical results which indicate that, for a fixed finite element mesh, the sequences of numerical solutions obtained with both the interior and the exterior penalty formulations converge to the same limit function as the penalization is enforced. This limit function yields an approximate deformation field to the plane problem that is locally invertible at all points in the domain. As the mesh is refined, this field converges to the exact solution of the plane problem.

Assisting decision-making in Queensland barley production through chance constrained programming

A chance constrained programming model is developed to assist Queensland barley growers make varietal and agronomic decisions in the face of changing product demands and volatile production conditions. Unsuitable or overlooked in many risk programming applications, the chance constrained programming approach nonetheless aptly captures the single-stage decision problem faced by barley growers of whether to plant lower-yielding but potentially higher-priced malting varieties, given a particular expectation of meeting malting grade standards. Different expectations greatly affect the optimal mix of malting and feed barley activities. The analysis highlights the suitability of chance constrained programming to this specific class of farm decision problem.

Unit Commitment in a Competitive and Emission Constrained Environment

This paper is on the unit commitment problem, considering not only the economic perspective, but also the environmental perspective. We propose a bi-objective approach to handle the problem with conflicting profit and emission objectives. Numerical results based on the standard IEEE 30-bus test system illustrate the proficiency of the proposed approach.

Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Sensing Cloud Optimization applied to a non-convex constrained economical dispatch

Conferência: 39th Annual Conference of the IEEE Industrial-Electronics-Society (IECON) - NOV 10-14, 2013

A preliminary idea for an 8-competitive, log2 DMAX + log2 log2 1/U asymptotic-space, interface generation algorithm for two-level hierarchical scheduling of constrained-deadline sporadic tasks on a uniprocessor

Consider a single processor and a software system. The software system comprises components and interfaces where each component has an associated interface and each component comprises a set of constrained-deadline sporadic tasks. A scheduling algorithm (called global scheduler) determines at each instant which component is active. The active component uses another scheduling algorithm (called local scheduler) to determine which task is selected for execution on the processor. The interface of a component makes certain information about a component visible to other components; the interfaces of all components are used for schedulability analysis. We address the problem of generating an interface for a component based on the tasks inside the component. We desire to (i) incur only a small loss in schedulability analysis due to the interface and (ii) ensure that the amount of space (counted in bits) of the interface is small; this is because such an interface hides as much details of the component as possible. We present an algorithm for generating such an interface.

A hybrid genetic algorithm for the multi-mode resource-constrained project scheduling

A construction project is a group of discernible tasks or activities that are conduct-ed in a coordinated effort to accomplish one or more objectives. Construction projects re-quire varying levels of cost, time and other resources. To plan and schedule a construction project, activities must be defined sufficiently. The level of detail determines the number of activities contained within the project plan and schedule. So, finding feasible schedules which efficiently use scarce resources is a challenging task within project management. In this context, the well-known Resource Constrained Project Scheduling Problem (RCPSP) has been studied during the last decades. In the RCPSP the activities of a project have to be scheduled such that the makespan of the project is minimized. So, the technological precedence constraints have to be observed as well as limitations of the renewable resources required to accomplish the activities. Once started, an activity may not be interrupted. This problem has been extended to a more realistic model, the multi-mode resource con-strained project scheduling problem (MRCPSP), where each activity can be performed in one out of several modes. Each mode of an activity represents an alternative way of combining different levels of resource requirements with a related duration. Each renewable resource has a limited availability for the entire project such as manpower and machines. This paper presents a hybrid genetic algorithm for the multi-mode resource-constrained pro-ject scheduling problem, in which multiple execution modes are available for each of the ac-tivities of the project. The objective function is the minimization of the construction project completion time. To solve the problem, is applied a two-level genetic algorithm, which makes use of two separate levels and extend the parameterized schedule generation scheme. It is evaluated the quality of the schedules and presents detailed comparative computational re-sults for the MRCPSP, which reveal that this approach is a competitive algorithm.

