Column Generation Algorithms for Nonlinear Optimization II: Numerical Investigations

García et al. present a class of column generation (CG) algorithms for nonlinear programs. Its main motivation from a theoretical viewpoint is that under some circumstances, finite convergence can be achieved, in much the same way as for the classic simplicial decomposition method; the main practical motivation is that within the class there are certain nonlinear column generation problems that can accelerate the convergence of a solution approach which generates a sequence of feasible points. This algorithm can, for example, accelerate simplicial decomposition schemes by making the subproblems nonlinear. This paper complements the theoretical study on the asymptotic and finite convergence of these methods given in [1] with an experimental study focused on their computational efficiency. Three types of numerical experiments are conducted. The first group of test problems has been designed to study the parameters involved in these methods. The second group has been designed to investigate the role and the computation of the prolongation of the generated columns to the relative boundary. The last one has been designed to carry out a more complete investigation of the difference in computational efficiency between linear and nonlinear column generation approaches. In order to carry out this investigation, we consider two types of test problems: the first one is the nonlinear, capacitated single-commodity network flow problem of which several large-scale instances with varied degrees of nonlinearity and total capacity are constructed and investigated, and the second one is a combined traffic assignment model

Numerical model for the study of hydrodynamics on bays and estuaries

A nonlinear implicit finite element model for the solution of two-dimensional (2-D) shallow water equations, based on a Galerkin formulation of the 2-D estuaries hydrodynamic equations, has been developed. Spatial discretization has been achieved by the use of isoparametric, Lagrangian elements. To obtain the different element matrices, Simpson numerical integration has been applied. For time integration of the model, several schemes in finite differences have been used: the Cranck-Nicholson iterative method supplies a superior accuracy and allows us to work with the greatest time step Δt; however, central differences time integration produces a greater velocity of calculation. The model has been tested with different examples to check its accuracy and advantages in relation to computation and handling of matrices. Finally, an application to the Bay of Santander is also presented.

Implementation of non-local boundary layer schemes in the Regional Atmospheric Modeling System and its impact on simulated mesoscale circulations

This paper proposes the implementation of different non-local Planetary Boundary Layer schemes within the Regional Atmospheric Modeling System (RAMS) model. The two selected PBL parameterizations are the Medium-Range Forecast (MRF) PBL and its updated version, known as the Yonsei University (YSU) PBL. YSU is a first-order scheme that uses non-local eddy diffusivity coefficients to compute turbulent fluxes. It is based on the MRF, and improves it with an explicit treatment of the entrainment. With the aim of evaluating the RAMS results for these PBL parameterizations, a series of numerical simulations have been performed and contrasted with the results obtained using the Mellor and Yamada (MY) scheme, also widely used, and the standard PBL scheme in the RAMS model. The numerical study carried out here is focused on mesoscale circulation events during the summer, as these meteorological situations dominate this season of the year in the Western Mediterranean coast. In addition, the sensitivity of these PBL parameterizations to the initial soil moisture content is also evaluated. The results show a warmer and moister PBL for the YSU scheme compared to both MRF and MY. The model presents as well a tendency to overestimate the observed temperature and to underestimate the observed humidity, considering all PBL schemes and a low initial soil moisture content. In addition, the bias between the model and the observations is significantly reduced moistening the initial soil moisture of the corresponding run. Thus, varying this parameter has a positive effect and improves the simulated results in relation to the observations. However, there is still a significant overestimation of the wind speed over flatter terrain, independently of the PBL scheme and the initial soil moisture used, even though a different degree of accuracy is reproduced by RAMS taking into account the different sensitivity tests.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Effective cell-centred time-domain Maxwell's equations numerical solvers

This research work analyses techniques for implementing a cell-centred finite-volume time-domain (ccFV-TD) computational methodology for the purpose of studying microwave heating. Various state-of-the-art spatial and temporal discretisation methods employed to solve Maxwell's equations on multidimensional structured grid networks are investigated, and the dispersive and dissipative errors inherent in those techniques examined. Both staggered and unstaggered grid approaches are considered. Upwind schemes using a Riemann solver and intensity vector splitting are studied and evaluated. Staggered and unstaggered Leapfrog and Runge-Kutta time integration methods are analysed in terms of phase and amplitude error to identify which method is the most accurate and efficient for simulating microwave heating processes. The implementation and migration of typical electromagnetic boundary conditions. from staggered in space to cell-centred approaches also is deliberated. In particular, an existing perfectly matched layer absorbing boundary methodology is adapted to formulate a new cell-centred boundary implementation for the ccFV-TD solvers. Finally for microwave heating purposes, a comparison of analytical and numerical results for standard case studies in rectangular waveguides allows the accuracy of the developed methods to be assessed. © 2004 Elsevier Inc. All rights reserved.

