Research on an augmented Lagrangian penalty function algorithm for nonlinear programming

NASA Technical Reports Server (NTRS)

Frair, L.

1978-01-01

The augmented Lagrangian (ALAG) Penalty Function Algorithm for optimizing nonlinear mathematical models is discussed. The mathematical models of interest are deterministic in nature and finite dimensional optimization is assumed. A detailed review of penalty function techniques in general and the ALAG technique in particular is presented. Numerical experiments are conducted utilizing a number of nonlinear optimization problems to identify an efficient ALAG Penalty Function Technique for computer implementation.

A Bayesian model averaging method for the derivation of reservoir operating rules

NASA Astrophysics Data System (ADS)

Zhang, Jingwen; Liu, Pan; Wang, Hao; Lei, Xiaohui; Zhou, Yanlai

2015-09-01

Because the intrinsic dynamics among optimal decision making, inflow processes and reservoir characteristics are complex, functional forms of reservoir operating rules are always determined subjectively. As a result, the uncertainty of selecting form and/or model involved in reservoir operating rules must be analyzed and evaluated. In this study, we analyze the uncertainty of reservoir operating rules using the Bayesian model averaging (BMA) model. Three popular operating rules, namely piecewise linear regression, surface fitting and a least-squares support vector machine, are established based on the optimal deterministic reservoir operation. These individual models provide three-member decisions for the BMA combination, enabling the 90% release interval to be estimated by the Markov Chain Monte Carlo simulation. A case study of China's the Baise reservoir shows that: (1) the optimal deterministic reservoir operation, superior to any reservoir operating rules, is used as the samples to derive the rules; (2) the least-squares support vector machine model is more effective than both piecewise linear regression and surface fitting; (3) BMA outperforms any individual model of operating rules based on the optimal trajectories. It is revealed that the proposed model can reduce the uncertainty of operating rules, which is of great potential benefit in evaluating the confidence interval of decisions.

Modelling the interaction between flooding events and economic growth

NASA Astrophysics Data System (ADS)

Grames, J.; Prskawetz, A.; Grass, D.; Blöschl, G.

2015-06-01

Socio-hydrology describes the interaction between the socio-economy and water. Recent models analyze the interplay of community risk-coping culture, flooding damage and economic growth (Di Baldassarre et al., 2013; Viglione et al., 2014). These models descriptively explain the feedbacks between socio-economic development and natural disasters like floods. Contrary to these descriptive models, our approach develops an optimization model, where the intertemporal decision of an economic agent interacts with the hydrological system. In order to build this first economic growth model describing the interaction between the consumption and investment decisions of an economic agent and the occurrence of flooding events, we transform an existing descriptive stochastic model into an optimal deterministic model. The intermediate step is to formulate and simulate a descriptive deterministic model. We develop a periodic water function to approximate the former discrete stochastic time series of rainfall events. Due to the non-autonomous exogenous periodic rainfall function the long-term path of consumption and investment will be periodic.

Optimal design for robust control of uncertain flexible joint manipulators: a fuzzy dynamical system approach

NASA Astrophysics Data System (ADS)

Han, Jiang; Chen, Ye-Hwa; Zhao, Xiaomin; Dong, Fangfang

2018-04-01

A novel fuzzy dynamical system approach to the control design of flexible joint manipulators with mismatched uncertainty is proposed. Uncertainties of the system are assumed to lie within prescribed fuzzy sets. The desired system performance includes a deterministic phase and a fuzzy phase. First, by creatively implanting a fictitious control, a robust control scheme is constructed to render the system uniformly bounded and uniformly ultimately bounded. Both the manipulator modelling and control scheme are deterministic and not IF-THEN heuristic rules-based. Next, a fuzzy-based performance index is proposed. An optimal design problem for a control design parameter is formulated as a constrained optimisation problem. The global solution to this problem can be obtained from solving two quartic equations. The fuzzy dynamical system approach is systematic and is able to assure the deterministic performance as well as to minimise the fuzzy performance index.

A stochastic flow-capturing model to optimize the location of fast-charging stations with uncertain electric vehicle flows

DOE PAGES

Wu, Fei; Sioshansi, Ramteen

2017-05-04

Here, we develop a model to optimize the location of public fast charging stations for electric vehicles (EVs). A difficulty in planning the placement of charging stations is uncertainty in where EV charging demands appear. For this reason, we use a stochastic flow-capturing location model (SFCLM). A sample-average approximation method and an averaged two-replication procedure are used to solve the problem and estimate the solution quality. We demonstrate the use of the SFCLM using a Central-Ohio based case study. We find that most of the stations built are concentrated around the urban core of the region. As the number ofmore » stations built increases, some appear on the outskirts of the region to provide an extended charging network. We find that the sets of optimal charging station locations as a function of the number of stations built are approximately nested. We demonstrate the benefits of the charging-station network in terms of how many EVs are able to complete their daily trips by charging midday—six public charging stations allow at least 60% of EVs that would otherwise not be able to complete their daily tours without the stations to do so. We finally compare the SFCLM to a deterministic model, in which EV flows are set equal to their expected values. We show that if a limited number of charging stations are to be built, the SFCLM outperforms the deterministic model. As the number of stations to be built increases, the SFCLM and deterministic model select very similar station locations.« less

Performance assessment of deterministic and probabilistic weather predictions for the short-term optimization of a tropical hydropower reservoir

NASA Astrophysics Data System (ADS)

Mainardi Fan, Fernando; Schwanenberg, Dirk; Alvarado, Rodolfo; Assis dos Reis, Alberto; Naumann, Steffi; Collischonn, Walter

2016-04-01

Hydropower is the most important electricity source in Brazil. During recent years, it accounted for 60% to 70% of the total electric power supply. Marginal costs of hydropower are lower than for thermal power plants, therefore, there is a strong economic motivation to maximize its share. On the other hand, hydropower depends on the availability of water, which has a natural variability. Its extremes lead to the risks of power production deficits during droughts and safety issues in the reservoir and downstream river reaches during flood events. One building block of the proper management of hydropower assets is the short-term forecast of reservoir inflows as input for an online, event-based optimization of its release strategy. While deterministic forecasts and optimization schemes are the established techniques for the short-term reservoir management, the use of probabilistic ensemble forecasts and stochastic optimization techniques receives growing attention and a number of researches have shown its benefit. The present work shows one of the first hindcasting and closed-loop control experiments for a multi-purpose hydropower reservoir in a tropical region in Brazil. The case study is the hydropower project (HPP) Três Marias, located in southeast Brazil. The HPP reservoir is operated with two main objectives: (i) hydroelectricity generation and (ii) flood control at Pirapora City located 120 km downstream of the dam. In the experiments, precipitation forecasts based on observed data, deterministic and probabilistic forecasts with 50 ensemble members of the ECMWF are used as forcing of the MGB-IPH hydrological model to generate streamflow forecasts over a period of 2 years. The online optimization depends on a deterministic and multi-stage stochastic version of a model predictive control scheme. Results for the perfect forecasts show the potential benefit of the online optimization and indicate a desired forecast lead time of 30 days. In comparison, the use of actual forecasts with shorter lead times of up to 15 days shows the practical benefit of actual operational data. It appears that the use of stochastic optimization combined with ensemble forecasts leads to a significant higher level of flood protection without compromising the HPP's energy production.

A robust multi-objective global supplier selection model under currency fluctuation and price discount

NASA Astrophysics Data System (ADS)

Zarindast, Atousa; Seyed Hosseini, Seyed Mohamad; Pishvaee, Mir Saman

2017-06-01

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss decision variables, respectively, by a two-stage stochastic planning model, a robust stochastic optimization planning model which integrates worst case scenario in modeling approach and finally by equivalent deterministic planning model. The experimental study is carried out to compare the performances of the three models. Robust model resulted in remarkable cost saving and it illustrated that to cope with such uncertainties, we should consider them in advance in our planning. In our case study different supplier were selected due to this uncertainties and since supplier selection is a strategic decision, it is crucial to consider these uncertainties in planning approach.

A comparison between Gauss-Newton and Markov chain Monte Carlo basedmethods for inverting spectral induced polarization data for Cole-Coleparameters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Jinsong; Kemna, Andreas; Hubbard, Susan S.

2008-05-15

We develop a Bayesian model to invert spectral induced polarization (SIP) data for Cole-Cole parameters using Markov chain Monte Carlo (MCMC) sampling methods. We compare the performance of the MCMC based stochastic method with an iterative Gauss-Newton based deterministic method for Cole-Cole parameter estimation through inversion of synthetic and laboratory SIP data. The Gauss-Newton based method can provide an optimal solution for given objective functions under constraints, but the obtained optimal solution generally depends on the choice of initial values and the estimated uncertainty information is often inaccurate or insufficient. In contrast, the MCMC based inversion method provides extensive globalmore » information on unknown parameters, such as the marginal probability distribution functions, from which we can obtain better estimates and tighter uncertainty bounds of the parameters than with the deterministic method. Additionally, the results obtained with the MCMC method are independent of the choice of initial values. Because the MCMC based method does not explicitly offer single optimal solution for given objective functions, the deterministic and stochastic methods can complement each other. For example, the stochastic method can first be used to obtain the means of the unknown parameters by starting from an arbitrary set of initial values and the deterministic method can then be initiated using the means as starting values to obtain the optimal estimates of the Cole-Cole parameters.« less

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.

Robust Planning for Effects-Based Operations

DTIC Science & Technology

2006-06-01

Algorithm ......................................... 34 2.6 Robust Optimization Literature ..................................... 36 2.6.1 Protecting Against...Model Formulation ...................... 55 3.1.5 Deterministic EBO Model Example and Performance ............. 59 3.1.6 Greedy Algorithm ...111 4.1.9 Conclusions on Robust EBO Model Performance .................... 116 4.2 Greedy Algorithm versus EBO Models

Thermal-Structural Optimization of Integrated Cryogenic Propellant Tank Concepts for a Reusable Launch Vehicle

NASA Technical Reports Server (NTRS)

Johnson, Theodore F.; Waters, W. Allen; Singer, Thomas N.; Haftka, Raphael T.

2004-01-01

A next generation reusable launch vehicle (RLV) will require thermally efficient and light-weight cryogenic propellant tank structures. Since these tanks will be weight-critical, analytical tools must be developed to aid in sizing the thickness of insulation layers and structural geometry for optimal performance. Finite element method (FEM) models of the tank and insulation layers were created to analyze the thermal performance of the cryogenic insulation layer and thermal protection system (TPS) of the tanks. The thermal conditions of ground-hold and re-entry/soak-through for a typical RLV mission were used in the thermal sizing study. A general-purpose nonlinear FEM analysis code, capable of using temperature and pressure dependent material properties, was used as the thermal analysis code. Mechanical loads from ground handling and proof-pressure testing were used to size the structural geometry of an aluminum cryogenic tank wall. Nonlinear deterministic optimization and reliability optimization techniques were the analytical tools used to size the geometry of the isogrid stiffeners and thickness of the skin. The results from the sizing study indicate that a commercial FEM code can be used for thermal analyses to size the insulation thicknesses where the temperature and pressure were varied. The results from the structural sizing study show that using combined deterministic and reliability optimization techniques can obtain alternate and lighter designs than the designs obtained from deterministic optimization methods alone.

Optimal control of hydroelectric facilities

NASA Astrophysics Data System (ADS)

Zhao, Guangzhi

This thesis considers a simple yet realistic model of pump-assisted hydroelectric facilities operating in a market with time-varying but deterministic power prices. Both deterministic and stochastic water inflows are considered. The fluid mechanical and engineering details of the facility are described by a model containing several parameters. We present a dynamic programming algorithm for optimizing either the total energy produced or the total cash generated by these plants. The algorithm allows us to give the optimal control strategy as a function of time and to see how this strategy, and the associated plant value, varies with water inflow and electricity price. We investigate various cases. For a single pumped storage facility experiencing deterministic power prices and water inflows, we investigate the varying behaviour for an oversimplified constant turbine- and pump-efficiency model with simple reservoir geometries. We then generalize this simple model to include more realistic turbine efficiencies, situations with more complicated reservoir geometry, and the introduction of dissipative switching costs between various control states. We find many results which reinforce our physical intuition about this complicated system as well as results which initially challenge, though later deepen, this intuition. One major lesson of this work is that the optimal control strategy does not differ much between two differing objectives of maximizing energy production and maximizing its cash value. We then turn our attention to the case of stochastic water inflows. We present a stochastic dynamic programming algorithm which can find an on-average optimal control in the face of this randomness. As the operator of a facility must be more cautious when inflows are random, the randomness destroys facility value. Following this insight we quantify exactly how much a perfect hydrological inflow forecast would be worth to a dam operator. In our final chapter we discuss the challenging problem of optimizing a sequence of two hydro dams sharing the same river system. The complexity of this problem is magnified and we just scratch its surface here. The thesis concludes with suggestions for future work in this fertile area. Keywords: dynamic programming, hydroelectric facility, optimization, optimal control, switching cost, turbine efficiency.

Stochastic modelling of slow-progressing tumors: Analysis and applications to the cell interplay and control of low grade gliomas

NASA Astrophysics Data System (ADS)

Rodríguez, Clara Rojas; Fernández Calvo, Gabriel; Ramis-Conde, Ignacio; Belmonte-Beitia, Juan

2017-08-01

Tumor-normal cell interplay defines the course of a neoplastic malignancy. The outcome of this dual relation is the ultimate prevailing of one of the cells and the death or retreat of the other. In this paper we study the mathematical principles that underlay one important scenario: that of slow-progressing cancers. For this, we develop, within a stochastic framework, a mathematical model to account for tumor-normal cell interaction in such a clinically relevant situation and derive a number of deterministic approximations from the stochastic model. We consider in detail the existence and uniqueness of the solutions of the deterministic model and study the stability analysis. We then focus our model to the specific case of low grade gliomas, where we introduce an optimal control problem for different objective functionals under the administration of chemotherapy. We derive the conditions for which singular and bang-bang control exist and calculate the optimal control and states.

Optimal control problems of epidemic systems with parameter uncertainties: application to a malaria two-age-classes transmission model with asymptomatic carriers.

PubMed

Mwanga, Gasper G; Haario, Heikki; Capasso, Vicenzo

2015-03-01

The main scope of this paper is to study the optimal control practices of malaria, by discussing the implementation of a catalog of optimal control strategies in presence of parameter uncertainties, which is typical of infectious diseases data. In this study we focus on a deterministic mathematical model for the transmission of malaria, including in particular asymptomatic carriers and two age classes in the human population. A partial qualitative analysis of the relevant ODE system has been carried out, leading to a realistic threshold parameter. For the deterministic model under consideration, four possible control strategies have been analyzed: the use of Long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic and asymptomatic individuals. The numerical results show that using optimal control the disease can be brought to a stable disease free equilibrium when all four controls are used. The Incremental Cost-Effectiveness Ratio (ICER) for all possible combinations of the disease-control measures is determined. The numerical simulations of the optimal control in the presence of parameter uncertainty demonstrate the robustness of the optimal control: the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the designing of cost-effective strategies for disease controls with multiple interventions, even under considerable uncertainty of model parameters. Copyright © 2014 Elsevier Inc. All rights reserved.

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goreac, Dan, E-mail: Dan.Goreac@u-pem.fr; Kobylanski, Magdalena, E-mail: Magdalena.Kobylanski@u-pem.fr; Martinez, Miguel, E-mail: Miguel.Martinez@u-pem.fr

2016-10-15

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product,more » the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.« less

Deterministic generation of remote entanglement with active quantum feedback

DOE PAGES

Martin, Leigh; Motzoi, Felix; Li, Hanhan; ...

2015-12-10

We develop and study protocols for deterministic remote entanglement generation using quantum feedback, without relying on an entangling Hamiltonian. In order to formulate the most effective experimentally feasible protocol, we introduce the notion of average-sense locally optimal feedback protocols, which do not require real-time quantum state estimation, a difficult component of real-time quantum feedback control. We use this notion of optimality to construct two protocols that can deterministically create maximal entanglement: a semiclassical feedback protocol for low-efficiency measurements and a quantum feedback protocol for high-efficiency measurements. The latter reduces to direct feedback in the continuous-time limit, whose dynamics can bemore » modeled by a Wiseman-Milburn feedback master equation, which yields an analytic solution in the limit of unit measurement efficiency. Our formalism can smoothly interpolate between continuous-time and discrete-time descriptions of feedback dynamics and we exploit this feature to derive a superior hybrid protocol for arbitrary nonunit measurement efficiency that switches between quantum and semiclassical protocols. Lastly, we show using simulations incorporating experimental imperfections that deterministic entanglement of remote superconducting qubits may be achieved with current technology using the continuous-time feedback protocol alone.« less

Classification and unification of the microscopic deterministic traffic models.

PubMed

Yang, Bo; Monterola, Christopher

2015-10-01

We identify a universal mathematical structure in microscopic deterministic traffic models (with identical drivers), and thus we show that all such existing models in the literature, including both the two-phase and three-phase models, can be understood as special cases of a master model by expansion around a set of well-defined ground states. This allows any two traffic models to be properly compared and identified. The three-phase models are characterized by the vanishing of leading orders of expansion within a certain density range, and as an example the popular intelligent driver model is shown to be equivalent to a generalized optimal velocity (OV) model. We also explore the diverse solutions of the generalized OV model that can be important both for understanding human driving behaviors and algorithms for autonomous driverless vehicles.

Space Radiation Transport Methods Development

NASA Technical Reports Server (NTRS)

Wilson, J. W.; Tripathi, R. K.; Qualls, G. D.; Cucinotta, F. A.; Prael, R. E.; Norbury, J. W.; Heinbockel, J. H.; Tweed, J.

2002-01-01

Improved spacecraft shield design requires early entry of radiation constraints into the design process to maximize performance and minimize costs. As a result, we have been investigating high-speed computational procedures to allow shield analysis from the preliminary design concepts to the final design. In particular, we will discuss the progress towards a full three-dimensional and computationally efficient deterministic code for which the current HZETRN evaluates the lowest order asymptotic term. HZETRN is the first deterministic solution to the Boltzmann equation allowing field mapping within the International Space Station (ISS) in tens of minutes using standard Finite Element Method (FEM) geometry common to engineering design practice enabling development of integrated multidisciplinary design optimization methods. A single ray trace in ISS FEM geometry requires 14 milliseconds and severely limits application of Monte Carlo methods to such engineering models. A potential means of improving the Monte Carlo efficiency in coupling to spacecraft geometry is given in terms of reconfigurable computing and could be utilized in the final design as verification of the deterministic method optimized design.

Chaos-order transition in foraging behavior of ants.

PubMed

Li, Lixiang; Peng, Haipeng; Kurths, Jürgen; Yang, Yixian; Schellnhuber, Hans Joachim

2014-06-10

The study of the foraging behavior of group animals (especially ants) is of practical ecological importance, but it also contributes to the development of widely applicable optimization problem-solving techniques. Biologists have discovered that single ants exhibit low-dimensional deterministic-chaotic activities. However, the influences of the nest, ants' physical abilities, and ants' knowledge (or experience) on foraging behavior have received relatively little attention in studies of the collective behavior of ants. This paper provides new insights into basic mechanisms of effective foraging for social insects or group animals that have a home. We propose that the whole foraging process of ants is controlled by three successive strategies: hunting, homing, and path building. A mathematical model is developed to study this complex scheme. We show that the transition from chaotic to periodic regimes observed in our model results from an optimization scheme for group animals with a home. According to our investigation, the behavior of such insects is not represented by random but rather deterministic walks (as generated by deterministic dynamical systems, e.g., by maps) in a random environment: the animals use their intelligence and experience to guide them. The more knowledge an ant has, the higher its foraging efficiency is. When young insects join the collective to forage with old and middle-aged ants, it benefits the whole colony in the long run. The resulting strategy can even be optimal.

Chaos–order transition in foraging behavior of ants

PubMed Central

Li, Lixiang; Peng, Haipeng; Kurths, Jürgen; Yang, Yixian; Schellnhuber, Hans Joachim

2014-01-01

The study of the foraging behavior of group animals (especially ants) is of practical ecological importance, but it also contributes to the development of widely applicable optimization problem-solving techniques. Biologists have discovered that single ants exhibit low-dimensional deterministic-chaotic activities. However, the influences of the nest, ants’ physical abilities, and ants’ knowledge (or experience) on foraging behavior have received relatively little attention in studies of the collective behavior of ants. This paper provides new insights into basic mechanisms of effective foraging for social insects or group animals that have a home. We propose that the whole foraging process of ants is controlled by three successive strategies: hunting, homing, and path building. A mathematical model is developed to study this complex scheme. We show that the transition from chaotic to periodic regimes observed in our model results from an optimization scheme for group animals with a home. According to our investigation, the behavior of such insects is not represented by random but rather deterministic walks (as generated by deterministic dynamical systems, e.g., by maps) in a random environment: the animals use their intelligence and experience to guide them. The more knowledge an ant has, the higher its foraging efficiency is. When young insects join the collective to forage with old and middle-aged ants, it benefits the whole colony in the long run. The resulting strategy can even be optimal. PMID:24912159

Expected frontiers: Incorporating weather uncertainty into a policy analysis using an integrated bi-level multi-objective optimization framework

EPA Science Inventory

Weather is the main driver in both plant use of nutrients and fate and transport of nutrients in the environment. In previous work, we evaluated a green tax for control of agricultural nutrients in a bi-level optimization framework that linked deterministic models. In this study,...

Coupled Multi-Disciplinary Optimization for Structural Reliability and Affordability

NASA Technical Reports Server (NTRS)

Abumeri, Galib H.; Chamis, Christos C.

2003-01-01

A computational simulation method is presented for Non-Deterministic Multidisciplinary Optimization of engine composite materials and structures. A hypothetical engine duct made with ceramic matrix composites (CMC) is evaluated probabilistically in the presence of combined thermo-mechanical loading. The structure is tailored by quantifying the uncertainties in all relevant design variables such as fabrication, material, and loading parameters. The probabilistic sensitivities are used to select critical design variables for optimization. In this paper, two approaches for non-deterministic optimization are presented. The non-deterministic minimization of combined failure stress criterion is carried out by: (1) performing probabilistic evaluation first and then optimization and (2) performing optimization first and then probabilistic evaluation. The first approach shows that the optimization feasible region can be bounded by a set of prescribed probability limits and that the optimization follows the cumulative distribution function between those limits. The second approach shows that the optimization feasible region is bounded by 0.50 and 0.999 probabilities.

Data-driven gradient algorithm for high-precision quantum control

NASA Astrophysics Data System (ADS)

Wu, Re-Bing; Chu, Bing; Owens, David H.; Rabitz, Herschel

2018-04-01

In the quest to achieve scalable quantum information processing technologies, gradient-based optimal control algorithms (e.g., grape) are broadly used for implementing high-precision quantum gates, but their performance is often hindered by deterministic or random errors in the system model and the control electronics. In this paper, we show that grape can be taught to be more effective by jointly learning from the design model and the experimental data obtained from process tomography. The resulting data-driven gradient optimization algorithm (d-grape) can in principle correct all deterministic gate errors, with a mild efficiency loss. The d-grape algorithm may become more powerful with broadband controls that involve a large number of control parameters, while other algorithms usually slow down due to the increased size of the search space. These advantages are demonstrated by simulating the implementation of a two-qubit controlled-not gate.

Topology optimization under stochastic stiffness

NASA Astrophysics Data System (ADS)

Asadpoure, Alireza

Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations for the response quantities allow for efficient and accurate calculation of sensitivities of response statistics with respect to the design variables. The proposed methods are shown to be successful at generating robust optimal topologies. Examples from topology optimization in continuum and discrete domains (truss structures) under uncertainty are presented. It is also shown that proposed methods lead to significant computational savings when compared to Monte Carlo-based optimization which involve multiple formations and inversions of the global stiffness matrix and that results obtained from the proposed method are in excellent agreement with those obtained from a Monte Carlo-based optimization algorithm.

Hybrid quantum teleportation: A theoretical model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Takeda, Shuntaro; Mizuta, Takahiro; Fuwa, Maria

2014-12-04

Hybrid quantum teleportation – continuous-variable teleportation of qubits – is a promising approach for deterministically teleporting photonic qubits. We propose how to implement it with current technology. Our theoretical model shows that faithful qubit transfer can be achieved for this teleportation by choosing an optimal gain for the teleporter’s classical channel.

Grey fuzzy optimization model for water quality management of a river system

NASA Astrophysics Data System (ADS)

Karmakar, Subhankar; Mujumdar, P. P.

