Stochastic Algorithms for Discrete Parameter Simulation Optimization

We present two efficient discrete parameter simulation optimization (DPSO) algorithms for the long-run average cost objective. One of these algorithms uses the smoothed functional approximation (SFA) procedure, while the other is based on simultaneous perturbation stochastic approximation (SPSA). The use of SFA for DPSO had not been proposed previously in the literature. Further, both algorithms adopt an interesting technique of random projections that we present here for the first time. We give a proof of convergence of our algorithms. Next, we present detailed numerical experiments on a problem of admission control with dependent service times. We consider two different settings involving parameter sets that have moderate and large sizes, respectively. On the first setting, we also show performance comparisons with the well-studied optimal computing budget allocation (OCBA) algorithm and also the equal allocation algorithm. Note to Practitioners-Even though SPSA and SFA have been devised in the literature for continuous optimization problems, our results indicate that they can be powerful techniques even when they are adapted to discrete optimization settings. OCBA is widely recognized as one of the most powerful methods for discrete optimization when the parameter sets are of small or moderate size. On a setting involving a parameter set of size 100, we observe that when the computing budget is small, both SPSA and OCBA show similar performance and are better in comparison to SFA, however, as the computing budget is increased, SPSA and SFA show better performance than OCBA. Both our algorithms also show good performance when the parameter set has a size of 10(8). SFA is seen to show the best overall performance. Unlike most other DPSO algorithms in the literature, an advantage with our algorithms is that they are easily implementable regardless of the size of the parameter sets and show good performance in both scenarios.

Temperature variation of the grüneisen parameter in magnesium oxide

The thermal expansion of magnesium oxide has been measured below room temperature from 140°K to 284.5°K, using an interferometric method. The accuracy of measurement is better than 3% in the temperature range studied. The agreement of these results with Durand's is quite good, but consistently higher over most of the range by 2 or 3%, for the most part within the estimated experimental error. The Grüneisen parameter remains constant at about 1.51 over the present experimental range; but an isolated measurement of Durand at 85°K suggests that at lower temperatures it rises quite sharply above this value. This possibility is therefore investigated theoretically. With a non-central force model to represent MgO, γ(−3) and γ(2) are calculated and it is found that γ(−3) > γ(2), again suggesting that the Grüneisen parameter increases with falling temperature. Of the two reported experimental values for the infra-red absorption frequency, correlation with the heat capacity strongly indicates a wavelength of 25.26μm rather than 17.3μm. Thermal expansion measurements at still lower temperatures must be carried out to confirm definitely the rise in the Grüneisen parameter.

Analysis of Parameter Values in the van der Waals and Platteeuw Theory for Methane Hydrates Using Monte Carlo Molecular Simulations

The van der Waals and Platteuw (vdVVP) theory has been successfully used to model the thermodynamics of gas hydrates. However, earlier studies have shown that this could be due to the presence of a large number of adjustable parameters whose values are obtained through regression with experimental data. To test this assertion, we carry out a systematic and rigorous study of the performance of various models of vdWP theory that have been proposed over the years. The hydrate phase equilibrium data used for this study is obtained from Monte Carlo molecular simulations of methane hydrates. The parameters of the vdWP theory are regressed from this equilibrium data and compared with their true values obtained directly from simulations. This comparison reveals that (i) methane-water interactions beyond the first cage and methane-methane interactions make a significant contribution to the partition function and thus cannot be neglected, (ii) the rigorous Monte Carlo integration should be used to evaluate the Langmuir constant instead of the spherical smoothed cell approximation, (iii) the parameter values describing the methane-water interactions cannot be correctly regressed from the equilibrium data using the vdVVP theory in its present form, (iv) the regressed empty hydrate property values closely match their true values irrespective of the level of rigor in the theory, and (v) the flexibility of the water lattice forming the hydrate phase needs to be incorporated in the vdWP theory. Since methane is among the simplest of hydrate forming molecules, the conclusions from this study should also hold true for more complicated hydrate guest molecules.

