Agents Based Algorithms for Design Parameter Estimation in Contaminant Transport Inverse Problems

A considerable amount of work has been dedicated on the development of analytical solutions for flow of chemical contaminants through soils. Most of the analytical solutions for complex transport problems are closed-form series solutions. The convergence of these solutions depends on the eigen values obtained from a corresponding transcendental equation. Thus, the difficulty in obtaining exact solutions from analytical models encourages the use of numerical solutions for the parameter estimation even though, the later models are computationally expensive. In this paper a combination of two swarm intelligence based algorithms are used for accurate estimation of design transport parameters from the closed-form analytical solutions. Estimation of eigen values from a transcendental equation is treated as a multimodal discontinuous function optimization problem. The eigen values are estimated using an algorithm derived based on glowworm swarm strategy. Parameter estimation of the inverse problem is handled using standard PSO algorithm. Integration of these two algorithms enables an accurate estimation of design parameters using closed-form analytical solutions. The present solver is applied to a real world inverse problem in environmental engineering. The inverse model based on swarm intelligence techniques is validated and the accuracy in parameter estimation is shown. The proposed solver quickly estimates the design parameters with a great precision.

A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

Computation of Thermal Stress Intensity Factors for Bimaterial Interface Cracks Using Domain Integral Method

The concept of domain integral used extensively for J integral has been applied in this work for the formulation of J(2) integral for linear elastic bimaterial body containing a crack at the interface and subjected to thermal loading. It is shown that, in the presence of thermal stresses, the J(k) domain integral over a closed path, which does not enclose singularities, is a function of temperature and body force. A method is proposed to compute the stress intensity factors for bimaterial interface crack subjected to thermal loading by combining this domain integral with the J(k) integral. The proposed method is validated by solving standard problems with known solutions.

A Bayesian incentive compatible mechanism for decentralized supply chain formation

In this paper we consider a decentralized supply chain formation problem for linear multi-echelon supply chains when the managers of the individual echelons are autonomous, rational, and intelligent. At each echelon, there is a choice of service providers and the specific problem we solve is that of determining a cost-optimal mix of service providers so as to achieve a desired level of end-to-end delivery performance. The problem can be broken up into two sub-problems following a mechanism design approach: (1) Design of an incentive compatible mechanism to elicit the true cost functions from the echelon managers; (2) Formulation and solution of an appropriate optimization problem using the true cost information. In this paper we propose a novel Bayesian incentive compatible mechanism for eliciting the true cost functions. This improves upon existing solutions in the literature which are all based on the classical Vickrey-Clarke-Groves mechanisms, requiring significant incentives to be paid to the echelon managers for achieving dominant strategy incentive compatibility. The proposed solution, which we call SCF-BIC (Supply Chain Formation with Bayesian Incentive Compatibility), significantly reduces the cost of supply chain formation. We illustrate the efficacy of the proposed methodology using the example of a three echelon manufacturing supply chain.

A geometric approach to stationary defect solutions in one space dimension

In this manuscript, we consider the impact of a small jump-type spatial heterogeneity on the existence of stationary localized patterns in a system of partial dierential equations in one spatial dimension...

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Consistent quaternion interpolation for objective finite element approximation of geometrically exact beam

We explore an isoparametric interpolation of total quaternion for geometrically consistent, strain-objective and path-independent finite element solutions of the geometrically exact beam. This interpolation is a variant of the broader class known as slerp. The equivalence between the proposed interpolation and that of relative rotation is shown without any recourse to local bijection between quaternions and rotations. We show that, for a two-noded beam element, the use of relative rotation is not mandatory for attaining consistency cum objectivity and an appropriate interpolation of total rotation variables is sufficient. The interpolation of total quaternion, which is computationally more efficient than the one based on local rotations, converts nodal rotation vectors to quaternions and interpolates them in a manner consistent with the character of the rotation manifold. This interpolation, unlike the additive interpolation of total rotation, corresponds to a geodesic on the rotation manifold. For beam elements with more than two nodes, however, a consistent extension of the proposed quaternion interpolation is difficult. Alternatively, a quaternion-based procedure involving interpolation of relative rotations is proposed for such higher order elements. We also briefly discuss a strategy for the removal of possible singularity in the interpolation of quaternions, proposed in [I. Romero, The interpolation of rotations and its application to finite element models of geometrically exact rods, Comput. Mech. 34 (2004) 121–133]. The strain-objectivity and path-independence of solutions are justified theoretically and then demonstrated through numerical experiments. This study, being focused only on the interpolation of rotations, uses a standard finite element discretization, as adopted by Simo and Vu-Quoc [J.C. Simo, L. Vu-Quoc, A three-dimensional finite rod model part II: computational aspects, Comput. Methods Appl. Mech. Engrg. 58 (1986) 79–116]. The rotation update is achieved via quaternion multiplication followed by the extraction of the rotation vector. Nodal rotations are stored in terms of rotation vectors and no secondary storages are required.