2006-07-01

A grey fuzzy optimization model is developed for water quality management of river system to address uncertainty involved in fixing the membership functions for different goals of Pollution Control Agency (PCA) and dischargers. The present model, Grey Fuzzy Waste Load Allocation Model (GFWLAM), has the capability to incorporate the conflicting goals of PCA and dischargers in a deterministic framework. The imprecision associated with specifying the water quality criteria and fractional removal levels are modeled in a fuzzy mathematical framework. To address the imprecision in fixing the lower and upper bounds of membership functions, the membership functions themselves are treated as fuzzy in the model and the membership parameters are expressed as interval grey numbers, a closed and bounded interval with known lower and upper bounds but unknown distribution information. The model provides flexibility for PCA and dischargers to specify their aspirations independently, as the membership parameters for different membership functions, specified for different imprecise goals are interval grey numbers in place of a deterministic real number. In the final solution optimal fractional removal levels of the pollutants are obtained in the form of interval grey numbers. This enhances the flexibility and applicability in decision-making, as the decision-maker gets a range of optimal solutions for fixing the final decision scheme considering technical and economic feasibility of the pollutant treatment levels. Application of the GFWLAM is illustrated with case study of the Tunga-Bhadra river system in India.

Time Domain and Frequency Domain Deterministic Channel Modeling for Tunnel/Mining Environments.

PubMed

Zhou, Chenming; Jacksha, Ronald; Yan, Lincan; Reyes, Miguel; Kovalchik, Peter

2017-01-01

Understanding wireless channels in complex mining environments is critical for designing optimized wireless systems operated in these environments. In this paper, we propose two physics-based, deterministic ultra-wideband (UWB) channel models for characterizing wireless channels in mining/tunnel environments - one in the time domain and the other in the frequency domain. For the time domain model, a general Channel Impulse Response (CIR) is derived and the result is expressed in the classic UWB tapped delay line model. The derived time domain channel model takes into account major propagation controlling factors including tunnel or entry dimensions, frequency, polarization, electrical properties of the four tunnel walls, and transmitter and receiver locations. For the frequency domain model, a complex channel transfer function is derived analytically. Based on the proposed physics-based deterministic channel models, channel parameters such as delay spread, multipath component number, and angular spread are analyzed. It is found that, despite the presence of heavy multipath, both channel delay spread and angular spread for tunnel environments are relatively smaller compared to that of typical indoor environments. The results and findings in this paper have application in the design and deployment of wireless systems in underground mining environments.

Time Domain and Frequency Domain Deterministic Channel Modeling for Tunnel/Mining Environments

PubMed Central

Zhou, Chenming; Jacksha, Ronald; Yan, Lincan; Reyes, Miguel; Kovalchik, Peter

2018-01-01

Understanding wireless channels in complex mining environments is critical for designing optimized wireless systems operated in these environments. In this paper, we propose two physics-based, deterministic ultra-wideband (UWB) channel models for characterizing wireless channels in mining/tunnel environments — one in the time domain and the other in the frequency domain. For the time domain model, a general Channel Impulse Response (CIR) is derived and the result is expressed in the classic UWB tapped delay line model. The derived time domain channel model takes into account major propagation controlling factors including tunnel or entry dimensions, frequency, polarization, electrical properties of the four tunnel walls, and transmitter and receiver locations. For the frequency domain model, a complex channel transfer function is derived analytically. Based on the proposed physics-based deterministic channel models, channel parameters such as delay spread, multipath component number, and angular spread are analyzed. It is found that, despite the presence of heavy multipath, both channel delay spread and angular spread for tunnel environments are relatively smaller compared to that of typical indoor environments. The results and findings in this paper have application in the design and deployment of wireless systems in underground mining environments.† PMID:29457801

A space radiation transport method development

NASA Technical Reports Server (NTRS)

Wilson, J. W.; Tripathi, R. K.; Qualls, G. D.; Cucinotta, F. A.; Prael, R. E.; Norbury, J. W.; Heinbockel, J. H.; Tweed, J.

2004-01-01

Improved spacecraft shield design requires early entry of radiation constraints into the design process to maximize performance and minimize costs. As a result, we have been investigating high-speed computational procedures to allow shield analysis from the preliminary design concepts to the final design. In particular, we will discuss the progress towards a full three-dimensional and computationally efficient deterministic code for which the current HZETRN evaluates the lowest-order asymptotic term. HZETRN is the first deterministic solution to the Boltzmann equation allowing field mapping within the International Space Station (ISS) in tens of minutes using standard finite element method (FEM) geometry common to engineering design practice enabling development of integrated multidisciplinary design optimization methods. A single ray trace in ISS FEM geometry requires 14 ms and severely limits application of Monte Carlo methods to such engineering models. A potential means of improving the Monte Carlo efficiency in coupling to spacecraft geometry is given in terms of re-configurable computing and could be utilized in the final design as verification of the deterministic method optimized design. Published by Elsevier Ltd on behalf of COSPAR.

Examining Errors in Simple Spreadsheet Modeling from Different Research Perspectives

ERIC Educational Resources Information Center

Kadijevich, Djordje M.

2012-01-01

By using a sample of 1st-year undergraduate business students, this study dealt with the development of simple (deterministic and non-optimization) spreadsheet models of income statements within an introductory course on business informatics. The study examined students' errors in doing this for business situations of their choice and found three…

Guidance and Control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

Hibey, J. L.; Naidu, D. S.; Charalambous, C. D.

1989-01-01

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Backward bifurcation and optimal control of Plasmodium Knowlesi malaria

NASA Astrophysics Data System (ADS)

Abdullahi, Mohammed Baba; Hasan, Yahya Abu; Abdullah, Farah Aini

2014-07-01

A deterministic model for the transmission dynamics of Plasmodium Knowlesi malaria with direct transmission is developed. The model is analyzed using dynamical system techniques and it shows that the backward bifurcation occurs for some range of parameters. The model is extended to assess the impact of time dependent preventive (biological and chemical control) against the mosquitoes and vaccination for susceptible humans, while treatment for infected humans. The existence of optimal control is established analytically by the use of optimal control theory. Numerical simulations of the problem, suggest that applying the four control measure can effectively reduce if not eliminate the spread of Plasmodium Knowlesi in a community.

Parallel and Preemptable Dynamically Dimensioned Search Algorithms for Single and Multi-objective Optimization in Water Resources

NASA Astrophysics Data System (ADS)

Tolson, B.; Matott, L. S.; Gaffoor, T. A.; Asadzadeh, M.; Shafii, M.; Pomorski, P.; Xu, X.; Jahanpour, M.; Razavi, S.; Haghnegahdar, A.; Craig, J. R.

2015-12-01

We introduce asynchronous parallel implementations of the Dynamically Dimensioned Search (DDS) family of algorithms including DDS, discrete DDS, PA-DDS and DDS-AU. These parallel algorithms are unique from most existing parallel optimization algorithms in the water resources field in that parallel DDS is asynchronous and does not require an entire population (set of candidate solutions) to be evaluated before generating and then sending a new candidate solution for evaluation. One key advance in this study is developing the first parallel PA-DDS multi-objective optimization algorithm. The other key advance is enhancing the computational efficiency of solving optimization problems (such as model calibration) by combining a parallel optimization algorithm with the deterministic model pre-emption concept. These two efficiency techniques can only be combined because of the asynchronous nature of parallel DDS. Model pre-emption functions to terminate simulation model runs early, prior to completely simulating the model calibration period for example, when intermediate results indicate the candidate solution is so poor that it will definitely have no influence on the generation of further candidate solutions. The computational savings of deterministic model preemption available in serial implementations of population-based algorithms (e.g., PSO) disappear in synchronous parallel implementations as these algorithms. In addition to the key advances above, we implement the algorithms across a range of computation platforms (Windows and Unix-based operating systems from multi-core desktops to a supercomputer system) and package these for future modellers within a model-independent calibration software package called Ostrich as well as MATLAB versions. Results across multiple platforms and multiple case studies (from 4 to 64 processors) demonstrate the vast improvement over serial DDS-based algorithms and highlight the important role model pre-emption plays in the performance of parallel, pre-emptable DDS algorithms. Case studies include single- and multiple-objective optimization problems in water resources model calibration and in many cases linear or near linear speedups are observed.

A model for HIV/AIDS pandemic with optimal control

NASA Astrophysics Data System (ADS)

Sule, Amiru; Abdullah, Farah Aini

2015-05-01

Human immunodeficiency virus and acquired immune deficiency syndrome (HIV/AIDS) is pandemic. It has affected nearly 60 million people since the detection of the disease in 1981 to date. In this paper basic deterministic HIV/AIDS model with mass action incidence function are developed. Stability analysis is carried out. And the disease free equilibrium of the basic model was found to be locally asymptotically stable whenever the threshold parameter (RO) value is less than one, and unstable otherwise. The model is extended by introducing two optimal control strategies namely, CD4 counts and treatment for the infective using optimal control theory. Numerical simulation was carried out in order to illustrate the analytic results.

Sampled-Data Consensus of Linear Multi-agent Systems With Packet Losses.

PubMed

Zhang, Wenbing; Tang, Yang; Huang, Tingwen; Kurths, Jurgen

In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.

Optimal Stochastic Modeling and Control of Flexible Structures

DTIC Science & Technology

1988-09-01

1.37] and McLane [1.18] considered multivariable systems and derived their optimal control characteristics. Kleinman, Gorman and Zaborsky considered...Leondes [1.72,1.73] studied various aspects of multivariable linear stochastic, discrete-time systems that are partly deterministic, and partly stochastic...June 1966. 1.8. A.V. Balaknishnan, Applied Functional Analaysis , 2nd ed., New York, N.Y.: Springer-Verlag, 1981 1.9. Peter S. Maybeck, Stochastic

Calculating complete and exact Pareto front for multiobjective optimization: a new deterministic approach for discrete problems.

PubMed

Hu, Xiao-Bing; Wang, Ming; Di Paolo, Ezequiel

2013-06-01

Searching the Pareto front for multiobjective optimization problems usually involves the use of a population-based search algorithm or of a deterministic method with a set of different single aggregate objective functions. The results are, in fact, only approximations of the real Pareto front. In this paper, we propose a new deterministic approach capable of fully determining the real Pareto front for those discrete problems for which it is possible to construct optimization algorithms to find the k best solutions to each of the single-objective problems. To this end, two theoretical conditions are given to guarantee the finding of the actual Pareto front rather than its approximation. Then, a general methodology for designing a deterministic search procedure is proposed. A case study is conducted, where by following the general methodology, a ripple-spreading algorithm is designed to calculate the complete exact Pareto front for multiobjective route optimization. When compared with traditional Pareto front search methods, the obvious advantage of the proposed approach is its unique capability of finding the complete Pareto front. This is illustrated by the simulation results in terms of both solution quality and computational efficiency.

On meeting capital requirements with a chance-constrained optimization model.

PubMed

Atta Mills, Ebenezer Fiifi Emire; Yu, Bo; Gu, Lanlan

2016-01-01

This paper deals with a capital to risk asset ratio chance-constrained optimization model in the presence of loans, treasury bill, fixed assets and non-interest earning assets. To model the dynamics of loans, we introduce a modified CreditMetrics approach. This leads to development of a deterministic convex counterpart of capital to risk asset ratio chance constraint. We pursue the scope of analyzing our model under the worst-case scenario i.e. loan default. The theoretical model is analyzed by applying numerical procedures, in order to administer valuable insights from a financial outlook. Our results suggest that, our capital to risk asset ratio chance-constrained optimization model guarantees banks of meeting capital requirements of Basel III with a likelihood of 95 % irrespective of changes in future market value of assets.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Fault Tolerant Optimal Control.

DTIC Science & Technology

1982-08-01

subsystem is modelled by deterministic or stochastic finite-dimensional vector differential or difference equations. The parameters of these equations...is no partial differential equation that must be solved. Thus we can sidestep the inability to solve the Bellman equation for control problems with x...transition models and cost functionals can be reduced to the search for solutions of nonlinear partial differential equations using ’verification

Optimal Estimation with Two Process Models and No Measurements

DTIC Science & Technology

2015-08-01

models will be lost if either of the models includes deterministic modeling errors. 12 5. References and Notes 1. Brown RG, Hwang PYC. Introduction to...independent process models when no measurements are present. The observer follows a derivation similar to that of the discrete time Kalman filter. A simulation...discrete time Kalman filter. A simulation example is provided in which a process model based on the dynamics of a ballistic projectile is blended with an

Optimization Under Uncertainty of Site-Specific Turbine Configurations

NASA Astrophysics Data System (ADS)

Quick, J.; Dykes, K.; Graf, P.; Zahle, F.

2016-09-01

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. If there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtained with increasing risk aversion on the part of the designer.

The importance of environmental variability and management control error to optimal harvest policies

USGS Publications Warehouse

Hunter, C.M.; Runge, M.C.

2004-01-01

State-dependent strategies (SDSs) are the most general form of harvest policy because they allow the harvest rate to depend, without constraint, on the state of the system. State-dependent strategies that provide an optimal harvest rate for any system state can be calculated, and stochasticity can be appropriately accommodated in this optimization. Stochasticity poses 2 challenges to harvest policies: (1) the population will never be at the equilibrium state; and (2) stochasticity induces uncertainty about future states. We investigated the effects of 2 types of stochasticity, environmental variability and management control error, on SDS harvest policies for a white-tailed deer (Odocoileus virginianus) model, and contrasted these with a harvest policy based on maximum sustainable yield (MSY). Increasing stochasticity resulted in more conservative SDSs; that is, higher population densities were required to support the same harvest rate, but these effects were generally small. As stochastic effects increased, SDSs performed much better than MSY. Both deterministic and stochastic SDSs maintained maximum mean annual harvest yield (AHY) and optimal equilibrium population size (Neq) in a stochastic environment, whereas an MSY policy could not. We suggest 3 rules of thumb for harvest management of long-lived vertebrates in stochastic systems: (1) an SDS is advantageous over an MSY policy, (2) using an SDS rather than an MSY is more important than whether a deterministic or stochastic SDS is used, and (3) for SDSs, rankings of the variability in management outcomes (e.g., harvest yield) resulting from parameter stochasticity can be predicted by rankings of the deterministic elasticities.

Predictive modelling of flow in a two-dimensional intermediate-scale, heterogeneous porous media

USGS Publications Warehouse

Barth, Gilbert R.; Hill, M.C.; Illangasekare, T.H.; Rajaram, H.

2000-01-01

To better understand the role of sedimentary structures in flow through porous media, and to determine how small-scale laboratory-measured values of hydraulic conductivity relate to in situ values this work deterministically examines flow through simple, artificial structures constructed for a series of intermediate-scale (10 m long), two-dimensional, heterogeneous, laboratory experiments. Nonlinear regression was used to determine optimal values of in situ hydraulic conductivity, which were compared to laboratory-measured values. Despite explicit numerical representation of the heterogeneity, the optimized values were generally greater than the laboratory-measured values. Discrepancies between measured and optimal values varied depending on the sand sieve size, but their contribution to error in the predicted flow was fairly consistent for all sands. Results indicate that, even under these controlled circumstances, laboratory-measured values of hydraulic conductivity need to be applied to models cautiously.To better understand the role of sedimentary structures in flow through porous media, and to determine how small-scale laboratory-measured values of hydraulic conductivity relate to in situ values this work deterministically examines flow through simple, artificial structures constructed for a series of intermediate-scale (10 m long), two-dimensional, heterogeneous, laboratory experiments. Nonlinear regression was used to determine optimal values of in situ hydraulic conductivity, which were compared to laboratory-measured values. Despite explicit numerical representation of the heterogeneity, the optimized values were generally greater than the laboratory-measured values. Discrepancies between measured and optimal values varied depending on the sand sieve size, but their contribution to error in the predicted flow was fairly consistent for all sands. Results indicate that, even under these controlled circumstances, laboratory-measured values of hydraulic conductivity need to be applied to models cautiously.

Models and algorithm of optimization launch and deployment of virtual network functions in the virtual data center

NASA Astrophysics Data System (ADS)

Bolodurina, I. P.; Parfenov, D. I.

2017-10-01

The goal of our investigation is optimization of network work in virtual data center. The advantage of modern infrastructure virtualization lies in the possibility to use software-defined networks. However, the existing optimization of algorithmic solutions does not take into account specific features working with multiple classes of virtual network functions. The current paper describes models characterizing the basic structures of object of virtual data center. They including: a level distribution model of software-defined infrastructure virtual data center, a generalized model of a virtual network function, a neural network model of the identification of virtual network functions. We also developed an efficient algorithm for the optimization technology of containerization of virtual network functions in virtual data center. We propose an efficient algorithm for placing virtual network functions. In our investigation we also generalize the well renowned heuristic and deterministic algorithms of Karmakar-Karp.

The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments

NASA Astrophysics Data System (ADS)

Chen, Fajing; Jiao, Meiyan; Chen, Jing

2013-04-01

Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.

A Comparison of Probabilistic and Deterministic Campaign Analysis for Human Space Exploration

NASA Technical Reports Server (NTRS)

Merrill, R. Gabe; Andraschko, Mark; Stromgren, Chel; Cirillo, Bill; Earle, Kevin; Goodliff, Kandyce

2008-01-01

Human space exploration is by its very nature an uncertain endeavor. Vehicle reliability, technology development risk, budgetary uncertainty, and launch uncertainty all contribute to stochasticity in an exploration scenario. However, traditional strategic analysis has been done in a deterministic manner, analyzing and optimizing the performance of a series of planned missions. History has shown that exploration scenarios rarely follow such a planned schedule. This paper describes a methodology to integrate deterministic and probabilistic analysis of scenarios in support of human space exploration. Probabilistic strategic analysis is used to simulate "possible" scenario outcomes, based upon the likelihood of occurrence of certain events and a set of pre-determined contingency rules. The results of the probabilistic analysis are compared to the nominal results from the deterministic analysis to evaluate the robustness of the scenario to adverse events and to test and optimize contingency planning.

Sub-optimal control of unsteady boundary layer separation and optimal control of Saltzman-Lorenz model

NASA Astrophysics Data System (ADS)

Sardesai, Chetan R.

The primary objective of this research is to explore the application of optimal control theory in nonlinear, unsteady, fluid dynamical settings. Two problems are considered: (1) control of unsteady boundary-layer separation, and (2) control of the Saltzman-Lorenz model. The unsteady boundary-layer equations are nonlinear partial differential equations that govern the eruptive events that arise when an adverse pressure gradient acts on a boundary layer at high Reynolds numbers. The Saltzman-Lorenz model consists of a coupled set of three nonlinear ordinary differential equations that govern the time-dependent coefficients in truncated Fourier expansions of Rayleigh-Renard convection and exhibit deterministic chaos. Variational methods are used to derive the nonlinear optimal control formulations based on cost functionals that define the control objective through a performance measure and a penalty function that penalizes the cost of control. The resulting formulation consists of the nonlinear state equations, which must be integrated forward in time, and the nonlinear control (adjoint) equations, which are integrated backward in time. Such coupled forward-backward time integrations are computationally demanding; therefore, the full optimal control problem for the Saltzman-Lorenz model is carried out, while the more complex unsteady boundary-layer case is solved using a sub-optimal approach. The latter is a quasi-steady technique in which the unsteady boundary-layer equations are integrated forward in time, and the steady control equation is solved at each time step. Both sub-optimal control of the unsteady boundary-layer equations and optimal control of the Saltzman-Lorenz model are found to be successful in meeting the control objectives for each problem. In the case of boundary-layer separation, the control results indicate that it is necessary to eliminate the recirculation region that is a precursor to the unsteady boundary-layer eruptions. In the case of the Saltzman-Lorenz model, it is possible to control the system about either of the two unstable equilibrium points representing clockwise and counterclockwise rotation of the convection roles in a parameter regime for which the uncontrolled solution would exhibit deterministic chaos.

Improving Deterministic Reserve Requirements for Security Constrained Unit Commitment and Scheduling Problems in Power Systems

NASA Astrophysics Data System (ADS)

Wang, Fengyu

Traditional deterministic reserve requirements rely on ad-hoc, rule of thumb methods to determine adequate reserve in order to ensure a reliable unit commitment. Since congestion and uncertainties exist in the system, both the quantity and the location of reserves are essential to ensure system reliability and market efficiency. The modeling of operating reserves in the existing deterministic reserve requirements acquire the operating reserves on a zonal basis and do not fully capture the impact of congestion. The purpose of a reserve zone is to ensure that operating reserves are spread across the network. Operating reserves are shared inside each reserve zone, but intra-zonal congestion may block the deliverability of operating reserves within a zone. Thus, improving reserve policies such as reserve zones may improve the location and deliverability of reserve. As more non-dispatchable renewable resources are integrated into the grid, it will become increasingly difficult to predict the transfer capabilities and the network congestion. At the same time, renewable resources require operators to acquire more operating reserves. With existing deterministic reserve requirements unable to ensure optimal reserve locations, the importance of reserve location and reserve deliverability will increase. While stochastic programming can be used to determine reserve by explicitly modelling uncertainties, there are still scalability as well as pricing issues. Therefore, new methods to improve existing deterministic reserve requirements are desired. One key barrier of improving existing deterministic reserve requirements is its potential market impacts. A metric, quality of service, is proposed in this thesis to evaluate the price signal and market impacts of proposed hourly reserve zones. Three main goals of this thesis are: 1) to develop a theoretical and mathematical model to better locate reserve while maintaining the deterministic unit commitment and economic dispatch structure, especially with the consideration of renewables, 2) to develop a market settlement scheme of proposed dynamic reserve policies such that the market efficiency is improved, 3) to evaluate the market impacts and price signal of the proposed dynamic reserve policies.

Optimizing Chemical Reactions with Deep Reinforcement Learning.

PubMed

Zhou, Zhenpeng; Li, Xiaocheng; Zare, Richard N

2017-12-27

Deep reinforcement learning was employed to optimize chemical reactions. Our model iteratively records the results of a chemical reaction and chooses new experimental conditions to improve the reaction outcome. This model outperformed a state-of-the-art blackbox optimization algorithm by using 71% fewer steps on both simulations and real reactions. Furthermore, we introduced an efficient exploration strategy by drawing the reaction conditions from certain probability distributions, which resulted in an improvement on regret from 0.062 to 0.039 compared with a deterministic policy. Combining the efficient exploration policy with accelerated microdroplet reactions, optimal reaction conditions were determined in 30 min for the four reactions considered, and a better understanding of the factors that control microdroplet reactions was reached. Moreover, our model showed a better performance after training on reactions with similar or even dissimilar underlying mechanisms, which demonstrates its learning ability.

Purification of complex samples: Implementation of a modular and reconfigurable droplet-based microfluidic platform with cascaded deterministic lateral displacement separation modules

PubMed Central

Pudda, Catherine; Boizot, François; Verplanck, Nicolas; Revol-Cavalier, Frédéric; Berthier, Jean; Thuaire, Aurélie

2018-01-01

Particle separation in microfluidic devices is a common problematic for sample preparation in biology. Deterministic lateral displacement (DLD) is efficiently implemented as a size-based fractionation technique to separate two populations of particles around a specific size. However, real biological samples contain components of many different sizes and a single DLD separation step is not sufficient to purify these complex samples. When connecting several DLD modules in series, pressure balancing at the DLD outlets of each step becomes critical to ensure an optimal separation efficiency. A generic microfluidic platform is presented in this paper to optimize pressure balancing, when DLD separation is connected either to another DLD module or to a different microfluidic function. This is made possible by generating droplets at T-junctions connected to the DLD outlets. Droplets act as pressure controllers, which perform at the same time the encapsulation of DLD sorted particles and the balance of output pressures. The optimized pressures to apply on DLD modules and on T-junctions are determined by a general model that ensures the equilibrium of the entire platform. The proposed separation platform is completely modular and reconfigurable since the same predictive model applies to any cascaded DLD modules of the droplet-based cartridge. PMID:29768490

Deterministic Computer-Controlled Polishing Process for High-Energy X-Ray Optics

NASA Technical Reports Server (NTRS)

Khan, Gufran S.; Gubarev, Mikhail; Speegle, Chet; Ramsey, Brian

2010-01-01

A deterministic computer-controlled polishing process for large X-ray mirror mandrels is presented. Using tool s influence function and material removal rate extracted from polishing experiments, design considerations of polishing laps and optimized operating parameters are discussed

Towards quantifying uncertainty in Greenland's contribution to 21st century sea-level rise

NASA Astrophysics Data System (ADS)

Perego, M.; Tezaur, I.; Price, S. F.; Jakeman, J.; Eldred, M.; Salinger, A.; Hoffman, M. J.

