Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

Unsteady free convection flow under the influence of a magnetic field

The unsteady free convection boundary layer at the stagnation point of a two-dimensional body and an axisymmetric body with prescribed surface heat flux or temperature has been studied. The magnetic field is applied parallel to the surface and the effect of induced magnetic field has been considered. It is found that for certain powerlaw distribution of surface heat flux or temperature and magnetic field with time, the governing boundary layer equations admit a self-similar solution locally. The resulting nonlinear ordinary differential equations have been solved using a finite element method and a shooting method with Newton's corrections for missing initial conditions. The results show that the skin friction and heat transfer coefficients, and x-component of the induced magnetic field on the surface increase with the applied magnetic field. In general, the skin friction, heat transfer and x-component of the induced magnetic field for axisymmetric case are more than those of the two-dimensional case. Also they change more when the surface heat flux or temperature decreases with time than when it increases with time. The skin friction, heat transfer and x-component of the induced magnetic field are significantly affected by the magnetic Prandtl number and they increase as the magnetic Prandtl number decreases. The skin friction and x-component of the magnetic field increase with the dissipation parameter, but heat transfer decreases.

Nonlinear effects on rotating disk flow in a cylindrical casing

The flow due to a finite disk rotating in an incompressible viscous fluid has been studied. A modified Newton-gradient finite difference scheme is used to obtain the solution of full Navier-Stokes equations numerically for different disk and cylinder sizes for a wide range of Reynolds numbers. The introduction of the aspect ratio and the disk-shroud gap, significantly alters the flow characteristics in the region under consideration, The frictional torque calculated from the flow data reveals that the contribution due to nonlinear terms is not negligible even at a low Reynolds number. For large Reynolds numbers, the flow structure reveals a strong boundary layer character.

Parallel computing concepts and methods for floquet analysis of helicopter trim and stability

Floquet analysis is widely used for small-order systems (say, order M < 100) to find trim results of control inputs and periodic responses, and stability results of damping levels and frequencies, Presently, however, it is practical neither for design applications nor for comprehensive analysis models that lead to large systems (M > 100); the run time on a sequential computer is simply prohibitive, Accordingly, a massively parallel Floquet analysis is developed with emphasis on large systems, and it is implemented on two SIMD or single-instruction, multiple-data computers with 4096 and 8192 processors, The focus of this development is a parallel shooting method with damped Newton iteration to generate trim results; the Floquet transition matrix (FTM) comes out as a byproduct, The eigenvalues and eigenvectors of the FTM are computed by a parallel QR method, and thereby stability results are generated, For illustration, flap and flap-lag stability of isolated rotors are treated by the parallel analysis and by a corresponding sequential analysis with the conventional shooting and QR methods; linear quasisteady airfoil aerodynamics and a finite-state three-dimensional wake model are used, Computational reliability is quantified by the condition numbers of the Jacobian matrices in Newton iteration, the condition numbers of the eigenvalues and the residual errors of the eigenpairs, and reliability figures are comparable in both the parallel and sequential analyses, Compared to the sequential analysis, the parallel analysis reduces the run time of large systems dramatically, and the reduction increases with increasing system order; this finding offers considerable promise for design and comprehensive-analysis applications.

Unsteady compressible flow due to relative rotation and translation of a viscous fluid on a disk

The modification of the axisymmetric viscous flow due to relative rotation of the disk or fluid by a translation of the boundary is studied. The fluid is taken to be compressible, and the relative rotation and translation velocity of the disk or fluid are time-dependent. The nonlinear partial differential equations governing the motion are solved numerically using an implicit finite difference scheme and Newton's linearisation technique. Numerical solutions are obtained at various non-dimensional times and disk temperatures. The non-symmetric part of the flow (secondary flow) describing the translation effect generates a velocity field at each plane parallel to the disk. The cartesian components of velocity due to secondary flow exhibit oscillations when the motion is due to rotation of the fluid on a translating disk. Increase in translation velocity produces an increment in the radial skin friction but reduces the tangential skin friction.

WLS method for parameter estimation in water distribution networks

The weighted-least-squares method based on the Gauss-Newton minimization technique is used for parameter estimation in water distribution networks. The parameters considered are: element resistances (single and/or group resistances, Hazen-Williams coefficients, pump specifications) and consumptions (for single or multiple loading conditions). The measurements considered are: nodal pressure heads, pipe flows, head loss in pipes, and consumptions/inflows. An important feature of the study is a detailed consideration of the influence of different choice of weights on parameter estimation, for error-free data, noisy data, and noisy data which include bad data. The method is applied to three different networks including a real-life problem.

Large deformation finite element analysis of laminated circular composite plates

A 48 d.o.f., four-noded quadrilateral laminated composite shell finite element is particularised to a sector finite element and is used for the large deformation analysis of circular composite laminated plates. The strain-displacement relationships for the sector element are obtained by reducing those of the quadrilateral shell finite element by substituting proper values for the geometric parameters. Subsequently, the linear and tangent stiffness matrices are formulated using conventional methods. The Newton-Raphson method is employed as the nonlinear solution technique. The computer code developed is validated by solving an isotropic case for which results are available in the literature. The method is then applied to solve problems of cylindrically orthotropic circular plates. Some of the results of cylindrically orthotropic case are compared with those available in the literature. Subsequently, application is made to the case of laminated composite circular plates having different lay-up schemes. The computer code can handle symmetric/unsymmetric lay-up schemes. The large displacement analysis is useful in estimating the damage in composite plates caused by low-velocity impact.

