Parallel Algorithms for FE-BE Coupling

When non linear physical systems of infinite extent are modelled, such as tunnels and perforations, it is necessary to simulate suitably the solution in the infinite as well as the non linearity. The finite element method (FEM) is a well known procedure for simulating the non linear behavior. However, the treatment of the infinite field with domain truncations is often questionable. On the other hand, the boundary element method (BEM) is suitable to simulate the infinite behavior without truncations. Because of this, by the combination of both methods, suitable use of the advantages of each one may be obtained. Several possibilities of FEM-BEM coupling and their performance in some practical cases are discussed in this paper. Parallelizable coupling algorithms based on domain decomposition are developed and compared with the most traditional coupling methods.

Distributed routing algorithms for interconnected FDDI LANS

The Fibre Distributed Data Interface (FDDI) represents the new generation of local area networks (LANs). These high speed LANs are capable of supporting up to 500 users over a 100 km distance. User traffic is expected to be as diverse as file transfers, packet voice and video. As the proliferation of FDDI LANs continues, the need to interconnect these LANs arises. FDDI LAN interconnection can be achieved in a variety of different ways. Some of the most commonly used today are public data networks, dial up lines and private circuits. For applications that can potentially generate large quantities of traffic, such as an FDDI LAN, it is cost effective to use a private circuit leased from the public carrier. In order to send traffic from one LAN to another across the leased line, a routing algorithm is required. Much research has been done on the Bellman-Ford algorithm and many implementations of it exist in computer networks. However, due to its instability and problems with routing table loops it is an unsatisfactory algorithm for interconnected FDDI LANs. A new algorithm, termed ISIS which is being standardized by the ISO provides a far better solution. ISIS will be implemented in many manufacturers routing devices. In order to make the work as practical as possible, this algorithm will be used as the basis for all the new algorithms presented. The ISIS algorithm can be improved by exploiting information that is dropped by that algorithm during the calculation process. A new algorithm, called Down Stream Path Splits (DSPS), uses this information and requires only minor modification to some of the ISIS routing procedures. DSPS provides a higher network performance, with very little additional processing and storage requirements. A second algorithm, also based on the ISIS algorithm, generates a massive increase in network performance. This is achieved by selecting alternative paths through the network in times of heavy congestion. This algorithm may select the alternative path at either the originating node, or any node along the path. It requires more processing and memory storage than DSPS, but generates a higher network power. The final algorithm combines the DSPS algorithm with the alternative path algorithm. This is the most flexible and powerful of the algorithms developed. However, it is somewhat complex and requires a fairly large storage area at each node. The performance of the new routing algorithms is tested in a comprehensive model of interconnected LANs. This model incorporates the transport through physical layers and generates random topologies for routing algorithm performance comparisons. Using this model it is possible to determine which algorithm provides the best performance without introducing significant complexity and storage requirements.

Parallel implementation of image segmentation algorithms on a network of transputers

Image segmentation is one of the most computationally intensive operations in image processing and computer vision. This is because a large volume of data is involved and many different features have to be extracted from the image data. This thesis is concerned with the investigation of practical issues related to the implementation of several classes of image segmentation algorithms on parallel architectures. The Transputer is used as the basic building block of hardware architectures and Occam is used as the programming language. The segmentation methods chosen for implementation are convolution, for edge-based segmentation; the Split and Merge algorithm for segmenting non-textured regions; and the Granlund method for segmentation of textured images. Three different convolution methods have been implemented. The direct method of convolution, carried out in the spatial domain, uses the array architecture. The other two methods, based on convolution in the frequency domain, require the use of the two-dimensional Fourier transform. Parallel implementations of two different Fast Fourier Transform algorithms have been developed, incorporating original solutions. For the Row-Column method the array architecture has been adopted, and for the Vector-Radix method, the pyramid architecture. The texture segmentation algorithm, for which a system-level design is given, demonstrates a further application of the Vector-Radix Fourier transform. A novel concurrent version of the quad-tree based Split and Merge algorithm has been implemented on the pyramid architecture. The performance of the developed parallel implementations is analysed. Many of the obtained speed-up and efficiency measures show values close to their respective theoretical maxima. Where appropriate comparisons are drawn between different implementations. The thesis concludes with comments on general issues related to the use of the Transputer system as a development tool for image processing applications; and on the issues related to the engineering of concurrent image processing applications.

