Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models

Background: Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results: Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions: Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.

The non-linear Dirichlet problem in Hadamard manifolds

We prove existence theorems for the Dirichlet problem for hypersurfaces of constant special Lagrangian curvature in Hadamard manifolds. The first results are obtained using the continuity method and approximation and then refined using two iterations of the Perron method. The a-priori estimates used in the continuity method are valid in any ambient manifold.

Range of validity of weakly non-linear theory in Rayleigh-Bénard problem

In this paper we examine the equilibrium states of finite amplitude flow in a horizontal fluid layer with differential heating between the two rigid boundaries. The solutions to the Navier-Stokes equations are obtained by means of a perturbation method for evaluating the Landau constants and through a Newton-Raphson iterative method that results from the Fourier expansion of the solutions that bifurcate above the linear stability threshold of infinitesimal disturbances. The results obtained from these two different methods of evaluating the convective flow are compared in the neighborhood of the critical Rayleigh number. We find that for small Prandtl numbers the discrepancy of the two methods is noticeable. © 2009 The Physical Society of Japan.

A positional FEM Formulation for geometrical non-linear analysis of shells

This work presents a fully non-linear finite element formulation for shell analysis comprising linear strain variation along the thickness of the shell and geometrically exact description for curved triangular elements. The developed formulation assumes positions and generalized unconstrained vectors as the variables of the problem, not displacements and finite rotations. The full 3D Saint-Venant-Kirchhoff constitutive relation is adopted and, to avoid locking, the rate of thickness variation enhancement is introduced. As a consequence, the second Piola-Kirchhoff stress tensor and the Green strain measure are employed to derive the specific strain energy potential. Curved triangular elements with cubic approximation are adopted using simple notation. Selected numerical simulations illustrate and confirm the objectivity, accuracy, path independence and applicability of the proposed technique.

GLOBAL WELL-POSEDNESS AND NON-LINEAR STABILITY OF PERIODIC TRAVELING WAVES FOR A SCHRODINGER-BENJAMIN-ONO SYSTEM

The objective of this paper is two-fold: firstly, we develop a local and global (in time) well-posedness theory for a system describing the motion of two fluids with different densities under capillary-gravity waves in a deep water flow (namely, a Schrodinger-Benjamin-Ono system) for low-regularity initial data in both periodic and continuous cases; secondly, a family of new periodic traveling waves for the Schrodinger-Benjamin-Ono system is given: by fixing a minimal period we obtain, via the implicit function theorem, a smooth branch of periodic solutions bifurcating a Jacobian elliptic function called dnoidal, and, moreover, we prove that all these periodic traveling waves are nonlinearly stable by perturbations with the same wavelength.

Non-linear boundary element formulation applied to contact analysis using tangent operator

This work presents a non-linear boundary element formulation applied to analysis of contact problems. The boundary element method (BEM) is known as a robust and accurate numerical technique to handle this type of problem, because the contact among the solids occurs along their boundaries. The proposed non-linear formulation is based on the use of singular or hyper-singular integral equations by BEM, for multi-region contact. When the contact occurs between crack surfaces, the formulation adopted is the dual version of BEM, in which singular and hyper-singular integral equations are defined along the opposite sides of the contact boundaries. The structural non-linear behaviour on the contact is considered using Coulomb`s friction law. The non-linear formulation is based on the tangent operator in which one uses the derivate of the set of algebraic equations to construct the corrections for the non-linear process. This implicit formulation has shown accurate as the classical approach, however, it is faster to compute the solution. Examples of simple and multi-region contact problems are shown to illustrate the applicability of the proposed scheme. (C) 2011 Elsevier Ltd. All rights reserved.

Non-linear boundary element formulation with tangent operator to analyse crack propagation in quasi-brittle materials

This work deals with analysis of cracked structures using BEM. Two formulations to analyse the crack growth process in quasi-brittle materials are discussed. They are based on the dual formulation of BEM where two different integral equations are employed along the opposite sides of the crack surface. The first presented formulation uses the concept of constant operator, in which the corrections of the nonlinear process are made only by applying appropriate tractions along the crack surfaces. The second presented BEM formulation to analyse crack growth problems is an implicit technique based on the use of a consistent tangent operator. This formulation is accurate, stable and always requires much less iterations to reach the equilibrium within a given load increment in comparison with the classical approach. Comparison examples of classical problem of crack growth are shown to illustrate the performance of the two formulations. (C) 2009 Elsevier Ltd. All rights reserved.

A solid-like FEM for geometrically non-linear 3D frames

This study presents a solid-like finite element formulation to solve geometric non-linear three-dimensional inhomogeneous frames. To achieve the desired representation, unconstrained vectors are used instead of the classic rigid director triad; as a consequence, the resulting formulation does not use finite rotation schemes. High order curved elements with any cross section are developed using a full three-dimensional constitutive elastic relation. Warping and variable thickness strain modes are introduced to avoid locking. The warping mode is solved numerically in FEM pre-processing computational code, which is coupled to the main program. The extra calculations are relatively small when the number of finite elements. with the same cross section, increases. The warping mode is based on a 2D free torsion (Saint-Venant) problem that considers inhomogeneous material. A scheme that automatically generates shape functions and its derivatives allow the use of any degree of approximation for the developed frame element. General examples are solved to check the objectivity, path independence, locking free behavior, generality and accuracy of the proposed formulation. (C) 2009 Elsevier B.V. All rights reserved.

