Reliability Optimization using SLUMT

This paper is concerned with the reliability optimization of a spatially redundant system, subject to various constraints, by using nonlinear programming. The constrained optimization problem is converted into a sequence of unconstrained optimization problems by using a penalty function. The new problem is then solved by the conjugate gradient method. The advantages of this method are highlighted.

Mathematical modelling and numerical simulation of phosphine flow during grain fumigation in leaky cylindrical silos

The phosphine distribution in a cylindrical silo containing grain is predicted. A three-dimensional mathematical model, which accounts for multicomponent gas phase transport and the sorption of phosphine into the grain kernel is developed. In addition, a simple model is presented to describe the death of insects within the grain as a function of their exposure to phosphine gas. The proposed model is solved using the commercially available computational fluid dynamics (CFD) software, FLUENT, together with our own C code to customize the solver in order to incorporate the models for sorption and insect extinction. Two types of fumigation delivery are studied, namely, fan- forced from the base of the silo and tablet from the top of the silo. An analysis of the predicted phosphine distribution shows that during fan forced fumigation, the position of the leaky area is very important to the development of the gas flow field and the phosphine distribution in the silo. If the leak is in the lower section of the silo, insects that exist near the top of the silo may not be eradicated. However, the position of a leak does not affect phosphine distribution during tablet fumigation. For such fumigation in a typical silo configuration, phosphine concentrations remain low near the base of the silo. Furthermore, we find that half-life pressure test readings are not an indicator of phosphine distribution during tablet fumigation.

An imprecise fuzzy risk approach for water quality management of a river system

Uncertainty plays an important role in water quality management problems. The major sources of uncertainty in a water quality management problem are the random nature of hydrologic variables and imprecision (fuzziness) associated with goals of the dischargers and pollution control agencies (PCA). Many Waste Load Allocation (WLA)problems are solved by considering these two sources of uncertainty. Apart from randomness and fuzziness, missing data in the time series of a hydrologic variable may result in additional uncertainty due to partial ignorance. These uncertainties render the input parameters as imprecise parameters in water quality decision making. In this paper an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system subject to uncertainty arising from partial ignorance. In a WLA problem, both randomness and imprecision can be addressed simultaneously by fuzzy risk of low water quality. A methodology is developed for the computation of imprecise fuzzy risk of low water quality, when the parameters are characterized by uncertainty due to partial ignorance. A Monte-Carlo simulation is performed to evaluate the imprecise fuzzy risk of low water quality by considering the input variables as imprecise. Fuzzy multiobjective optimization is used to formulate the multiobjective model. The model developed is based on a fuzzy multiobjective optimization problem with max-min as the operator. This usually does not result in a unique solution but gives multiple solutions. Two optimization models are developed to capture all the decision alternatives or multiple solutions. The objective of the two optimization models is to obtain a range of fractional removal levels for the dischargers, such that the resultant fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision making. The methodology is demonstrated with a case study of the Tunga-Bhadra river system in India.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Theoretical gain optimization studies in 10.6 µm CO2-N2 gasdynamic lasers. IV. Further results of parametric study

Based on a method proposed by Reddy and Shanmugasundaram, similar solutions have been obtained for the steady inviscid quasi-one-dimensional nonreacting flow in the supersonic nozzle of CO2-N2-H2O and CO2-N2-He gasdynamic laser systems. Instead of using the correlations of a nonsimilar function NS for pure N2 gas, as is done in previous publications, the NS correlations are computed here for the actual gas mixtures used in the gasdynamic lasers. Optimum small-signal optical gain and the corresponding optimum values of the operating parameters like reservoir pressure and temperature and nozzle area ratio are computed using these correlations. The present results are compared with the previous results and the main differences are discussed. Journal of Applied Physics is copyrighted by The American Institute of Physics.

Coarse-Grained Molecular Dynamics Simulation of the Aggregation Properties of Multiheaded Cationic Surfactants in Water

The aggregation property of multiheaded surfactants has been investigated by constant pressure molecular dynamics (MD) simulation in aqueous medium. The model multiheaded surfactants contain more than one headgroup (x = 2, 3, and 4) for a single tail group. This increases the hydrophilic charge progressively over the hydrophobic tail which has dramatic consequences in the aggregation behavior. In particular, we have looked at the change in the aggregation property such as critical micellar concentration (cmc), aggregation number, and size of the micelles for the multiheaded surfactants in water. We find with increasing number of headgroups of the Multiheaded surfactants that the cmc values increase and the aggregation numbers as well as the size of the micelles decrease. These trends are in agreement with the experimental findings as reported earlier with x = 1, 2, and 3. We also predict the aggregation properties of multiheaded surfactant With four headgroups (x = 4) for which no experimental studies exist yet.

