Stabilization of stochastic approximation by step size adaptation

A scheme for stabilizing stochastic approximation iterates by adaptively scaling the step sizes is proposed and analyzed. This scheme leads to the same limiting differential equation as the original scheme and therefore has the same limiting behavior, while avoiding the difficulties associated with projection schemes. The proof technique requires only that the limiting o.d.e. descend a certain Lyapunov function outside an arbitrarily large bounded set. (C) 2012 Elsevier B.V. All rights reserved.

Modeling and optimization of a natural convection-based agricultural dryer

This study presents development of a computational fluid dynamic (CFD) model to predict unsteady, two-dimensional temperature, moisture and velocity distributions inside a novel, biomass-fired, natural convection-type agricultural dryer. Results show that in initial stages of drying, when material surface is wet and moisture is easily available, moisture removal rate from surface depends upon the condition of drying air. Subsequently, material surface becomes dry and moisture removal rate is driven by diffusion of moisture from inside to the material surface. An optimum 9-tray configuration is found to be more efficient than for the same mass of material and volume of dryer. A new configuration of dryer, mainly to explore its potential to increasing uniformity in drying across all trays, is also analyzed. This configuration involves diverting a portion of hot air before it enters over the first tray and is supplied directly at an intermediate location in the dryer. Uniformity in drying across trays has increased for the kind of material simulated.

Damage-tolerant design optimization of laminated composite structures using dispersion of ply angles by genetic algorithm

This article aims to obtain damage-tolerant designs with minimum weight for a laminated composite structure using genetic algorithm. Damage tolerance due to impacts in a laminated composite structure is enhanced by dispersing the plies such that too many adjacent plies do not have the same angle. Weight of the structure is minimized and the Tsai-Wu failure criterion is considered for the safe design. Design variables considered are the number of plies and ply orientation. The influence of dispersed ply angles on the weight of the structure for a given loading conditions is studied by varying the angles in the range of 0 degrees-45 degrees, 0 degrees-60 degrees and 0 degrees-90 degrees at intervals of 5 degrees and by using specific ply angles tailored to loading conditions. A comparison study is carried out between the conventional stacking sequence and the stacking sequence with dispersed ply angles for damage-tolerant weight minimization and some useful designs are obtained. Unconventional stacking sequence is more damage tolerant than the conventional stacking sequence is demonstrated by performing a finite element analysis under both tensile as well as compressive loading conditions. Moreover, a new mathematical function called the dispersion function is proposed to measure the dispersion of ply angles in a laminate. The approach for dispersing ply angles to achieve damage tolerance is especially suited for composite material design space which has multiple local minima.

Electromechanical dynamics and optimization of pectoral fin-based ionic polymer-metal composite underwater propulsor

Ionic polymer-metal composites are soft artificial muscle-like bending actuators, which can work efficiently in wet environments such as water. Therefore, there is significant motivation for research on the development and design analysis of ionic polymer-metal composite based biomimetic underwater propulsion systems. Among aquatic animals, fishes are efficient swimmers with advantages such as high maneuverability, high cruising speed, noiseless propulsion, and efficient stabilization. Fish swimming mechanisms provide biomimetic inspiration for underwater propulsor design. Fish locomotion can be broadly classified into body and/or caudal fin propulsion and median and/or paired pectoral fin propulsion. In this article, the paired pectoral fin-based oscillatory propulsion using ionic polymer-metal composite for aquatic propulsor applications is studied. Beam theory and the concept of hydrodynamic function are used to describe the interaction between the beam and water. Furthermore, a quasi-steady blade element model that accounts for unsteady phenomena such as added mass effects, dynamic stall, and the cumulative Wagner effect is used to obtain hydrodynamic performance of the ionic polymer-metal composite propulsor. Dynamic characteristics of ionic polymer-metal composite fin are analyzed using numerical simulations. It is shown that the use of optimization methods can lead to significant improvement in performance of the ionic polymer-metal composite fin.