Locating emergency services with priority rules: The priority queuing covering location problem

One of the assumptions of the Capacitated Facility Location Problem (CFLP) is thatdemand is known and fixed. Most often, this is not the case when managers take somestrategic decisions such as locating facilities and assigning demand points to thosefacilities. In this paper we consider demand as stochastic and we model each of thefacilities as an independent queue. Stochastic models of manufacturing systems anddeterministic location models are put together in order to obtain a formula for thebacklogging probability at a potential facility location.Several solution techniques have been proposed to solve the CFLP. One of the mostrecently proposed heuristics, a Reactive Greedy Adaptive Search Procedure, isimplemented in order to solve the model formulated. We present some computationalexperiments in order to evaluate the heuristics performance and to illustrate the use ofthis new formulation for the CFLP. The paper finishes with a simple simulationexercise.

A hybrid algorithm combining metaheuristic with Monte Carlo simulation for solving the Stochastic Flow Shop problem

In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.

A hybrid algorithm combining metaheuristic with Monte Carlo simulation for solving the Stochastic Flow Shop problem

In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.

Genetic algorithm for sequencing in midex model non-permutation flowshops using constrained buffers

Este trabajo presenta un Algoritmo Genético (GA) del problema de secuenciar unidades en una línea de producción. Se tiene en cuenta la posibilidad de cambiar la secuencia de piezas mediante estaciones con acceso a un almacén intermedio o centralizado. El acceso al almacén además está restringido, debido al tamaño de las piezas.AbstractThis paper presents a Genetic Algorithm (GA) for the problem of sequencing in a mixed model non-permutation flowshop. Resequencingis permitted where stations have access to intermittent or centralized resequencing buffers. The access to a buffer is restricted by the number of available buffer places and the physical size of the products.

Correcting for the bias due to expression specificity improves the estimation of constrained evolution of expression between mouse and human.

MOTIVATION: Comparative analyses of gene expression data from different species have become an important component of the study of molecular evolution. Thus methods are needed to estimate evolutionary distances between expression profiles, as well as a neutral reference to estimate selective pressure. Divergence between expression profiles of homologous genes is often calculated with Pearson's or Euclidean distance. Neutral divergence is usually inferred from randomized data. Despite being widely used, neither of these two steps has been well studied. Here, we analyze these methods formally and on real data, highlight their limitations and propose improvements. RESULTS: It has been demonstrated that Pearson's distance, in contrast to Euclidean distance, leads to underestimation of the expression similarity between homologous genes with a conserved uniform pattern of expression. Here, we first extend this study to genes with conserved, but specific pattern of expression. Surprisingly, we find that both Pearson's and Euclidean distances used as a measure of expression similarity between genes depend on the expression specificity of those genes. We also show that the Euclidean distance depends strongly on data normalization. Next, we show that the randomization procedure that is widely used to estimate the rate of neutral evolution is biased when broadly expressed genes are abundant in the data. To overcome this problem, we propose a novel randomization procedure that is unbiased with respect to expression profiles present in the datasets. Applying our method to the mouse and human gene expression data suggests significant gene expression conservation between these species. CONTACT: marc.robinson-rechavi@unil.ch; sven.bergmann@unil.ch SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.

Modelling the super-equilibria in thermal biomass conversion : applications and limitations of the constrained free energy method