Launch Envelope Optimization of Virtual Sliding Target Guidance Scheme

This paper presents an optimization of the performance of a recently proposed virtual sliding target (VST) guidance scheme in terms of maximization of its launch envelope for three- dimensional (3-D) engagements. The objective is to obtain the launch envelope of the missile using the VST guidance scheme for different lateral launch angles with respect to the line of sight (LOS) and demonstrate its superiority over kinematics-based guidance laws like proportional navigation (PN). The VST scheme uses PN as its basic guidance scheme and exploits the relation between the atmospheric properties, missile aerodynamic characteristics, and the optimal trajectory of the missile. The missile trajectory is shaped by controlling the instantaneous position and the speed of a virtual target which the missile pursues during the midcourse phase. In the proposed method it is shown that an appropriate value of initial position for the virtual target in 3-D, combined with optimized virtual target parameters, can significantly improve the launch envelope performance. The paper presents the formulation of the optimization problem, obtains the approximate models used to make the optimization problem more tractable, and finally presents the optimized performance of the missile in terms of launch envelope and shows significant improvement over kinematic-based guidance laws. The paper also proposes modification to the basic VST scheme. Some simulations using the full-fledged six degrees-of-freedom (6-DOF) models are also presented to validate the models and technique used.

Theoretical gain optimization in CO2-N2-H2 gasdynamic lasers with two-dimensional wedge nozzles

Attention is given to the results of optimization studies with a 16-micron CO2-N2-H2 GDL employing two-dimensional wedge nozzles. The optimum value of the achievable gain reaches 12.7 percent/cm on the P(15) line for a 30:50:20 percent respective apportionment of the aforementioned gases. The corresponding optimum values for reservoir pressure and area ratio are computed as functions of reservoir temperature, and presented graphically.

Graphical simulation of Petri Nets

An interactive graphics package for modeling with Petri Nets has been implemented. It uses the VT-11 graphics terminal supported on the PDP-11/35 computer to draw, execute, analyze, edit and redraw a Petri Net. Each of the above mentioned tasks can be performed by selecting appropriate items from a menu displayed on the screen. Petri Nets with a reasonably large number of nodes can be created and analyzed using this package. The number of nodes supported may be increased by making simple changes in the program. Being interactive, the program seeks information from the user after displaying appropriate messages on the terminal. After completing the Petri Net, it may be executed step by step and the changes in the number of tokens may be observed on the screen, at each place. Some properties of Petri Nets like safety, boundedness, conservation and redundancy can be checked using this package. This package can be used very effectively for modeling asynchronous (concurrent) systems with Petri Nets and simulating the model by “graphical execution.”

Can current force fields reproduce ring puckering in 2-O-sulfo-α-l-iduronic acid? A molecular dynamics simulation study

The monosaccharide 2-O-sulfo-α-l-iduronic acid (IdoA2S) is one of the major components of glycosaminoglycans. The ability of molecular mechanics force fields to reproduce ring-puckering conformational equilibrium is important for the successful prediction of the free energies of interaction of these carbohydrates with proteins. Here we report unconstrained molecular dynamics simulations of IdoA2S monosaccharide that were carried out to investigate the ability of commonly used force fields to reproduce its ring conformational flexibility in aqueous solution. In particular, the distribution of ring conformer populations of IdoA2S was determined. The GROMOS96 force field with the SPC/E water potential can predict successfully the dominant skew-boat to chair conformational transition of the IdoA2S monosaccharide in aqueous solution. On the other hand, the GLYCAM06 force field with the TIP3P water potential sampled transitional conformations between the boat and chair forms. Simulations using the GROMOS96 force field showed no pseudorotational equilibrium fluctuations and hence no inter-conversion between the boat and twist boat ring conformers. Calculations of theoretical proton NMR coupling constants showed that the GROMOS96 force field can predict the skew-boat to chair conformational ratio in good agreement with the experiment, whereas GLYCAM06 shows worse agreement. The omega rotamer distribution about the C5–C6 bond was predicted by both force fields to have torsions around 10°, 190°, and 360°.