Parameter estimation of a two-horizon soil profile by combining crop canopy and surface soil moisture observations using GLUE

Estimation of soil parameters by inverse modeling using observations on either surface soil moisture or crop variables has been successfully attempted in many studies, but difficulties to estimate root zone properties arise when heterogeneous layered soils are considered. The objective of this study was to explore the potential of combining observations on surface soil moisture and crop variables - leaf area index (LAI) and above-ground biomass for estimating soil parameters (water holding capacity and soil depth) in a two-layered soil system using inversion of the crop model STICS. This was performed using GLUE method on a synthetic data set on varying soil types and on a data set from a field experiment carried out in two maize plots in South India. The main results were (i) combination of surface soil moisture and above-ground biomass provided consistently good estimates with small uncertainity of soil properties for the two soil layers, for a wide range of soil paramater values, both in the synthetic and the field experiment, (ii) above-ground biomass was found to give relatively better estimates and lower uncertainty than LAI when combined with surface soil moisture, especially for estimation of soil depth, (iii) surface soil moisture data, either alone or combined with crop variables, provided a very good estimate of the water holding capacity of the upper soil layer with very small uncertainty whereas using the surface soil moisture alone gave very poor estimates of the soil properties of the deeper layer, and (iv) using crop variables alone (else above-ground biomass or LAI) provided reasonable estimates of the deeper layer properties depending on the soil type but provided poor estimates of the first layer properties. The robustness of combining observations of the surface soil moisture and the above-ground biomass for estimating two layer soil properties, which was demonstrated using both synthetic and field experiments in this study, needs now to be tested for a broader range of climatic conditions and crop types, to assess its potential for spatial applications. (C) 2012 Elsevier B.V. All rights reserved.

Minimal residual method provides optimal regularization parameter for diffuse optical tomography

The inverse problem in the diffuse optical tomography is known to be nonlinear, ill-posed, and sometimes under-determined, requiring regularization to obtain meaningful results, with Tikhonov-type regularization being the most popular one. The choice of this regularization parameter dictates the reconstructed optical image quality and is typically chosen empirically or based on prior experience. An automated method for optimal selection of regularization parameter that is based on regularized minimal residual method (MRM) is proposed and is compared with the traditional generalized cross-validation method. The results obtained using numerical and gelatin phantom data indicate that the MRM-based method is capable of providing the optimal regularization parameter. (C) 2012 Society of Photo-Optical Instrumentation Engineers (SPIE). DOI: 10.1117/1.JBO.17.10.106015]

Internal defect and process parameter analysis during friction stir welding of Al 6061 sheets

Welding parameters like welding speed, rotation speed, plunge depth, shoulder diameter etc., influence the weld zone properties, microstructure of friction stir welds, and forming behavior of welded sheets in a synergistic fashion. The main aims of the present work are to (1) analyze the effect of welding speed, rotation speed, plunge depth, and shoulder diameter on the formation of internal defects during friction stir welding (FSW), (2) study the effect on axial force and torque during welding, (c) optimize the welding parameters for producing internal defect-free welds, and (d) propose and validate a simple criterion to identify defect-free weld formation. The base material used for FSW throughout the work is Al 6061T6 having a thickness value of 2.1 mm. Only butt welding of sheets is aimed in the present work. It is observed from the present analysis that higher welding speed, higher rotation speed, and higher plunge depth are preferred for producing a weld without internal defects. All the shoulder diameters used for FSW in the present work produced defect-free welds. The axial force and torque are not constant and a large variation is seen with respect to FSW parameters that produced defective welds. In the case of defect-free weld formation, the axial force and torque are relatively constant. A simple criterion, (a,tau/a,p)(defective) > (a,tau/a,p)(defect free) and (a,F/a,p)(defective) > (a,F/a,p)(defect free), is proposed with this observation for identifying the onset of defect-free weld formation. Here F is axial force, tau is torque, and p is welding speed or tool rotation speed or plunge depth. The same criterion is validated with respect to Al 5xxx base material. Even in this case, the axial force and torque remained constant while producing defect-free welds.

