Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Development of new scenario decomposition techniques for linear and nonlinear stochastic programming

Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.

Object-oriented Programming Applied to the Development of Structural Analysis and Optimization Software

This paper presents the development of a two-dimensional interactive software environment for structural analysis and optimization based on object-oriented programming using the C++ language. The main feature of the software is the effective integration of several computational tools into graphical user interfaces implemented in the Windows-98 and Windows-NT operating systems. The interfaces simplify data specification in the simulation and optimization of two-dimensional linear elastic problems. NURBS have been used in the software modules to represent geometric and graphical data. Extensions to the analysis of three-dimensional problems have been implemented and are also discussed in this paper.

Analysis of the tip roundness effects on the micro- and macroindentation response of elastic-plastic materials

In this work, the effects of indenter tip roundness oil the load-depth indentation curves were analyzed using finite element modeling. The tip roundness level was Studied based on the ratio between tip radius and maximum penetration depth (R/h(max)), which varied from 0.02 to 1. The proportional Curvature constant (C), the exponent of depth during loading (alpha), the initial unloading slope (S), the correction factor (beta), the level of piling-up or sinking-in (h(c)/h(max)), and the ratio h(max)/h(f) are shown to be strongly influenced by the ratio R/h(max). The hardness (H) was found to be independent of R/h(max) in the range studied. The Oliver and Pharr method was successful in following the variation of h(c)/h(max) with the ratio R/h(max) through the variation of S with the ratio R/h(max). However, this work confirmed the differences between the hardness values calculated using the Oliver-Pharr method and those obtained directly from finite element calculations; differences which derive from the error in area calculation that Occurs when given combinations of indented material properties are present. The ratio of plastic work to total work (W(p)/W(t)) was found to be independent of the ratio R/h(max), which demonstrates that the methods for the Calculation of mechanical properties based on the *indentation energy are potentially not Susceptible to errors caused by tip roundness.

Analysis of the effects of conical indentation variables on the indentation response of elastic-plastic materials through factorial design of experiment

In this work, the effects of conical indentation variables on the load-depth indentation curves were analyzed using finite element modeling and dimensional analysis. A factorial design 2(6) was used with the aim of quantifying the effects of the mechanical properties of the indented material and of the indenter geometry. Analysis was based on the input variables Y/E, R/h(max), n, theta, E, and h(max). The dimensional variables E and h(max) were used such that each value of dimensionless Y/E was obtained with two different values of E and each value of dimensionless R/h(max) was obtained with two different h(max) values. A set of dimensionless functions was defined to analyze the effect of the input variables: Pi(1) = P(1)/Eh(2), Pi(2) = h(c)/h, Pi(3) = H/Y, Pi(4) = S/Eh(max), Pi(6) = h(max)/h(f) and Pi(7) = W(P)/W(T). These six functions were found to depend only on the dimensionless variables studied (Y/E, R/h(max), n, theta). Another dimension less function, Pi(5) = beta, was not well defined for most of the dimensionless variables and the only variable that provided a significant effect on beta was theta. However, beta showed a strong dependence on the fraction of the data selected to fit the unloading curve, which means that beta is especially Susceptible to the error in the Calculation of the initial unloading slope.

Using the ultrasound and instrumented indentation techniques to measure the elastic modulus of engineering materials

Currently, the acoustic and nanoindentation techniques are two of the most used techniques for material elastic modulus measurement. In this article fundamental principles and limitations of both techniques are shown and discussed. Last advances in nanoindentation technique are also reviewed. An experimental study in ceramic, metallic, composite and single crystals was also done. Results shown that ultrasonic technique is capable to provide results in agreement with those reported in literature. However, ultrasonic technique does not allow measuring the elastic modulus of some small samples and single crystals. On the other hand, the nanoindentation technique estimates the elastic modulus values in reasonable agreement with those measured by acoustic methods, particularly in amorphous materials, while in some policristaline materials some deviation from expected values was obtained.

Quasiharmonic elastic constants corrected for deviatoric thermal stresses

The quasiharmonic approximation (QHA), in its simplest form also called the statically constrained (SC) QHA, has been shown to be a straightforward method to compute thermoelastic properties of crystals. Recently we showed that for noncubic solids SC-QHA calculations develop deviatoric thermal stresses at high temperatures. Relaxation of these stresses leads to a series of corrections to the free energy that may be taken to any desired order, up to self-consistency. Here we show how to correct the elastic constants obtained using the SC-QHA. We exemplify the procedure by correcting to first order the elastic constants of MgSiO(3) perovskite and MgSiO(3) postperovskite, the major phases of the Earth's lower mantle. We show that this first-order correction is quite satisfactory for obtaining the aggregated elastic averages of these minerals and their velocities in the lower mantle. This type of correction is also shown to be applicable to experimental measurements of elastic constants in situations where deviatoric stresses can develop, such as in diamond-anvil cells.

