Algorithm Studies on How to Obtain a Conditional Nonlinear Optimal Perturbation (CNOP)

The conditional nonlinear optimal perturbation (CNOP), which is a nonlinear generalization of the linear singular vector (LSV), is applied in important problems of atmospheric and oceanic sciences, including ENSO predictability, targeted observations, and ensemble forecast. In this study, we investigate the computational cost of obtaining the CNOP by several methods. Differences and similarities, in terms of the computational error and cost in obtaining the CNOP, are compared among the sequential quadratic programming (SQP) algorithm, the limited memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm, and the spectral projected gradients (SPG2) algorithm. A theoretical grassland ecosystem model and the classical Lorenz model are used as examples. Numerical results demonstrate that the computational error is acceptable with all three algorithms. The computational cost to obtain the CNOP is reduced by using the SQP algorithm. The experimental results also reveal that the L-BFGS algorithm is the most effective algorithm among the three optimization algorithms for obtaining the CNOP. The numerical results suggest a new approach and algorithm for obtaining the CNOP for a large-scale optimization problem.

Dynamics of nonlinear error growth and season-dependent predictability of El Nino events in the Zebiak-Cane model

With the intermediate-complexity Zebiak-Cane model, we investigate the 'spring predictability barrier' (SPB) problem for El Nino events by tracing the evolution of conditional nonlinear optimal perturbation (CNOP), where CNOP is superimposed on the El Nino events and acts as the initial error with the biggest negative effect on the El Nino prediction. We show that the evolution of CNOP-type errors has obvious seasonal dependence and yields a significant SPB, with the most severe occurring in predictions made before the boreal spring in the growth phase of El Nino. The CNOP-type errors can be classified into two types: one possessing a sea-surface-temperature anomaly pattern with negative anomalies in the equatorial central-western Pacific, positive anomalies in the equatorial eastern Pacific, and a thermocline depth anomaly pattern with positive anomalies along the Equator, and another with patterns almost opposite to those of the former type. In predictions through the spring in the growth phase of El Nino, the initial error with the worst effect on the prediction tends to be the latter type of CNOP error, whereas in predictions through the spring in the decaying phase, the initial error with the biggest negative effect on the prediction is inclined to be the former type of CNOP error. Although the linear singular vector (LSV)-type errors also have patterns similar to the CNOP-type errors, they cover a more localized area than the CNOP-type errors and cause a much smaller prediction error, yielding a less significant SPB. Random errors in the initial conditions are also superimposed on El Nino events to investigate the SPB. We find that, whenever the predictions start, the random errors neither exhibit an obvious season-dependent evolution nor yield a large prediction error, and thus may not be responsible for the SPB phenomenon for El Nino events. These results suggest that the occurrence of the SPB is closely related to particular initial error patterns. The two kinds of CNOP-type error are most likely to cause a significant SPB. They have opposite signs and, consequently, opposite growth behaviours, a result which may demonstrate two dynamical mechanisms of error growth related to SPB: in one case, the errors grow in a manner similar to El Nino; in the other, the errors develop with a tendency opposite to El Nino. The two types of CNOP error may be most likely to provide the information regarding the 'sensitive area' of El Nino-Southern Oscillation (ENSO) predictions. If these types of initial error exist in realistic ENSO predictions and if a target method or a data assimilation approach can filter them, the ENSO forecast skill may be improved. Copyright (C) 2009 Royal Meteorological Society

Wavelengths in bioconvection patterns

Unicellular bottom-heavy swimming microorganisms are usually denser than the fluid in which they swim. In shallow suspensions, the bottom heaviness results in a gravitational torque that orients the cells to swim vertically upwards in the absence of fluid flow. Swimming cells thus accumulate at the upper surface to form a concentrated layer of cells. When the cell concentration is high enough, the layer overturns to form bioconvection patterns. Thin concentrated plumes of cells descend rapidly and cells return to the upper surface in wide, slowly moving upwelling plumes. When there is fluid flow, a second viscous torque is exerted on the swimming cells. The balance between the local shear flow viscous and the gravitational torques determines the cells' swimming direction, (gyrotaxis). In this thesis, the wavelengths of bioconvection patterns are studied experimentally as well as theoretically as follow; First, in aquasystem it is rare to find one species lives individually and when they swim they can form complex patterns. Thus, a protocol for controlled experiments to mix two species of swimming algal cells of \emph{C. rienhardtii} and \emph{C. augustae} is systematically described and images of bioconvection patterns are captured. A method for analysing images using wavelets and extracting the local dominant wavelength in spatially varying patterns is developed. The variation of the patterns as a function of the total concentration and the relative concentration between two species is analysed. Second, the linear stability theory of bioconvection for a suspension of two mixed species is studied. The dispersion relationship is computed using Fourier modes in order to calculate the neutral curves as a function of wavenumbers $k$ and $m$. The neutral curves are plotted to compare the instability onset of the suspension of the two mixed species with the instability onset of each species individually. This study could help us to understand which species contributes the most in the process of pattern formation. Finally, predicting the most unstable wavelength was studied previously around a steady state equilibrium situation. Since assuming steady state equilibrium contradicts with reality, the pattern formation in a layer of finite depth of an evolving basic state is studied using the nonnormal modes approach. The nonnormal modes procedure identifies the optimal initial perturbation that can be obtained for a given time $t$ as well as a given set of parameters and wavenumber $k$. Then, we measure the size of the optimal perturbation as it grows with time considering a range of wavenumbers for the same set of parameters to be able to extract the most unstable wavelength.