A LSQR-type method provides a computationally efficient automated optimal choice of regularization parameter in diffuse optical tomography

Purpose: Developing a computationally efficient automated method for the optimal choice of regularization parameter in diffuse optical tomography. Methods: The least-squares QR (LSQR)-type method that uses Lanczos bidiagonalization is known to be computationally efficient in performing the reconstruction procedure in diffuse optical tomography. The same is effectively deployed via an optimization procedure that uses the simplex method to find the optimal regularization parameter. The proposed LSQR-type method is compared with the traditional methods such as L-curve, generalized cross-validation (GCV), and recently proposed minimal residual method (MRM)-based choice of regularization parameter using numerical and experimental phantom data. Results: The results indicate that the proposed LSQR-type and MRM-based methods performance in terms of reconstructed image quality is similar and superior compared to L-curve and GCV-based methods. The proposed method computational complexity is at least five times lower compared to MRM-based method, making it an optimal technique. Conclusions: The LSQR-type method was able to overcome the inherent limitation of computationally expensive nature of MRM-based automated way finding the optimal regularization parameter in diffuse optical tomographic imaging, making this method more suitable to be deployed in real-time. (C) 2013 American Association of Physicists in Medicine. http://dx.doi.org/10.1118/1.4792459]

Optimal parameter selection for bilateral filters using Poisson unbiased risk estimate

Bilateral filters perform edge-preserving smoothing and are widely used for image denoising. The denoising performance is sensitive to the choice of the bilateral filter parameters. We propose an optimal parameter selection for bilateral filtering of images corrupted with Poisson noise. We employ the Poisson's Unbiased Risk Estimate (PURE), which is an unbiased estimate of the Mean Squared Error (MSE). It does not require a priori knowledge of the ground truth and is useful in practical scenarios where there is no access to the original image. Experimental results show that quality of denoising obtained with PURE-optimal bilateral filters is almost indistinguishable with that of the Oracle-MSE-optimal bilateral filters.

Least squares QR-based decomposition provides an efficient way of computing optimal regularization parameter in photoacoustic tomography

A computationally efficient approach that computes the optimal regularization parameter for the Tikhonov-minimization scheme is developed for photoacoustic imaging. This approach is based on the least squares-QR decomposition which is a well-known dimensionality reduction technique for a large system of equations. It is shown that the proposed framework is effective in terms of quantitative and qualitative reconstructions of initial pressure distribution enabled via finding an optimal regularization parameter. The computational efficiency and performance of the proposed method are shown using a test case of numerical blood vessel phantom, where the initial pressure is exactly known for quantitative comparison. (C) 2013 Society of Photo-Optical Instrumentation Engineers (SPIE)

Transonic flutter, shocks, and parameter effects

There is a drop in the flutter boundary of an aeroelastic system placed in a transonic flow due to compressibility effects and is known as the transonic dip. Viscous effects can shift the lo-cation of the shock and depending on the shock strength the boundary layer may separate leading to changes in the flutter speed. An unsteady Euler flow solver coupled with the structural dynamic equations is used to understand the effect of shock on the transonic dip. The effect of various system parameters such as mass ratio, location of the center of mass, position of the elastic axis, ratio of uncoupled natural frequencies in heave and pitch are also studied. Steady turbulent flow results are presented to demonstrate the effect of viscosity on the location and strength of the shock.

Study on ride comfort assessment of multiple occupants using lumped parameter analysis

Growing consumer expectations continue to fuel further advancements in vehicle ride comfort analysis including development of a comprehensive tool capable of aiding the understanding of ride comfort. To date, most of the work on biodynamic responses of human body in the context of ride comfort mainly concentrates on driver or a designated occupant and therefore leaves the scope for further work on ride comfort analysis covering a larger number of occupants with detailed modeling of their body segments. In the present study, governing equations of a 13-DOF (degrees-of-freedom) lumped parameter model (LPM) of a full car with seats (7-DOF without seats) and a 7-DOF occupant model, a linear version of an earlier non-linear occupant model, are presented. One or more occupant models can be coupled with the vehicle model resulting into a maximum of 48-DOF LPM for a car with five occupants. These multi-occupant models can be formulated in a modular manner and solved efficiently using MATLAB/SIMULINK for a given transient road input. The vehicle model and the occupant model are independently verified by favorably comparing computed dynamic responses with published data. A number of cases with different dispositions of occupants in a small car are analyzed using the current modular approach thereby underscoring its potential for efficient ride quality assessment and design of suspension systems.