Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

Simultaneous perturbation methods for adaptive labor staffing in service systems

We consider the problem of optimizing the workforce of a service system. Adapting the staffing levels in such systems is non-trivial due to large variations in workload and the large number of system parameters do not allow for a brute force search. Further, because these parameters change on a weekly basis, the optimization should not take longer than a few hours. Our aim is to find the optimum staffing levels from a discrete high-dimensional parameter set, that minimizes the long run average of the single-stage cost function, while adhering to the constraints relating to queue stability and service-level agreement (SLA) compliance. The single-stage cost function balances the conflicting objectives of utilizing workers better and attaining the target SLAs. We formulate this problem as a constrained parameterized Markov cost process parameterized by the (discrete) staffing levels. We propose novel simultaneous perturbation stochastic approximation (SPSA)-based algorithms for solving the above problem. The algorithms include both first-order as well as second-order methods and incorporate SPSA-based gradient/Hessian estimates for primal descent, while performing dual ascent for the Lagrange multipliers. Both algorithms are online and update the staffing levels in an incremental fashion. Further, they involve a certain generalized smooth projection operator, which is essential to project the continuous-valued worker parameter tuned by our algorithms onto the discrete set. The smoothness is necessary to ensure that the underlying transition dynamics of the constrained Markov cost process is itself smooth (as a function of the continuous-valued parameter): a critical requirement to prove the convergence of both algorithms. We validate our algorithms via performance simulations based on data from five real-life service systems. For the sake of comparison, we also implement a scatter search based algorithm using state-of-the-art optimization tool-kit OptQuest. From the experiments, we observe that both our algorithms converge empirically and consistently outperform OptQuest in most of the settings considered. This finding coupled with the computational advantage of our algorithms make them amenable for adaptive labor staffing in real-life service systems.

Study of Multilevel Sinusoidal PWM methods for Cascaded H-Bridge Multilevel Inverters

This paper is a study of Multilevel Sinusoidal Pulse Width Modulation (MSPWM) methods; Phase Disposition (PD), Alternate Phase Opposition Disposition (APOD), Phase Opposition Disposition (POD) on a single phase Cascaded H-Bridge Multilevel inverter. Various factors such as amplitude modulation index (Ma), frequency modulation index (M-f), phase angle between carrier and reference modulating wave (phi) have been considered for simulation. Variation in these factors and their effect on inverter performance is evaluated. Factors such as DC bus utilization, output r.m.s voltage, total harmonic distortion (%THD), dominant harmonic order, switching losses are evaluated based on simulation results.

A Remark on the A Posteriori Error Analysis of Discontinuous Galerkin Methods for the Obstacle Problem

We revisit the a posteriori error analysis of discontinuous Galerkin methods for the obstacle problem derived in 25]. Under a mild assumption on the trace of obstacle, we derive a reliable a posteriori error estimator which does not involve min/max functions. A key in this approach is an auxiliary problem with discrete obstacle. Applications to various discontinuous Galerkin finite element methods are presented. Numerical experiments show that the new estimator obtained in this article performs better.

De-DUFing the DUFs: Deciphering distant evolutionary relationships of Domains of Unknown Function using sensitive homology detection methods

Background: In the post-genomic era where sequences are being determined at a rapid rate, we are highly reliant on computational methods for their tentative biochemical characterization. The Pfam database currently contains 3,786 families corresponding to ``Domains of Unknown Function'' (DUF) or ``Uncharacterized Protein Family'' (UPF), of which 3,087 families have no reported three-dimensional structure, constituting almost one-fourth of the known protein families in search for both structure and function. Results: We applied a `computational structural genomics' approach using five state-of-the-art remote similarity detection methods to detect the relationship between uncharacterized DUFs and domain families of known structures. The association with a structural domain family could serve as a start point in elucidating the function of a DUF. Amongst these five methods, searches in SCOP-NrichD database have been applied for the first time. Predictions were classified into high, medium and low-confidence based on the consensus of results from various approaches and also annotated with enzyme and Gene ontology terms. 614 uncharacterized DUFs could be associated with a known structural domain, of which high confidence predictions, involving at least four methods, were made for 54 families. These structure-function relationships for the 614 DUF families can be accessed on-line at http://proline.biochem.iisc.ernet.in/RHD_DUFS/. For potential enzymes in this set, we assessed their compatibility with the associated fold and performed detailed structural and functional annotation by examining alignments and extent of conservation of functional residues. Detailed discussion is provided for interesting assignments for DUF3050, DUF1636, DUF1572, DUF2092 and DUF659. Conclusions: This study provides insights into the structure and potential function for nearly 20 % of the DUFs. Use of different computational approaches enables us to reliably recognize distant relationships, especially when they converge to a common assignment because the methods are often complementary. We observe that while pointers to the structural domain can offer the right clues to the function of a protein, recognition of its precise functional role is still `non-trivial' with many DUF domains conserving only some of the critical residues. It is not clear whether these are functional vestiges or instances involving alternate substrates and interacting partners. Reviewers: This article was reviewed by Drs Eugene Koonin, Frank Eisenhaber and Srikrishna Subramanian.

A posteriori error estimates of discontinuous Galerkin methods for the Signorini problem

A reliable and efficient a posteriori error estimator is derived for a class of discontinuous Galerkin (DG) methods for the Signorini problem. A common property shared by many DG methods leads to a unified error analysis with the help of a constraint preserving enriching map. The error estimator of DG methods is comparable with the error estimator of the conforming methods. Numerical experiments illustrate the performance of the error estimator. (C) 2015 Elsevier B.V. All rights reserved.

A FRAMEWORK FOR THE ERROR ANALYSIS OF DISCONTINUOUS FINITE ELEMENT METHODS FOR ELLIPTIC OPTIMAL CONTROL PROBLEMS AND APPLICATIONS TO C-0 IP METHODS

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis point of view and delivers a reliable and efficient a posteriori error estimator. The results are applicable to a variety of problems just under the minimal regularity possessed by the well-posedness of the problem. Subsequently, the applications of C-0 interior penalty methods for a boundary control problem as well as a distributed control problem governed by the biharmonic equation subject to simply supported boundary conditions are discussed through the abstract analysis. Numerical experiments illustrate the theoretical findings.

Evaluation of the Effectiveness of Representative Methods for Determining Young's Modulus and Hardness from Instrumented Indentation Data

The effectiveness of Oliver & Pharr's (O&P's) method, Cheng & Cheng's (C&C's) method, and a new method developed by our group for estimating Young's modulus and hardness based on instrumented indentation was evaluated for the case of yield stress to reduced Young's modulus ratio (sigma(y)/E-r) >= 4.55 x 10(-4) and hardening coefficient (n) <= 0.45. Dimensional theorem and finite element simulations were applied to produce reference results for this purpose. Both O&P's and C&C's methods overestimated the Young's modulus under some conditions, whereas the error can be controlled within +/- 16% if the formulation was modified with appropriate correction functions. Similar modification was not introduced to our method for determining Young's modulus, while the maximum error of results was around +/- 13%. The errors of hardness values obtained from all the three methods could be even larger and were irreducible with any correction scheme. It is therefore suggested that when hardness values of different materials are concerned, relative comparison of the data obtained from a single standard measurement technique would be more practically useful. It is noted that the ranges of error derived from the analysis could be different if different ranges of material parameters sigma(y)/E-r and n are considered.