2015-12-01

We present recent work towards developing a methodology for quantifying uncertainty in Greenland's 21st century contribution to sea-level rise. While we focus on uncertainties associated with the optimization and calibration of the basal sliding parameter field, the methodology is largely generic and could be applied to other (or multiple) sets of uncertain model parameter fields. The first step in the workflow is the solution of a large-scale, deterministic inverse problem, which minimizes the mismatch between observed and computed surface velocities by optimizing the two-dimensional coefficient field in a linear-friction sliding law. We then expand the deviation in this coefficient field from its estimated "mean" state using a reduced basis of Karhunen-Loeve Expansion (KLE) vectors. A Bayesian calibration is used to determine the optimal coefficient values for this expansion. The prior for the Bayesian calibration can be computed using the Hessian of the deterministic inversion or using an exponential covariance kernel. The posterior distribution is then obtained using Markov Chain Monte Carlo run on an emulator of the forward model. Finally, the uncertainty in the modeled sea-level rise is obtained by performing an ensemble of forward propagation runs. We present and discuss preliminary results obtained using a moderate-resolution model of the Greenland Ice sheet. As demonstrated in previous work, the primary difficulty in applying the complete workflow to realistic, high-resolution problems is that the effective dimension of the parameter space is very large.

Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

PubMed

Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

2016-07-01

Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

Optimization Under Uncertainty of Site-Specific Turbine Configurations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, J.; Dykes, K.; Graf, P.

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. Lastly, if there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtainedmore » with increasing risk aversion on the part of the designer.« less

Optimization under Uncertainty of Site-Specific Turbine Configurations: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Dykes, Katherine; Graf, Peter

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. If there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtained withmore » increasing risk aversion on the part of the designer.« less

Optimization Under Uncertainty of Site-Specific Turbine Configurations

DOE PAGES

Quick, J.; Dykes, K.; Graf, P.; ...

2016-10-03

Uncertainty affects many aspects of wind energy plant performance and cost. In this study, we explore opportunities for site-specific turbine configuration optimization that accounts for uncertainty in the wind resource. As a demonstration, a simple empirical model for wind plant cost of energy is used in an optimization under uncertainty to examine how different risk appetites affect the optimal selection of a turbine configuration for sites of different wind resource profiles. Lastly, if there is unusually high uncertainty in the site wind resource, the optimal turbine configuration diverges from the deterministic case and a generally more conservative design is obtainedmore » with increasing risk aversion on the part of the designer.« less

Utility indifference pricing of insurance catastrophe derivatives.

PubMed

Eichler, Andreas; Leobacher, Gunther; Szölgyenyi, Michaela

2017-01-01

We propose a model for an insurance loss index and the claims process of a single insurance company holding a fraction of the total number of contracts that captures both ordinary losses and losses due to catastrophes. In this model we price a catastrophe derivative by the method of utility indifference pricing. The associated stochastic optimization problem is treated by techniques for piecewise deterministic Markov processes. A numerical study illustrates our results.

Model selection for integrated pest management with stochasticity.

PubMed

Akman, Olcay; Comar, Timothy D; Hrozencik, Daniel

2018-04-07

In Song and Xiang (2006), an integrated pest management model with periodically varying climatic conditions was introduced. In order to address a wider range of environmental effects, the authors here have embarked upon a series of studies resulting in a more flexible modeling approach. In Akman et al. (2013), the impact of randomly changing environmental conditions is examined by incorporating stochasticity into the birth pulse of the prey species. In Akman et al. (2014), the authors introduce a class of models via a mixture of two birth-pulse terms and determined conditions for the global and local asymptotic stability of the pest eradication solution. With this work, the authors unify the stochastic and mixture model components to create further flexibility in modeling the impacts of random environmental changes on an integrated pest management system. In particular, we first determine the conditions under which solutions of our deterministic mixture model are permanent. We then analyze the stochastic model to find the optimal value of the mixing parameter that minimizes the variance in the efficacy of the pesticide. Additionally, we perform a sensitivity analysis to show that the corresponding pesticide efficacy determined by this optimization technique is indeed robust. Through numerical simulations we show that permanence can be preserved in our stochastic model. Our study of the stochastic version of the model indicates that our results on the deterministic model provide informative conclusions about the behavior of the stochastic model. Copyright © 2017 Elsevier Ltd. All rights reserved.

Comparison of Response Surface and Kriging Models for Multidisciplinary Design Optimization

NASA Technical Reports Server (NTRS)

Simpson, Timothy W.; Korte, John J.; Mauery, Timothy M.; Mistree, Farrokh

1998-01-01

In this paper, we compare and contrast the use of second-order response surface models and kriging models for approximating non-random, deterministic computer analyses. After reviewing the response surface method for constructing polynomial approximations, kriging is presented as an alternative approximation method for the design and analysis of computer experiments. Both methods are applied to the multidisciplinary design of an aerospike nozzle which consists of a computational fluid dynamics model and a finite-element model. Error analysis of the response surface and kriging models is performed along with a graphical comparison of the approximations, and four optimization problems m formulated and solved using both sets of approximation models. The second-order response surface models and kriging models-using a constant underlying global model and a Gaussian correlation function-yield comparable results.

Chaotic Lagrangian models for turbulent relative dispersion.

PubMed

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Chaotic Lagrangian models for turbulent relative dispersion

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Optimizing Chemical Reactions with Deep Reinforcement Learning

PubMed Central

2017-01-01

Deep reinforcement learning was employed to optimize chemical reactions. Our model iteratively records the results of a chemical reaction and chooses new experimental conditions to improve the reaction outcome. This model outperformed a state-of-the-art blackbox optimization algorithm by using 71% fewer steps on both simulations and real reactions. Furthermore, we introduced an efficient exploration strategy by drawing the reaction conditions from certain probability distributions, which resulted in an improvement on regret from 0.062 to 0.039 compared with a deterministic policy. Combining the efficient exploration policy with accelerated microdroplet reactions, optimal reaction conditions were determined in 30 min for the four reactions considered, and a better understanding of the factors that control microdroplet reactions was reached. Moreover, our model showed a better performance after training on reactions with similar or even dissimilar underlying mechanisms, which demonstrates its learning ability. PMID:29296675

Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

DOE Office of Scientific and Technical Information (OSTI.GOV)

He, Xu; Tuo, Rui; Jeff Wu, C. F.

Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi- delity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. Here, from simulation results and a real example using finite element analysis,more » our method out-performs the expected improvement (EI) criterion which works for single-accuracy experiments.« less

An optimal policy for deteriorating items with time-proportional deterioration rate and constant and time-dependent linear demand rate

NASA Astrophysics Data System (ADS)

Singh, Trailokyanath; Mishra, Pandit Jagatananda; Pattanayak, Hadibandhu

2017-12-01

In this paper, an economic order quantity (EOQ) inventory model for a deteriorating item is developed with the following characteristics: (i) The demand rate is deterministic and two-staged, i.e., it is constant in first part of the cycle and linear function of time in the second part. (ii) Deterioration rate is time-proportional. (iii) Shortages are not allowed to occur. The optimal cycle time and the optimal order quantity have been derived by minimizing the total average cost. A simple solution procedure is provided to illustrate the proposed model. The article concludes with a numerical example and sensitivity analysis of various parameters as illustrations of the theoretical results.

Optimization of Multi-Fidelity Computer Experiments via the EQIE Criterion

DOE PAGES

He, Xu; Tuo, Rui; Jeff Wu, C. F.

2017-01-31

Computer experiments based on mathematical models are powerful tools for understanding physical processes. This article addresses the problem of kriging-based optimization for deterministic computer experiments with tunable accuracy. Our approach is to use multi- delity computer experiments with increasing accuracy levels and a nonstationary Gaussian process model. We propose an optimization scheme that sequentially adds new computer runs by following two criteria. The first criterion, called EQI, scores candidate inputs with given level of accuracy, and the second criterion, called EQIE, scores candidate combinations of inputs and accuracy. Here, from simulation results and a real example using finite element analysis,more » our method out-performs the expected improvement (EI) criterion which works for single-accuracy experiments.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wiebenga, J. H.; Atzema, E. H.; Boogaard, A. H. van den

Robust design of forming processes using numerical simulations is gaining attention throughout the industry. In this work, it is demonstrated how robust optimization can assist in further stretching the limits of metal forming processes. A deterministic and a robust optimization study are performed, considering a stretch-drawing process of a hemispherical cup product. For the robust optimization study, both the effect of material and process scatter are taken into account. For quantifying the material scatter, samples of 41 coils of a drawing quality forming steel have been collected. The stochastic material behavior is obtained by a hybrid approach, combining mechanical testingmore » and texture analysis, and efficiently implemented in a metamodel based optimization strategy. The deterministic and robust optimization results are subsequently presented and compared, demonstrating an increased process robustness and decreased number of product rejects by application of the robust optimization approach.« less

Reliability-based structural optimization: A proposed analytical-experimental study

NASA Technical Reports Server (NTRS)

Stroud, W. Jefferson; Nikolaidis, Efstratios

1993-01-01

An analytical and experimental study for assessing the potential of reliability-based structural optimization is proposed and described. In the study, competing designs obtained by deterministic and reliability-based optimization are compared. The experimental portion of the study is practical because the structure selected is a modular, actively and passively controlled truss that consists of many identical members, and because the competing designs are compared in terms of their dynamic performance and are not destroyed if failure occurs. The analytical portion of this study is illustrated on a 10-bar truss example. In the illustrative example, it is shown that reliability-based optimization can yield a design that is superior to an alternative design obtained by deterministic optimization. These analytical results provide motivation for the proposed study, which is underway.

Analysis of wireless sensor network topology and estimation of optimal network deployment by deterministic radio channel characterization.

PubMed

Aguirre, Erik; Lopez-Iturri, Peio; Azpilicueta, Leire; Astrain, José Javier; Villadangos, Jesús; Falcone, Francisco

2015-02-05

One of the main challenges in the implementation and design of context-aware scenarios is the adequate deployment strategy for Wireless Sensor Networks (WSNs), mainly due to the strong dependence of the radiofrequency physical layer with the surrounding media, which can lead to non-optimal network designs. In this work, radioplanning analysis for WSN deployment is proposed by employing a deterministic 3D ray launching technique in order to provide insight into complex wireless channel behavior in context-aware indoor scenarios. The proposed radioplanning procedure is validated with a testbed implemented with a Mobile Ad Hoc Network WSN following a chain configuration, enabling the analysis and assessment of a rich variety of parameters, such as received signal level, signal quality and estimation of power consumption. The adoption of deterministic radio channel techniques allows the design and further deployment of WSNs in heterogeneous wireless scenarios with optimized behavior in terms of coverage, capacity, quality of service and energy consumption.

A deterministic global optimization using smooth diagonal auxiliary functions

NASA Astrophysics Data System (ADS)

Sergeyev, Yaroslav D.; Kvasov, Dmitri E.

2015-04-01

In many practical decision-making problems it happens that functions involved in optimization process are black-box with unknown analytical representations and hard to evaluate. In this paper, a global optimization problem is considered where both the goal function f (x) and its gradient f‧ (x) are black-box functions. It is supposed that f‧ (x) satisfies the Lipschitz condition over the search hyperinterval with an unknown Lipschitz constant K. A new deterministic 'Divide-the-Best' algorithm based on efficient diagonal partitions and smooth auxiliary functions is proposed in its basic version, its convergence conditions are studied and numerical experiments executed on eight hundred test functions are presented.

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Optimal strategy for controlling the spread of Plasmodium Knowlesi malaria: Treatment and culling

NASA Astrophysics Data System (ADS)

Abdullahi, Mohammed Baba; Hasan, Yahya Abu; Abdullah, Farah Aini

2015-05-01

Plasmodium Knowlesi malaria is a parasitic mosquito-borne disease caused by a eukaryotic protist of genus Plasmodium Knowlesi transmitted by mosquito, Anopheles leucosphyrus to human and macaques. We developed and analyzed a deterministic Mathematical model for the transmission of Plasmodium Knowlesi malaria in human and macaques. The optimal control theory is applied to investigate optimal strategies for controlling the spread of Plasmodium Knowlesi malaria using treatment and culling as control strategies. The conditions for optimal control of the Plasmodium Knowlesi malaria are derived using Pontryagin's Maximum Principle. Finally, numerical simulations suggested that the combination of the control strategies is the best way to control the disease in any community.

Stochastic Seismic Inversion and Migration for Offshore Site Investigation in the Northern Gulf of Mexico

NASA Astrophysics Data System (ADS)

Son, J.; Medina-Cetina, Z.

2017-12-01

We discuss the comparison between deterministic and stochastic optimization approaches to the nonlinear geophysical full-waveform inverse problem, based on the seismic survey data from Mississippi Canyon in the Northern Gulf of Mexico. Since the subsea engineering and offshore construction projects actively require reliable ground models from various site investigations, the primary goal of this study is to reconstruct the accurate subsurface information of the soil and rock material profiles under the seafloor. The shallow sediment layers have naturally formed heterogeneous formations which may cause unwanted marine landslides or foundation failures of underwater infrastructure. We chose the quasi-Newton and simulated annealing as deterministic and stochastic optimization algorithms respectively. Seismic forward modeling based on finite difference method with absorbing boundary condition implements the iterative simulations in the inverse modeling. We briefly report on numerical experiments using a synthetic data as an offshore ground model which contains shallow artificial target profiles of geomaterials under the seafloor. We apply the seismic migration processing and generate Voronoi tessellation on two-dimensional space-domain to improve the computational efficiency of the imaging stratigraphical velocity model reconstruction. We then report on the detail of a field data implementation, which shows the complex geologic structures in the Northern Gulf of Mexico. Lastly, we compare the new inverted image of subsurface site profiles in the space-domain with the previously processed seismic image in the time-domain at the same location. Overall, stochastic optimization for seismic inversion with migration and Voronoi tessellation show significant promise to improve the subsurface imaging of ground models and improve the computational efficiency required for the full waveform inversion. We anticipate that by improving the inversion process of shallow layers from geophysical data will better support the offshore site investigation.

Phenotypic switching of populations of cells in a stochastic environment

NASA Astrophysics Data System (ADS)

Hufton, Peter G.; Lin, Yen Ting; Galla, Tobias

2018-02-01

In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.

Surface drift prediction in the Adriatic Sea using hyper-ensemble statistics on atmospheric, ocean and wave models: Uncertainties and probability distribution areas

USGS Publications Warehouse

Rixen, M.; Ferreira-Coelho, E.; Signell, R.

2008-01-01

Despite numerous and regular improvements in underlying models, surface drift prediction in the ocean remains a challenging task because of our yet limited understanding of all processes involved. Hence, deterministic approaches to the problem are often limited by empirical assumptions on underlying physics. Multi-model hyper-ensemble forecasts, which exploit the power of an optimal local combination of available information including ocean, atmospheric and wave models, may show superior forecasting skills when compared to individual models because they allow for local correction and/or bias removal. In this work, we explore in greater detail the potential and limitations of the hyper-ensemble method in the Adriatic Sea, using a comprehensive surface drifter database. The performance of the hyper-ensembles and the individual models are discussed by analyzing associated uncertainties and probability distribution maps. Results suggest that the stochastic method may reduce position errors significantly for 12 to 72??h forecasts and hence compete with pure deterministic approaches. ?? 2007 NATO Undersea Research Centre (NURC).

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Optimal ordering quantities for substitutable deteriorating items under joint replenishment with cost of substitution

NASA Astrophysics Data System (ADS)

Mishra, Vinod Kumar

2017-09-01

In this paper we develop an inventory model, to determine the optimal ordering quantities, for a set of two substitutable deteriorating items. In this inventory model the inventory level of both items depleted due to demands and deterioration and when an item is out of stock, its demands are partially fulfilled by the other item and all unsatisfied demand is lost. Each substituted item incurs a cost of substitution and the demands and deterioration is considered to be deterministic and constant. Items are order jointly in each ordering cycle, to take the advantages of joint replenishment. The problem is formulated and a solution procedure is developed to determine the optimal ordering quantities that minimize the total inventory cost. We provide an extensive numerical and sensitivity analysis to illustrate the effect of different parameter on the model. The key observation on the basis of numerical analysis, there is substantial improvement in the optimal total cost of the inventory model with substitution over without substitution.

Optimization Under Uncertainty for Wake Steering Strategies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Annoni, Jennifer; King, Ryan N.

Here, wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in themore » presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimization Under Uncertainty for Wake Steering Strategies: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Annoni, Jennifer; King, Ryan N

Wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in the presencemore » of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

Optimization Under Uncertainty for Wake Steering Strategies

NASA Astrophysics Data System (ADS)

Quick, Julian; Annoni, Jennifer; King, Ryan; Dykes, Katherine; Fleming, Paul; Ning, Andrew

2017-05-01

Wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as “wake steering,” in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in the presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.

Optimization Under Uncertainty for Wake Steering Strategies

DOE PAGES

Quick, Julian; Annoni, Jennifer; King, Ryan N.; ...

2017-06-13

Here, wind turbines in a wind power plant experience significant power losses because of aerodynamic interactions between turbines. One control strategy to reduce these losses is known as 'wake steering,' in which upstream turbines are yawed to direct wakes away from downstream turbines. Previous wake steering research has assumed perfect information, however, there can be significant uncertainty in many aspects of the problem, including wind inflow and various turbine measurements. Uncertainty has significant implications for performance of wake steering strategies. Consequently, the authors formulate and solve an optimization under uncertainty (OUU) problem for finding optimal wake steering strategies in themore » presence of yaw angle uncertainty. The OUU wake steering strategy is demonstrated on a two-turbine test case and on the utility-scale, offshore Princess Amalia Wind Farm. When we accounted for yaw angle uncertainty in the Princess Amalia Wind Farm case, inflow-direction-specific OUU solutions produced between 0% and 1.4% more power than the deterministically optimized steering strategies, resulting in an overall annual average improvement of 0.2%. More importantly, the deterministic optimization is expected to perform worse and with more downside risk than the OUU result when realistic uncertainty is taken into account. Additionally, the OUU solution produces fewer extreme yaw situations than the deterministic solution.« less

The forecasting research of early warning systems for atmospheric pollutants: A case in Yangtze River Delta region

NASA Astrophysics Data System (ADS)

Song, Yiliao; Qin, Shanshan; Qu, Jiansheng; Liu, Feng

2015-10-01

The issue of air quality regarding PM pollution levels in China is a focus of public attention. To address that issue, to date, a series of studies is in progress, including PM monitoring programs, PM source apportionment, and the enactment of new ambient air quality index standards. However, related research concerning computer modeling for PM future trends estimation is rare, despite its significance to forecasting and early warning systems. Thereby, a study regarding deterministic and interval forecasts of PM is performed. In this study, data on hourly and 12 h-averaged air pollutants are applied to forecast PM concentrations within the Yangtze River Delta (YRD) region of China. The characteristics of PM emissions have been primarily examined and analyzed using different distribution functions. To improve the distribution fitting that is crucial for estimating PM levels, an artificial intelligence algorithm is incorporated to select the optimal parameters. Following that step, an ANF model is used to conduct deterministic forecasts of PM. With the identified distributions and deterministic forecasts, different levels of PM intervals are estimated. The results indicate that the lognormal or gamma distributions are highly representative of the recorded PM data with a goodness-of-fit R2 of approximately 0.998. Furthermore, the results of the evaluation metrics (MSE, MAPE and CP, AW) also show high accuracy within the deterministic and interval forecasts of PM, indicating that this method enables the informative and effective quantification of future PM trends.

Control of Finite-State, Finite Memory Stochastic Systems

NASA Technical Reports Server (NTRS)

Sandell, Nils R.

1974-01-01

A generalized problem of stochastic control is discussed in which multiple controllers with different data bases are present. The vehicle for the investigation is the finite state, finite memory (FSFM) stochastic control problem. Optimality conditions are obtained by deriving an equivalent deterministic optimal control problem. A FSFM minimum principle is obtained via the equivalent deterministic problem. The minimum principle suggests the development of a numerical optimization algorithm, the min-H algorithm. The relationship between the sufficiency of the minimum principle and the informational properties of the problem are investigated. A problem of hypothesis testing with 1-bit memory is investigated to illustrate the application of control theoretic techniques to information processing problems.

Inconsistent Investment and Consumption Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kronborg, Morten Tolver, E-mail: mtk@atp.dk; Steffensen, Mogens, E-mail: mogens@math.ku.dk

In a traditional Black–Scholes market we develop a verification theorem for a general class of investment and consumption problems where the standard dynamic programming principle does not hold. The theorem is an extension of the standard Hamilton–Jacobi–Bellman equation in the form of a system of non-linear differential equations. We derive the optimal investment and consumption strategy for a mean-variance investor without pre-commitment endowed with labor income. In the case of constant risk aversion it turns out that the optimal amount of money to invest in stocks is independent of wealth. The optimal consumption strategy is given as a deterministic bang-bangmore » strategy. In order to have a more realistic model we allow the risk aversion to be time and state dependent. Of special interest is the case were the risk aversion is inversely proportional to present wealth plus the financial value of future labor income net of consumption. Using the verification theorem we give a detailed analysis of this problem. It turns out that the optimal amount of money to invest in stocks is given by a linear function of wealth plus the financial value of future labor income net of consumption. The optimal consumption strategy is again given as a deterministic bang-bang strategy. We also calculate, for a general time and state dependent risk aversion function, the optimal investment and consumption strategy for a mean-standard deviation investor without pre-commitment. In that case, it turns out that it is optimal to take no risk at all.« less

Information-theoretic approach to interactive learning

NASA Astrophysics Data System (ADS)

Still, S.

2009-01-01

The principles of statistical mechanics and information theory play an important role in learning and have inspired both theory and the design of numerous machine learning algorithms. The new aspect in this paper is a focus on integrating feedback from the learner. A quantitative approach to interactive learning and adaptive behavior is proposed, integrating model- and decision-making into one theoretical framework. This paper follows simple principles by requiring that the observer's world model and action policy should result in maximal predictive power at minimal complexity. Classes of optimal action policies and of optimal models are derived from an objective function that reflects this trade-off between prediction and complexity. The resulting optimal models then summarize, at different levels of abstraction, the process's causal organization in the presence of the learner's actions. A fundamental consequence of the proposed principle is that the learner's optimal action policies balance exploration and control as an emerging property. Interestingly, the explorative component is present in the absence of policy randomness, i.e. in the optimal deterministic behavior. This is a direct result of requiring maximal predictive power in the presence of feedback.

Multiobjective robust design of the double wishbone suspension system based on particle swarm optimization.

PubMed

Cheng, Xianfu; Lin, Yuqun

2014-01-01

The performance of the suspension system is one of the most important factors in the vehicle design. For the double wishbone suspension system, the conventional deterministic optimization does not consider any deviations of design parameters, so design sensitivity analysis and robust optimization design are proposed. In this study, the design parameters of the robust optimization are the positions of the key points, and the random factors are the uncertainties in manufacturing. A simplified model of the double wishbone suspension is established by software ADAMS. The sensitivity analysis is utilized to determine main design variables. Then, the simulation experiment is arranged and the Latin hypercube design is adopted to find the initial points. The Kriging model is employed for fitting the mean and variance of the quality characteristics according to the simulation results. Further, a particle swarm optimization method based on simple PSO is applied and the tradeoff between the mean and deviation of performance is made to solve the robust optimization problem of the double wishbone suspension system.

Effectiveness of the food recovery at the retailing stage under shelf life uncertainty: An application to Italian food chains

DOE Office of Scientific and Technical Information (OSTI.GOV)

Muriana, Cinzia, E-mail: cinzia.muriana@unipa.it

Highlights: • The food recovery is seen as suitable way to manage food near to its expiry date. • The variability of the products shelf life must be taken into account. • The paper addresses the mathematic modeling of the profit related to food recovery. • The optimal time to withdraw the products is determinant for food recovery. - Abstract: Food losses represent a significant issue affecting food supply chains. The possibility of recovering such products can be seen as an effective way to reduce such a phenomenon, improve supply chain performances and ameliorate the conditions of undernourished people. Themore » topic has been already investigated by a previous paper enforcing the hypothesis of deterministic and constant Shelf Life (SL) of products. However, such a model cannot be properly extended to products affected by uncertainties of the SL as it does not take into account the deterioration costs and loss of profits due to the overcoming of the SL within the cycle time. Thus the present paper presents an extension of the previous one under stochastic conditions of the food quality. Differently from the previous publication, this work represents a general model applicable to all supply chains, especially to those managing fresh products characterized by uncertain SL such as fruits and vegetables. The deterioration costs and loss of profits are included in the model and the optimal time at which to withdraw the products from the shelves as well as the quantities to be shipped at each alternative destination have been determined. A comparison of the proposed model with that reported in the previous publication has been carried out in order to underline the impact of the SL variability on the optimality conditions. The results show that the food recovery strategy in the presence of uncertainty of the food quality is rewarding, even if the optimal profit is lower than that of the deterministic case.« less

Optimization Of Mean-Semivariance-Skewness Portfolio Selection Model In Fuzzy Random Environment

NASA Astrophysics Data System (ADS)

Chatterjee, Amitava; Bhattacharyya, Rupak; Mukherjee, Supratim; Kar, Samarjit

2010-10-01

The purpose of the paper is to construct a mean-semivariance-skewness portfolio selection model in fuzzy random environment. The objective is to maximize the skewness with predefined maximum risk tolerance and minimum expected return. Here the security returns in the objectives and constraints are assumed to be fuzzy random variables in nature and then the vagueness of the fuzzy random variables in the objectives and constraints are transformed into fuzzy variables which are similar to trapezoidal numbers. The newly formed fuzzy model is then converted into a deterministic optimization model. The feasibility and effectiveness of the proposed method is verified by numerical example extracted from Bombay Stock Exchange (BSE). The exact parameters of fuzzy membership function and probability density function are obtained through fuzzy random simulating the past dates.