Conservation law with the flux function discontinuous in the space variable- II - Convex-concave type fluxes and generalized entropy solutions

We deal with a single conservation law with discontinuous convex-concave type fluxes which arise while considering sign changing flux coefficients. The main difficulty is that a weak solution may not exist as the Rankine-Hugoniot condition at the interface may not be satisfied for certain choice of the initial data. We develop the concept of generalized entropy solutions for such equations by replacing the Rankine-Hugoniot condition by a generalized Rankine-Hugoniot condition. The uniqueness of solutions is shown by proving that the generalized entropy solutions form a contractive semi-group in L-1. Existence follows by showing that a Godunov type finite difference scheme converges to the generalized entropy solution. The scheme is based on solutions of the associated Riemann problem and is neither consistent nor conservative. The analysis developed here enables to treat the cases of fluxes having at most one extrema in the domain of definition completely. Numerical results reporting the performance of the scheme are presented. (C) 2006 Elsevier B.V. All rights reserved.

Design of multiunit electronic exchanges through decomposition

In this paper, we exploit the idea of decomposition to match buyers and sellers in an electronic exchange for trading large volumes of homogeneous goods, where the buyers and sellers specify marginal-decreasing piecewise constant price curves to capture volume discounts. Such exchanges are relevant for automated trading in many e-business applications. The problem of determining winners and Vickrey prices in such exchanges is known to have a worst-case complexity equal to that of as many as (1 + m + n) NP-hard problems, where m is the number of buyers and n is the number of sellers. Our method proposes the overall exchange problem to be solved as two separate and simpler problems: 1) forward auction and 2) reverse auction, which turns out to be generalized knapsack problems. In the proposed approach, we first determine the quantity of units to be traded between the sellers and the buyers using fast heuristics developed by us. Next, we solve a forward auction and a reverse auction using fully polynomial time approximation schemes available in the literature. The proposed approach has worst-case polynomial time complexity. and our experimentation shows that the approach produces good quality solutions to the problem. Note to Practitioners- In recent times, electronic marketplaces have provided an efficient way for businesses and consumers to trade goods and services. The use of innovative mechanisms and algorithms has made it possible to improve the efficiency of electronic marketplaces by enabling optimization of revenues for the marketplace and of utilities for the buyers and sellers. In this paper, we look at single-item, multiunit electronic exchanges. These are electronic marketplaces where buyers submit bids and sellers ask for multiple units of a single item. We allow buyers and sellers to specify volume discounts using suitable functions. Such exchanges are relevant for high-volume business-to-business trading of standard products, such as silicon wafers, very large-scale integrated chips, desktops, telecommunications equipment, commoditized goods, etc. The problem of determining winners and prices in such exchanges is known to involve solving many NP-hard problems. Our paper exploits the familiar idea of decomposition, uses certain algorithms from the literature, and develops two fast heuristics to solve the problem in a near optimal way in worst-case polynomial time.

Interactive Distributed Source Coding in Asymmetric Communication Scenarios

We provide a new unified framework, called "multiple correlated informants - single recipient" communication, to address the variations of the traditional Distributed Source Coding (DSC) problem. Different combinations of the assumptions about the communication scenarios and the objectives of communication result in different variations of the DSC problem. For each of these variations, the complexities of communication and computation of the optimal solution is determined by the combination of the underlying assumptions. In the proposed framework, we address the asymmetric, interactive, and lossless variant of the DSC problem, with various objectives of communication and provide optimal solutions for those. Also, we consider both, the worst-case and average-case scenarios.

Mixed saturated-unsaturated alkyl-chain assemblies: Solid solutions of zinc stearate and zinc oleate

The linear saturated stearic acid and the bent mono-unsaturated oleic acid do not mix and form solid solutions. However, the zinc salts of these acids can. From X-ray diffraction and DSC measurements we show that the layered zinc stearate and zinc oleate salts form a homogeneous solid solution at all composition ratios. The solid solutions exhibit a single melting endotherm, with the melting temperature varying linearly with composition but with the enthalpy change showing a minimum. By monitoring features in the infrared spectra that are characteristic of the global conformation of the hydrocarbon chain, and hence can distinguish between stearate and oleate chains, it is shown that solid solution formation is realized by the introduction of gauche defects in a fraction of the stearate chains that are then no longer linear. This fraction increases with oleate concentration. It has also been possible from the spectroscopic measurements to establish a quantitative relation between molecular conformational order and the thermodynamic enthalpy of melting of the solid solutions.