Compiler-assisted energy optimization for clustered VLIW processors

Clustered architecture processors are preferred for embedded systems because centralized register file architectures scale poorly in terms of clock rate, chip area, and power consumption. Although clustering helps by improving the clock speed, reducing the energy consumption of the logic, and making the design simpler, it introduces extra overheads by way of inter-cluster communication. This communication happens over long global wires having high load capacitance which leads to delay in execution and significantly high energy consumption. Inter-cluster communication also introduces many short idle cycles, thereby significantly increasing the overall leakage energy consumption in the functional units. The trend towards miniaturization of devices (and associated reduction in threshold voltage) makes energy consumption in interconnects and functional units even worse, and limits the usability of clustered architectures in smaller technologies. However, technological advancements now permit the design of interconnects and functional units with varying performance and power modes. In this paper, we propose scheduling algorithms that aggregate the scheduling slack of instructions and communication slack of data values to exploit the low-power modes of functional units and interconnects. Finally, we present a synergistic combination of these algorithms that simultaneously saves energy in functional units and interconnects to improves the usability of clustered architectures by achieving better overall energy-performance trade-offs. Even with conservative estimates of the contribution of the functional units and interconnects to the overall processor energy consumption, the proposed combined scheme obtains on average 8% and 10% improvement in overall energy-delay product with 3.5% and 2% performance degradation for a 2-clustered and a 4-clustered machine, respectively. We present a detailed experimental evaluation of the proposed schemes. Our test bed uses the Trimaran compiler infrastructure. (C) 2012 Elsevier Inc. All rights reserved.

Hierarchical Clustering Algorithm for Land Cover Mapping Using Satellite Images

This paper presents hierarchical clustering algorithms for land cover mapping problem using multi-spectral satellite images. In unsupervised techniques, the automatic generation of number of clusters and its centers for a huge database is not exploited to their full potential. Hence, a hierarchical clustering algorithm that uses splitting and merging techniques is proposed. Initially, the splitting method is used to search for the best possible number of clusters and its centers using Mean Shift Clustering (MSC), Niche Particle Swarm Optimization (NPSO) and Glowworm Swarm Optimization (GSO). Using these clusters and its centers, the merging method is used to group the data points based on a parametric method (k-means algorithm). A performance comparison of the proposed hierarchical clustering algorithms (MSC, NPSO and GSO) is presented using two typical multi-spectral satellite images - Landsat 7 thematic mapper and QuickBird. From the results obtained, we conclude that the proposed GSO based hierarchical clustering algorithm is more accurate and robust.

On maximum entropy and minimum KL-divergence optimization by Grobner basis methods

In this paper we study constrained maximum entropy and minimum divergence optimization problems, in the cases where integer valued sufficient statistics exists, using tools from computational commutative algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. We give an implicit description of maximum entropy models by embedding them in algebraic varieties for which we give a Grobner basis method to compute it. In the cases of minimum KL-divergence models we show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner basis method to embed minimum KL-divergence models in algebraic varieties. (C) 2012 Elsevier Inc. All rights reserved.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

SPLIT-STEP FORWARD MILSTEIN METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Ito form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order gamma = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability properties of the method proposed in this paper are an improvement on the mean-square stability properties of the Milstein method and three stage Milstein methods.

Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Existence of Value in Stochastic Differential Games of Mixed Type

In this article, we address stochastic differential games of mixed type with both control and stopping times. Under standard assumptions, we show that the value of the game can be characterized as the unique viscosity solution of corresponding Hamilton-Jacobi-Isaacs (HJI) variational inequalities.

Data-resolution based optimization of the data-collection strategy for near infrared diffuse optical tomography

Purpose: To optimize the data-collection strategy for diffuse optical tomography and to obtain a set of independent measurements among the total measurements using the model based data-resolution matrix characteristics. Methods: The data-resolution matrix is computed based on the sensitivity matrix and the regularization scheme used in the reconstruction procedure by matching the predicted data with the actual one. The diagonal values of data-resolution matrix show the importance of a particular measurement and the magnitude of off-diagonal entries shows the dependence among measurements. Based on the closeness of diagonal value magnitude to off-diagonal entries, the independent measurements choice is made. The reconstruction results obtained using all measurements were compared to the ones obtained using only independent measurements in both numerical and experimental phantom cases. The traditional singular value analysis was also performed to compare the results obtained using the proposed method. Results: The results indicate that choosing only independent measurements based on data-resolution matrix characteristics for the image reconstruction does not compromise the reconstructed image quality significantly, in turn reduces the data-collection time associated with the procedure. When the same number of measurements (equivalent to independent ones) are chosen at random, the reconstruction results were having poor quality with major boundary artifacts. The number of independent measurements obtained using data-resolution matrix analysis is much higher compared to that obtained using the singular value analysis. Conclusions: The data-resolution matrix analysis is able to provide the high level of optimization needed for effective data-collection in diffuse optical imaging. The analysis itself is independent of noise characteristics in the data, resulting in an universal framework to characterize and optimize a given data-collection strategy. (C) 2012 American Association of Physicists in Medicine. http://dx.doi.org/10.1118/1.4736820]