Mixed-Strategy Chance Constrained Optimal Control

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J.

2013-01-01

This paper presents a novel chance constrained optimal control (CCOC) algorithm that chooses a control action probabilistically. A CCOC problem is to find a control input that minimizes the expected cost while guaranteeing that the probability of violating a set of constraints is below a user-specified threshold. We show that a probabilistic control approach, which we refer to as a mixed control strategy, enables us to obtain a cost that is better than what deterministic control strategies can achieve when the CCOC problem is nonconvex. The resulting mixed-strategy CCOC problem turns out to be a convexification of the original nonconvex CCOC problem. Furthermore, we also show that a mixed control strategy only needs to "mix" up to two deterministic control actions in order to achieve optimality. Building upon an iterative dual optimization, the proposed algorithm quickly converges to the optimal mixed control strategy with a user-specified tolerance.

The Deterministic Information Bottleneck

NASA Astrophysics Data System (ADS)

Strouse, D. J.; Schwab, David

2015-03-01

A fundamental and ubiquitous task that all organisms face is prediction of the future based on past sensory experience. Since an individual's memory resources are limited and costly, however, there is a tradeoff between memory cost and predictive payoff. The information bottleneck (IB) method (Tishby, Pereira, & Bialek 2000) formulates this tradeoff as a mathematical optimization problem using an information theoretic cost function. IB encourages storing as few bits of past sensory input as possible while selectively preserving the bits that are most predictive of the future. Here we introduce an alternative formulation of the IB method, which we call the deterministic information bottleneck (DIB). First, we argue for an alternative cost function, which better represents the biologically-motivated goal of minimizing required memory resources. Then, we show that this seemingly minor change has the dramatic effect of converting the optimal memory encoder from stochastic to deterministic. Next, we propose an iterative algorithm for solving the DIB problem. Additionally, we compare the IB and DIB methods on a variety of synthetic datasets, and examine the performance of retinal ganglion cell populations relative to the optimal encoding strategy for each problem.

Renewable energy in electric utility capacity planning: a decomposition approach with application to a Mexican utility

DOE Office of Scientific and Technical Information (OSTI.GOV)

Staschus, K.

1985-01-01

In this dissertation, efficient algorithms for electric-utility capacity expansion planning with renewable energy are developed. The algorithms include a deterministic phase that quickly finds a near-optimal expansion plan using derating and a linearized approximation to the time-dependent availability of nondispatchable energy sources. A probabilistic second phase needs comparatively few computer-time consuming probabilistic simulation iterations to modify this solution towards the optimal expansion plan. For the deterministic first phase, two algorithms, based on a Lagrangian Dual decomposition and a Generalized Benders Decomposition, are developed. The probabilistic second phase uses a Generalized Benders Decomposition approach. Extensive computational tests of the algorithms aremore » reported. Among the deterministic algorithms, the one based on Lagrangian Duality proves fastest. The two-phase approach is shown to save up to 80% in computing time as compared to a purely probabilistic algorithm. The algorithms are applied to determine the optimal expansion plan for the Tijuana-Mexicali subsystem of the Mexican electric utility system. A strong recommendation to push conservation programs in the desert city of Mexicali results from this implementation.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE PAGES

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...

2016-11-21

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab

Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less

On higher order discrete phase-locked loops.

NASA Technical Reports Server (NTRS)

Gill, G. S.; Gupta, S. C.

1972-01-01

An exact mathematical model is developed for a discrete loop of a general order particularly suitable for digital computation. The deterministic response of the loop to the phase step and the frequency step is investigated. The design of the digital filter for the second-order loop is considered. Use is made of the incremental phase plane to study the phase error behavior of the loop. The model of the noisy loop is derived and the optimization of the loop filter for minimum mean-square error is considered.

Optimizing integrated airport surface and terminal airspace operations under uncertainty

NASA Astrophysics Data System (ADS)

Bosson, Christabelle S.

In airports and surrounding terminal airspaces, the integration of surface, arrival and departure scheduling and routing have the potential to improve the operations efficiency. Moreover, because both the airport surface and the terminal airspace are often altered by random perturbations, the consideration of uncertainty in flight schedules is crucial to improve the design of robust flight schedules. Previous research mainly focused on independently solving arrival scheduling problems, departure scheduling problems and surface management scheduling problems and most of the developed models are deterministic. This dissertation presents an alternate method to model the integrated operations by using a machine job-shop scheduling formulation. A multistage stochastic programming approach is chosen to formulate the problem in the presence of uncertainty and candidate solutions are obtained by solving sample average approximation problems with finite sample size. The developed mixed-integer-linear-programming algorithm-based scheduler is capable of computing optimal aircraft schedules and routings that reflect the integration of air and ground operations. The assembled methodology is applied to a Los Angeles case study. To show the benefits of integrated operations over First-Come-First-Served, a preliminary proof-of-concept is conducted for a set of fourteen aircraft evolving under deterministic conditions in a model of the Los Angeles International Airport surface and surrounding terminal areas. Using historical data, a representative 30-minute traffic schedule and aircraft mix scenario is constructed. The results of the Los Angeles application show that the integration of air and ground operations and the use of a time-based separation strategy enable both significant surface and air time savings. The solution computed by the optimization provides a more efficient routing and scheduling than the First-Come-First-Served solution. Additionally, a data driven analysis is performed for the Los Angeles environment and probabilistic distributions of pertinent uncertainty sources are obtained. A sensitivity analysis is then carried out to assess the methodology performance and find optimal sampling parameters. Finally, simulations of increasing traffic density in the presence of uncertainty are conducted first for integrated arrivals and departures, then for integrated surface and air operations. To compare the optimization results and show the benefits of integrated operations, two aircraft separation methods are implemented that offer different routing options. The simulations of integrated air operations and the simulations of integrated air and surface operations demonstrate that significant traveling time savings, both total and individual surface and air times, can be obtained when more direct routes are allowed to be traveled even in the presence of uncertainty. The resulting routings induce however extra take off delay for departing flights. As a consequence, some flights cannot meet their initial assigned runway slot which engenders runway position shifting when comparing resulting runway sequences computed under both deterministic and stochastic conditions. The optimization is able to compute an optimal runway schedule that represents an optimal balance between total schedule delays and total travel times.

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

Effectiveness of the food recovery at the retailing stage under shelf life uncertainty: An application to Italian food chains.

PubMed

Muriana, Cinzia

2015-07-01

Food losses represent a significant issue affecting food supply chains. The possibility of recovering such products can be seen as an effective way to reduce such a phenomenon, improve supply chain performances and ameliorate the conditions of undernourished people. The topic has been already investigated by a previous paper enforcing the hypothesis of deterministic and constant Shelf Life (SL) of products. However, such a model cannot be properly extended to products affected by uncertainties of the SL as it does not take into account the deterioration costs and loss of profits due to the overcoming of the SL within the cycle time. Thus the present paper presents an extension of the previous one under stochastic conditions of the food quality. Differently from the previous publication, this work represents a general model applicable to all supply chains, especially to those managing fresh products characterized by uncertain SL such as fruits and vegetables. The deterioration costs and loss of profits are included in the model and the optimal time at which to withdraw the products from the shelves as well as the quantities to be shipped at each alternative destination have been determined. A comparison of the proposed model with that reported in the previous publication has been carried out in order to underline the impact of the SL variability on the optimality conditions. The results show that the food recovery strategy in the presence of uncertainty of the food quality is rewarding, even if the optimal profit is lower than that of the deterministic case. Copyright © 2015 Elsevier Ltd. All rights reserved.

A robust approach to chance constrained optimal power flow with renewable generation

DOE PAGES

Lubin, Miles; Dvorkin, Yury; Backhaus, Scott N.

2016-09-01

Optimal Power Flow (OPF) dispatches controllable generation at minimum cost subject to operational constraints on generation and transmission assets. The uncertainty and variability of intermittent renewable generation is challenging current deterministic OPF approaches. Recent formulations of OPF use chance constraints to limit the risk from renewable generation uncertainty, however, these new approaches typically assume the probability distributions which characterize the uncertainty and variability are known exactly. We formulate a robust chance constrained (RCC) OPF that accounts for uncertainty in the parameters of these probability distributions by allowing them to be within an uncertainty set. The RCC OPF is solved usingmore » a cutting-plane algorithm that scales to large power systems. We demonstrate the RRC OPF on a modified model of the Bonneville Power Administration network, which includes 2209 buses and 176 controllable generators. In conclusion, deterministic, chance constrained (CC), and RCC OPF formulations are compared using several metrics including cost of generation, area control error, ramping of controllable generators, and occurrence of transmission line overloads as well as the respective computational performance.« less

The Role of Probabilistic Design Analysis Methods in Safety and Affordability

NASA Technical Reports Server (NTRS)

Safie, Fayssal M.

2016-01-01

For the last several years, NASA and its contractors have been working together to build space launch systems to commercialize space. Developing commercial affordable and safe launch systems becomes very important and requires a paradigm shift. This paradigm shift enforces the need for an integrated systems engineering environment where cost, safety, reliability, and performance need to be considered to optimize the launch system design. In such an environment, rule based and deterministic engineering design practices alone may not be sufficient to optimize margins and fault tolerance to reduce cost. As a result, introduction of Probabilistic Design Analysis (PDA) methods to support the current deterministic engineering design practices becomes a necessity to reduce cost without compromising reliability and safety. This paper discusses the importance of PDA methods in NASA's new commercial environment, their applications, and the key role they can play in designing reliable, safe, and affordable launch systems. More specifically, this paper discusses: 1) The involvement of NASA in PDA 2) Why PDA is needed 3) A PDA model structure 4) A PDA example application 5) PDA link to safety and affordability.

Distribution and regulation of stochasticity and plasticity in Saccharomyces cerevisiae

DOE PAGES

Dar, R. D.; Karig, D. K.; Cooke, J. F.; ...

2010-09-01

Stochasticity is an inherent feature of complex systems with nanoscale structure. In such systems information is represented by small collections of elements (e.g. a few electrons on a quantum dot), and small variations in the populations of these elements may lead to big uncertainties in the information. Unfortunately, little is known about how to work within this inherently noisy environment to design robust functionality into complex nanoscale systems. Here, we look to the biological cell as an intriguing model system where evolution has mediated the trade-offs between fluctuations and function, and in particular we look at the relationships and trade-offsmore » between stochastic and deterministic responses in the gene expression of budding yeast (Saccharomyces cerevisiae). We find gene regulatory arrangements that control the stochastic and deterministic components of expression, and show that genes that have evolved to respond to stimuli (stress) in the most strongly deterministic way exhibit the most noise in the absence of the stimuli. We show that this relationship is consistent with a bursty 2-state model of gene expression, and demonstrate that this regulatory motif generates the most uncertainty in gene expression when there is the greatest uncertainty in the optimal level of gene expression.« less

Uncertainty quantification-based robust aerodynamic optimization of laminar flow nacelle

NASA Astrophysics Data System (ADS)

Xiong, Neng; Tao, Yang; Liu, Zhiyong; Lin, Jun

2018-05-01

The aerodynamic performance of laminar flow nacelle is highly sensitive to uncertain working conditions, especially the surface roughness. An efficient robust aerodynamic optimization method on the basis of non-deterministic computational fluid dynamic (CFD) simulation and Efficient Global Optimization (EGO)algorithm was employed. A non-intrusive polynomial chaos method is used in conjunction with an existing well-verified CFD module to quantify the uncertainty propagation in the flow field. This paper investigates the roughness modeling behavior with the γ-Ret shear stress transport model including modeling flow transition and surface roughness effects. The roughness effects are modeled to simulate sand grain roughness. A Class-Shape Transformation-based parametrical description of the nacelle contour as part of an automatic design evaluation process is presented. A Design-of-Experiments (DoE) was performed and surrogate model by Kriging method was built. The new design nacelle process demonstrates that significant improvements of both mean and variance of the efficiency are achieved and the proposed method can be applied to laminar flow nacelle design successfully.

A decision modeling for phasor measurement unit location selection in smart grid systems

NASA Astrophysics Data System (ADS)

Lee, Seung Yup

As a key technology for enhancing the smart grid system, Phasor Measurement Unit (PMU) provides synchronized phasor measurements of voltages and currents of wide-area electric power grid. With various benefits from its application, one of the critical issues in utilizing PMUs is the optimal site selection of units. The main aim of this research is to develop a decision support system, which can be used in resource allocation task for smart grid system analysis. As an effort to suggest a robust decision model and standardize the decision modeling process, a harmonized modeling framework, which considers operational circumstances of component, is proposed in connection with a deterministic approach utilizing integer programming. With the results obtained from the optimal PMU placement problem, the advantages and potential that the harmonized modeling process possesses are assessed and discussed.

A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.

PubMed

Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming

2015-01-01

Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity.

The past, present and future of cyber-physical systems: a focus on models.

PubMed

Lee, Edward A

2015-02-26

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical.

The Past, Present and Future of Cyber-Physical Systems: A Focus on Models

PubMed Central

Lee, Edward A.

2015-01-01

This paper is about better engineering of cyber-physical systems (CPSs) through better models. Deterministic models have historically proven extremely useful and arguably form the kingpin of the industrial revolution and the digital and information technology revolutions. Key deterministic models that have proven successful include differential equations, synchronous digital logic and single-threaded imperative programs. Cyber-physical systems, however, combine these models in such a way that determinism is not preserved. Two projects show that deterministic CPS models with faithful physical realizations are possible and practical. The first project is PRET, which shows that the timing precision of synchronous digital logic can be practically made available at the software level of abstraction. The second project is Ptides (programming temporally-integrated distributed embedded systems), which shows that deterministic models for distributed cyber-physical systems have practical faithful realizations. These projects are existence proofs that deterministic CPS models are possible and practical. PMID:25730486

Comparison of two optimization algorithms for fuzzy finite element model updating for damage detection in a wind turbine blade

NASA Astrophysics Data System (ADS)

Turnbull, Heather; Omenzetter, Piotr

2018-03-01

vDifficulties associated with current health monitoring and inspection practices combined with harsh, often remote, operational environments of wind turbines highlight the requirement for a non-destructive evaluation system capable of remotely monitoring the current structural state of turbine blades. This research adopted a physics based structural health monitoring methodology through calibration of a finite element model using inverse techniques. A 2.36m blade from a 5kW turbine was used as an experimental specimen, with operational modal analysis techniques utilised to realize the modal properties of the system. Modelling the experimental responses as fuzzy numbers using the sub-level technique, uncertainty in the response parameters was propagated back through the model and into the updating parameters. Initially, experimental responses of the blade were obtained, with a numerical model of the blade created and updated. Deterministic updating was carried out through formulation and minimisation of a deterministic objective function using both firefly algorithm and virus optimisation algorithm. Uncertainty in experimental responses were modelled using triangular membership functions, allowing membership functions of updating parameters (Young's modulus and shear modulus) to be obtained. Firefly algorithm and virus optimisation algorithm were again utilised, however, this time in the solution of fuzzy objective functions. This enabled uncertainty associated with updating parameters to be quantified. Varying damage location and severity was simulated experimentally through addition of small masses to the structure intended to cause a structural alteration. A damaged model was created, modelling four variable magnitude nonstructural masses at predefined points and updated to provide a deterministic damage prediction and information in relation to the parameters uncertainty via fuzzy updating.

Reflector and Protections in a Sodium-cooled Fast Reactor: Modelling and Optimization

NASA Astrophysics Data System (ADS)

Blanchet, David; Fontaine, Bruno

2017-09-01

The ASTRID project (Advanced Sodium Technological Reactor for Industrial Demonstration) is a Generation IV nuclear reactor concept under development in France [1]. In this frame, studies are underway to optimize radial reflectors and protections. Considering radial protections made in natural boron carbide, this study is conducted to assess the neutronic performances of the MgO as the reference choice for reflector material, in comparison with other possible materials including a more conventional stainless steel. The analysis is based upon a simplified 1-D and 2-D deterministic modelling of the reactor, providing simplified interfaces between core, reflector and protections. Such models allow examining detailed reaction rate distributions; they also provide physical insights into local spectral effects occurring at the Core-Reflector and at the Reflector-Protection interfaces.

Optimization of forest wildlife objectives

Treesearch

John Hof; Robert Haight

2007-01-01

This chapter presents an overview of methods for optimizing wildlife-related objectives. These objectives hinge on landscape pattern, so we refer to these methods as "spatial optimization." It is currently possible to directly capture deterministic characterizations of the most basic spatial relationships: proximity relationships (including those that lead to...

General Methodology Combining Engineering Optimization of Primary HVAC and R Plants with Decision Analysis Methods--Part II: Uncertainty and Decision Analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Wei; Reddy, T. A.; Gurian, Patrick

2007-01-31

A companion paper to Jiang and Reddy that presents a general and computationally efficient methodology for dyanmic scheduling and optimal control of complex primary HVAC&R plants using a deterministic engineering optimization approach.

Modelling and Optimal Control of Typhoid Fever Disease with Cost-Effective Strategies.

PubMed

Tilahun, Getachew Teshome; Makinde, Oluwole Daniel; Malonza, David

2017-01-01

We propose and analyze a compartmental nonlinear deterministic mathematical model for the typhoid fever outbreak and optimal control strategies in a community with varying population. The model is studied qualitatively using stability theory of differential equations and the basic reproductive number that represents the epidemic indicator is obtained from the largest eigenvalue of the next-generation matrix. Both local and global asymptotic stability conditions for disease-free and endemic equilibria are determined. The model exhibits a forward transcritical bifurcation and the sensitivity analysis is performed. The optimal control problem is designed by applying Pontryagin maximum principle with three control strategies, namely, the prevention strategy through sanitation, proper hygiene, and vaccination; the treatment strategy through application of appropriate medicine; and the screening of the carriers. The cost functional accounts for the cost involved in prevention, screening, and treatment together with the total number of the infected persons averted. Numerical results for the typhoid outbreak dynamics and its optimal control revealed that a combination of prevention and treatment is the best cost-effective strategy to eradicate the disease.

Robust Distribution Network Reconfiguration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lee, Changhyeok; Liu, Cong; Mehrotra, Sanjay

2015-03-01

We propose a two-stage robust optimization model for the distribution network reconfiguration problem with load uncertainty. The first-stage decision is to configure the radial distribution network and the second-stage decision is to find the optimal a/c power flow of the reconfigured network for given demand realization. We solve the two-stage robust model by using a column-and-constraint generation algorithm, where the master problem and subproblem are formulated as mixed-integer second-order cone programs. Computational results for 16, 33, 70, and 94-bus test cases are reported. We find that the configuration from the robust model does not compromise much the power loss undermore » the nominal load scenario compared to the configuration from the deterministic model, yet it provides the reliability of the distribution system for all scenarios in the uncertainty set.« less

A Deterministic Model to Quantify Risk and Guide Mitigation Strategies to Reduce Bluetongue Virus Transmission in California Dairy Cattle

PubMed Central

Mayo, Christie; Shelley, Courtney; MacLachlan, N. James; Gardner, Ian; Hartley, David; Barker, Christopher

2016-01-01

The global distribution of bluetongue virus (BTV) has been changing recently, perhaps as a result of climate change. To evaluate the risk of BTV infection and transmission in a BTV-endemic region of California, sentinel dairy cows were evaluated for BTV infection, and populations of Culicoides vectors were collected at different sites using carbon dioxide. A deterministic model was developed to quantify risk and guide future mitigation strategies to reduce BTV infection in California dairy cattle. The greatest risk of BTV transmission was predicted within the warm Central Valley of California that contains the highest density of dairy cattle in the United States. Temperature and parameters associated with Culicoides vectors (transmission probabilities, carrying capacity, and survivorship) had the greatest effect on BTV’s basic reproduction number, R0. Based on these analyses, optimal control strategies for reducing BTV infection risk in dairy cattle will be highly reliant upon early efforts to reduce vector abundance during the months prior to peak transmission. PMID:27812161

Deterministic and stochastic CTMC models from Zika disease transmission

NASA Astrophysics Data System (ADS)

Zevika, Mona; Soewono, Edy

2018-03-01

Zika infection is one of the most important mosquito-borne diseases in the world. Zika virus (ZIKV) is transmitted by many Aedes-type mosquitoes including Aedes aegypti. Pregnant women with the Zika virus are at risk of having a fetus or infant with a congenital defect and suffering from microcephaly. Here, we formulate a Zika disease transmission model using two approaches, a deterministic model and a continuous-time Markov chain stochastic model. The basic reproduction ratio is constructed from a deterministic model. Meanwhile, the CTMC stochastic model yields an estimate of the probability of extinction and outbreaks of Zika disease. Dynamical simulations and analysis of the disease transmission are shown for the deterministic and stochastic models.

Dynamical Motor Control Learned with Deep Deterministic Policy Gradient

PubMed Central

2018-01-01

Conventional models of motor control exploit the spatial representation of the controlled system to generate control commands. Typically, the control command is gained with the feedback state of a specific instant in time, which behaves like an optimal regulator or spatial filter to the feedback state. Yet, recent neuroscience studies found that the motor network may constitute an autonomous dynamical system and the temporal patterns of the control command can be contained in the dynamics of the motor network, that is, the dynamical system hypothesis (DSH). Inspired by these findings, here we propose a computational model that incorporates this neural mechanism, in which the control command could be unfolded from a dynamical controller whose initial state is specified with the task parameters. The model is trained in a trial-and-error manner in the framework of deep deterministic policy gradient (DDPG). The experimental results show that the dynamical controller successfully learns the control policy for arm reaching movements, while the analysis of the internal activities of the dynamical controller provides the computational evidence to the DSH of the neural coding in motor cortices. PMID:29666634

Dynamical Motor Control Learned with Deep Deterministic Policy Gradient.

PubMed

Shi, Haibo; Sun, Yaoru; Li, Jie

2018-01-01

Conventional models of motor control exploit the spatial representation of the controlled system to generate control commands. Typically, the control command is gained with the feedback state of a specific instant in time, which behaves like an optimal regulator or spatial filter to the feedback state. Yet, recent neuroscience studies found that the motor network may constitute an autonomous dynamical system and the temporal patterns of the control command can be contained in the dynamics of the motor network, that is, the dynamical system hypothesis (DSH). Inspired by these findings, here we propose a computational model that incorporates this neural mechanism, in which the control command could be unfolded from a dynamical controller whose initial state is specified with the task parameters. The model is trained in a trial-and-error manner in the framework of deep deterministic policy gradient (DDPG). The experimental results show that the dynamical controller successfully learns the control policy for arm reaching movements, while the analysis of the internal activities of the dynamical controller provides the computational evidence to the DSH of the neural coding in motor cortices.

Modeling the Combined Effects of Deterministic and Statistical Structure for Optimization of Regional Monitoring

DTIC Science & Technology

2014-06-30

Directorate 3550 Aberdeen Ave SE AIR FORCE MATERIEL COMMAND KIRTLAND AIR FORCE BASE, NM 87117-5776 DTIC COPY NOTICE AND SIGNATURE PAGE Using ...any other person or corporation; or convey any rights or permission to manufacture, use , or sell any patented invention that may relate to them...stations in Eurasia. This is accomplished by synthesizing seismograms using a radiative transport technique to predict the high frequency coda (>5 Hz

A multi-period optimization model for energy planning with CO(2) emission consideration.