Molecular dynamics simulation of the phosphorylation-induced conformational changes of a tau peptide fragment

Aggregation of the microtubule associated protein tau (MAPT) within neurons of the brain is the leading cause of tauopathies such as Alzheimer's disease. MAPT is a phospho-protein that is selectively phosphorylated by a number of kinases in vivo to perform its biological function. However, it may become pathogenically hyperphosphorylated, causing aggregation into paired helical filaments and neurofibrillary tangles. The phosphorylation induced conformational change on a peptide of MAPT (htau225−250) was investigated by performing molecular dynamics simulations with different phosphorylation patterns of the peptide (pThr231 and/or pSer235) in different simulation conditions to determine the effect of ionic strength and phosphate charge. All phosphorylation patterns were found to disrupt a nascent terminal β-sheet pattern (226VAVVR230 and 244QTAPVP249), replacing it with a range of structures. The double pThr231/pSer235 phosphorylation pattern at experimental ionic strength resulted in the best agreement with NMR structural characterization, with the observation of a transient α-helix (239AKSRLQT245). PPII helical conformations were only found sporadically throughout the simulations. Proteins 2014; 82:1907–1923. © 2014 Wiley Periodicals, Inc.

Besides tracking: Simulation of RFID marketing and beyond

This paper asks a new question: how we can use RFID technology in marketing products in supermarkets and how we can measure its performance or ROI (Return-on-Investment). We try to answer the question by proposing a simulation model whereby customers become aware of other customers' real-time shopping behavior and may hence be influenced by their purchases and the levels of purchases. The proposed model is orthogonal to sales model and can have the similar effects: increase in the overall shopping volume. Managers often struggle with the prediction of ROI on purchasing such a technology, this simulation sets to provide them the answers of questions like the percentage of increase in sales given real-time purchase information to other customers. The simulation is also flexible to incorporate any given model of customers' behavior tailored to particular supermarket, settings, events or promotions. The results, although preliminary, are promising to use RFID technology for marketing products in supermarkets and provide several dimensions to look for influencing customers via feedback, real-time marketing, target advertisement and on-demand promotions. Several other parameters have been discussed including the herd behavior, fake customers, privacy, and optimality of sales-price margin and the ROI of investing in RFID technology for marketing purposes. © 2010 Springer Science+Business Media B.V.

Application of optimization methods to vibration control of stretched strings

In this paper, non-linear programming techniques are applied to the problem of controlling the vibration pattern of a stretched string. First, the problem of finding the magnitudes of two control forces applied at two points l1 and l2 on the string to reduce the energy of vibration over the interval (l1, l2) relative to the energy outside the interval (l1, l2) is considered. For this problem the relative merits of various methods of non-linear programming are compared. The more complicated problem of finding the positions and magnitudes of two control forces to obtain the desired energy pattern is then solved by using the slack unconstrained minimization technique with the Fletcher-Powell search. In the discussion of the results it is shown that the position of the control force is very important in controlling the energy pattern of the string.

Simulation of laminar flow in a three-dimensional lid-driven cavity by lattice Boltzmann method

Purpose - The purpose of this paper is to apply lattice Boltzmann equation method (LBM) with multiple relaxation time (MRT) model, to investigate lid-driven flow in a three-dimensional (3D), rectangular cavity, and compare the results with flow in an equivalent two-dimensional (2D) cavity. Design/methodology/approach - The second-order MRT model is implemented in a 3D LBM code. The flow structure in cavities of different aspect ratios (0.25-4) and Reynolds numbers (0.01-1000) is investigated. The LBM simulation results are compared with those from numerical solution of Navier-Stokes (NS) equations and with available experimental data. Findings - The 3D simulations demonstrate that 2D models may predict the flow structure reasonably well at low Reynolds numbers, but significant differences with experimental data appear at high Reynolds numbers. Such discrepancy between 2D and 3D results are attributed to the effect of boundary layers near the side-walls in transverse direction (in 3D), due to which the vorticity in the core-region is weakened in general. Secondly, owing to the vortex stretching effect present in 3D flow, the vorticity in the transverse plane intensifies whereas that in the lateral plane decays, with increase in Reynolds number. However, on the symmetry-plane, the flow structure variation with respect to cavity aspect ratio is found to be qualitatively consistent with results of 2D simulations. Secondary flow vortices whose axis is in the direction of the lid-motion are observed; these are weak at low. Reynolds numbers, but become quite strong at high Reynolds numbers. Originality/value - The findings will be useful in the study of variety of enclosed fluid flows.

Non-linear Transceiver Designs with Imperfect CSIT Using Convex Optimization

In this paper, we consider non-linear transceiver designs for multiuser multi-input multi-output (MIMO) down-link in the presence of imperfections in the channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas and each user terminal is equipped with multiple receive antennas. The BS employs Tomlinson-Harashima precoding (THP) for inter-user interference pre-cancellation at the transmitter. We investigate robust THP transceiver designs based on the minimization of BS transmit power with mean square error (MSE) constraints, and balancing of MSE among users with a constraint on the total BS transmit power. We show that these design problems can be solved by iterative algorithms, wherein each iteration involves a pair of convex optimization problems. The robustness of the proposed algorithms to imperfections in CSIT is illustrated through simulations.