A Simultaneous Deterministic Perturbation Actor-Critic Algorithm with an Application to Optimal Mortgage Refinancing

We develop a simulation-based, two-timescale actor-critic algorithm for infinite horizon Markov decision processes with finite state and action spaces, with a discounted reward criterion. The algorithm is of the gradient ascent type and performs a search in the space of stationary randomized policies. The algorithm uses certain simultaneous deterministic perturbation stochastic approximation (SDPSA) gradient estimates for enhanced performance. We show an application of our algorithm on a problem of mortgage refinancing. Our algorithm obtains the optimal refinancing strategies in a computationally efficient manner

Optimal threshold policies for admission control in communication networks via discrete parameter stochastic approximation

The problem of admission control of packets in communication networks is studied in the continuous time queueing framework under different classes of service and delayed information feedback. We develop and use a variant of a simulation based two timescale simultaneous perturbation stochastic approximation (SPSA) algorithm for finding an optimal feedback policy within the class of threshold type policies. Even though SPSA has originally been designed for continuous parameter optimization, its variant for the discrete parameter case is seen to work well. We give a proof of the hypothesis needed to show convergence of the algorithm on our setting along with a sketch of the convergence analysis. Extensive numerical experiments with the algorithm are illustrated for different parameter specifications. In particular, we study the effect of feedback delays on the system performance.

An algorithm for dynamic optimal bandwidth allocation in communication networks

We study the problem of optimal bandwidth allocation in communication networks. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider a class of closed-loop feedback policies for the system and use a twotimescale simultaneous perturbation stochastic approximation(SPSA) algorithm to find an optimal policy within the prescribed class. We study the performance of the proposed algorithm on a numerical setting. Our algorithm is found to exhibit good performance.

Optimal Parameterized Policies for Resource Allocation in Communication Networks

The problem of finding optimal parameterized feedback policies for dynamic bandwidth allocation in communication networks is studied. We consider a queueing model with two queues to which traffic from different competing flows arrive. The queue length at the buffers is observed every T instants of time, on the basis of which a decision on the amount of bandwidth to be allocated to each buffer for the next T instants is made. We consider two different classes of multilevel closed-loop feedback policies for the system and use a two-timescale simultaneous perturbation stochastic approximation (SPSA) algorithm to find optimal policies within each prescribed class. We study the performance of the proposed algorithm on a numerical setting and show performance comparisons of the two optimal multilevel closedloop policies with optimal open loop policies. We observe that closed loop policies of Class B that tune parameters for both the queues and do not have the constraint that the entire bandwidth be used at each instant exhibit the best results overall as they offer greater flexibility in parameter tuning. Index Terms — Resource allocation, dynamic bandwidth allocation in communication networks, two-timescale SPSA algorithm, optimal parameterized policies. I.

A small perturbation theory for cycloidal propellers

A hydromechanical theory is developed for cycloidal propellers for two limiting modes of operation wherein U » ΩR and U « ΩR, with U the rectilinear propeller speed (speed of advance) and ΩR the rotational blade speed. A first order theory is developed from the basic principles of the kinematics and dynamics of fluid motion and proceeds from the point of view of unsteady hydrofoil theory.

Explicit expressions for the instantaneous forces and moments produced by blade motions are presented. On the basis of these results an optimization procedure is carried out which minimizes the energy loss under the constraint of specified mean thrust. Under optimal conditions the propeller is found to possess high Froude efficiencies in both the high and low speed modes of propulsion. This efficiency is defined as the ratio of the average useful work obtained during one cycle of propeller operation to the average power input required to sustain the motion of the propeller during the cycle.

Multispacecraft refueling optimization considering the J2 perturbation and window constraints

The optimization of a near-circular low-Earth-orbit multispacecraft refueling problem is studied. The refueling sequence, service time, and orbital transfer time are used as design variables, whereas the mean mission completion time and mean propellant consumed by orbital maneuvers are used as design objectives. The J2 term of the Earth's nonspherical gravity perturbation and the constraints of rendezvous time windows are taken into account. A hybridencoding genetic algorithm, which uses normal fitness assignment to find the minimum mean propellant-cost solution and fitness assignment based on the concept of Pareto-optimality to find multi-objective optimal solutions, is presented. The proposed approach is demonstrated for a typical multispacecraft refueling problem. The results show that the proposed approach is effective, and that the J2 perturbation and the time-window constraints have considerable influences on the optimization results. For the problems in which the J2 perturbation is not accounted for, the optimal refueling order can be simply determined as a sequential order or as the order only based on orbitalplane differences. In contrast, for the problems that do consider the J2 perturbation, the optimal solutions obtained have a variety of refueling orders and use the drift of nodes effectively to reduce the propellant cost for eliminating orbital-plane differences. © 2013 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.