Practical methods of tracking of nonstationary time series applied to real-world data

In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Two real world data sets, containing electricity load demands and foreign exchange market prices, are used to test several different methods, ranging from linear models with fixed parameters, to non-linear models which adapt both parameters and model order on-line. Training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. The results of our experiments show that there are advantages to be gained in tracking real world non-stationary data through the use of more complex adaptive models.

Signal processing and information fusing algorithms for the synthesis of an alternative electromyogram/eye gaze tracking computer cursor control system

This research pursued the conceptualization and real-time verification of a system that allows a computer user to control the cursor of a computer interface without using his/her hands. The target user groups for this system are individuals who are unable to use their hands due to spinal dysfunction or other afflictions, and individuals who must use their hands for higher priority tasks while still requiring interaction with a computer. ^ The system receives two forms of input from the user: Electromyogram (EMG) signals from muscles in the face and point-of-gaze coordinates produced by an Eye Gaze Tracking (EGT) system. In order to produce reliable cursor control from the two forms of user input, the development of this EMG/EGT system addressed three key requirements: an algorithm was created to accurately translate EMG signals due to facial movements into cursor actions, a separate algorithm was created that recognized an eye gaze fixation and provided an estimate of the associated eye gaze position, and an information fusion protocol was devised to efficiently integrate the outputs of these algorithms. ^ Experiments were conducted to compare the performance of EMG/EGT cursor control to EGT-only control and mouse control. These experiments took the form of two different types of point-and-click trials. The data produced by these experiments were evaluated using statistical analysis, Fitts' Law analysis and target re-entry (TRE) analysis. ^ The experimental results revealed that though EMG/EGT control was slower than EGT-only and mouse control, it provided effective hands-free control of the cursor without a spatial accuracy limitation, and it also facilitated a reliable click operation. This combination of qualities is not possessed by either EGT-only or mouse control, making EMG/EGT cursor control a unique and practical alternative for a user's cursor control needs. ^

Genetic algorithms and investment strategies: A global perspective

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: (1) help global investors determine the optimal selection and holding periods for momentum portfolios, (2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, (3) assess the investment strategy profits after considering transaction costs, and (4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

Algorithms for scheduling parallel batch processing machines with non-identical job ready times

This research is motivated by a practical application observed at a printed circuit board (PCB) manufacturing facility. After assembly, the PCBs (or jobs) are tested in environmental stress screening (ESS) chambers (or batch processing machines) to detect early failures. Several PCBs can be simultaneously tested as long as the total size of all the PCBs in the batch does not violate the chamber capacity. PCBs from different production lines arrive dynamically to a queue in front of a set of identical ESS chambers, where they are grouped into batches for testing. Each line delivers PCBs that vary in size and require different testing (or processing) times. Once a batch is formed, its processing time is the longest processing time among the PCBs in the batch, and its ready time is given by the PCB arriving last to the batch. ESS chambers are expensive and a bottleneck. Consequently, its makespan has to be minimized. ^ A mixed-integer formulation is proposed for the problem under study and compared to a formulation recently published. The proposed formulation is better in terms of the number of decision variables, linear constraints and run time. A procedure to compute the lower bound is proposed. For sparse problems (i.e. when job ready times are dispersed widely), the lower bounds are close to optimum. ^ The problem under study is NP-hard. Consequently, five heuristics, two metaheuristics (i.e. simulated annealing (SA) and greedy randomized adaptive search procedure (GRASP)), and a decomposition approach (i.e. column generation) are proposed—especially to solve problem instances which require prohibitively long run times when a commercial solver is used. Extensive experimental study was conducted to evaluate the different solution approaches based on the solution quality and run time. ^ The decomposition approach improved the lower bounds (or linear relaxation solution) of the mixed-integer formulation. At least one of the proposed heuristic outperforms the Modified Delay heuristic from the literature. For sparse problems, almost all the heuristics report a solution close to optimum. GRASP outperforms SA at a higher computational cost. The proposed approaches are viable to implement as the run time is very short. ^