PubMed

Mirzaesmaeeli, H; Elkamel, A; Douglas, P L; Croiset, E; Gupta, M

2010-05-01

A novel deterministic multi-period mixed-integer linear programming (MILP) model for the power generation planning of electric systems is described and evaluated in this paper. The model is developed with the objective of determining the optimal mix of energy supply sources and pollutant mitigation options that meet a specified electricity demand and CO(2) emission targets at minimum cost. Several time-dependent parameters are included in the model formulation; they include forecasted energy demand, fuel price variability, construction lead time, conservation initiatives, and increase in fixed operational and maintenance costs over time. The developed model is applied to two case studies. The objective of the case studies is to examine the economical, structural, and environmental effects that would result if the electricity sector was required to reduce its CO(2) emissions to a specified limit. Copyright 2009 Elsevier Ltd. All rights reserved.

Comparison of the economic impact of different wind power forecast systems for producers

NASA Astrophysics Data System (ADS)

Alessandrini, S.; Davò, F.; Sperati, S.; Benini, M.; Delle Monache, L.

2014-05-01

Deterministic forecasts of wind production for the next 72 h at a single wind farm or at the regional level are among the main end-users requirement. However, for an optimal management of wind power production and distribution it is important to provide, together with a deterministic prediction, a probabilistic one. A deterministic forecast consists of a single value for each time in the future for the variable to be predicted, while probabilistic forecasting informs on probabilities for potential future events. This means providing information about uncertainty (i.e. a forecast of the PDF of power) in addition to the commonly provided single-valued power prediction. A significant probabilistic application is related to the trading of energy in day-ahead electricity markets. It has been shown that, when trading future wind energy production, using probabilistic wind power predictions can lead to higher benefits than those obtained by using deterministic forecasts alone. In fact, by using probabilistic forecasting it is possible to solve economic model equations trying to optimize the revenue for the producer depending, for example, on the specific penalties for forecast errors valid in that market. In this work we have applied a probabilistic wind power forecast systems based on the "analog ensemble" method for bidding wind energy during the day-ahead market in the case of a wind farm located in Italy. The actual hourly income for the plant is computed considering the actual selling energy prices and penalties proportional to the unbalancing, defined as the difference between the day-ahead offered energy and the actual production. The economic benefit of using a probabilistic approach for the day-ahead energy bidding are evaluated, resulting in an increase of 23% of the annual income for a wind farm owner in the case of knowing "a priori" the future energy prices. The uncertainty on price forecasting partly reduces the economic benefit gained by using a probabilistic energy forecast system.

Stability analysis of multi-group deterministic and stochastic epidemic models with vaccination rate

NASA Astrophysics Data System (ADS)

Wang, Zhi-Gang; Gao, Rui-Mei; Fan, Xiao-Ming; Han, Qi-Xing

2014-09-01

We discuss in this paper a deterministic multi-group MSIR epidemic model with a vaccination rate, the basic reproduction number ℛ0, a key parameter in epidemiology, is a threshold which determines the persistence or extinction of the disease. By using Lyapunov function techniques, we show if ℛ0 is greater than 1 and the deterministic model obeys some conditions, then the disease will prevail, the infective persists and the endemic state is asymptotically stable in a feasible region. If ℛ0 is less than or equal to 1, then the infective disappear so the disease dies out. In addition, stochastic noises around the endemic equilibrium will be added to the deterministic MSIR model in order that the deterministic model is extended to a system of stochastic ordinary differential equations. In the stochastic version, we carry out a detailed analysis on the asymptotic behavior of the stochastic model. In addition, regarding the value of ℛ0, when the stochastic system obeys some conditions and ℛ0 is greater than 1, we deduce the stochastic system is stochastically asymptotically stable. Finally, the deterministic and stochastic model dynamics are illustrated through computer simulations.

Advanced Targeting Cost Function Design for Evolutionary Optimization of Control of Logistic Equation

NASA Astrophysics Data System (ADS)

Senkerik, Roman; Zelinka, Ivan; Davendra, Donald; Oplatkova, Zuzana

2010-06-01

This research deals with the optimization of the control of chaos by means of evolutionary algorithms. This work is aimed on an explanation of how to use evolutionary algorithms (EAs) and how to properly define the advanced targeting cost function (CF) securing very fast and precise stabilization of desired state for any initial conditions. As a model of deterministic chaotic system, the one dimensional Logistic equation was used. The evolutionary algorithm Self-Organizing Migrating Algorithm (SOMA) was used in four versions. For each version, repeated simulations were conducted to outline the effectiveness and robustness of used method and targeting CF.

Intelligent Support System of Steel Technical Preparation in an Arc Furnace: Functional Scheme of Interactive Builder of the Multi Objective Optimization Problem

NASA Astrophysics Data System (ADS)

Logunova, O. S.; Sibileva, N. S.

2017-12-01

The purpose of the study is to increase the efficiency of the steelmaking process in large capacity arc furnace on the basis of implementation a new decision-making system about the composition of charge materials. The authors proposed an interactive builder for the formation of the optimization problem, taking into account the requirements of the customer, normative documents and stocks of charge materials in the warehouse. To implement the interactive builder, the sets of deterministic and stochastic model components are developed, as well as a list of preferences of criteria and constraints.

Markovian Search Games in Heterogeneous Spaces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Griffin, Christopher H

2009-01-01

We consider how to search for a mobile evader in a large heterogeneous region when sensors are used for detection. Sensors are modeled using probability of detection. Due to environmental effects, this probability will not be constant over the entire region. We map this problem to a graph search problem and, even though deterministic graph search is NP-complete, we derive a tractable, optimal, probabilistic search strategy. We do this by defining the problem as a differential game played on a Markov chain. We prove that this strategy is optimal in the sense of Nash. Simulations of an example problem illustratemore » our approach and verify our claims.« less

Inferring Fitness Effects from Time-Resolved Sequence Data with a Delay-Deterministic Model

PubMed Central

Nené, Nuno R.; Dunham, Alistair S.; Illingworth, Christopher J. R.

2018-01-01

A common challenge arising from the observation of an evolutionary system over time is to infer the magnitude of selection acting upon a specific genetic variant, or variants, within the population. The inference of selection may be confounded by the effects of genetic drift in a system, leading to the development of inference procedures to account for these effects. However, recent work has suggested that deterministic models of evolution may be effective in capturing the effects of selection even under complex models of demography, suggesting the more general application of deterministic approaches to inference. Responding to this literature, we here note a case in which a deterministic model of evolution may give highly misleading inferences, resulting from the nondeterministic properties of mutation in a finite population. We propose an alternative approach that acts to correct for this error, and which we denote the delay-deterministic model. Applying our model to a simple evolutionary system, we demonstrate its performance in quantifying the extent of selection acting within that system. We further consider the application of our model to sequence data from an evolutionary experiment. We outline scenarios in which our model may produce improved results for the inference of selection, noting that such situations can be easily identified via the use of a regular deterministic model. PMID:29500183

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

USGS Publications Warehouse

Guymon, Gary L.; Yen, Chung-Cheng

1990-01-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

An efficient deterministic-probabilistic approach to modeling regional groundwater flow: 2. Application to Owens Valley, California

NASA Astrophysics Data System (ADS)

Guymon, Gary L.; Yen, Chung-Cheng

1990-07-01

The applicability of a deterministic-probabilistic model for predicting water tables in southern Owens Valley, California, is evaluated. The model is based on a two-layer deterministic model that is cascaded with a two-point probability model. To reduce the potentially large number of uncertain variables in the deterministic model, lumping of uncertain variables was evaluated by sensitivity analysis to reduce the total number of uncertain variables to three variables: hydraulic conductivity, storage coefficient or specific yield, and source-sink function. Results demonstrate that lumping of uncertain parameters reduces computational effort while providing sufficient precision for the case studied. Simulated spatial coefficients of variation for water table temporal position in most of the basin is small, which suggests that deterministic models can predict water tables in these areas with good precision. However, in several important areas where pumping occurs or the geology is complex, the simulated spatial coefficients of variation are over estimated by the two-point probability method.

Probabilistic framework for product design optimization and risk management

NASA Astrophysics Data System (ADS)

Keski-Rahkonen, J. K.

2018-05-01

Probabilistic methods have gradually gained ground within engineering practices but currently it is still the industry standard to use deterministic safety margin approaches to dimensioning components and qualitative methods to manage product risks. These methods are suitable for baseline design work but quantitative risk management and product reliability optimization require more advanced predictive approaches. Ample research has been published on how to predict failure probabilities for mechanical components and furthermore to optimize reliability through life cycle cost analysis. This paper reviews the literature for existing methods and tries to harness their best features and simplify the process to be applicable in practical engineering work. Recommended process applies Monte Carlo method on top of load-resistance models to estimate failure probabilities. Furthermore, it adds on existing literature by introducing a practical framework to use probabilistic models in quantitative risk management and product life cycle costs optimization. The main focus is on mechanical failure modes due to the well-developed methods used to predict these types of failures. However, the same framework can be applied on any type of failure mode as long as predictive models can be developed.

Computation of a Canadian SCWR unit cell with deterministic and Monte Carlo codes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harrisson, G.; Marleau, G.

2012-07-01

The Canadian SCWR has the potential to achieve the goals that the generation IV nuclear reactors must meet. As part of the optimization process for this design concept, lattice cell calculations are routinely performed using deterministic codes. In this study, the first step (self-shielding treatment) of the computation scheme developed with the deterministic code DRAGON for the Canadian SCWR has been validated. Some options available in the module responsible for the resonance self-shielding calculation in DRAGON 3.06 and different microscopic cross section libraries based on the ENDF/B-VII.0 evaluated nuclear data file have been tested and compared to a reference calculationmore » performed with the Monte Carlo code SERPENT under the same conditions. Compared to SERPENT, DRAGON underestimates the infinite multiplication factor in all cases. In general, the original Stammler model with the Livolant-Jeanpierre approximations are the most appropriate self-shielding options to use in this case of study. In addition, the 89 groups WIMS-AECL library for slight enriched uranium and the 172 groups WLUP library for a mixture of plutonium and thorium give the most consistent results with those of SERPENT. (authors)« less

Mathematical programming models for the economic design and assessment of wind energy conversion systems

NASA Astrophysics Data System (ADS)

Reinert, K. A.

The use of linear decision rules (LDR) and chance constrained programming (CCP) to optimize the performance of wind energy conversion clusters coupled to storage systems is described. Storage is modelled by LDR and output by CCP. The linear allocation rule and linear release rule prescribe the size and optimize a storage facility with a bypass. Chance constraints are introduced to explicitly treat reliability in terms of an appropriate value from an inverse cumulative distribution function. Details of deterministic programming structure and a sample problem involving a 500 kW and a 1.5 MW WECS are provided, considering an installed cost of $1/kW. Four demand patterns and three levels of reliability are analyzed for optimizing the generator choice and the storage configuration for base load and peak operating conditions. Deficiencies in ability to predict reliability and to account for serial correlations are noted in the model, which is concluded useful for narrowing WECS design options.

Fluidic Energy Harvester Optimization in Grid Turbulence

NASA Astrophysics Data System (ADS)

Danesh-Yazdi, Amir; Elvin, Niell; Andreopoulos, Yiannis

2017-11-01

Even though it is omnipresent in nature, there has not been a great deal of research in the literature involving turbulence as an energy source for piezoelectric fluidic harvesters. In the present work, a grid-generated turbulence forcing function model which we derived previously is employed in the single degree-of-freedom electromechanical equations to find the power output and tip displacement of piezoelectric cantilever beams. Additionally, we utilize simplified, deterministic models of the turbulence forcing function to obtain closed-form expressions for the power output. These theoretical models are studied using experiments that involve separately placing a hot-wire anemometer probe and a short PVDF beam in flows where turbulence is generated by means of passive and semi-passive grids. From a parametric study on the deterministic models, we show that the white noise forcing function best mimics the experimental data. Furthermore, our parametric study of the response spectrum of a generic fluidic harvester in grid-generated turbulent flow shows that optimum power output is attained for beams placed closer to the grid with a low natural frequency and damping ratio and a large electromechanical coupling coefficient. NSF Grant No. CBET 1033117.

Expansion or extinction: deterministic and stochastic two-patch models with Allee effects.

PubMed

Kang, Yun; Lanchier, Nicolas

2011-06-01

We investigate the impact of Allee effect and dispersal on the long-term evolution of a population in a patchy environment. Our main focus is on whether a population already established in one patch either successfully invades an adjacent empty patch or undergoes a global extinction. Our study is based on the combination of analytical and numerical results for both a deterministic two-patch model and a stochastic counterpart. The deterministic model has either two, three or four attractors. The existence of a regime with exactly three attractors only appears when patches have distinct Allee thresholds. In the presence of weak dispersal, the analysis of the deterministic model shows that a high-density and a low-density populations can coexist at equilibrium in nearby patches, whereas the analysis of the stochastic model indicates that this equilibrium is metastable, thus leading after a large random time to either a global expansion or a global extinction. Up to some critical dispersal, increasing the intensity of the interactions leads to an increase of both the basin of attraction of the global extinction and the basin of attraction of the global expansion. Above this threshold, for both the deterministic and the stochastic models, the patches tend to synchronize as the intensity of the dispersal increases. This results in either a global expansion or a global extinction. For the deterministic model, there are only two attractors, while the stochastic model no longer exhibits a metastable behavior. In the presence of strong dispersal, the limiting behavior is entirely determined by the value of the Allee thresholds as the global population size in the deterministic and the stochastic models evolves as dictated by their single-patch counterparts. For all values of the dispersal parameter, Allee effects promote global extinction in terms of an expansion of the basin of attraction of the extinction equilibrium for the deterministic model and an increase of the probability of extinction for the stochastic model.

Learning Efficient Sparse and Low Rank Models.

PubMed

Sprechmann, P; Bronstein, A M; Sapiro, G

2015-09-01

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an objective function with parsimony-promoting terms. The inherently sequential structure and data-dependent complexity and latency of iterative optimization constitute a major limitation in many applications requiring real-time performance or involving large-scale data. Another limitation encountered by these modeling techniques is the difficulty of their inclusion in discriminative learning scenarios. In this work, we propose to move the emphasis from the model to the pursuit algorithm, and develop a process-centric view of parsimonious modeling, in which a learned deterministic fixed-complexity pursuit process is used in lieu of iterative optimization. We show a principled way to construct learnable pursuit process architectures for structured sparse and robust low rank models, derived from the iteration of proximal descent algorithms. These architectures learn to approximate the exact parsimonious representation at a fraction of the complexity of the standard optimization methods. We also show that appropriate training regimes allow to naturally extend parsimonious models to discriminative settings. State-of-the-art results are demonstrated on several challenging problems in image and audio processing with several orders of magnitude speed-up compared to the exact optimization algorithms.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

Modeling the Combined Effects of Deterministic and Statistical Structure for Optimization of Regional Monitoring

DTIC Science & Technology

2015-06-30

Aberdeen Ave SE AIR FORCE MATERIEL COMMAND KIRTLAND AIR FORCE BASE, NM 87117-5776 DTIC COPY NOTICE AND SIGNATURE PAGE Using Government drawings...or corporation; or convey any rights or permission to manufacture, use , or sell any patented invention that may relate to them. This report was...synthesizing seismograms using a radiative transport technique to predict the high frequency coda (2 to 4 Hz) of regional seismic phases at stations

Stochastic integrated assessment of climate tipping points indicates the need for strict climate policy

NASA Astrophysics Data System (ADS)

Lontzek, Thomas S.; Cai, Yongyang; Judd, Kenneth L.; Lenton, Timothy M.

2015-05-01

Perhaps the most `dangerous’ aspect of future climate change is the possibility that human activities will push parts of the climate system past tipping points, leading to irreversible impacts. The likelihood of such large-scale singular events is expected to increase with global warming, but is fundamentally uncertain. A key question is how should the uncertainty surrounding tipping events affect climate policy? We address this using a stochastic integrated assessment model, based on the widely used deterministic DICE model. The temperature-dependent likelihood of tipping is calibrated using expert opinions, which we find to be internally consistent. The irreversible impacts of tipping events are assumed to accumulate steadily over time (rather than instantaneously), consistent with scientific understanding. Even with conservative assumptions about the rate and impacts of a stochastic tipping event, today’s optimal carbon tax is increased by ~50%. For a plausibly rapid, high-impact tipping event, today’s optimal carbon tax is increased by >200%. The additional carbon tax to delay climate tipping grows at only about half the rate of the baseline carbon tax. This implies that the effective discount rate for the costs of stochastic climate tipping is much lower than the discount rate for deterministic climate damages. Our results support recent suggestions that the costs of carbon emission used to inform policy are being underestimated, and that uncertain future climate damages should be discounted at a low rate.

Extreme current fluctuations in lattice gases: Beyond nonequilibrium steady states

NASA Astrophysics Data System (ADS)

Meerson, Baruch; Sasorov, Pavel V.

2014-01-01

We use the macroscopic fluctuation theory (MFT) to study large current fluctuations in nonstationary diffusive lattice gases. We identify two universality classes of these fluctuations, which we call elliptic and hyperbolic. They emerge in the limit when the deterministic mass flux is small compared to the mass flux due to the shot noise. The two classes are determined by the sign of compressibility of effective fluid, obtained by mapping the MFT into an inviscid hydrodynamics. An example of the elliptic class is the symmetric simple exclusion process, where, for some initial conditions, we can solve the effective hydrodynamics exactly. This leads to a super-Gaussian extreme current statistics conjectured by Derrida and Gerschenfeld [J. Stat. Phys. 137, 978 (2009), 10.1007/s10955-009-9830-1] and yields the optimal path of the system. For models of the hyperbolic class, the deterministic mass flux cannot be neglected, leading to a different extreme current statistics.

Probabilistic dose-response modeling: case study using dichloromethane PBPK model results.

PubMed

Marino, Dale J; Starr, Thomas B

2007-12-01

A revised assessment of dichloromethane (DCM) has recently been reported that examines the influence of human genetic polymorphisms on cancer risks using deterministic PBPK and dose-response modeling in the mouse combined with probabilistic PBPK modeling in humans. This assessment utilized Bayesian techniques to optimize kinetic variables in mice and humans with mean values from posterior distributions used in the deterministic modeling in the mouse. To supplement this research, a case study was undertaken to examine the potential impact of probabilistic rather than deterministic PBPK and dose-response modeling in mice on subsequent unit risk factor (URF) determinations. Four separate PBPK cases were examined based on the exposure regimen of the NTP DCM bioassay. These were (a) Same Mouse (single draw of all PBPK inputs for both treatment groups); (b) Correlated BW-Same Inputs (single draw of all PBPK inputs for both treatment groups except for bodyweights (BWs), which were entered as correlated variables); (c) Correlated BW-Different Inputs (separate draws of all PBPK inputs for both treatment groups except that BWs were entered as correlated variables); and (d) Different Mouse (separate draws of all PBPK inputs for both treatment groups). Monte Carlo PBPK inputs reflect posterior distributions from Bayesian calibration in the mouse that had been previously reported. A minimum of 12,500 PBPK iterations were undertaken, in which dose metrics, i.e., mg DCM metabolized by the GST pathway/L tissue/day for lung and liver were determined. For dose-response modeling, these metrics were combined with NTP tumor incidence data that were randomly selected from binomial distributions. Resultant potency factors (0.1/ED(10)) were coupled with probabilistic PBPK modeling in humans that incorporated genetic polymorphisms to derive URFs. Results show that there was relatively little difference, i.e., <10% in central tendency and upper percentile URFs, regardless of the case evaluated. Independent draws of PBPK inputs resulted in the slightly higher URFs. Results were also comparable to corresponding values from the previously reported deterministic mouse PBPK and dose-response modeling approach that used LED(10)s to derive potency factors. This finding indicated that the adjustment from ED(10) to LED(10) in the deterministic approach for DCM compensated for variability resulting from probabilistic PBPK and dose-response modeling in the mouse. Finally, results show a similar degree of variability in DCM risk estimates from a number of different sources including the current effort even though these estimates were developed using very different techniques. Given the variety of different approaches involved, 95th percentile-to-mean risk estimate ratios of 2.1-4.1 represent reasonable bounds on variability estimates regarding probabilistic assessments of DCM.

Petroleum refinery operational planning using robust optimization

NASA Astrophysics Data System (ADS)

Leiras, A.; Hamacher, S.; Elkamel, A.

2010-12-01

In this article, the robust optimization methodology is applied to deal with uncertainties in the prices of saleable products, operating costs, product demand, and product yield in the context of refinery operational planning. A numerical study demonstrates the effectiveness of the proposed robust approach. The benefits of incorporating uncertainty in the different model parameters were evaluated in terms of the cost of ignoring uncertainty in the problem. The calculations suggest that this benefit is equivalent to 7.47% of the deterministic solution value, which indicates that the robust model may offer advantages to those involved with refinery operational planning. In addition, the probability bounds of constraint violation are calculated to help the decision-maker adopt a more appropriate parameter to control robustness and judge the tradeoff between conservatism and total profit.

Inferring Fitness Effects from Time-Resolved Sequence Data with a Delay-Deterministic Model.

PubMed

Nené, Nuno R; Dunham, Alistair S; Illingworth, Christopher J R

2018-05-01

A common challenge arising from the observation of an evolutionary system over time is to infer the magnitude of selection acting upon a specific genetic variant, or variants, within the population. The inference of selection may be confounded by the effects of genetic drift in a system, leading to the development of inference procedures to account for these effects. However, recent work has suggested that deterministic models of evolution may be effective in capturing the effects of selection even under complex models of demography, suggesting the more general application of deterministic approaches to inference. Responding to this literature, we here note a case in which a deterministic model of evolution may give highly misleading inferences, resulting from the nondeterministic properties of mutation in a finite population. We propose an alternative approach that acts to correct for this error, and which we denote the delay-deterministic model. Applying our model to a simple evolutionary system, we demonstrate its performance in quantifying the extent of selection acting within that system. We further consider the application of our model to sequence data from an evolutionary experiment. We outline scenarios in which our model may produce improved results for the inference of selection, noting that such situations can be easily identified via the use of a regular deterministic model. Copyright © 2018 Nené et al.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

Stochastic Petri Net extension of a yeast cell cycle model.

PubMed

Mura, Ivan; Csikász-Nagy, Attila

2008-10-21

This paper presents the definition, solution and validation of a stochastic model of the budding yeast cell cycle, based on Stochastic Petri Nets (SPN). A specific family of SPNs is selected for building a stochastic version of a well-established deterministic model. We describe the procedure followed in defining the SPN model from the deterministic ODE model, a procedure that can be largely automated. The validation of the SPN model is conducted with respect to both the results provided by the deterministic one and the experimental results available from literature. The SPN model catches the behavior of the wild type budding yeast cells and a variety of mutants. We show that the stochastic model matches some characteristics of budding yeast cells that cannot be found with the deterministic model. The SPN model fine-tunes the simulation results, enriching the breadth and the quality of its outcome.

Disentangling Mechanisms That Mediate the Balance Between Stochastic and Deterministic Processes in Microbial Succession

DOE PAGES

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan D.; ...

2015-03-17

Despite growing recognition that deterministic and stochastic factors simultaneously influence bacterial communities, little is known about mechanisms shifting their relative importance. To better understand underlying mechanisms, we developed a conceptual model linking ecosystem development during primary succession to shifts in the stochastic/deterministic balance. To evaluate the conceptual model we coupled spatiotemporal data on soil bacterial communities with environmental conditions spanning 105 years of salt marsh development. At the local scale there was a progression from stochasticity to determinism due to Na accumulation with increasing ecosystem age, supporting a main element of the conceptual model. At the regional-scale, soil organic mattermore » (SOM) governed the relative influence of stochasticity and the type of deterministic ecological selection, suggesting scale-dependency in how deterministic ecological selection is imposed. Analysis of a new ecological simulation model supported these conceptual inferences. Looking forward, we propose an extended conceptual model that integrates primary and secondary succession in microbial systems.« less

The electrochemistry of carbon steel in simulated concrete pore water in boom clay repository environments

NASA Astrophysics Data System (ADS)

MacDonald, D. D.; Saleh, A.; Lee, S. K.; Azizi, O.; Rosas-Camacho, O.; Al-Marzooqi, A.; Taylor, M.

2011-04-01

The prediction of corrosion damage of canisters to experimentally inaccessible times is vitally important in assessing various concepts for the disposal of High Level Nuclear Waste. Such prediction can only be made using deterministic models, whose predictions are constrained by the time-invariant natural laws. In this paper, we describe the measurement of experimental electrochemical data that will allow the prediction of damage to the carbon steel overpack of the super container in Belgium's proposed Boom Clay repository by using the Point Defect Model (PDM). PDM parameter values are obtained by optimizing the model on experimental, wide-band electrochemical impedance spectroscopy data.

Optimum spaceborne computer system design by simulation

NASA Technical Reports Server (NTRS)

Williams, T.; Weatherbee, J. E.; Taylor, D. S.