TIME-OPTIMAL GEOMAGNETIC ATTITUDE MANEUVERS OF AN AXISYMMETRICAL SPINNING SATELLITE

A formulation used to determine the time-optimal geomagnetic attitude maneuvers subject to dynamic and geometric constraints is proposed in this paper. This was obtained by a direct search procedure based on a control function parametrization method, using linear programming to obtain numerical suboptimal solutions by linear perturbation. Due to its characteristics it can be used in small computers and to generate computer programs of general application. The dynamic modeling, the magnetic torque model and the suboptimal control procedure are presented. Simulation runs have verified the feasibility of the formulation thus derived and have shown a notable improvement in performance.

An approach of optimal sensitivity applied in the tertiary loop of the automatic generation control

This paper proposes an approach of optimal sensitivity applied in the tertiary loop of the automatic generation control. The approach is based on the theorem of non-linear perturbation. From an optimal operation point obtained by an optimal power flow a new optimal operation point is directly determined after a perturbation, i.e., without the necessity of an iterative process. This new optimal operation point satisfies the constraints of the problem for small perturbation in the loads. The participation factors and the voltage set point of the automatic voltage regulators (AVR) of the generators are determined by the technique of optimal sensitivity, considering the effects of the active power losses minimization and the network constraints. The participation factors and voltage set point of the generators are supplied directly to a computational program of dynamic simulation of the automatic generation control, named by power sensitivity mode. Test results are presented to show the good performance of this approach. (C) 2008 Elsevier B.V. All rights reserved.

Optimal power flow via interior-exterior method

This paper presents a new approach to the resolution of the Optimal Power Flow problem. In this approach the inequality constraints are treated by the Modified Barrier and Primal-Dual Logarithmic Barrier methods. The inequality constraints are transformed into equalities by introducing positive auxiliary variables, which are perturbed by the barrier parameter. A Lagrangian function is associated with the modified problem. The first-order necessary conditions are applied to the Lagrangian, generating a nonlinear system which is solved by Newton's method. The perturbation of the auxiliary variables results in an expansion of the feasible set of the original problem, allowing the limits of the inequality constraints to be reached. Numerical tests on the Brazilian CESP and South-Southeast systems and a comparative test indicated that the new approach efficiently resolves of the Optimal Power Flow problem. © 2007 IEEE.

Quantification of relativistic perturbation forces on spacecraft trajectories

The intent of the work presented in this thesis is to show that relativistic perturbations should be considered in the same manner as well known perturbations currently taken into account in planet-satellite systems. It is also the aim of this research to show that relativistic perturbations are comparable to standard perturbations in speciffc force magnitude and effects. This work would have been regarded as little more then a curiosity to most engineers until recent advancements in space propulsion methods { e.g. the creation of a artiffcial neutron stars, light sails, and continuous propulsion techniques. These cutting-edge technologies have the potential to thrust the human race into interstellar, and hopefully intergalactic, travel in the not so distant future. The relativistic perturbations were simulated on two orbit cases: (1) a general orbit and (2) a Molniya type orbit. The simulations were completed using Matlab's ODE45 integration scheme. The methods used to organize, execute, and analyze these simulations are explained in detail. The results of the simulations are presented in graphical and statistical form. The simulation data reveals that the speciffc forces that arise from the relativistic perturbations do manifest as variations in the classical orbital elements. It is also apparent from the simulated data that the speciffc forces do exhibit similar magnitudes and effects that materialize from commonly considered perturbations that are used in trajectory design, optimization, and maintenance. Due to the similarities in behavior of relativistic versus non-relativistic perturbations, a case is made for the development of a fully relativistic formulation for the trajectory design and trajectory optimization problems. This new framework would afford the possibility of illuminating new more optimal solutions to the aforementioned problems that do not arise in current formulations. This type of reformulation has already showed promise when the previously unknown Space Superhighways arose as a optimal solution when classical astrodynamics was reformulated using geometric mechanics.

The Quantum Mitochondrion and Optimal Health

A sufficiently complex set of molecules, if subject to perturbation, will self-organise and show emergent behaviour. If such a system can take on information it will become subject to natural selection. This could explain how self-replicating molecules evolved into life and how intelligence arose. A pivotal step in this evolutionary process was of course the emergence of the eukaryote and the advent of the mitochondrion, which both enhanced energy production per cell and increased the ability to process, store and utilise information. Recent research suggest that from its inception life embraced quantum effects such as “tunnelling” and “coherence” while competition and stressful conditions provided a constant driver for natural selection. We believe that the biphasic adaptive response to stress described by hormesis – a process that captures information to enable adaptability, is central to this whole process. Critically, hormesis could improve mitochondrial quantum efficiency, improving the ATP/ROS ratio, while inflammation, which is tightly associated with the aging process, might do the opposite. This all suggests that to achieve optimal health and healthy ageing, one has to sufficiently stress the system to ensure peak mitochondrial function, which itself could reflect selection of optimum efficiency at the quantum level.