A theoretical comparison of two optimization methods for radiofrequency drive schemes in high frequency MRI resonators

In this paper, numerical simulations are used in an attempt to find optimal Source profiles for high frequency radiofrequency (RF) volume coils. Biologically loaded, shielded/unshielded circular and elliptical birdcage coils operating at 170 MHz, 300 MHz and 470 MHz are modelled using the FDTD method for both 2D and 3D cases. Taking advantage of the fact that some aspects of the electromagnetic system are linear, two approaches have been proposed for the determination of the drives for individual elements in the RF resonator. The first method is an iterative optimization technique with a kernel for the evaluation of RF fields inside an imaging plane of a human head model using pre-characterized sensitivity profiles of the individual rungs of a resonator; the second method is a regularization-based technique. In the second approach, a sensitivity matrix is explicitly constructed and a regularization procedure is employed to solve the ill-posed problem. Test simulations show that both methods can improve the B-1-field homogeneity in both focused and non-focused scenarios. While the regularization-based method is more efficient, the first optimization method is more flexible as it can take into account other issues such as controlling SAR or reshaping the resonator structures. It is hoped that these schemes and their extensions will be useful for the determination of multi-element RF drives in a variety of applications.

Numerical solutions of the sediment conservation law: A review and improved formulation for coastal morphological modelling

Numerical solutions of the sediment conservation law are reviewed in terms of their application to bed update schemes in coastal morphological models. It is demonstrated that inadequately formulated numerical techniques lead to the introduction of diffusion, dispersion and the bed elevation oscillations previously reported in the literature. Four different bed update schemes are then reviewed and tested against benchmark analytical solutions. These include a first order upwind scheme, two Lax-Wendroff schemes and a non-oscillating centred scheme (NOCS) recently applied to morphological modelling by Saint-Cast [Saint-Cast, F., 2002. Modelisation de la morphodynamique des corps sableux en milieu littoral (Modelling of coastal sand banks morphodynamics), University Bordeaux 1, Bordeaux, 245 pp.]. It is shown that NOCS limits and controls numerical errors while including all the sediment flux gradients that control morphological change. Further, no post solution filtering is required, which avoids difficulties with selecting filter strength. Finally, NOCS is compared to a recent Lax-Wendroff scheme with post-solution filtering for a longer term simulation of the morphological evolution around a trained river entrance. (C) 2006 Elsevier B.V. All rights reserved.

Numerical modeling of holmium-doped fluoride fiber lasers

We combine all the known experimental demonstrations and spectroscopic parameters into a numerical model of the Ho3+ -doped fluoride glass fiber laser system. Core-pumped and cladding-pumped arrangements were simulated for all the population-bottlenecking mitigation schemes that have been tested, and good agreement between the model and the previously reported experimental results was achieved in most but not in all cases. In a similar way to Er3+ -doped fluoride glass fiber lasers, we found that the best match with measurements required scaled-down rate parameters for the energy transfer processes that operate in moderate to highly concentrated systems. The model isolated the dominant processes affecting the performance of each of the bottlenecking mitigation schemes and pump arrangements. It was established that pump excited-state absorption is the main factor affecting the performance of the core-pumped demonstrations of the laser, while energy transfer between rare earth ions is the main factor controlling the performance in cladding-pumped systems.