Genetic Algorithms and Investment Strategies: A Global Perspective

The profitability of momentum portfolios in the equity markets is derived from the continuation of stock returns over medium time horizons. The empirical evidence of momentum, however, is significantly different across markets around the world. The purpose of this dissertation is to: 1) help global investors determine the optimal selection and holding periods for momentum portfolios, 2) evaluate the profitability of the optimized momentum portfolios in different time periods and market states, 3) assess the investment strategy profits after considering transaction costs, and 4) interpret momentum returns within the framework of prior studies on investors’ behavior. Improving on the traditional practice of selecting arbitrary selection and holding periods, a genetic algorithm (GA) is employed. The GA performs a thorough and structured search to capture the return continuations and reversals patterns of momentum portfolios. Three portfolio formation methods are used: price momentum, earnings momentum, and earnings and price momentum and a non-linear optimization procedure (GA). The focus is on common equity of the U.S. and a select number of countries, including Australia, France, Germany, Japan, the Netherlands, Sweden, Switzerland and the United Kingdom. The findings suggest that the evolutionary algorithm increases the annualized profits of the U.S. momentum portfolios. However, the difference in mean returns is statistically significant only in certain cases. In addition, after considering transaction costs, both price and earnings and price momentum portfolios do not appear to generate abnormal returns. Positive risk-adjusted returns net of trading costs are documented solely during “up” markets for a portfolio long in prior winners only. The results on the international momentum effects indicate that the GA improves the momentum returns by 2 to 5% on an annual basis. In addition, the relation between momentum returns and exchange rate appreciation/depreciation is examined. The currency appreciation does not appear to influence significantly momentum profits. Further, the influence of the market state on momentum returns is not uniform across the countries considered. The implications of the above findings are discussed with a focus on the practical aspects of momentum investing, both in the U.S. and globally.

Principal Component Analysis of Results Obtained from Finite-Difference Time-Domain Algorithms

Finite-Differences Time-Domain (FDTD) algorithms are well established tools of computational electromagnetism. Because of their practical implementation as computer codes, they are affected by many numerical artefact and noise. In order to obtain better results we propose using Principal Component Analysis (PCA) based on multivariate statistical techniques. The PCA has been successfully used for the analysis of noise and spatial temporal structure in a sequence of images. It allows a straightforward discrimination between the numerical noise and the actual electromagnetic variables, and the quantitative estimation of their respective contributions. Besides, The GDTD results can be filtered to clean the effect of the noise. In this contribution we will show how the method can be applied to several FDTD simulations: the propagation of a pulse in vacuum, the analysis of two-dimensional photonic crystals. In this last case, PCA has revealed hidden electromagnetic structures related to actual modes of the photonic crystal.

Practical engineering of hard spin-glass instances

Recent technological developments in the field of experimental quantum annealing have made prototypical annealing optimizers with hundreds of qubits commercially available. The experimental demonstration of a quantum speedup for optimization problems has since then become a coveted, albeit elusive goal. Recent studies have shown that the so far inconclusive results, regarding a quantum enhancement, may have been partly due to the benchmark problems used being unsuitable. In particular, these problems had inherently too simple a structure, allowing for both traditional resources and quantum annealers to solve them with no special efforts. The need therefore has arisen for the generation of harder benchmarks which would hopefully possess the discriminative power to separate classical scaling of performance with size from quantum. We introduce here a practical technique for the engineering of extremely hard spin-glass Ising-type problem instances that does not require "cherry picking" from large ensembles of randomly generated instances. We accomplish this by treating the generation of hard optimization problems itself as an optimization problem, for which we offer a heuristic algorithm that solves it. We demonstrate the genuine thermal hardness of our generated instances by examining them thermodynamically and analyzing their energy landscapes, as well as by testing the performance of various state-of-the-art algorithms on them. We argue that a proper characterization of the generated instances offers a practical, efficient way to properly benchmark experimental quantum annealers, as well as any other optimization algorithm.