Elastic Maier-Saupe-Zwanzig model and some properties of nematic elastomers

We introduce a simple mean-field lattice model to describe the behavior of nematic elastomers. This model combines the Maier-Saupe-Zwanzig approach to liquid crystals and an extension to lattice systems of the Warner-Terentjev theory of elasticity, with the addition of quenched random fields. We use standard techniques of statistical mechanics to obtain analytic solutions for the full range of parameters. Among other results, we show the existence of a stress-strain coexistence curve below a freezing temperature, analogous to the P-V diagram of a simple fluid, with the disorder strength playing the role of temperature. Below a critical value of disorder, the tie lines in this diagram resemble the experimental stress-strain plateau and may be interpreted as signatures of the characteristic polydomain-monodomain transition. Also, in the monodomain case, we show that random fields may soften the first-order transition between nematic and isotropic phases, provided the samples are formed in the nematic state.

(7,9,10)Be elastic scattering and total reaction cross sections on a (12)C target

Elastic scattering angular distributions for (7)Be, (9)Be, and (10)Be isotopes on (12)C target were measured at laboratory energies of 18.8, 26.0, and 23.2 MeV, respectively. The analysis was performed in terms of optical model potentials using Woods-Saxon and double-folding form factors. Also, continuum discretized coupled-channels calculations were performed for (7)Be and (9)Be + (12)C systems to infer the role of breakup in the elastic scattering. For the (10)Be + (12)C system, bound states coupled-channels calculations were considered. Moreover, total reaction cross sections were deduced from the elastic scattering analysis and compared with published data on other weakly and tightly bound projectiles elastically scattered on the (12)C target, as a function of energy.

Quasi-elastic barrier distribution of the (17)O+(64)Zn system and the derivation of the (17)O nuclear matter diffuseness

The quasi-elastic excitation function for the (17)O+(64)Zn system was measured at energies near and below the Coulomb barrier, at the backward angle theta(lab) = 161 degrees. The corresponding quasi-elastic barrier distribution was derived. The excitation function for the neutron stripping reactions was also measured, at the same angle and energies, and the experimental values of the spectroscopic factors were deduced by fitting the data. A reasonably good agreement was obtained between the experimental quasi-elastic barrier distribution with the coupled-channel calculations including a very large number of channels. Of the channels investigated, three dominated the coupling matrix: two inelastic channels, (64)Zn(2(1)(+)) and (17)O(1/(+)(2)), and one-neutron transfer channel, particularly the first one. On the other hand, a very good agreement is obtained when we use a nuclear diffuseness for the (17)O nucleus larger than the one for (16)O. We verify that quasi-elastic barrier distribution is a sensitive tool for determining nuclear matter diffuseness.

Comparison of (120)Sn((6)He, (6)He)(120)Sn and (120)Sn(alpha,alpha)(120)Sn elastic scattering and signatures of the (6)He neutron halo in the optical potential

Cross sections of (120)Sn(alpha,alpha)(120)Sn elastic scattering have been extracted from the alpha-particle-beam contamination of a recent (120)Sn((6)He,(6)He)(120)Sn experiment. Both reactions are analyzed using systematic double-folding potentials in the real part and smoothly varying Woods-Saxon potentials in the imaginary part. The potential extracted from the (120)Sn((6)He,(6)He)(120)Sn data may be used as the basis for the construction of a simple global (6)He optical potential. The comparison of the (6)He and alpha data shows that the halo nature of the (6)He nucleus leads to a clear signature in the reflexion coefficients eta(L) : The relevant angular momenta L with eta(L) >> 0 and eta(L) << 1 are shifted to larger L with a broader distribution. This signature is not present in the alpha-scattering data and can thus be used as a new criterion for the definition of a halo nucleus.

Elastic scattering and total reaction cross section of (6)He+(120)Sn

The elastic scattering of (6)He on (120)Sn has been measured at four energies above the Coulomb barrier using the (6)He beam produced at the RIBRAS (Radioactive Ion Beams in Brasil) facility. The elastic angular distributions have been analyzed with the optical model and three- and four-body continuum-discretized coupled-channels calculations. The total reaction cross sections have been derived and compared with other systems of similar masses.

Elastic scattering and total reaction cross sections for the (8)Li+(12)C system

The elastic-scattering angular distribution for (8)Li on (12)C has been measured at E(LAB) = 23.9 MeV with (8)Li radioactive nuclear beam produced by the Radioactive Ion Beams in Brazil facility. This angular distribution was analyzed in terms of optical-model with Woods-Saxon and double-folding Sao Paulo potential. The roles of the breakup and inelastic channels were also investigated with cluster folding and deformed potentials, respectively, through coupled-channels calculations. The angular distribution for the proton-transfer (12)C((8)Li, (9)Be)(11)B reaction was also measured at the same energy. The spectroscopic factor for the <(9)Be|(8)Li + p > bound system was obtained and compared with shell-model calculations and with other experimental values. Total reaction cross sections for the present system were also extracted from the elastic-scattering analysis. A systematic of the reduced reaction cross sections obtained from the present and published data on (6,7,8)Li isotopes on (12)C was performed as a function of energy.

Breakup coupling effects on near-barrier quasi-elastic scattering of (6,7)Li on (144)Sm

Excitation functions of quasi-elastic scattering at backward angles have been measured for the (6,7)Li + (144)Sm systems at near-barrier energies, and fusion barrier distributions have been extracted from the first derivatives of the experimental cross sections with respect to the bombarding energies. The data have been analyzed in the framework of continuum discretized coupled-channel calculations, and the results have been obtained in terms of the influence exerted by the inclusion of different reaction channels, with emphasis on the role played by the projectile breakup.