Nonstandard Finite Difference Schemes with Application to Finance: Option Pricing

2000 Mathematics Subject Classification: 65M06, 65M12.

Large Numerical Models in Continuous Hybrid Simulation

Hybrid simulation is a technique that combines experimental and numerical testing and has been used for the last decades in the fields of aerospace, civil and mechanical engineering. During this time, most of the research has focused on developing algorithms and the necessary technology, including but not limited to, error minimisation techniques, phase lag compensation and faster hydraulic cylinders. However, one of the main shortcomings in hybrid simulation that has pre- vented its widespread use is the size of the numerical models and the effect that higher frequencies may have on the stability and accuracy of the simulation. The first chapter in this document provides an overview of the hybrid simulation method and the different hybrid simulation schemes, and the corresponding time integration algorithms, that are more commonly used in this field. The scope of this thesis is presented in more detail in chapter 2: a substructure algorithm, the Substep Force Feedback (Subfeed), is adapted in order to fulfil the necessary requirements in terms of speed. The effects of more complex models on the Subfeed are also studied in detail, and the improvements made are validated experimentally. Chapters 3 and 4 detail the methodologies that have been used in order to accomplish the objectives mentioned in the previous lines, listing the different cases of study and detailing the hardware and software used to experimentally validate them. The third chapter contains a brief introduction to a project, the DFG Subshake, whose data have been used as a starting point for the developments that are shown later in this thesis. The results obtained are presented in chapters 5 and 6, with the first of them focusing on purely numerical simulations while the second of them is more oriented towards a more practical application including experimental real-time hybrid simulation tests with large numerical models. Following the discussion of the developments in this thesis is a list of hardware and software requirements that have to be met in order to apply the methods described in this document, and they can be found in chapter 7. The last chapter, chapter 8, of this thesis focuses on conclusions and achievements extracted from the results, namely: the adaptation of the hybrid simulation algorithm Subfeed to be used in conjunction with large numerical models, the study of the effect of high frequencies on the substructure algorithm and experimental real-time hybrid simulation tests with vibrating subsystems using large numerical models and shake tables. A brief discussion of possible future research activities can be found in the concluding chapter.

Toward assessing the effects of aerosols on deep convection: a numerical study using the WRF-Chemistry model

As the formative agents of cloud droplets, aerosols play an undeniably important role in the development of clouds and precipitation. Few meteorological models have been developed or adapted to simulate aerosols and their contribution to cloud and precipitation processes. The Weather Research and Forecasting model (WRF) has recently been coupled with an atmospheric chemistry suite and is jointly referred to as WRF-Chem, allowing atmospheric chemistry and meteorology to influence each other’s evolution within a mesoscale modeling framework. Provided that the model physics are robust, this framework allows the feedbacks between aerosol chemistry, cloud physics, and dynamics to be investigated. This study focuses on the effects of aerosols on meteorology, specifically, the interaction of aerosol chemical species with microphysical processes represented within the framework of the WRF-Chem. Aerosols are represented by eight size bins using the Model for Simulating Aerosol Interactions and Chemistry (MOSAIC) sectional parameterization, which is linked to the Purdue Lin bulk microphysics scheme. The aim of this study is to examine the sensitivity of deep convective precipitation modeled by the 2D WRF-Chem to varying aerosol number concentration and aerosol type. A systematic study has been performed regarding the effects of aerosols on parameters such as total precipitation, updraft/downdraft speed, distribution of hydrometeor species, and organizational features, within idealized maritime and continental thermodynamic environments. Initial results were obtained using WRFv3.0.1, and a second series of tests were run using WRFv3.2 after several changes to the activation, autoconversion, and Lin et al. microphysics schemes added by the WRF community, as well as the implementation of prescribed vertical levels by the author. The results of WRFv3.2 runs contrasted starkly with WRFv3.0.1 runs. The WRFv3.0.1 runs produced a propagating system resembling a developing squall line, whereas the WRFv3.2 runs did not. The response of total precipitation, updraft/downdraft speeds, and system organization to increasing aerosol concentrations were opposite between runs with different versions of WRF. Results of the WRFv3.2 runs, however, were in better agreement in timing and magnitude of vertical velocity and hydrometeor content with a WRFv3.0.1 run using single-moment Lin et al. microphysics, than WRFv3.0.1 runs with chemistry. One result consistent throughout all simulations was an inhibition in warm-rain processes due to enhanced aerosol concentrations, which resulted in a delay of precipitation onset that ranged from 2-3 minutes in WRFv3.2 runs, and up to 15 minutes in WRFv.3.0.1 runs. This result was not observed in a previous study by Ntelekos et al. (2009) using the WRF-Chem, perhaps due to their use of coarser horizontal and vertical resolution within their experiment. The changes to microphysical processes such as activation and autoconversion from WRFv3.0.1 to WRFv3.2, along with changes in the packing of vertical levels, had more impact than the varying aerosol concentrations even though the range of aerosol tested was greater than that observed in field studies. In order to take full advantage of the input of aerosols now offered by the chemistry module in WRF, the author recommends that a fully double-moment microphysics scheme be linked, rather than the limited double-moment Lin et al. scheme that currently exists. With this modification, the WRF-Chem will be a powerful tool for studying aerosol-cloud interactions and allow comparison of results with other studies using more modern and complex microphysical parameterizations.