1972-01-01

A deterministic digital simulation model is described which models the Automatically Reconfigurable Modular Multiprocessor System (ARMMS), a candidate computer system for future manned and unmanned space missions. Use of the model as a tool in configuring a minimum computer system for a typical mission is demonstrated. The configuration which is developed as a result of studies with the simulator is optimal with respect to the efficient use of computer system resources, i.e., the configuration derived is a minimal one. Other considerations such as increased reliability through the use of standby spares would be taken into account in the definition of a practical system for a given mission.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

Price sensitive demand with random sales price - a newsboy problem

NASA Astrophysics Data System (ADS)

Sankar Sana, Shib

2012-03-01

Up to now, many newsboy problems have been considered in the stochastic inventory literature. Some assume that stochastic demand is independent of selling price (p) and others consider the demand as a function of stochastic shock factor and deterministic sales price. This article introduces a price-dependent demand with stochastic selling price into the classical Newsboy problem. The proposed model analyses the expected average profit for a general distribution function of p and obtains an optimal order size. Finally, the model is discussed for various appropriate distribution functions of p and illustrated with numerical examples.

Modeling Physarum space exploration using memristors

NASA Astrophysics Data System (ADS)

Ntinas, V.; Vourkas, I.; Sirakoulis, G. Ch; Adamatzky, A. I.

2017-05-01

Slime mold Physarum polycephalum optimizes its foraging behaviour by minimizing the distances between the sources of nutrients it spans. When two sources of nutrients are present, the slime mold connects the sources, with its protoplasmic tubes, along the shortest path. We present a two-dimensional mesh grid memristor based model as an approach to emulate Physarum’s foraging strategy, which includes space exploration and reinforcement of the optimally formed interconnection network in the presence of multiple aliment sources. The proposed algorithmic approach utilizes memristors and LC contours and is tested in two of the most popular computational challenges for Physarum, namely maze and transportation networks. Furthermore, the presented model is enriched with the notion of noise presence, which positively contributes to a collective behavior and enables us to move from deterministic to robust results. Consequently, the corresponding simulation results manage to reproduce, in a much better qualitative way, the expected transportation networks.

Efficient Robust Optimization of Metal Forming Processes using a Sequential Metamodel Based Strategy

NASA Astrophysics Data System (ADS)

Wiebenga, J. H.; Klaseboer, G.; van den Boogaard, A. H.

2011-08-01

The coupling of Finite Element (FE) simulations to mathematical optimization techniques has contributed significantly to product improvements and cost reductions in the metal forming industries. The next challenge is to bridge the gap between deterministic optimization techniques and the industrial need for robustness. This paper introduces a new and generally applicable structured methodology for modeling and solving robust optimization problems. Stochastic design variables or noise variables are taken into account explicitly in the optimization procedure. The metamodel-based strategy is combined with a sequential improvement algorithm to efficiently increase the accuracy of the objective function prediction. This is only done at regions of interest containing the optimal robust design. Application of the methodology to an industrial V-bending process resulted in valuable process insights and an improved robust process design. Moreover, a significant improvement of the robustness (>2σ) was obtained by minimizing the deteriorating effects of several noise variables. The robust optimization results demonstrate the general applicability of the robust optimization strategy and underline the importance of including uncertainty and robustness explicitly in the numerical optimization procedure.

Study on Material Parameters Identification of Brain Tissue Considering Uncertainty of Friction Coefficient

NASA Astrophysics Data System (ADS)

Guan, Fengjiao; Zhang, Guanjun; Liu, Jie; Wang, Shujing; Luo, Xu; Zhu, Feng

2017-10-01

Accurate material parameters are critical to construct the high biofidelity finite element (FE) models. However, it is hard to obtain the brain tissue parameters accurately because of the effects of irregular geometry and uncertain boundary conditions. Considering the complexity of material test and the uncertainty of friction coefficient, a computational inverse method for viscoelastic material parameters identification of brain tissue is presented based on the interval analysis method. Firstly, the intervals are used to quantify the friction coefficient in the boundary condition. And then the inverse problem of material parameters identification under uncertain friction coefficient is transformed into two types of deterministic inverse problem. Finally the intelligent optimization algorithm is used to solve the two types of deterministic inverse problems quickly and accurately, and the range of material parameters can be easily acquired with no need of a variety of samples. The efficiency and convergence of this method are demonstrated by the material parameters identification of thalamus. The proposed method provides a potential effective tool for building high biofidelity human finite element model in the study of traffic accident injury.

Effect of dilution in asymmetric recurrent neural networks.

PubMed

Folli, Viola; Gosti, Giorgio; Leonetti, Marco; Ruocco, Giancarlo

2018-04-16

We study with numerical simulation the possible limit behaviors of synchronous discrete-time deterministic recurrent neural networks composed of N binary neurons as a function of a network's level of dilution and asymmetry. The network dilution measures the fraction of neuron couples that are connected, and the network asymmetry measures to what extent the underlying connectivity matrix is asymmetric. For each given neural network, we study the dynamical evolution of all the different initial conditions, thus characterizing the full dynamical landscape without imposing any learning rule. Because of the deterministic dynamics, each trajectory converges to an attractor, that can be either a fixed point or a limit cycle. These attractors form the set of all the possible limit behaviors of the neural network. For each network we then determine the convergence times, the limit cycles' length, the number of attractors, and the sizes of the attractors' basin. We show that there are two network structures that maximize the number of possible limit behaviors. The first optimal network structure is fully-connected and symmetric. On the contrary, the second optimal network structure is highly sparse and asymmetric. The latter optimal is similar to what observed in different biological neuronal circuits. These observations lead us to hypothesize that independently from any given learning model, an efficient and effective biologic network that stores a number of limit behaviors close to its maximum capacity tends to develop a connectivity structure similar to one of the optimal networks we found. Copyright © 2018 The Author(s). Published by Elsevier Ltd.. All rights reserved.

Greek classicism in living structure? Some deductive pathways in animal morphology.

PubMed

Zweers, G A

1985-01-01

Classical temples in ancient Greece show two deterministic illusionistic principles of architecture, which govern their functional design: geometric proportionalism and a set of illusion-strengthening rules in the proportionalism's "stochastic margin". Animal morphology, in its mechanistic-deductive revival, applies just one architectural principle, which is not always satisfactory. Whether a "Greek Classical" situation occurs in the architecture of living structure is to be investigated by extreme testing with deductive methods. Three deductive methods for explanation of living structure in animal morphology are proposed: the parts, the compromise, and the transformation deduction. The methods are based upon the systems concept for an organism, the flow chart for a functionalistic picture, and the network chart for a structuralistic picture, whereas the "optimal design" serves as the architectural principle for living structure. These methods show clearly the high explanatory power of deductive methods in morphology, but they also make one open end most explicit: neutral issues do exist. Full explanation of living structure asks for three entries: functional design within architectural and transformational constraints. The transformational constraint brings necessarily in a stochastic component: an at random variation being a sort of "free management space". This variation must be a variation from the deterministic principle of the optimal design, since any transformation requires space for plasticity in structure and action, and flexibility in role fulfilling. Nevertheless, finally the question comes up whether for animal structure a similar situation exists as in Greek Classical temples. This means that the at random variation, that is found when the optimal design is used to explain structure, comprises apart from a stochastic part also real deviations being yet another deterministic part. This deterministic part could be a set of rules that governs actualization in the "free management space".

Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices

PubMed Central

Monajemi, Hatef; Jafarpour, Sina; Gavish, Matan; Donoho, David L.; Ambikasaran, Sivaram; Bacallado, Sergio; Bharadia, Dinesh; Chen, Yuxin; Choi, Young; Chowdhury, Mainak; Chowdhury, Soham; Damle, Anil; Fithian, Will; Goetz, Georges; Grosenick, Logan; Gross, Sam; Hills, Gage; Hornstein, Michael; Lakkam, Milinda; Lee, Jason; Li, Jian; Liu, Linxi; Sing-Long, Carlos; Marx, Mike; Mittal, Akshay; Monajemi, Hatef; No, Albert; Omrani, Reza; Pekelis, Leonid; Qin, Junjie; Raines, Kevin; Ryu, Ernest; Saxe, Andrew; Shi, Dai; Siilats, Keith; Strauss, David; Tang, Gary; Wang, Chaojun; Zhou, Zoey; Zhu, Zhen

2013-01-01

In compressed sensing, one takes samples of an N-dimensional vector using an matrix A, obtaining undersampled measurements . For random matrices with independent standard Gaussian entries, it is known that, when is k-sparse, there is a precisely determined phase transition: for a certain region in the (,)-phase diagram, convex optimization typically finds the sparsest solution, whereas outside that region, it typically fails. It has been shown empirically that the same property—with the same phase transition location—holds for a wide range of non-Gaussian random matrix ensembles. We report extensive experiments showing that the Gaussian phase transition also describes numerous deterministic matrices, including Spikes and Sines, Spikes and Noiselets, Paley Frames, Delsarte-Goethals Frames, Chirp Sensing Matrices, and Grassmannian Frames. Namely, for each of these deterministic matrices in turn, for a typical k-sparse object, we observe that convex optimization is successful over a region of the phase diagram that coincides with the region known for Gaussian random matrices. Our experiments considered coefficients constrained to for four different sets , and the results establish our finding for each of the four associated phase transitions. PMID:23277588

A class of stochastic optimization problems with one quadratic & several linear objective functions and extended portfolio selection model

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Li, Jun

2002-09-01

In this paper a class of stochastic multiple-objective programming problems with one quadratic, several linear objective functions and linear constraints has been introduced. The former model is transformed into a deterministic multiple-objective nonlinear programming model by means of the introduction of random variables' expectation. The reference direction approach is used to deal with linear objectives and results in a linear parametric optimization formula with a single linear objective function. This objective function is combined with the quadratic function using the weighted sums. The quadratic problem is transformed into a linear (parametric) complementary problem, the basic formula for the proposed approach. The sufficient and necessary conditions for (properly, weakly) efficient solutions and some construction characteristics of (weakly) efficient solution sets are obtained. An interactive algorithm is proposed based on reference direction and weighted sums. Varying the parameter vector on the right-hand side of the model, the DM can freely search the efficient frontier with the model. An extended portfolio selection model is formed when liquidity is considered as another objective to be optimized besides expectation and risk. The interactive approach is illustrated with a practical example.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Cognitive Diagnostic Analysis Using Hierarchically Structured Skills

ERIC Educational Resources Information Center

Su, Yu-Lan

2013-01-01

This dissertation proposes two modified cognitive diagnostic models (CDMs), the deterministic, inputs, noisy, "and" gate with hierarchy (DINA-H) model and the deterministic, inputs, noisy, "or" gate with hierarchy (DINO-H) model. Both models incorporate the hierarchical structures of the cognitive skills in the model estimation…

Dealing with equality and benefit for water allocation in a lake watershed: A Gini-coefficient based stochastic optimization approach

NASA Astrophysics Data System (ADS)

Dai, C.; Qin, X. S.; Chen, Y.; Guo, H. C.

2018-06-01

A Gini-coefficient based stochastic optimization (GBSO) model was developed by integrating the hydrological model, water balance model, Gini coefficient and chance-constrained programming (CCP) into a general multi-objective optimization modeling framework for supporting water resources allocation at a watershed scale. The framework was advantageous in reflecting the conflicting equity and benefit objectives for water allocation, maintaining the water balance of watershed, and dealing with system uncertainties. GBSO was solved by the non-dominated sorting Genetic Algorithms-II (NSGA-II), after the parameter uncertainties of the hydrological model have been quantified into the probability distribution of runoff as the inputs of CCP model, and the chance constraints were converted to the corresponding deterministic versions. The proposed model was applied to identify the Pareto optimal water allocation schemes in the Lake Dianchi watershed, China. The optimal Pareto-front results reflected the tradeoff between system benefit (αSB) and Gini coefficient (αG) under different significance levels (i.e. q) and different drought scenarios, which reveals the conflicting nature of equity and efficiency in water allocation problems. A lower q generally implies a lower risk of violating the system constraints and a worse drought intensity scenario corresponds to less available water resources, both of which would lead to a decreased system benefit and a less equitable water allocation scheme. Thus, the proposed modeling framework could help obtain the Pareto optimal schemes under complexity and ensure that the proposed water allocation solutions are effective for coping with drought conditions, with a proper tradeoff between system benefit and water allocation equity.

Modified dwell time optimization model and its applications in subaperture polishing.

PubMed

Dong, Zhichao; Cheng, Haobo; Tam, Hon-Yuen

2014-05-20

The optimization of dwell time is an important procedure in deterministic subaperture polishing. We present a modified optimization model of dwell time by iterative and numerical method, assisted by extended surface forms and tool paths for suppressing the edge effect. Compared with discrete convolution and linear equation models, the proposed model has essential compatibility with arbitrary tool paths, multiple tool influence functions (TIFs) in one optimization, and asymmetric TIFs. The emulational fabrication of a Φ200  mm workpiece by the proposed model yields a smooth, continuous, and non-negative dwell time map with a root-mean-square (RMS) convergence rate of 99.6%, and the optimization costs much less time. By the proposed model, influences of TIF size and path interval to convergence rate and polishing time are optimized, respectively, for typical low and middle spatial-frequency errors. Results show that (1) the TIF size is nonlinear inversely proportional to convergence rate and polishing time. A TIF size of ~1/7 workpiece size is preferred; (2) the polishing time is less sensitive to path interval, but increasing the interval markedly reduces the convergence rate. A path interval of ~1/8-1/10 of the TIF size is deemed to be appropriate. The proposed model is deployed on a JR-1800 and MRF-180 machine. Figuring results of Φ920  mm Zerodur paraboloid and Φ100  mm Zerodur plane by them yield RMS of 0.016λ and 0.013λ (λ=632.8  nm), respectively, and thereby validate the feasibility of proposed dwell time model used for subaperture polishing.

A system methodology for optimization design of the structural crashworthiness of a vehicle subjected to a high-speed frontal crash

NASA Astrophysics Data System (ADS)

Xia, Liang; Liu, Weiguo; Lv, Xiaojiang; Gu, Xianguang

2018-04-01

The structural crashworthiness design of vehicles has become an important research direction to ensure the safety of the occupants. To effectively improve the structural safety of a vehicle in a frontal crash, a system methodology is presented in this study. The surrogate model of Online support vector regression (Online-SVR) is adopted to approximate crashworthiness criteria and different kernel functions are selected to enhance the accuracy of the model. The Online-SVR model is demonstrated to have the advantages of solving highly nonlinear problems and saving training costs, and can effectively be applied for vehicle structural crashworthiness design. By combining the non-dominated sorting genetic algorithm II and Monte Carlo simulation, both deterministic optimization and reliability-based design optimization (RBDO) are conducted. The optimization solutions are further validated by finite element analysis, which shows the effectiveness of the RBDO solution in the structural crashworthiness design process. The results demonstrate the advantages of using RBDO, resulting in not only increased energy absorption and decreased structural weight from a baseline design, but also a significant improvement in the reliability of the design.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

Deterministic methods for multi-control fuel loading optimization

NASA Astrophysics Data System (ADS)

Rahman, Fariz B. Abdul

We have developed a multi-control fuel loading optimization code for pressurized water reactors based on deterministic methods. The objective is to flatten the fuel burnup profile, which maximizes overall energy production. The optimal control problem is formulated using the method of Lagrange multipliers and the direct adjoining approach for treatment of the inequality power peaking constraint. The optimality conditions are derived for a multi-dimensional multi-group optimal control problem via calculus of variations. Due to the Hamiltonian having a linear control, our optimal control problem is solved using the gradient method to minimize the Hamiltonian and a Newton step formulation to obtain the optimal control. We are able to satisfy the power peaking constraint during depletion with the control at beginning of cycle (BOC) by building the proper burnup path forward in time and utilizing the adjoint burnup to propagate the information back to the BOC. Our test results show that we are able to achieve our objective and satisfy the power peaking constraint during depletion using either the fissile enrichment or burnable poison as the control. Our fuel loading designs show an increase of 7.8 equivalent full power days (EFPDs) in cycle length compared with 517.4 EFPDs for the AP600 first cycle.

The influence of the free space environment on the superlight-weight thermal protection system: conception, methods, and risk analysis

NASA Astrophysics Data System (ADS)

Yatsenko, Vitaliy; Falchenko, Iurii; Fedorchuk, Viktor; Petrushynets, Lidiia

2016-07-01

This report focuses on the results of the EU project "Superlight-weight thermal protection system for space application (LIGHT-TPS)". The bottom line is an analysis of influence of the free space environment on the superlight-weight thermal protection system (TPS). This report focuses on new methods that based on the following models: synergetic, physical, and computational. This report concentrates on four approaches. The first concerns the synergetic approach. The synergetic approach to the solution of problems of self-controlled synthesis of structures and creation of self-organizing technologies is considered in connection with the super-problem of creation of materials with new functional properties. Synergetics methods and mathematical design are considered according to actual problems of material science. The second approach describes how the optimization methods can be used to determine material microstructures with optimized or targeted properties. This technique enables one to find unexpected microstructures with exotic behavior (e.g., negative thermal expansion coefficients). The third approach concerns the dynamic probabilistic risk analysis of TPS l elements with complex characterizations for damages using a physical model of TPS system and a predictable level of ionizing radiation and space weather. Focusing is given mainly on the TPS model, mathematical models for dynamic probabilistic risk assessment and software for the modeling and prediction of the influence of the free space environment. The probabilistic risk assessment method for TPS is presented considering some deterministic and stochastic factors. The last approach concerns results of experimental research of the temperature distribution on the surface of the honeycomb sandwich panel size 150 x 150 x 20 mm at the diffusion welding in vacuum are considered. An equipment, which provides alignment of temperature fields in a product for the formation of equal strength of welded joints is considered. Many tasks in computational materials science can be posed as optimization problems. This technique enables one to find unexpected microstructures with exotic behavior (e.g., negative thermal expansion coefficients). The last approach is concerned with the generation of realizations of materials with specified but limited microstructural information: an intriguing inverse problem of both fundamental and practical importance. Computational models based upon the theories of molecular dynamics or quantum mechanics would enable the prediction and modification of fundamental materials properties. This problem is solved using deterministic and stochastic optimization techniques. The main optimization approaches in the frame of the EU project "Superlight-weight thermal protection system for space application" are discussed. Optimization approach to the alloys for obtaining materials with required properties using modeling techniques and experimental data will be also considered. This report is supported by the EU project "Superlight-weight thermal protection system for space application (LIGHT-TPS)"

Directed Bee Colony Optimization Algorithm to Solve the Nurse Rostering Problem.

PubMed

Rajeswari, M; Amudhavel, J; Pothula, Sujatha; Dhavachelvan, P

2017-01-01

The Nurse Rostering Problem is an NP-hard combinatorial optimization, scheduling problem for assigning a set of nurses to shifts per day by considering both hard and soft constraints. A novel metaheuristic technique is required for solving Nurse Rostering Problem (NRP). This work proposes a metaheuristic technique called Directed Bee Colony Optimization Algorithm using the Modified Nelder-Mead Method for solving the NRP. To solve the NRP, the authors used a multiobjective mathematical programming model and proposed a methodology for the adaptation of a Multiobjective Directed Bee Colony Optimization (MODBCO). MODBCO is used successfully for solving the multiobjective problem of optimizing the scheduling problems. This MODBCO is an integration of deterministic local search, multiagent particle system environment, and honey bee decision-making process. The performance of the algorithm is assessed using the standard dataset INRC2010, and it reflects many real-world cases which vary in size and complexity. The experimental analysis uses statistical tools to show the uniqueness of the algorithm on assessment criteria.

Directed Bee Colony Optimization Algorithm to Solve the Nurse Rostering Problem

PubMed Central

Amudhavel, J.; Pothula, Sujatha; Dhavachelvan, P.

2017-01-01

The Nurse Rostering Problem is an NP-hard combinatorial optimization, scheduling problem for assigning a set of nurses to shifts per day by considering both hard and soft constraints. A novel metaheuristic technique is required for solving Nurse Rostering Problem (NRP). This work proposes a metaheuristic technique called Directed Bee Colony Optimization Algorithm using the Modified Nelder-Mead Method for solving the NRP. To solve the NRP, the authors used a multiobjective mathematical programming model and proposed a methodology for the adaptation of a Multiobjective Directed Bee Colony Optimization (MODBCO). MODBCO is used successfully for solving the multiobjective problem of optimizing the scheduling problems. This MODBCO is an integration of deterministic local search, multiagent particle system environment, and honey bee decision-making process. The performance of the algorithm is assessed using the standard dataset INRC2010, and it reflects many real-world cases which vary in size and complexity. The experimental analysis uses statistical tools to show the uniqueness of the algorithm on assessment criteria. PMID:28473849

Minimization for conditional simulation: Relationship to optimal transport

NASA Astrophysics Data System (ADS)

Oliver, Dean S.

2014-05-01

In this paper, we consider the problem of generating independent samples from a conditional distribution when independent samples from the prior distribution are available. Although there are exact methods for sampling from the posterior (e.g. Markov chain Monte Carlo or acceptance/rejection), these methods tend to be computationally demanding when evaluation of the likelihood function is expensive, as it is for most geoscience applications. As an alternative, in this paper we discuss deterministic mappings of variables distributed according to the prior to variables distributed according to the posterior. Although any deterministic mappings might be equally useful, we will focus our discussion on a class of algorithms that obtain implicit mappings by minimization of a cost function that includes measures of data mismatch and model variable mismatch. Algorithms of this type include quasi-linear estimation, randomized maximum likelihood, perturbed observation ensemble Kalman filter, and ensemble of perturbed analyses (4D-Var). When the prior pdf is Gaussian and the observation operators are linear, we show that these minimization-based simulation methods solve an optimal transport problem with a nonstandard cost function. When the observation operators are nonlinear, however, the mapping of variables from the prior to the posterior obtained from those methods is only approximate. Errors arise from neglect of the Jacobian determinant of the transformation and from the possibility of discontinuous mappings.

Evolutionary and ecological consequences of multiscale variation in pollen receipt for seed production.

PubMed

Schreiber, Sebastian J; Rosenheim, Jay A; Williams, Neal W; Harder, Lawrence D

2015-01-01

Variation in resource availability can select for traits that reduce the negative impacts of this variability on mean fitness. Such selection may be particularly potent for seed production in flowering plants, as they often experience variation in pollen receipt among individuals and among flowers within individuals. Using analytically tractable models, we examine the optimal allocations for producing ovules, attracting pollen, and maturing seeds in deterministic and stochastic pollen environments. In deterministic environments, the optimal strategy attracts sufficient pollen to fertilize every ovule and mature every zygote into a seed. Stochastic environments select for allocations proportional to the risk of seed production being limited by zygotes or seed maturation. When producing an ovule is cheap and maturing a seed is expensive, among-plant variation selects for attracting more pollen at the expense of producing fewer ovules and having fewer resources for seed maturation. Despite this increased allocation, such populations are likely to be pollen limited. In contrast, within-plant variation generally selects for an overproduction of ovules and, to a lesser extent, pollen attraction. Such populations are likely to be resource limited and exhibit low seed-to-ovule ratios. These results highlight the importance of multiscale variation in the evolution and ecology of resource allocations.

Stochastic Optimization For Water Resources Allocation

NASA Astrophysics Data System (ADS)

Yamout, G.; Hatfield, K.

2003-12-01

For more than 40 years, water resources allocation problems have been addressed using deterministic mathematical optimization. When data uncertainties exist, these methods could lead to solutions that are sub-optimal or even infeasible. While optimization models have been proposed for water resources decision-making under uncertainty, no attempts have been made to address the uncertainties in water allocation problems in an integrated approach. This paper presents an Integrated Dynamic, Multi-stage, Feedback-controlled, Linear, Stochastic, and Distributed parameter optimization approach to solve a problem of water resources allocation. It attempts to capture (1) the conflict caused by competing objectives, (2) environmental degradation produced by resource consumption, and finally (3) the uncertainty and risk generated by the inherently random nature of state and decision parameters involved in such a problem. A theoretical system is defined throughout its different elements. These elements consisting mainly of water resource components and end-users are described in terms of quantity, quality, and present and future associated risks and uncertainties. Models are identified, modified, and interfaced together to constitute an integrated water allocation optimization framework. This effort is a novel approach to confront the water allocation optimization problem while accounting for uncertainties associated with all its elements; thus resulting in a solution that correctly reflects the physical problem in hand.