Power Flow Analysis in MTDC-AC System—A New Approach

This paper presents a new approach to the power flow analysis in steady state for multiterminal DC-AC systems. A flexible and practical choice of per unit system is used to formulate the DC network and converter equations. A converter is represented by Norton's equivalent of a current source in parallel with the commutation resistance. Unlike in previous literature, the DC network equations are used to derive the controller equations for the DC system using a subset of specifications. The specifications considered are current or power at all terminals except the slack terminal where the DC voltage is specified. The control equations are solved by Newton's method, using the current injections at the converter terminals as state variables. Further, a systematic approach to the handling of constraints is proposed by identifying the priorities in rescheduling of the specified variables. The methodology is illustrated by example of a 5 terminal DC system.

An Efficient Robust Algorithm for the Surface-Potential Calculation of Independent DG MOSFET

Although the recently proposed single-implicit-equation-based input voltage equations (IVEs) for the independent double-gate (IDG) MOSFET promise faster computation time than the earlier proposed coupled-equations-based IVEs, it is not clear how those equations could be solved inside a circuit simulator as the conventional Newton-Raphson (NR)-based root finding method will not always converge due to the presence of discontinuity at the G-zero point (GZP) and nonremovable singularities in the trigonometric IVE. In this paper, we propose a unique algorithm to solve those IVEs, which combines the Ridders algorithm with the NR-based technique in order to provide assured convergence for any bias conditions. Studying the IDG MOSFET operation carefully, we apply an optimized initial guess to the NR component and a minimized solution space to the Ridders component in order to achieve rapid convergence, which is very important for circuit simulation. To reduce the computation budget further, we propose a new closed-form solution of the IVEs in the near vicinity of the GZP. The proposed algorithm is tested with different device parameters in the extended range of bias conditions and successfully implemented in a commercial circuit simulator through its Verilog-A interface.

Similarity solution of unsteady boundary layer equations with a magnetic field

The unsteady laminar incompressible boundary layer flow of an electrically conducting fluid in the stagnation region of two-dimensional and axisymmetric bodies with an applied magnetic field has been studied. The boundary layer equations which are parabolic partial differential equations with three independent variables have been reduced to a system of ordinary differential equations by using suitable transformations and then solved numerically using a shooting method. Here, we have obtained new solutions which are solutions of both the boundary layer and Navier-Stokes equations.

The nature of the prompt X-ray and radio emission from SN 2002ap

We report on the combined X-ray and radio observations of the type Ic SN 2002ap, using XMM-Newton TOO observation of M 74 and the Giant Metrewave Radio Telescope ( GMRT). We account for the presence of a nearby source in the pre-supernova Chandra field of view in our measurements of the X-ray flux (0.3-10 KeV) 5.2 days after the explosion. The X-ray spectrum is well fitted by a power law spectrum with photon index alpha = 2.6. Our results suggest that the prompt X-ray emission originates from inverse Compton scattering of photospheric thermal emission by energetic electrons. Radio observations with the GMRT at 610 MHz (8 days after the explosion) and 1420 MHz (70 days after the explosion) are combined with the high frequency VLA observations of SN 2002ap reported by Berger et al. ( 2002), and the early radiospheric properties of SN 2002ap are compared with similar data from two other supernovae. Finally, the GMRT radio map reveals four other X-ray sources in the field of view of M 74 with radio counterparts.

Water quality parameter estimation in steady-state distribution system

The maintenance of chlorine residual is needed at all the points in the distribution system supplied with chlorine as a disinfectant. The propagation and level of chlorine in a distribution system is affected by both bulk and pipe wall reactions. It is well known that the field determination of wall reaction parameter is difficult. The source strength of chlorine to maintain a specified chlorine residual at a target node is also an important parameter. The inverse model presented in the paper determines these water quality parameters, which are associated with different reaction kinetics, either in single or in groups of pipes. The weighted-least-squares method based on the Gauss-Newton minimization technique is used for the estimation of these parameters. The validation and application of the inverse model is illustrated with an example pipe distribution system under steady state. A generalized procedure to handle noisy and bad (abnormal) data is suggested, which can be used to estimate these parameters more accurately. The developed inverse model is useful for water supply agencies to calibrate their water distribution system and to improve their operational strategies to maintain water quality.

Analysis of Lined Ducts With Mean Flow, With Application to Dissipative Mufflers

Mufflers with at least one acoustically absorptive duct are generally called dissipative mufflers. Generally, for want of systems approach, these mufflers are characterized by transmission loss of the lined duct with overriding corrections for the terminations, mean flow, etc. In this article, it is proposed that dissipative duct should be integrated with other muffler elements, source impedance and radiation impedance, by means of transfer matrix approach. Towards this end, the transfer matrix for rectangular duct with mean flow has been derived here, for the least attenuated mode. Mean flow introduces a coupling between transverse wave numbers and axial wave number, the evaluation of which therefore calls for simultaneous solution of two or three transcendental equations. This is done by means of a Newton-Raphson iteration scheme, which is illustrated here for square ducts lined with porous ceramic tiles.

Effect of capillarity and heterogeneity in the numerical modelling of multiphase flow of fluids in unsaturated porous medium

The multiphase flow of fluids in the unsaturated porous medium is considered as a three phase flow of water, NAPL, and air simultaneously in the porous medium. The adaptive solution fully implicit modified sequential method is used for the numerical modelling. The effect of capillarity and heterogeneity effect at the interface between the media is studied and it is observed that the interface criteria has to be taken into account for the correct prediction of NAPL migration especially in heterogeneous media. The modified Newton Raphson method is used for the linearization and Hestines and Steifel Conjugate Gradient method is used as the solver.

A pseudo-time EnKF incorporating shape based reconstruction for diffuse optical tomography

Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]