A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.

Algorithms for Geometric Matching, Clustering, and Covering

With the popularization of GPS-enabled devices such as mobile phones, location data are becoming available at an unprecedented scale. The locations may be collected from many different sources such as vehicles moving around a city, user check-ins in social networks, and geo-tagged micro-blogging photos or messages. Besides the longitude and latitude, each location record may also have a timestamp and additional information such as the name of the location. Time-ordered sequences of these locations form trajectories, which together contain useful high-level information about people's movement patterns.

The first part of this thesis focuses on a few geometric problems motivated by the matching and clustering of trajectories. We first give a new algorithm for computing a matching between a pair of curves under existing models such as dynamic time warping (DTW). The algorithm is more efficient than standard dynamic programming algorithms both theoretically and practically. We then propose a new matching model for trajectories that avoids the drawbacks of existing models. For trajectory clustering, we present an algorithm that computes clusters of subtrajectories, which correspond to common movement patterns. We also consider trajectories of check-ins, and propose a statistical generative model, which identifies check-in clusters as well as the transition patterns between the clusters.

The second part of the thesis considers the problem of covering shortest paths in a road network, motivated by an EV charging station placement problem. More specifically, a subset of vertices in the road network are selected to place charging stations so that every shortest path contains enough charging stations and can be traveled by an EV without draining the battery. We first introduce a general technique for the geometric set cover problem. This technique leads to near-linear-time approximation algorithms, which are the state-of-the-art algorithms for this problem in either running time or approximation ratio. We then use this technique to develop a near-linear-time algorithm for this

shortest-path cover problem.

Distributed Feature Selection in Large n and Large p Regression Problems

Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is to first partition the dataset into subsets and then fit using distributed algorithms. The dataset can be partitioned either horizontally (in the sample space) or vertically (in the feature space), and the challenge arise in defining an algorithm with low communication, theoretical guarantees and excellent practical performance in general settings. For sample space partitioning, I propose a MEdian Selection Subset AGgregation Estimator ({\em message}) algorithm for solving these issues. The algorithm applies feature selection in parallel for each subset using regularized regression or Bayesian variable selection method, calculates the `median' feature inclusion index, estimates coefficients for the selected features in parallel for each subset, and then averages these estimates. The algorithm is simple, involves very minimal communication, scales efficiently in sample size, and has theoretical guarantees. I provide extensive experiments to show excellent performance in feature selection, estimation, prediction, and computation time relative to usual competitors.

While sample space partitioning is useful in handling datasets with large sample size, feature space partitioning is more effective when the data dimension is high. Existing methods for partitioning features, however, are either vulnerable to high correlations or inefficient in reducing the model dimension. In the thesis, I propose a new embarrassingly parallel framework named {\em DECO} for distributed variable selection and parameter estimation. In {\em DECO}, variables are first partitioned and allocated to m distributed workers. The decorrelated subset data within each worker are then fitted via any algorithm designed for high-dimensional problems. We show that by incorporating the decorrelation step, DECO can achieve consistent variable selection and parameter estimation on each subset with (almost) no assumptions. In addition, the convergence rate is nearly minimax optimal for both sparse and weakly sparse models and does NOT depend on the partition number m. Extensive numerical experiments are provided to illustrate the performance of the new framework.

For datasets with both large sample sizes and high dimensionality, I propose a new "divided-and-conquer" framework {\em DEME} (DECO-message) by leveraging both the {\em DECO} and the {\em message} algorithm. The new framework first partitions the dataset in the sample space into row cubes using {\em message} and then partition the feature space of the cubes using {\em DECO}. This procedure is equivalent to partitioning the original data matrix into multiple small blocks, each with a feasible size that can be stored and fitted in a computer in parallel. The results are then synthezied via the {\em DECO} and {\em message} algorithm in a reverse order to produce the final output. The whole framework is extremely scalable.

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.

Decision Making for Teams of Mobile Robots

In the past years, we could observe a significant amount of new robotic systems in science, industry, and everyday life. To reduce the complexity of these systems, the industry constructs robots that are designated for the execution of a specific task such as vacuum cleaning, autonomous driving, observation, or transportation operations. As a result, such robotic systems need to combine their capabilities to accomplish complex tasks that exceed the abilities of individual robots. However, to achieve emergent cooperative behavior, multi-robot systems require a decision process that copes with the communication challenges of the application domain. This work investigates a distributed multi-robot decision process, which addresses unreliable and transient communication. This process composed by five steps, which we embedded into the ALICA multi-agent coordination language guided by the PROViDE negotiation middleware. The first step encompasses the specification of the decision problem, which is an integral part of the ALICA implementation. In our decision process, we describe multi-robot problems by continuous nonlinear constraint satisfaction problems. The second step addresses the calculation of solution proposals for this problem specification. Here, we propose an efficient solution algorithm that integrates incomplete local search and interval propagation techniques into a satisfiability solver, which forms a satisfiability modulo theories (SMT) solver. In the third decision step, the PROViDE middleware replicates the solution proposals among the robots. This replication process is parameterized with a distribution method, which determines the consistency properties of the proposals. In a fourth step, we investigate the conflict resolution. Therefore, an acceptance method ensures that each robot supports one of the replicated proposals. As we integrated the conflict resolution into the replication process, a sound selection of the distribution and acceptance methods leads to an eventual convergence of the robot proposals. In order to avoid the execution of conflicting proposals, the last step comprises a decision method, which selects a proposal for implementation in case the conflict resolution fails. The evaluation of our work shows that the usage of incomplete solution techniques of the constraint satisfaction solver outperforms the runtime of other state-of-the-art approaches for many typical robotic problems. We further show by experimental setups and practical application in the RoboCup environment that our decision process is suitable for making quick decisions in the presence of packet loss and delay. Moreover, PROViDE requires less memory and bandwidth compared to other state-of-the-art middleware approaches.