Discrete-State Stochastic Models of Calcium-Regulated Calcium Influx and Subspace Dynamics Are Not Well-Approximated by ODEs That Neglect Concentration Fluctuations

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2012-01-01

Cardiac myocyte calcium signaling is often modeled using deterministic ordinary differential equations (ODEs) and mass-action kinetics. However, spatially restricted “domains” associated with calcium influx are small enough (e.g., 10−17 liters) that local signaling may involve 1–100 calcium ions. Is it appropriate to model the dynamics of subspace calcium using deterministic ODEs or, alternatively, do we require stochastic descriptions that account for the fundamentally discrete nature of these local calcium signals? To address this question, we constructed a minimal Markov model of a calcium-regulated calcium channel and associated subspace. We compared the expected value of fluctuating subspace calcium concentration (a result that accounts for the small subspace volume) with the corresponding deterministic model (an approximation that assumes large system size). When subspace calcium did not regulate calcium influx, the deterministic and stochastic descriptions agreed. However, when calcium binding altered channel activity in the model, the continuous deterministic description often deviated significantly from the discrete stochastic model, unless the subspace volume is unrealistically large and/or the kinetics of the calcium binding are sufficiently fast. This principle was also demonstrated using a physiologically realistic model of calmodulin regulation of L-type calcium channels introduced by Yue and coworkers. PMID:23509597

Designer's unified cost model

NASA Technical Reports Server (NTRS)

Freeman, William T.; Ilcewicz, L. B.; Swanson, G. D.; Gutowski, T.

1992-01-01

A conceptual and preliminary designers' cost prediction model has been initiated. The model will provide a technically sound method for evaluating the relative cost of different composite structural designs, fabrication processes, and assembly methods that can be compared to equivalent metallic parts or assemblies. The feasibility of developing cost prediction software in a modular form for interfacing with state of the art preliminary design tools and computer aided design programs is being evaluated. The goal of this task is to establish theoretical cost functions that relate geometric design features to summed material cost and labor content in terms of process mechanics and physics. The output of the designers' present analytical tools will be input for the designers' cost prediction model to provide the designer with a data base and deterministic cost methodology that allows one to trade and synthesize designs with both cost and weight as objective functions for optimization. The approach, goals, plans, and progress is presented for development of COSTADE (Cost Optimization Software for Transport Aircraft Design Evaluation).

Precipitation-runoff modeling system; user's manual

USGS Publications Warehouse

Leavesley, G.H.; Lichty, R.W.; Troutman, B.M.; Saindon, L.G.

1983-01-01

The concepts, structure, theoretical development, and data requirements of the precipitation-runoff modeling system (PRMS) are described. The precipitation-runoff modeling system is a modular-design, deterministic, distributed-parameter modeling system developed to evaluate the impacts of various combinations of precipitation, climate, and land use on streamflow, sediment yields, and general basin hydrology. Basin response to normal and extreme rainfall and snowmelt can be simulated to evaluate changes in water balance relationships, flow regimes, flood peaks and volumes, soil-water relationships, sediment yields, and groundwater recharge. Parameter-optimization and sensitivity analysis capabilites are provided to fit selected model parameters and evaluate their individual and joint effects on model output. The modular design provides a flexible framework for continued model system enhancement and hydrologic modeling research and development. (Author 's abstract)

Optimal control in adaptive optics modeling of nonlinear systems

NASA Astrophysics Data System (ADS)

Herrmann, J.

The problem of using an adaptive optics system to correct for nonlinear effects like thermal blooming is addressed using a model containing nonlinear lenses through which Gaussian beams are propagated. The best correction of this nonlinear system can be formulated as a deterministic open loop optimal control problem. This treatment gives a limit for the best possible correction. Aspects of adaptive control and servo systems are not included at this stage. An attempt is made to determine that control in the transmitter plane which minimizes the time averaged area or maximizes the fluence in the target plane. The standard minimization procedure leads to a two-point-boundary-value problem, which is ill-conditioned in the case. The optimal control problem was solved using an iterative gradient technique. An instantaneous correction is introduced and compared with the optimal correction. The results of the calculations show that for short times or weak nonlinearities the instantaneous correction is close to the optimal correction, but that for long times and strong nonlinearities a large difference develops between the two types of correction. For these cases the steady state correction becomes better than the instantaneous correction and approaches the optimum correction.

Robust Operation of Soft Open Points in Active Distribution Networks with High Penetration of Photovoltaic Integration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ding, Fei; Ji, Haoran; Wang, Chengshan

Distributed generators (DGs) including photovoltaic panels (PVs) have been integrated dramatically in active distribution networks (ADNs). Due to the strong volatility and uncertainty, the high penetration of PV generation immensely exacerbates the conditions of voltage violation in ADNs. However, the emerging flexible interconnection technology based on soft open points (SOPs) provides increased controllability and flexibility to the system operation. For fully exploiting the regulation ability of SOPs to address the problems caused by PV, this paper proposes a robust optimization method to achieve the robust optimal operation of SOPs in ADNs. A two-stage adjustable robust optimization model is built tomore » tackle the uncertainties of PV outputs, in which robust operation strategies of SOPs are generated to eliminate the voltage violations and reduce the power losses of ADNs. A column-and-constraint generation (C&CG) algorithm is developed to solve the proposed robust optimization model, which are formulated as second-order cone program (SOCP) to facilitate the accuracy and computation efficiency. Case studies on the modified IEEE 33-node system and comparisons with the deterministic optimization approach are conducted to verify the effectiveness and robustness of the proposed method.« less

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Y M; Bush, K; Han, B

Purpose: Accurate and fast dose calculation is a prerequisite of precision radiation therapy in modern photon and particle therapy. While Monte Carlo (MC) dose calculation provides high dosimetric accuracy, the drastically increased computational time hinders its routine use. Deterministic dose calculation methods are fast, but problematic in the presence of tissue density inhomogeneity. We leverage the useful features of deterministic methods and MC to develop a hybrid dose calculation platform with autonomous utilization of MC and deterministic calculation depending on the local geometry, for optimal accuracy and speed. Methods: Our platform utilizes a Geant4 based “localized Monte Carlo” (LMC) methodmore » that isolates MC dose calculations only to volumes that have potential for dosimetric inaccuracy. In our approach, additional structures are created encompassing heterogeneous volumes. Deterministic methods calculate dose and energy fluence up to the volume surfaces, where the energy fluence distribution is sampled into discrete histories and transported using MC. Histories exiting the volume are converted back into energy fluence, and transported deterministically. By matching boundary conditions at both interfaces, deterministic dose calculation account for dose perturbations “downstream” of localized heterogeneities. Hybrid dose calculation was performed for water and anthropomorphic phantoms. Results: We achieved <1% agreement between deterministic and MC calculations in the water benchmark for photon and proton beams, and dose differences of 2%–15% could be observed in heterogeneous phantoms. The saving in computational time (a factor ∼4–7 compared to a full Monte Carlo dose calculation) was found to be approximately proportional to the volume of the heterogeneous region. Conclusion: Our hybrid dose calculation approach takes advantage of the computational efficiency of deterministic method and accuracy of MC, providing a practical tool for high performance dose calculation in modern RT. The approach is generalizable to all modalities where heterogeneities play a large role, notably particle therapy.« less

MARKOV: A methodology for the solution of infinite time horizon MARKOV decision processes

USGS Publications Warehouse

Williams, B.K.

1988-01-01

Algorithms are described for determining optimal policies for finite state, finite action, infinite discrete time horizon Markov decision processes. Both value-improvement and policy-improvement techniques are used in the algorithms. Computing procedures are also described. The algorithms are appropriate for processes that are either finite or infinite, deterministic or stochastic, discounted or undiscounted, in any meaningful combination of these features. Computing procedures are described in terms of initial data processing, bound improvements, process reduction, and testing and solution. Application of the methodology is illustrated with an example involving natural resource management. Management implications of certain hypothesized relationships between mallard survival and harvest rates are addressed by applying the optimality procedures to mallard population models.

Faster PET reconstruction with a stochastic primal-dual hybrid gradient method

NASA Astrophysics Data System (ADS)

Ehrhardt, Matthias J.; Markiewicz, Pawel; Chambolle, Antonin; Richtárik, Peter; Schott, Jonathan; Schönlieb, Carola-Bibiane

2017-08-01

Image reconstruction in positron emission tomography (PET) is computationally challenging due to Poisson noise, constraints and potentially non-smooth priors-let alone the sheer size of the problem. An algorithm that can cope well with the first three of the aforementioned challenges is the primal-dual hybrid gradient algorithm (PDHG) studied by Chambolle and Pock in 2011. However, PDHG updates all variables in parallel and is therefore computationally demanding on the large problem sizes encountered with modern PET scanners where the number of dual variables easily exceeds 100 million. In this work, we numerically study the usage of SPDHG-a stochastic extension of PDHG-but is still guaranteed to converge to a solution of the deterministic optimization problem with similar rates as PDHG. Numerical results on a clinical data set show that by introducing randomization into PDHG, similar results as the deterministic algorithm can be achieved using only around 10 % of operator evaluations. Thus, making significant progress towards the feasibility of sophisticated mathematical models in a clinical setting.

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

Hybrid deterministic/stochastic simulation of complex biochemical systems.

PubMed

Lecca, Paola; Bagagiolo, Fabio; Scarpa, Marina

2017-11-21

In a biological cell, cellular functions and the genetic regulatory apparatus are implemented and controlled by complex networks of chemical reactions involving genes, proteins, and enzymes. Accurate computational models are indispensable means for understanding the mechanisms behind the evolution of a complex system, not always explored with wet lab experiments. To serve their purpose, computational models, however, should be able to describe and simulate the complexity of a biological system in many of its aspects. Moreover, it should be implemented by efficient algorithms requiring the shortest possible execution time, to avoid enlarging excessively the time elapsing between data analysis and any subsequent experiment. Besides the features of their topological structure, the complexity of biological networks also refers to their dynamics, that is often non-linear and stiff. The stiffness is due to the presence of molecular species whose abundance fluctuates by many orders of magnitude. A fully stochastic simulation of a stiff system is computationally time-expensive. On the other hand, continuous models are less costly, but they fail to capture the stochastic behaviour of small populations of molecular species. We introduce a new efficient hybrid stochastic-deterministic computational model and the software tool MoBioS (MOlecular Biology Simulator) implementing it. The mathematical model of MoBioS uses continuous differential equations to describe the deterministic reactions and a Gillespie-like algorithm to describe the stochastic ones. Unlike the majority of current hybrid methods, the MoBioS algorithm divides the reactions' set into fast reactions, moderate reactions, and slow reactions and implements a hysteresis switching between the stochastic model and the deterministic model. Fast reactions are approximated as continuous-deterministic processes and modelled by deterministic rate equations. Moderate reactions are those whose reaction waiting time is greater than the fast reaction waiting time but smaller than the slow reaction waiting time. A moderate reaction is approximated as a stochastic (deterministic) process if it was classified as a stochastic (deterministic) process at the time at which it crosses the threshold of low (high) waiting time. A Gillespie First Reaction Method is implemented to select and execute the slow reactions. The performances of MoBios were tested on a typical example of hybrid dynamics: that is the DNA transcription regulation. The simulated dynamic profile of the reagents' abundance and the estimate of the error introduced by the fully deterministic approach were used to evaluate the consistency of the computational model and that of the software tool.

Design optimization and uncertainty quantification for aeromechanics forced response of a turbomachinery blade

NASA Astrophysics Data System (ADS)

Modgil, Girish A.

Gas turbine engines for aerospace applications have evolved dramatically over the last 50 years through the constant pursuit for better specific fuel consumption, higher thrust-to-weight ratio, lower noise and emissions all while maintaining reliability and affordability. An important step in enabling these improvements is a forced response aeromechanics analysis involving structural dynamics and aerodynamics of the turbine. It is well documented that forced response vibration is a very critical problem in aircraft engine design, causing High Cycle Fatigue (HCF). Pushing the envelope on engine design has led to increased forced response problems and subsequently an increased risk of HCF failure. Forced response analysis is used to assess design feasibility of turbine blades for HCF using a material limit boundary set by the Goodman Diagram envelope that combines the effects of steady and vibratory stresses. Forced response analysis is computationally expensive, time consuming and requires multi-domain experts to finalize a result. As a consequence, high-fidelity aeromechanics analysis is performed deterministically and is usually done at the end of the blade design process when it is very costly to make significant changes to geometry or aerodynamic design. To address uncertainties in the system (engine operating point, temperature distribution, mistuning, etc.) and variability in material properties, designers apply conservative safety factors in the traditional deterministic approach, which leads to bulky designs. Moreover, using a deterministic approach does not provide a calculated risk of HCF failure. This thesis describes a process that begins with the optimal aerodynamic design of a turbomachinery blade developed using surrogate models of high-fidelity analyses. The resulting optimal blade undergoes probabilistic evaluation to generate aeromechanics results that provide a calculated likelihood of failure from HCF. An existing Rolls-Royce High Work Single Stage (HWSS) turbine blisk provides a baseline to demonstrate the process. The generalized polynomial chaos (gPC) toolbox which was developed includes sampling methods and constructs polynomial approximations. The toolbox provides not only the means for uncertainty quantification of the final blade design, but also facilitates construction of the surrogate models used for the blade optimization. This paper shows that gPC , with a small number of samples, achieves very fast rates of convergence and high accuracy in describing probability distributions without loss of detail in the tails . First, an optimization problem maximizes stage efficiency using turbine aerodynamic design rules as constraints; the function evaluations for this optimization are surrogate models from detailed 3D steady Computational Fluid Dynamics (CFD) analyses. The resulting optimal shape provides a starting point for the 3D high-fidelity aeromechanics (unsteady CFD and 3D Finite Element Analysis (FEA)) UQ study assuming three uncertain input parameters. This investigation seeks to find the steady and vibratory stresses associated with the first torsion mode for the HWSS turbine blisk near maximum operating speed of the engine. Using gPC to provide uncertainty estimates of the steady and vibratory stresses enables the creation of a Probabilistic Goodman Diagram, which - to the authors' best knowledge - is the first of its kind using high fidelity aeromechanics for turbomachinery blades. The Probabilistic Goodman Diagram enables turbine blade designers to make more informed design decisions and it allows the aeromechanics expert to assess quantitatively the risk associated with HCF for any mode crossing based on high fidelity simulations.

Deterministic models for traffic jams

NASA Astrophysics Data System (ADS)

Nagel, Kai; Herrmann, Hans J.

1993-10-01

We study several deterministic one-dimensional traffic models. For integer positions and velocities we find the typical high and low density phases separated by a simple transition. If positions and velocities are continuous variables the model shows self-organized critically driven by the slowest car.

Automatic design of synthetic gene circuits through mixed integer non-linear programming.

PubMed

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

Stochastic Convection Parameterizations: The Eddy-Diffusivity/Mass-Flux (EDMF) Approach (Invited)

NASA Astrophysics Data System (ADS)

Teixeira, J.

2013-12-01

In this presentation it is argued that moist convection parameterizations need to be stochastic in order to be realistic - even in deterministic atmospheric prediction systems. A new unified convection and boundary layer parameterization (EDMF) that optimally combines the Eddy-Diffusivity (ED) approach for smaller-scale boundary layer mixing with the Mass-Flux (MF) approach for larger-scale plumes is discussed. It is argued that for realistic simulations stochastic methods have to be employed in this new unified EDMF. Positive results from the implementation of the EDMF approach in atmospheric models are presented.

Image-Based Airborne Sensors: A Combined Approach for Spectral Signatures Classification through Deterministic Simulated Annealing

PubMed Central

Guijarro, María; Pajares, Gonzalo; Herrera, P. Javier

2009-01-01

The increasing technology of high-resolution image airborne sensors, including those on board Unmanned Aerial Vehicles, demands automatic solutions for processing, either on-line or off-line, the huge amountds of image data sensed during the flights. The classification of natural spectral signatures in images is one potential application. The actual tendency in classification is oriented towards the combination of simple classifiers. In this paper we propose a combined strategy based on the Deterministic Simulated Annealing (DSA) framework. The simple classifiers used are the well tested supervised parametric Bayesian estimator and the Fuzzy Clustering. The DSA is an optimization approach, which minimizes an energy function. The main contribution of DSA is its ability to avoid local minima during the optimization process thanks to the annealing scheme. It outperforms simple classifiers used for the combination and some combined strategies, including a scheme based on the fuzzy cognitive maps and an optimization approach based on the Hopfield neural network paradigm. PMID:22399989

Stochastic many-body problems in ecology, evolution, neuroscience, and systems biology

NASA Astrophysics Data System (ADS)

Butler, Thomas C.

Using the tools of many-body theory, I analyze problems in four different areas of biology dominated by strong fluctuations: The evolutionary history of the genetic code, spatiotemporal pattern formation in ecology, spatiotemporal pattern formation in neuroscience and the robustness of a model circadian rhythm circuit in systems biology. In the first two research chapters, I demonstrate that the genetic code is extremely optimal (in the sense that it manages the effects of point mutations or mistranslations efficiently), more than an order of magnitude beyond what was previously thought. I further show that the structure of the genetic code implies that early proteins were probably only loosely defined. Both the nature of early proteins and the extreme optimality of the genetic code are interpreted in light of recent theory [1] as evidence that the evolution of the genetic code was driven by evolutionary dynamics that were dominated by horizontal gene transfer. I then explore the optimality of a proposed precursor to the genetic code. The results show that the precursor code has only limited optimality, which is interpreted as evidence that the precursor emerged prior to translation, or else never existed. In the next part of the dissertation, I introduce a many-body formalism for reaction-diffusion systems described at the mesoscopic scale with master equations. I first apply this formalism to spatially-extended predator-prey ecosystems, resulting in the prediction that many-body correlations and fluctuations drive population cycles in time, called quasicycles. Most of these results were previously known, but were derived using the system size expansion [2, 3]. I next apply the analytical techniques developed in the study of quasi-cycles to a simple model of Turing patterns in a predator-prey ecosystem. This analysis shows that fluctuations drive the formation of a new kind of spatiotemporal pattern formation that I name "quasi-patterns." These quasi-patterns exist over a much larger range of physically accessible parameters than the patterns predicted in mean field theory and therefore account for the apparent observations in ecology of patterns in regimes where Turing patterns do not occur. I further show that quasi-patterns have statistical properties that allow them to be distinguished empirically from mean field Turing patterns. I next analyze a model of visual cortex in the brain that has striking similarities to the activator-inhibitor model of ecosystem quasi-pattern formation. Through analysis of the resulting phase diagram, I show that the architecture of the neural network in the visual cortex is configured to make the visual cortex robust to unwanted internally generated spatial structure that interferes with normal visual function. I also predict that some geometric visual hallucinations are quasi-patterns and that the visual cortex supports a new phase of spatially scale invariant behavior present far from criticality. In the final chapter, I explore the effects of fluctuations on cycles in systems biology, specifically the pervasive phenomenon of circadian rhythms. By exploring the behavior of a generic stochastic model of circadian rhythms, I show that the circadian rhythm circuit exploits leaky mRNA production to safeguard the cycle from failure. I also show that this safeguard mechanism is highly robust to changes in the rate of leaky mRNA production. Finally, I explore the failure of the deterministic model in two different contexts, one where the deterministic model predicts cycles where they do not exist, and another context in which cycles are not predicted by the deterministic model.

Wind power application research on the fusion of the determination and ensemble prediction

NASA Astrophysics Data System (ADS)

Lan, Shi; Lina, Xu; Yuzhu, Hao

2017-07-01

The fused product of wind speed for the wind farm is designed through the use of wind speed products of ensemble prediction from the European Centre for Medium-Range Weather Forecasts (ECMWF) and professional numerical model products on wind power based on Mesoscale Model5 (MM5) and Beijing Rapid Update Cycle (BJ-RUC), which are suitable for short-term wind power forecasting and electric dispatch. The single-valued forecast is formed by calculating the different ensemble statistics of the Bayesian probabilistic forecasting representing the uncertainty of ECMWF ensemble prediction. Using autoregressive integrated moving average (ARIMA) model to improve the time resolution of the single-valued forecast, and based on the Bayesian model averaging (BMA) and the deterministic numerical model prediction, the optimal wind speed forecasting curve and the confidence interval are provided. The result shows that the fusion forecast has made obvious improvement to the accuracy relative to the existing numerical forecasting products. Compared with the 0-24 h existing deterministic forecast in the validation period, the mean absolute error (MAE) is decreased by 24.3 % and the correlation coefficient (R) is increased by 12.5 %. In comparison with the ECMWF ensemble forecast, the MAE is reduced by 11.7 %, and R is increased 14.5 %. Additionally, MAE did not increase with the prolongation of the forecast ahead.

Creating single-copy genetic circuits

PubMed Central

Lee, Jeong Wook; Gyorgy, Andras; Cameron, D. Ewen; Pyenson, Nora; Choi, Kyeong Rok; Way, Jeffrey C.; Silver, Pamela A.; Del Vecchio, Domitilla; Collins, James J.

2017-01-01

SUMMARY Synthetic biology is increasingly used to develop sophisticated living devices for basic and applied research. Many of these genetic devices are engineered using multi-copy plasmids, but as the field progresses from proof-of-principle demonstrations to practical applications, it is important to develop single-copy synthetic modules that minimize consumption of cellular resources and can be stably maintained as genomic integrants. Here we use empirical design, mathematical modeling and iterative construction and testing to build single-copy, bistable toggle switches with improved performance and reduced metabolic load that can be stably integrated into the host genome. Deterministic and stochastic models led us to focus on basal transcription to optimize circuit performance and helped to explain the resulting circuit robustness across a large range of component expression levels. The design parameters developed here provide important guidance for future efforts to convert functional multi-copy gene circuits into optimized single-copy circuits for practical, real-world use. PMID:27425413

Small-angle scattering from 3D Sierpinski tetrahedron generated using chaos game

NASA Astrophysics Data System (ADS)

Slyamov, Azat

2017-12-01

We approximate a three dimensional version of deterministic Sierpinski gasket (SG), also known as Sierpinski tetrahedron (ST), by using the chaos game representation (CGR). Structural properties of the fractal, generated by both deterministic and CGR algorithms are determined using small-angle scattering (SAS) technique. We calculate the corresponding monodisperse structure factor of ST, using an optimized Debye formula. We show that scattering from CGR of ST recovers basic fractal properties, such as fractal dimension, iteration number, scaling factor, overall size of the system and the number of units composing the fractal.

Optimal entangling operations between deterministic blocks of qubits encoded into single photons

NASA Astrophysics Data System (ADS)

Smith, Jake A.; Kaplan, Lev

2018-01-01

Here, we numerically simulate probabilistic elementary entangling operations between rail-encoded photons for the purpose of scalable universal quantum computation or communication. We propose grouping logical qubits into single-photon blocks wherein single-qubit rotations and the controlled-not (cnot) gate are fully deterministic and simple to implement. Interblock communication is then allowed through said probabilistic entangling operations. We find a promising trend in the increasing probability of successful interblock communication as we increase the number of optical modes operated on by our elementary entangling operations.

Robust Design Optimization via Failure Domain Bounding

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.

2007-01-01

This paper extends and applies the strategies recently developed by the authors for handling constraints under uncertainty to robust design optimization. For the scope of this paper, robust optimization is a methodology aimed at problems for which some parameters are uncertain and are only known to belong to some uncertainty set. This set can be described by either a deterministic or a probabilistic model. In the methodology developed herein, optimization-based strategies are used to bound the constraint violation region using hyper-spheres and hyper-rectangles. By comparing the resulting bounding sets with any given uncertainty model, it can be determined whether the constraints are satisfied for all members of the uncertainty model (i.e., constraints are feasible) or not (i.e., constraints are infeasible). If constraints are infeasible and a probabilistic uncertainty model is available, upper bounds to the probability of constraint violation can be efficiently calculated. The tools developed enable approximating not only the set of designs that make the constraints feasible but also, when required, the set of designs for which the probability of constraint violation is below a prescribed admissible value. When constraint feasibility is possible, several design criteria can be used to shape the uncertainty model of performance metrics of interest. Worst-case, least-second-moment, and reliability-based design criteria are considered herein. Since the problem formulation is generic and the tools derived only require standard optimization algorithms for their implementation, these strategies are easily applicable to a broad range of engineering problems.

The fully actuated traffic control problem solved by global optimization and complementarity

NASA Astrophysics Data System (ADS)

Ribeiro, Isabel M.; de Lurdes de Oliveira Simões, Maria

2016-02-01

Global optimization and complementarity are used to determine the signal timing for fully actuated traffic control, regarding effective green and red times on each cycle. The average values of these parameters can be used to estimate the control delay of vehicles. In this article, a two-phase queuing system for a signalized intersection is outlined, based on the principle of minimization of the total waiting time for the vehicles. The underlying model results in a linear program with linear complementarity constraints, solved by a sequential complementarity algorithm. Departure rates of vehicles during green and yellow periods were treated as deterministic, while arrival rates of vehicles were assumed to follow a Poisson distribution. Several traffic scenarios were created and solved. The numerical results reveal that it is possible to use global optimization and complementarity over a reasonable number of cycles and determine with efficiency effective green and red times for a signalized intersection.