Bioenergi ses som en viktig del av det nu- och framtida sortimentet av inhemsk energi. Svartlut, bark och skogsavfall täcker mer än en femtedel av den inhemska energianvändningen. Produktionsanläggningar kan fungera ofullständigt och en mängd gas-, partikelutsläpp och tjära produceras samtidigt och kan leda till beläggningsbildning och korrosion. Orsaken till dessa problem är ofta obalans i processen: vissa föreningar anrikas i processen och superjämviktstillstånd är bildas. I denna doktorsavhandling presenteras en ny beräkningsmetod, med vilken man kan beskriva superjämviktstillståndet, de viktigaste kemiska reaktionerna, processens värmeproduktion och tillståndsstorheter samtidigt. Beräkningsmetoden grundar sig på en unik frienergimetod med bivillkor som har utvecklats vid VTT. Den här så kallade CFE-metoden har tidigare utnyttjats i pappers-, metall- och kemiindustrin. Applikationer för bioenergi, vilka är demonstrerade i doktorsavhandlingen, är ett nytt användingsområde för metoden. Studien visade att beräkningsmetoden är väl lämpad för högtemperaturenergiprocesser. Superjämviktstillstånden kan uppstå i dessa processer och det kemiska systemet kan definieras med några bivillkor. Typiska tillämpningar är förbränning av biomassa och svartlut, förgasning av biomassa och uppkomsten av kväveoxider. Också olika sätt att definiera superjämviktstillstånd presenterades i doktorsavhandlingen: empiriska konstanter, empiriska hastighetsuttryck eller reaktionsmekanismer kan användas. Resultaten av doktorsavhandlingen kan utnyttjas i framtiden i processplaneringen och i undersökning av nya tekniska lösningar för förgasning, förbränningsteknik och biobränslen. Den presenterade metoden är ett bra alternativ till de traditionella mekanistiska och fenomenmodeller och kombinerar de bästa delarna av både. --------------------------------------------------------------- Bioenergia on tärkeä osa nykyistä ja tulevaa kotimaista energiapalettia. Mustalipeä, kuori ja metsätähteet kattavat yli viidenneksen kotimaisesta energian kulutuksesta. Tuotantolaitokset eivät kuitenkaan aina toimi täydellisesti ja niiden prosesseissa syntyy erilaisia kaasu- ja hiukkaspäästöjä, tervoja sekä prosessilaitteita kuluttavia saostumia ja ruostumista. Usein syy näihin ongelmiin on prosessissa esiintyvä epätasapainotila: tietyt yhdisteet rikastuvat prosessissa ja muodostavat supertasapainotiloja. Väitöstyössä kehitettiin uusi laskentamenetelmä, jolla voidaan kuvata nämä supertasapainotilat, tärkeimmät niihin liittyvät kemialliset reaktiot, prosessin lämmöntuotanto ja tilansuureet yhtä aikaa. Laskentamenetelmä perustuu VTT:llä kehitettyyn ainutlaatuiseen rajoitettuun vapaaenergiamenetelmään. Tätä niin kutsuttua CFE-menetelmää on aiemmin sovelluttu onnistuneesti muun muassa paperi-, metalli- ja kemianteollisuudessa. Väitöstyössä esitetyt bioenergiasovellukset ovat uusi sovellusalue menetelmälle. Työ osoitti laskentatavan soveltuvan hyvin korkealämpöisiin energiatekniikan prosesseihin, joissa kemiallista systeemiä rajoittavia tekijöitä oli rajallinen määrä ja siten super-tasapainotila saattoi muodostua prosessin aikana. Tyypillisiä sovelluskohteita ovat biomassan ja mustalipeän poltto, biomassan kaasutus ja typpioksidipäästöt. Työn aikana arvioitiin myös erilaisia tapoja määritellä super-tasapainojen muodostumista rajoittavat tekijät. Rajoitukset voitiin tehdä teollisiin mittauksiin pohjautuen, kokeellisia malleja hyödyntäen tai mekanistiseen reaktiokinetiikkaan perustuen. Tulevaisuudessa väitöstyön tuloksia voidaan hyödyntää prosessisuunnittelussa ja tutkittaessa uusia teknisiä ratkaisuja kaasutus- ja polttotekniikoissa sekä biopolttoaineiden tutkimuksessa. Kehitetty menetelmä tarjoaa hyvän vaihtoehdon perinteisille mekanistisille ja ilmiömalleille yhdistäen näiden parhaita puolia.

Sharing the Cost of a Public Good: an Incentive-Constrained Axiomatic Approach

We study the problem of provision and cost-sharing of a public good in large economies where exclusion, complete or partial, is possible. We search for incentive-constrained efficient allocation rules that display fairness properties. Population monotonicity says that an increase in population should not be detrimental to anyone. Demand monotonicity states that an increase in the demand for the public good (in the sense of a first-order stochastic dominance shift in the distribution of preferences) should not be detrimental to any agent whose preferences remain unchanged. Under suitable domain restrictions, there exists a unique incentive-constrained efficient and demand-monotonic allocation rule: the so-called serial rule. In the binary public good case, the serial rule is also the only incentive-constrained efficient and population-monotonic rule.