Characterization of hydrophobin proteins at interfaces and in solutions using x rays

Hydrophobins are a group of particularly surface active proteins. The surface activity is demonstrated in the ready adsorption of hydrophobins to hydrophobic/hydrophilic interfaces such as the air/water interface. Adsorbed hydrophobins self-assemble into ordered films, lower the surface tension of water, and stabilize air bubbles and foams. Hydrophobin proteins originate from filamentous fungi. In the fungi the adsorbed hydrophobin films enable the growth of fungal aerial structures, form protective coatings and mediate the attachment of fungi to solid surfaces. This thesis focuses on hydrophobins HFBI, HFBII, and HFBIII from a rot fungus Trichoderma reesei. The self-assembled hydrophobin films were studied both at the air/water interface and on a solid substrate. In particular, using grazing-incidence x-ray diffraction and reflectivity, it was possible to characterize the hydrophobin films directly at the air/water interface. The in situ experiments yielded information on the arrangement of the protein molecules in the films. All the T. reesei hydrophobins were shown to self-assemble into highly crystalline, hexagonally ordered rafts. The thicknesses of these two-dimensional protein crystals were below 30 Å. Similar films were also obtained on silicon substrates. The adsorption of the proteins is likely to be driven by the hydrophobic effect, but the self-assembly into ordered films involves also specific protein-protein interactions. The protein-protein interactions lead to differences in the arrangement of the molecules in the HFBI, HFBII, and HFBIII protein films, as seen in the grazing-incidence x-ray diffraction data. The protein-protein interactions were further probed in solution using small-angle x-ray scattering. Both HFBI and HFBII were shown to form mainly tetramers in aqueous solution. By modifying the solution conditions and thereby the interactions, it was shown that the association was due to the hydrophobic effect. The stable tetrameric assemblies could tolerate heating and changes in pH. The stability of the structure facilitates the persistence of these secreted proteins in the soil.

Characterisation of cellulose- and lignin-based materials using x-ray scattering methods

Wood is an important material for the construction and pulping industries. Using x-ray diffraction the microfibril angle of Sitka spruce wood was studied in the first part of this thesis. Sitka spruce (Picea sitchensis [Bong.] Carr.) is native to the west coast of North America, but due to its fast growth rate, it has also been imported to Europe. So far, its nanometre scale properties have not been systematically characterised. In this thesis the microfibril angle of Sitka spruce was shown to depend significantly on the origin of the tree in the first annual rings near the pith. Wood can be further processed to separate lignin from cellulose and hemicelluloses. Solid cellulose can act as a reducer for metal ions and it is also a porous support for nanoparticles. By chemically reducing nickel or copper in the solid cellulose support it is possible to get small nanoparticles on the surfaces of the cellulose fibres. Cellulose supported metal nanoparticles can potentially be used as environmentally friendly catalysts in organic chemistry reactions. In this thesis the size of the nickel and copper containing nanoparticles were studied using anomalous small-angle x-ray scattering and wide-angle x-ray scattering. The anomalous small-angle x-ray scattering experiments showed that the crystallite size of the copper oxide nanoparticles was the same as the size of the nanoparticles, so the nanoparticles were single crystals. The nickel containing nanoparticles were amorphous, but crystallised upon heating. The size of the nanoparticles was observed to be smaller when the reduction of nickel was done in aqueous ammonium hydrate medium compared to reduction made in aqueous solution. Lignin is typically seen as the side-product of wood industries. Lignin is the second most abundant natural polymer on Earth, and it possesses potential to be a useful material for many purposes in addition to being an energy source for the pulp mills. In this thesis, the morphology of several lignins, which were produced by different separation methods from wood, was studied using small-angle and ultra small-angle x-ray scattering. It was shown that the fractal model previously proposed for the lignin structure does not apply to most of the extracted lignin types. The only lignin to which the fractal model could be applied was kraft lignin. In aqueous solutions the average shape of the low molar mass kraft lignin particles was observed to be elongated and flat. The average shape does not necessarily correspond to the shape of the individual particles because of the polydispersity of the fraction and due to selfassociation of the particles. Lignins, and especially lignosulfonate, have many uses as dispersants, binders and emulsion stabilisers. In this thesis work the selfassociation of low molar mass lignosulfonate macromolecules was observed using small-angle x-ray scattering. By taking into account the polydispersity of the studied lignosulfonate fraction, the shape of the lignosulfonate particles was determined to be flat by fitting an oblate ellipsoidal model to the scattering intensity.