Multiscale Schemes for the BGK--Vlasov--Poisson System in the Quasi-Neutral and Fluid Limits. Stability Analysis and First Order Schemes

This paper deals with the development and the analysis of asymptotically stable and consistent schemes in the joint quasi-neutral and fluid limits for the collisional Vlasov-Poisson system. In these limits, the classical explicit schemes suffer from time step restrictions due to the small plasma period and Knudsen number. To solve this problem, we propose a new scheme stable for choices of time steps independent from the small scales dynamics and with comparable computational cost with respect to standard explicit schemes. In addition, this scheme reduces automatically to consistent discretizations of the underlying asymptotic systems. In this first work on this subject, we propose a first order in time scheme and we perform a relative linear stability analysis to deal with such problems. The framework we propose permits to extend this approach to high order schemes in the next future. We finally show the capability of the method in dealing with small scales through numerical experiments.

Wavelets And Adaptive Grids For The Discontinuous Galerkin Method

In this paper, space adaptivity is introduced to control the error in the numerical solution of hyperbolic systems of conservation laws. The reference numerical scheme is a new version of the discontinuous Galerkin method, which uses an implicit diffusive term in the direction of the streamlines, for stability purposes. The decision whether to refine or to unrefine the grid in a certain location is taken according to the magnitude of wavelet coefficients, which are indicators of local smoothness of the numerical solution. Numerical solutions of the nonlinear Euler equations illustrate the efficiency of the method. © Springer 2005.

Scavenging processes of atmospheric particulate matter: a numerical modeling of case studies

Below cloud scavenging processes have been investigated considering a numerical simulation, local atmospheric conditions and particulate matter (PM) concentrations, at different sites in Germany. The below cloud scavenging model has been coupled with bulk particulate matter counter TSI (Trust Portacounter dataset, consisting of the variability prediction of the particulate air concentrations during chosen rain events. The TSI samples and meteorological parameters were obtained during three winter Campaigns: at Deuselbach, March 1994, consisting in three different events; Sylt, April 1994 and; Freiburg, March 1995. The results show a good agreement between modeled and observed air concentrations, emphasizing the quality of the conceptual model used in the below cloud scavenging numerical modeling. The results between modeled and observed data have also presented high square Pearson coefficient correlations over 0.7 and significant, except the Freiburg Campaign event. The differences between numerical simulations and observed dataset are explained by the wind direction changes and, perhaps, the absence of advection mass terms inside the modeling. These results validate previous works based on the same conceptual model.

An Eulerian Immersed Boundary Method for flow simulations over stationary and moving rigid bodies

The fluid flow over bodies with complex geometry has been the subject of research of many scientists and widely explored experimentally and numerically. The present study proposes an Eulerian Immersed Boundary Method for flows simulations over stationary or moving rigid bodies. The proposed method allows the use of Cartesians Meshes. Here, two-dimensional simulations of fluid flow over stationary and oscillating circular cylinders were used for verification and validation. Four different cases were explored: the flow over a stationary cylinder, the flow over a cylinder oscillating in the flow direction, the flow over a cylinder oscillating in the normal flow direction, and a cylinder with angular oscillation. The time integration was carried out by a classical 4th order Runge-Kutta scheme, with a time step of the same order of distance between two consecutive points in x direction. High-order compact finite difference schemes were used to calculate spatial derivatives. The drag and lift coefficients, the lock-in phenomenon and vorticity contour plots were used for the verification and validation of the proposed method. The extension of the current method allowing the study of a body with different geometry and three-dimensional simulations is straightforward. The results obtained show a good agreement with both numerical and experimental results, encouraging the use of the proposed method.