Stochastic Simulations Suggest that HIV-1 Survives Close to Its Error Threshold

The use of mutagenic drugs to drive HIV-1 past its error threshold presents a novel intervention strategy, as suggested by the quasispecies theory, that may be less susceptible to failure via viral mutation-induced emergence of drug resistance than current strategies. The error threshold of HIV-1, mu(c), however, is not known. Application of the quasispecies theory to determine mu(c) poses significant challenges: Whereas the quasispecies theory considers the asexual reproduction of an infinitely large population of haploid individuals, HIV-1 is diploid, undergoes recombination, and is estimated to have a small effective population size in vivo. We performed population genetics-based stochastic simulations of the within-host evolution of HIV-1 and estimated the structure of the HIV-1 quasispecies and mu(c). We found that with small mutation rates, the quasispecies was dominated by genomes with few mutations. Upon increasing the mutation rate, a sharp error catastrophe occurred where the quasispecies became delocalized in sequence space. Using parameter values that quantitatively captured data of viral diversification in HIV-1 patients, we estimated mu(c) to be 7 x 10(-5) -1 x 10(-4) substitutions/site/replication, similar to 2-6 fold higher than the natural mutation rate of HIV-1, suggesting that HIV-1 survives close to its error threshold and may be readily susceptible to mutagenic drugs. The latter estimate was weakly dependent on the within-host effective population size of HIV-1. With large population sizes and in the absence of recombination, our simulations converged to the quasispecies theory, bridging the gap between quasispecies theory and population genetics-based approaches to describing HIV-1 evolution. Further, mu(c) increased with the recombination rate, rendering HIV-1 less susceptible to error catastrophe, thus elucidating an added benefit of recombination to HIV-1. Our estimate of mu(c) may serve as a quantitative guideline for the use of mutagenic drugs against HIV-1.

Optimization of thermoacoustic primemover using response surface methodology

Thermoacoustic engines are energy conversion devices that convert thermal energy from a high-temperature heat source into useful work in the form of acoustic power while diverting waste heat into a cold sink; it can be used as a drive for cryocoolers and refrigerators. Though the devices are simple to fabricate, it is very challenging to design an optimized thermoacoustic primemover with better performance. The study presented here aims to optimize the thermoacoustic primemover using response surface methodology. The influence of stack position and its length, resonator length, plate thickness, and plate spacing on pressure amplitude and frequency in a thermoacoustic primemover is investigated in this study. For the desired frequency of 207 Hz, the optimized value of the above parameters suggested by the response surface methodology has been conducted experimentally, and simulations are also performed using DeltaEC. The experimental and simulation results showed similar output performance.

MPI-based parallel synchronous vector evaluated particle swarm optimization for multi-objective design optimization of composite structures

This paper presents a decentralized/peer-to-peer architecture-based parallel version of the vector evaluated particle swarm optimization (VEPSO) algorithm for multi-objective design optimization of laminated composite plates using message passing interface (MPI). The design optimization of laminated composite plates being a combinatorially explosive constrained non-linear optimization problem (CNOP), with many design variables and a vast solution space, warrants the use of non-parametric and heuristic optimization algorithms like PSO. Optimization requires minimizing both the weight and cost of these composite plates, simultaneously, which renders the problem multi-objective. Hence VEPSO, a multi-objective variant of the PSO algorithm, is used. Despite the use of such a heuristic, the application problem, being computationally intensive, suffers from long execution times due to sequential computation. Hence, a parallel version of the PSO algorithm for the problem has been developed to run on several nodes of an IBM P720 cluster. The proposed parallel algorithm, using MPI's collective communication directives, establishes a peer-to-peer relationship between the constituent parallel processes, deviating from the more common master-slave approach, in achieving reduction of computation time by factor of up to 10. Finally we show the effectiveness of the proposed parallel algorithm by comparing it with a serial implementation of VEPSO and a parallel implementation of the vector evaluated genetic algorithm (VEGA) for the same design problem. (c) 2012 Elsevier Ltd. All rights reserved.