Multiple-scale hydrological and geophysical data integration through non-linear Bayesian sequential simulation

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the scale of a field site represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed downscaling procedure based on a non-linear Bayesian sequential simulation approach. The main objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity logged at collocated wells and surface resistivity measurements, which are available throughout the studied site. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariatekernel density function. Then a stochastic integration of low-resolution, large-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities is applied. The overall viability of this downscaling approach is tested and validated by comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure allows obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production

A new algorithm called the parameterized expectations approach(PEA) for solving dynamic stochastic models under rational expectationsis developed and its advantages and disadvantages are discussed. Thisalgorithm can, in principle, approximate the true equilibrium arbitrarilywell. Also, this algorithm works from the Euler equations, so that theequilibrium does not have to be cast in the form of a planner's problem.Monte--Carlo integration and the absence of grids on the state variables,cause the computation costs not to go up exponentially when the numberof state variables or the exogenous shocks in the economy increase. \\As an application we analyze an asset pricing model with endogenousproduction. We analyze its implications for time dependence of volatilityof stock returns and the term structure of interest rates. We argue thatthis model can generate hump--shaped term structures.

A non-linear Bayesian approach for upscaling local-scale hydraulic conductivity measurements based on local- and regional-scale geophysical data

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the regional scale represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed an upscaling procedure based on a Bayesian sequential simulation approach. This method is then applied to the stochastic integration of low-resolution, regional-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities. Finally, the overall viability of this upscaling approach is tested and verified by performing and comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure does indeed allow for obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Some non- linear problems in theoretical physics

An immense variety of problems in theoretical physics are of the non-linear type. Non~linear partial differential equations (NPDE) have almost become the rule rather than an exception in diverse branches of physics such as fluid mechanics, field theory, particle physics, statistical physics and optics, and the construction of exact solutions of these equations constitutes one of the most vigorous activities in theoretical physics today. The thesis entitled ‘Some Non-linear Problems in Theoretical Physics’ addresses various aspects of this problem at the classical level. For obtaining exact solutions we have used mathematical tools like the bilinear operator method, base equation technique and similarity method with emphasis on its group theoretical aspects. The thesis deals with certain methods of finding exact solutions of a number of non-linear partial differential equations of importance to theoretical physics. Some of these new solutions are of relevance from the applications point of view in diverse branches such as elementary particle physics, field theory, solid state physics and non-linear optics and give some insight into the stable or unstable behavior of dynamical Systems The thesis consists of six chapters.

A stable one-step-ahead predictive control of non-linear systems

In this paper stability of one-step ahead predictive controllers based on non-linear models is established. It is shown that, under conditions which can be fulfilled by most industrial plants, the closed-loop system is robustly stable in the presence of plant uncertainties and input–output constraints. There is no requirement that the plant should be open-loop stable and the analysis is valid for general forms of non-linear system representation including the case out when the problem is constraint-free. The effectiveness of controllers designed according to the algorithm analyzed in this paper is demonstrated on a recognized benchmark problem and on a simulation of a continuous-stirred tank reactor (CSTR). In both examples a radial basis function neural network is employed as the non-linear system model.

Optimal control of a class of discrete–continuous non-linear systems — decomposition and hierarchical structure

A technique is derived for solving a non-linear optimal control problem by iterating on a sequence of simplified problems in linear quadratic form. The technique is designed to achieve the correct solution of the original non-linear optimal control problem in spite of these simplifications. A mixed approach with a discrete performance index and continuous state variable system description is used as the basis of the design, and it is shown how the global problem can be decomposed into local sub-system problems and a co-ordinator within a hierarchical framework. An analysis of the optimality and convergence properties of the algorithm is presented and the effectiveness of the technique is demonstrated using a simulation example with a non-separable performance index.

Efficient non-linear data assimilation in geophysical fluid dynamics

New ways of combining observations with numerical models are discussed in which the size of the state space can be very large, and the model can be highly nonlinear. Also the observations of the system can be related to the model variables in highly nonlinear ways, making this data-assimilation (or inverse) problem highly nonlinear. First we discuss the connection between data assimilation and inverse problems, including regularization. We explore the choice of proposal density in a Particle Filter and show how the ’curse of dimensionality’ might be beaten. In the standard Particle Filter ensembles of model runs are propagated forward in time until observations are encountered, rendering it a pure Monte-Carlo method. In large-dimensional systems this is very inefficient and very large numbers of model runs are needed to solve the data-assimilation problem realistically. In our approach we steer all model runs towards the observations resulting in a much more efficient method. By further ’ensuring almost equal weight’ we avoid performing model runs that are useless in the end. Results are shown for the 40 and 1000 dimensional Lorenz 1995 model.