Joint Analysis of Multiple Algorithms and Performance Measures

There has been an increasing interest in the development of new methods using Pareto optimality to deal with multi-objective criteria (for example, accuracy and time complexity). Once one has developed an approach to a problem of interest, the problem is then how to compare it with the state of art. In machine learning, algorithms are typically evaluated by comparing their performance on different data sets by means of statistical tests. Standard tests used for this purpose are able to consider jointly neither performance measures nor multiple competitors at once. The aim of this paper is to resolve these issues by developing statistical procedures that are able to account for multiple competing measures at the same time and to compare multiple algorithms altogether. In particular, we develop two tests: a frequentist procedure based on the generalized likelihood-ratio test and a Bayesian procedure based on a multinomial-Dirichlet conjugate model. We further extend them by discovering conditional independences among measures to reduce the number of parameters of such models, as usually the number of studied cases is very reduced in such comparisons. Data from a comparison among general purpose classifiers is used to show a practical application of our tests.

Efficient algorithms to solve scheduling problems with a variety of optimization criteria

La programmation par contraintes est une technique puissante pour résoudre, entre autres, des problèmes d’ordonnancement de grande envergure. L’ordonnancement vise à allouer dans le temps des tâches à des ressources. Lors de son exécution, une tâche consomme une ressource à un taux constant. Généralement, on cherche à optimiser une fonction objectif telle la durée totale d’un ordonnancement. Résoudre un problème d’ordonnancement signifie trouver quand chaque tâche doit débuter et quelle ressource doit l’exécuter. La plupart des problèmes d’ordonnancement sont NP-Difficiles. Conséquemment, il n’existe aucun algorithme connu capable de les résoudre en temps polynomial. Cependant, il existe des spécialisations aux problèmes d’ordonnancement qui ne sont pas NP-Complet. Ces problèmes peuvent être résolus en temps polynomial en utilisant des algorithmes qui leur sont propres. Notre objectif est d’explorer ces algorithmes d’ordonnancement dans plusieurs contextes variés. Les techniques de filtrage ont beaucoup évolué dans les dernières années en ordonnancement basé sur les contraintes. La proéminence des algorithmes de filtrage repose sur leur habilité à réduire l’arbre de recherche en excluant les valeurs des domaines qui ne participent pas à des solutions au problème. Nous proposons des améliorations et présentons des algorithmes de filtrage plus efficaces pour résoudre des problèmes classiques d’ordonnancement. De plus, nous présentons des adaptations de techniques de filtrage pour le cas où les tâches peuvent être retardées. Nous considérons aussi différentes propriétés de problèmes industriels et résolvons plus efficacement des problèmes où le critère d’optimisation n’est pas nécessairement le moment où la dernière tâche se termine. Par exemple, nous présentons des algorithmes à temps polynomial pour le cas où la quantité de ressources fluctue dans le temps, ou quand le coût d’exécuter une tâche au temps t dépend de t.

Advanced Mission Synthesis Algorithms for Vibration-based Accelerated Life-testing