Geometric versus Model Predictive Control based guidance algorithms for fixed-wing UAVs in the presence of very strong wind fields.

The recent years have witnessed increased development of small, autonomous fixed-wing Unmanned Aerial Vehicles (UAVs). In order to unlock widespread applicability of these platforms, they need to be capable of operating under a variety of environmental conditions. Due to their small size, low weight, and low speeds, they require the capability of coping with wind speeds that are approaching or even faster than the nominal airspeed. In this thesis, a nonlinear-geometric guidance strategy is presented, addressing this problem. More broadly, a methodology is proposed for the high-level control of non-holonomic unicycle-like vehicles in the presence of strong flowfields (e.g. winds, underwater currents) which may outreach the maximum vehicle speed. The proposed strategy guarantees convergence to a safe and stable vehicle configuration with respect to the flowfield, while preserving some tracking performance with respect to the target path. As an alternative approach, an algorithm based on Model Predictive Control (MPC) is developed, and a comparison between advantages and disadvantages of both approaches is drawn. Evaluations in simulations and a challenging real-world flight experiment in very windy conditions confirm the feasibility of the proposed guidance approach.

Comparison of three algorithms for nonlinear metal cutting problems

This paper compares three alternative numerical algorithms applied to a nonlinear metal cutting problem. One algorithm is based on an explicit method and the other two are implicit. Domain decomposition (DD) is used to break the original domain into subdomains, each containing a properly connected, well-formulated and continuous subproblem. The serial version of the explicit algorithm is implemented in FORTRAN and its parallel version uses MPI (Message Passing Interface) calls. One implicit algorithm is implemented by coupling the state-of-the-art PETSc (Portable, Extensible Toolkit for Scientific Computation) software with in-house software in order to solve the subproblems. The second implicit algorithm is implemented completely within PETSc. PETSc uses MPI as the underlying communication library. Finally, a 2D example is used to test the algorithms and various comparisons are made.

A semi-Lagrangian finite volume method for solving viscoelastic flow problems

Recently, there has been considerable interest in solving viscoelastic problems in 3D particularly with the improvement in modern computing power. In many applications the emphasis has been on economical algorithms which can cope with the extra complexity that the third dimension brings. Storage and computer time are of the essence. The advantage of the finite volume formulation is that a large amount of memory space is not required. Iterative methods rather than direct methods can be used to solve the resulting linear systems efficiently.

O desenvolvimento e integração de estratégias de cálculo mental no 5.º ano de escolaridade

Relatório de estágio apresentado à Escola Superior de Educação de Lisboa para obtenção de grau de mestre em Ensino do 1.º e 2.º Ciclo do Ensino Básico

'The application of Bayesian Optimization and Classifier Systems in Nurse Scheduling'

Abstract. Two ideas taken from Bayesian optimization and classifier systems are presented for personnel scheduling based on choosing a suitable scheduling rule from a set for each person's assignment. Unlike our previous work of using genetic algorithms whose learning is implicit, the learning in both approaches is explicit, i.e. we are able to identify building blocks directly. To achieve this target, the Bayesian optimization algorithm builds a Bayesian network of the joint probability distribution of the rules used to construct solutions, while the adapted classifier system assigns each rule a strength value that is constantly updated according to its usefulness in the current situation. Computational results from 52 real data instances of nurse scheduling demonstrate the success of both approaches. It is also suggested that the learning mechanism in the proposed approaches might be suitable for other scheduling problems.

'Exploiting problem structure in a genetic algorithm approach to a nurse rostering problem'

There is considerable interest in the use of genetic algorithms to solve problems arising in the areas of scheduling and timetabling. However, the classical genetic algorithm paradigm is not well equipped to handle the conflict between objectives and constraints that typically occurs in such problems. In order to overcome this, successful implementations frequently make use of problem specific knowledge. This paper is concerned with the development of a GA for a nurse rostering problem at a major UK hospital. The structure of the constraints is used as the basis for a co-evolutionary strategy using co-operating sub-populations. Problem specific knowledge is also used to define a system of incentives and disincentives, and a complementary mutation operator. Empirical results based on 52 weeks of live data show how these features are able to improve an unsuccessful canonical GA to the point where it is able to provide a practical solution to the problem.

'Enhanced Direct and Indirect Genetic Algorithm Approaches for a Mall Layout and Tenant Selection Problem'

During our earlier research, it was recognised that in order to be successful with an indirect genetic algorithm approach using a decoder, the decoder has to strike a balance between being an optimiser in its own right and finding feasible solutions. Previously this balance was achieved manually. Here we extend this by presenting an automated approach where the genetic algorithm itself, simultaneously to solving the problem, sets weights to balance the components out. Subsequently we were able to solve a complex and non-linear scheduling problem better than with a standard direct genetic algorithm implementation.

'On the Application of Hierarchical Coevolutionary Genetic Algorithms: Recombination and Evaluation Partners'

This paper examines the use of a hierarchical coevolutionary genetic algorithm under different partnering strategies. Cascading clusters of sub-populations are built from the bottom up, with higher-level sub-populations optimising larger parts of the problem. Hence higher-level sub-populations potentially search a larger search space with a lower resolution whilst lower-level sub-populations search a smaller search space with a higher resolution. The effects of different partner selection schemes amongst the sub-populations on solution quality are examined for two constrained optimisation problems. We examine a number of recombination partnering strategies in the construction of higher-level individuals and a number of related schemes for evaluating sub-solutions. It is shown that partnering strategies that exploit problem-specific knowledge are superior and can counter inappropriate (sub-) fitness measurements.