In the field of vibration qualification testing, with the popular Random Control mode of shakers, the specimen is excited by random vibrations typically set in the form of a Power Spectral Density (PSD). The corresponding signals are stationary and Gaussian, i.e. featuring a normal distribution. Conversely, real-life excitations are frequently non-Gaussian, exhibiting high peaks and/or burst signals and/or deterministic harmonic components. The so-called kurtosis is a parameter often used to statistically describe the occurrence and significance of high peak values in a random process. Since the similarity between test input profiles and real-life excitations is fundamental for qualification test reliability, some methods of kurtosis-control can be implemented to synthesize realistic (non-Gaussian) input signals. Durability tests are performed to check the resistance of a component to vibration-based fatigue damage. A procedure to synthesize test excitations which starts from measured data and preserves both the damage potential and the characteristics of the reference signals is desirable. The Fatigue Damage Spectrum (FDS) is generally used to quantify the fatigue damage potential associated with the excitation. The signal synthesized for accelerated durability tests (i.e. with a limited duration) must feature the same FDS as the reference vibration computed for the component’s expected lifetime. Current standard procedures are efficient in synthesizing signals in the form of a PSD, but prove inaccurate if reference data are non-Gaussian. This work presents novel algorithms for the synthesis of accelerated durability test profiles with prescribed FDS and a non-Gaussian distribution. An experimental campaign is conducted to validate the algorithms, by testing their accuracy, robustness, and practical effectiveness. Moreover, an original procedure is proposed for the estimation of the fatigue damage potential, aiming to minimize the computational time. The research is thus supposed to improve both the effectiveness and the efficiency of excitation profile synthesis for accelerated durability tests.

Exploiting the environment for structural health monitoring: Strategies, algorithms, and technologies

A densely built environment is a complex system of infrastructure, nature, and people closely interconnected and interacting. Vehicles, public transport, weather action, and sports activities constitute a manifold set of excitation and degradation sources for civil structures. In this context, operators should consider different factors in a holistic approach for assessing the structural health state. Vibration-based structural health monitoring (SHM) has demonstrated great potential as a decision-supporting tool to schedule maintenance interventions. However, most excitation sources are considered an issue for practical SHM applications since traditional methods are typically based on strict assumptions on input stationarity. Last-generation low-cost sensors present limitations related to a modest sensitivity and high noise floor compared to traditional instrumentation. If these devices are used for SHM in urban scenarios, short vibration recordings collected during high-intensity events and vehicle passage may be the only available datasets with a sufficient signal-to-noise ratio. While researchers have spent efforts to mitigate the effects of short-term phenomena in vibration-based SHM, the ultimate goal of this thesis is to exploit them and obtain valuable information on the structural health state. First, this thesis proposes strategies and algorithms for smart sensors operating individually or in a distributed computing framework to identify damage-sensitive features based on instantaneous modal parameters and influence lines. Ordinary traffic and people activities become essential sources of excitation, while human-powered vehicles, instrumented with smartphones, take the role of roving sensors in crowdsourced monitoring strategies. The technical and computational apparatus is optimized using in-memory computing technologies. Moreover, identifying additional local features can be particularly useful to support the damage assessment of complex structures. Thereby, smart coatings are studied to enable the self-sensing properties of ordinary structural elements. In this context, a machine-learning-aided tomography method is proposed to interpret the data provided by a nanocomposite paint interrogated electrically.

Models and algorithms for real-world optimization problems

This thesis deals with efficient solution of optimization problems of practical interest. The first part of the thesis deals with bin packing problems. The bin packing problem (BPP) is one of the oldest and most fundamental combinatorial optimiza- tion problems. The bin packing problem and its generalizations arise often in real-world ap- plications, from manufacturing industry, logistics and transportation of goods, and scheduling. After an introductory chapter, I will present two applications of two of the most natural extensions of the bin packing: Chapter 2 will be dedicated to an application of bin packing in two dimension to a problem of scheduling a set of computational tasks on a computer cluster, while Chapter 3 deals with the generalization of BPP in three dimensions that arise frequently in logistic and transportation, often com- plemented with additional constraints on the placement of items and characteristics of the solution, like, for example, guarantees on the stability of the items, to avoid potential damage to the transported goods, on the distribution of the total weight of the bins, and on compatibility with loading and unloading operations. The second part of the thesis, and in particular Chapter 4 considers the Trans- mission Expansion Problem (TEP), where an electrical transmission grid must be expanded so as to satisfy future energy demand at the minimum cost, while main- taining some guarantees of robustness to potential line failures. These problems are gaining importance in a world where a shift towards renewable energy can impose a significant geographical reallocation of generation capacities, resulting in the ne- cessity of expanding current power transmission grids.