Capturing planar shapes by approximating their outlines

NASA Astrophysics Data System (ADS)

Sarfraz, M.; Riyazuddin, M.; Baig, M. H.

2006-05-01

A non-deterministic evolutionary approach for approximating the outlines of planar shapes has been developed. Non-uniform Rational B-splines (NURBS) have been utilized as an underlying approximation curve scheme. Simulated Annealing heuristic is used as an evolutionary methodology. In addition to independent studies of the optimization of weight and knot parameters of the NURBS, a separate scheme has also been developed for the optimization of weights and knots simultaneously. The optimized NURBS models have been fitted over the contour data of the planar shapes for the ultimate and automatic output. The output results are visually pleasing with respect to the threshold provided by the user. A web-based system has also been developed for the effective and worldwide utilization. The objective of this system is to provide the facility to visualize the output to the whole world through internet by providing the freedom to the user for various desired input parameters setting in the algorithm designed.

Real-time adaptive aircraft scheduling

NASA Technical Reports Server (NTRS)

Kolitz, Stephan E.; Terrab, Mostafa

1990-01-01

One of the most important functions of any air traffic management system is the assignment of ground-holding times to flights, i.e., the determination of whether and by how much the take-off of a particular aircraft headed for a congested part of the air traffic control (ATC) system should be postponed in order to reduce the likelihood and extent of airborne delays. An analysis is presented for the fundamental case in which flights from many destinations must be scheduled for arrival at a single congested airport; the formulation is also useful in scheduling the landing of airborne flights within the extended terminal area. A set of approaches is described for addressing a deterministic and a probabilistic version of this problem. For the deterministic case, where airport capacities are known and fixed, several models were developed with associated low-order polynomial-time algorithms. For general delay cost functions, these algorithms find an optimal solution. Under a particular natural assumption regarding the delay cost function, an extremely fast (O(n ln n)) algorithm was developed. For the probabilistic case, using an estimated probability distribution of airport capacities, a model was developed with an associated low-order polynomial-time heuristic algorithm with useful properties.

A Perishable Inventory Model with Return

NASA Astrophysics Data System (ADS)

Setiawan, S. W.; Lesmono, D.; Limansyah, T.

2018-04-01

In this paper, we develop a mathematical model for a perishable inventory with return by assuming deterministic demand and inventory dependent demand. By inventory dependent demand, it means that demand at certain time depends on the available inventory at that time with certain rate. In dealing with perishable items, we should consider deteriorating rate factor that corresponds to the decreasing quality of goods. There are also costs involved in this model such as purchasing, ordering, holding, shortage (backordering) and returning costs. These costs compose the total costs in the model that we want to minimize. In the model we seek for the optimal return time and order quantity. We assume that after some period of time, called return time, perishable items can be returned to the supplier at some returning costs. The supplier will then replace them in the next delivery. Some numerical experiments are given to illustrate our model and sensitivity analysis is performed as well. We found that as the deteriorating rate increases, returning time becomes shorter, the optimal order quantity and total cost increases. When considering the inventory-dependent demand factor, we found that as this factor increases, assuming a certain deteriorating rate, returning time becomes shorter, optimal order quantity becomes larger and the total cost increases.

Realistic Simulation for Body Area and Body-To-Body Networks

PubMed Central

Alam, Muhammad Mahtab; Ben Hamida, Elyes; Ben Arbia, Dhafer; Maman, Mickael; Mani, Francesco; Denis, Benoit; D’Errico, Raffaele

2016-01-01

In this paper, we present an accurate and realistic simulation for body area networks (BAN) and body-to-body networks (BBN) using deterministic and semi-deterministic approaches. First, in the semi-deterministic approach, a real-time measurement campaign is performed, which is further characterized through statistical analysis. It is able to generate link-correlated and time-varying realistic traces (i.e., with consistent mobility patterns) for on-body and body-to-body shadowing and fading, including body orientations and rotations, by means of stochastic channel models. The full deterministic approach is particularly targeted to enhance IEEE 802.15.6 proposed channel models by introducing space and time variations (i.e., dynamic distances) through biomechanical modeling. In addition, it helps to accurately model the radio link by identifying the link types and corresponding path loss factors for line of sight (LOS) and non-line of sight (NLOS). This approach is particularly important for links that vary over time due to mobility. It is also important to add that the communication and protocol stack, including the physical (PHY), medium access control (MAC) and networking models, is developed for BAN and BBN, and the IEEE 802.15.6 compliance standard is provided as a benchmark for future research works of the community. Finally, the two approaches are compared in terms of the successful packet delivery ratio, packet delay and energy efficiency. The results show that the semi-deterministic approach is the best option; however, for the diversity of the mobility patterns and scenarios applicable, biomechanical modeling and the deterministic approach are better choices. PMID:27104537

Realistic Simulation for Body Area and Body-To-Body Networks.

PubMed

Alam, Muhammad Mahtab; Ben Hamida, Elyes; Ben Arbia, Dhafer; Maman, Mickael; Mani, Francesco; Denis, Benoit; D'Errico, Raffaele

2016-04-20

In this paper, we present an accurate and realistic simulation for body area networks (BAN) and body-to-body networks (BBN) using deterministic and semi-deterministic approaches. First, in the semi-deterministic approach, a real-time measurement campaign is performed, which is further characterized through statistical analysis. It is able to generate link-correlated and time-varying realistic traces (i.e., with consistent mobility patterns) for on-body and body-to-body shadowing and fading, including body orientations and rotations, by means of stochastic channel models. The full deterministic approach is particularly targeted to enhance IEEE 802.15.6 proposed channel models by introducing space and time variations (i.e., dynamic distances) through biomechanical modeling. In addition, it helps to accurately model the radio link by identifying the link types and corresponding path loss factors for line of sight (LOS) and non-line of sight (NLOS). This approach is particularly important for links that vary over time due to mobility. It is also important to add that the communication and protocol stack, including the physical (PHY), medium access control (MAC) and networking models, is developed for BAN and BBN, and the IEEE 802.15.6 compliance standard is provided as a benchmark for future research works of the community. Finally, the two approaches are compared in terms of the successful packet delivery ratio, packet delay and energy efficiency. The results show that the semi-deterministic approach is the best option; however, for the diversity of the mobility patterns and scenarios applicable, biomechanical modeling and the deterministic approach are better choices.

INTEGRATED PROBABILISTIC AND DETERMINISTIC MODELING TECHNIQUES IN ESTIMATING EXPOSURE TO WATER-BORNE CONTAMINANTS: PART 2 PHARMACOKINETIC MODELING

EPA Science Inventory

The Total Exposure Model (TEM) uses deterministic and stochastic methods to estimate the exposure of a person performing daily activities of eating, drinking, showering, and bathing. There were 250 time histories generated, by subject with activities, for the three exposure ro...

Full 3D visualization tool-kit for Monte Carlo and deterministic transport codes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Frambati, S.; Frignani, M.

2012-07-01

We propose a package of tools capable of translating the geometric inputs and outputs of many Monte Carlo and deterministic radiation transport codes into open source file formats. These tools are aimed at bridging the gap between trusted, widely-used radiation analysis codes and very powerful, more recent and commonly used visualization software, thus supporting the design process and helping with shielding optimization. Three main lines of development were followed: mesh-based analysis of Monte Carlo codes, mesh-based analysis of deterministic codes and Monte Carlo surface meshing. The developed kit is considered a powerful and cost-effective tool in the computer-aided design formore » radiation transport code users of the nuclear world, and in particular in the fields of core design and radiation analysis. (authors)« less

SU-F-T-347: An Absolute Dose-Volume Constraint Based Deterministic Optimization Framework for Multi-Co60 Source Focused Radiotherapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liang, B; Liu, B; Li, Y

2016-06-15

Purpose: Treatment plan optimization in multi-Co60 source focused radiotherapy with multiple isocenters is challenging, because dose distribution is normalized to maximum dose during optimization and evaluation. The objective functions are traditionally defined based on relative dosimetric distribution. This study presents an alternative absolute dose-volume constraint (ADC) based deterministic optimization framework (ADC-DOF). Methods: The initial isocenters are placed on the eroded target surface. Collimator size is chosen based on the area of 2D contour on corresponding axial slice. The isocenter spacing is determined by adjacent collimator sizes. The weights are optimized by minimizing the deviation from ADCs using the steepest descentmore » technique. An iterative procedure is developed to reduce the number of isocenters, where the isocenter with lowest weight is removed without affecting plan quality. The ADC-DOF is compared with the genetic algorithm (GA) using the same arbitrary shaped target (254cc), with a 15mm margin ring structure representing normal tissues. Results: For ADC-DOF, the ADCs imposed on target and ring are (D100>10Gy, D50,10, 0<12Gy, 15Gy and 20Gy) and (D40<10Gy). The resulting D100, 50, 10, 0 and D40 are (9.9Gy, 12.0Gy, 14.1Gy and 16.2Gy) and (10.2Gy). The objectives of GA are to maximize 50% isodose target coverage (TC) while minimize the dose delivered to the ring structure, which results in 97% TC and 47.2% average dose in ring structure. For ADC-DOF (GA) techniques, 20 out of 38 (10 out of 12) initial isocenters are used in the final plan, and the computation time is 8.7s (412.2s) on an i5 computer. Conclusion: We have developed a new optimization technique using ADC and deterministic optimization. Compared with GA, ADC-DOF uses more isocenters but is faster and more robust, and achieves a better conformity. For future work, we will focus on developing a more effective mechanism for initial isocenter determination.« less

Using Machine Learning in Adversarial Environments.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Warren Leon Davis

Intrusion/anomaly detection systems are among the first lines of cyber defense. Commonly, they either use signatures or machine learning (ML) to identify threats, but fail to account for sophisticated attackers trying to circumvent them. We propose to embed machine learning within a game theoretic framework that performs adversarial modeling, develops methods for optimizing operational response based on ML, and integrates the resulting optimization codebase into the existing ML infrastructure developed by the Hybrid LDRD. Our approach addresses three key shortcomings of ML in adversarial settings: 1) resulting classifiers are typically deterministic and, therefore, easy to reverse engineer; 2) ML approachesmore » only address the prediction problem, but do not prescribe how one should operationalize predictions, nor account for operational costs and constraints; and 3) ML approaches do not model attackers’ response and can be circumvented by sophisticated adversaries. The principal novelty of our approach is to construct an optimization framework that blends ML, operational considerations, and a model predicting attackers reaction, with the goal of computing optimal moving target defense. One important challenge is to construct a realistic model of an adversary that is tractable, yet realistic. We aim to advance the science of attacker modeling by considering game-theoretic methods, and by engaging experimental subjects with red teaming experience in trying to actively circumvent an intrusion detection system, and learning a predictive model of such circumvention activities. In addition, we will generate metrics to test that a particular model of an adversary is consistent with available data.« less

Using stochastic models to incorporate spatial and temporal variability [Exercise 14

Treesearch

Carolyn Hull Sieg; Rudy M. King; Fred Van Dyke

2003-01-01

To this point, our analysis of population processes and viability in the western prairie fringed orchid has used only deterministic models. In this exercise, we conduct a similar analysis, using a stochastic model instead. This distinction is of great importance to population biology in general and to conservation biology in particular. In deterministic models,...

Stochastic and deterministic models for agricultural production networks.

PubMed

Bai, P; Banks, H T; Dediu, S; Govan, A Y; Last, M; Lloyd, A L; Nguyen, H K; Olufsen, M S; Rempala, G; Slenning, B D

2007-07-01

An approach to modeling the impact of disturbances in an agricultural production network is presented. A stochastic model and its approximate deterministic model for averages over sample paths of the stochastic system are developed. Simulations, sensitivity and generalized sensitivity analyses are given. Finally, it is shown how diseases may be introduced into the network and corresponding simulations are discussed.

An economic order quantity model with nonlinear holding cost, partial backlogging and ramp-type demand

NASA Astrophysics Data System (ADS)

San-José, Luis A.; Sicilia, Joaquín; González-de-la-Rosa, Manuel; Febles-Acosta, Jaime

2018-07-01

In this article, a deterministic inventory model with a ramp-type demand depending on price and time is developed. The cumulative holding cost is assumed to be a nonlinear function of time. Shortages are allowed and are partially backlogged. Thus, the fraction of backlogged demand depends on the waiting time and on the stock-out period. The aim is to maximize the total profit per unit time. To do this, a procedure that determines the economic lot size, the optimal inventory cycle and the maximum profit is presented. The inventory system studied here extends diverse inventory models proposed in the literature. Finally, some numerical examples are provided to illustrate the theoretical results previously propounded.

Optimal trading from minimizing the period of bankruptcy risk

NASA Astrophysics Data System (ADS)

Liehr, S.; Pawelzik, K.

2001-04-01

Assuming that financial markets behave similar to random walk processes we derive a trading strategy with variable investment which is based on the equivalence of the period of bankruptcy risk and the risk to profit ratio. We define a state dependent predictability measure which can be attributed to the deterministic and stochastic components of the price dynamics. The influence of predictability variations and especially of short term inefficiency structures on the optimal amount of investment is analyzed in the given context and a method for adaptation of a trading system to the proposed objective function is presented. Finally we show the performance of our trading strategy on the DAX and S&P 500 as examples for real world data using different types of prediction models in comparison.

Are Individual Differences in Performance on Perceptual and Cognitive Optimization Problems Determined by General Intelligence?

ERIC Educational Resources Information Center

Burns, Nicholas R.; Lee, Michael D.; Vickers, Douglas

2006-01-01

Studies of human problem solving have traditionally used deterministic tasks that require the execution of a systematic series of steps to reach a rational and optimal solution. Most real-world problems, however, are characterized by uncertainty, the need to consider an enormous number of variables and possible courses of action at each stage in…

On salesmen and tourists: Two-step optimization in deterministic foragers

NASA Astrophysics Data System (ADS)

Maya, Miguel; Miramontes, Octavio; Boyer, Denis

2017-02-01

We explore a two-step optimization problem in random environments, the so-called restaurant-coffee shop problem, where a walker aims at visiting the nearest and better restaurant in an area and then move to the nearest and better coffee-shop. This is an extension of the Tourist Problem, a one-step optimization dynamics that can be viewed as a deterministic walk in a random medium. A certain amount of heterogeneity in the values of the resources to be visited causes the emergence of power-laws distributions for the steps performed by the walker, similarly to a Lévy flight. The fluctuations of the step lengths tend to decrease as a consequence of multiple-step planning, thus reducing the foraging uncertainty. We find that the first and second steps of each planned movement play very different roles in heterogeneous environments. The two-step process improves only slightly the foraging efficiency compared to the one-step optimization, at a much higher computational cost. We discuss the implications of these findings for animal and human mobility, in particular in relation to the computational effort that informed agents should deploy to solve search problems.

Characterizing Uncertainty and Variability in PBPK Models ...

EPA Pesticide Factsheets

Mode-of-action based risk and safety assessments can rely upon tissue dosimetry estimates in animals and humans obtained from physiologically-based pharmacokinetic (PBPK) modeling. However, risk assessment also increasingly requires characterization of uncertainty and variability; such characterization for PBPK model predictions represents a continuing challenge to both modelers and users. Current practices show significant progress in specifying deterministic biological models and the non-deterministic (often statistical) models, estimating their parameters using diverse data sets from multiple sources, and using them to make predictions and characterize uncertainty and variability. The International Workshop on Uncertainty and Variability in PBPK Models, held Oct 31-Nov 2, 2006, sought to identify the state-of-the-science in this area and recommend priorities for research and changes in practice and implementation. For the short term, these include: (1) multidisciplinary teams to integrate deterministic and non-deterministic/statistical models; (2) broader use of sensitivity analyses, including for structural and global (rather than local) parameter changes; and (3) enhanced transparency and reproducibility through more complete documentation of the model structure(s) and parameter values, the results of sensitivity and other analyses, and supporting, discrepant, or excluded data. Longer-term needs include: (1) theoretic and practical methodological impro

Estimating the epidemic threshold on networks by deterministic connections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Kezan, E-mail: lkzzr@sohu.com; Zhu, Guanghu; Fu, Xinchu

2014-12-15

For many epidemic networks some connections between nodes are treated as deterministic, while the remainder are random and have different connection probabilities. By applying spectral analysis to several constructed models, we find that one can estimate the epidemic thresholds of these networks by investigating information from only the deterministic connections. Nonetheless, in these models, generic nonuniform stochastic connections and heterogeneous community structure are also considered. The estimation of epidemic thresholds is achieved via inequalities with upper and lower bounds, which are found to be in very good agreement with numerical simulations. Since these deterministic connections are easier to detect thanmore » those stochastic connections, this work provides a feasible and effective method to estimate the epidemic thresholds in real epidemic networks.« less

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory.

PubMed

Purvine, Emilie; Monson, Kyle; Jurrus, Elizabeth; Star, Keith; Baker, Nathan A

2016-08-25

There are several applications in computational biophysics that require the optimization of discrete interacting states, for example, amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of "maximum flow-minimum cut" graph analysis. The interaction energy graph, a graph in which vertices (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered.

On the preventive management of sediment-related sewer blockages: a combined maintenance and routing optimization approach.

PubMed

Fontecha, John E; Akhavan-Tabatabaei, Raha; Duque, Daniel; Medaglia, Andrés L; Torres, María N; Rodríguez, Juan Pablo

In this work we tackle the problem of planning and scheduling preventive maintenance (PM) of sediment-related sewer blockages in a set of geographically distributed sites that are subject to non-deterministic failures. To solve the problem, we extend a combined maintenance and routing (CMR) optimization approach which is a procedure based on two components: (a) first a maintenance model is used to determine the optimal time to perform PM operations for each site and second (b) a mixed integer program-based split procedure is proposed to route a set of crews (e.g., sewer cleaners, vehicles equipped with winches or rods and dump trucks) in order to perform PM operations at a near-optimal minimum expected cost. We applied the proposed CMR optimization approach to two (out of five) operative zones in the city of Bogotá (Colombia), where more than 100 maintenance operations per zone must be scheduled on a weekly basis. Comparing the CMR against the current maintenance plan, we obtained more than 50% of cost savings in 90% of the sites.

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Purvine, Emilie AH; Monson, Kyle E.; Jurrus, Elizabeth R.

There are several applications in computational biophysics which require the optimization of discrete interacting states; e.g., amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial-time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of maximum flow-minimum cut graph analysis. The interaction energy graph, a graph in which verticesmore » (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein, and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial-time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered.« less

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory

PubMed Central

Purvine, Emilie; Monson, Kyle; Jurrus, Elizabeth; Star, Keith; Baker, Nathan A.

2016-01-01

There are several applications in computational biophysics which require the optimization of discrete interacting states; e.g., amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial-time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of “maximum flow-minimum cut” graph analysis. The interaction energy graph, a graph in which vertices (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein, and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial-time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered. PMID:27089174

Optimization Under Uncertainty for Wake Steering Strategies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Quick, Julian; Annoni, Jennifer; King, Ryan N

Offsetting turbines' yaw orientations from incoming wind is a powerful tool that may be leveraged to reduce undesirable wake effects on downstream turbines. First, we examine a simple two-turbine case to gain intuition as to how inflow direction uncertainty affects the optimal solution. The turbines are modeled with unidirectional inflow such that one turbine directly wakes the other, using ten rotor diameter spacing. We perform optimization under uncertainty (OUU) via a parameter sweep of the front turbine. The OUU solution generally prefers less steering. We then do this optimization for a 60-turbine wind farm with unidirectional inflow, varying the degreemore » of inflow uncertainty and approaching this OUU problem by nesting a polynomial chaos expansion uncertainty quantification routine within an outer optimization. We examined how different levels of uncertainty in the inflow direction effect the ratio of the expected values of deterministic and OUU solutions for steering strategies in the large wind farm, assuming the directional uncertainty used to reach said OUU solution (this ratio is defined as the value of the stochastic solution or VSS).« less

Comparison of Response Surface and Kriging Models in the Multidisciplinary Design of an Aerospike Nozzle

NASA Technical Reports Server (NTRS)

Simpson, Timothy W.

1998-01-01

The use of response surface models and kriging models are compared for approximating non-random, deterministic computer analyses. After discussing the traditional response surface approach for constructing polynomial models for approximation, kriging is presented as an alternative statistical-based approximation method for the design and analysis of computer experiments. Both approximation methods are applied to the multidisciplinary design and analysis of an aerospike nozzle which consists of a computational fluid dynamics model and a finite element analysis model. Error analysis of the response surface and kriging models is performed along with a graphical comparison of the approximations. Four optimization problems are formulated and solved using both approximation models. While neither approximation technique consistently outperforms the other in this example, the kriging models using only a constant for the underlying global model and a Gaussian correlation function perform as well as the second order polynomial response surface models.

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

Scatterometry is an optical technique that has been studied and tested in recent years in semiconductor fabrication metrology for critical dimensions. Previous work presented an iterative linearized method to retrieve surface-relief profile parameters from reflectance measurements upon diffraction. With the iterative linear solution model in this work, rigorous models are developed to represent the random and deterministic or offset errors in scatterometric measurements. The propagation of different types of error from the measurement data to the profile parameter estimates is then presented. The improvement in solution accuracies is then demonstrated with theoretical and experimental data by adjusting for the offset errors. In a companion paper (in process) an improved optimization method is presented to account for unknown offset errors in the measurements based on the offset error model.

Acceleration techniques in the univariate Lipschitz global optimization

NASA Astrophysics Data System (ADS)

Sergeyev, Yaroslav D.; Kvasov, Dmitri E.; Mukhametzhanov, Marat S.; De Franco, Angela

2016-10-01

Univariate box-constrained Lipschitz global optimization problems are considered in this contribution. Geometric and information statistical approaches are presented. The novel powerful local tuning and local improvement techniques are described in the contribution as well as the traditional ways to estimate the Lipschitz constant. The advantages of the presented local tuning and local improvement techniques are demonstrated using the operational characteristics approach for comparing deterministic global optimization algorithms on the class of 100 widely used test functions.

Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming

PubMed Central

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits. PMID:22536398

ODECS -- A computer code for the optimal design of S.I. engine control strategies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Arsie, I.; Pianese, C.; Rizzo, G.

1996-09-01

The computer code ODECS (Optimal Design of Engine Control Strategies) for the design of Spark Ignition engine control strategies is presented. This code has been developed starting from the author`s activity in this field, availing of some original contributions about engine stochastic optimization and dynamical models. This code has a modular structure and is composed of a user interface for the definition, the execution and the analysis of different computations performed with 4 independent modules. These modules allow the following calculations: (1) definition of the engine mathematical model from steady-state experimental data; (2) engine cycle test trajectory corresponding to amore » vehicle transient simulation test such as ECE15 or FTP drive test schedule; (3) evaluation of the optimal engine control maps with a steady-state approach; (4) engine dynamic cycle simulation and optimization of static control maps and/or dynamic compensation strategies, taking into account dynamical effects due to the unsteady fluxes of air and fuel and the influences of combustion chamber wall thermal inertia on fuel consumption and emissions. Moreover, in the last two modules it is possible to account for errors generated by a non-deterministic behavior of sensors and actuators and the related influences on global engine performances, and compute robust strategies, less sensitive to stochastic effects. In the paper the four models are described together with significant results corresponding to the simulation and the calculation of optimal control strategies for dynamic transient tests.« less

Effect of sample volume on metastable zone width and induction time

NASA Astrophysics Data System (ADS)

Kubota, Noriaki

2012-04-01

The metastable zone width (MSZW) and the induction time, measured for a large sample (say>0.1 L) are reproducible and deterministic, while, for a small sample (say<1 mL), these values are irreproducible and stochastic. Such behaviors of MSZW and induction time were theoretically discussed both with stochastic and deterministic models. Equations for the distribution of stochastic MSZW and induction time were derived. The average values of stochastic MSZW and induction time both decreased with an increase in sample volume, while, the deterministic MSZW and induction time remained unchanged. Such different behaviors with variation in sample volume were explained in terms of detection sensitivity of crystallization events. The average values of MSZW and induction time in the stochastic model were compared with the deterministic MSZW and induction time, respectively. Literature data reported for paracetamol aqueous solution were explained theoretically with the presented models.

Failed rib region prediction in a human body model during crash events with precrash braking.

PubMed

Guleyupoglu, B; Koya, B; Barnard, R; Gayzik, F S

2018-02-28

The objective of this study is 2-fold. We used a validated human body finite element model to study the predicted chest injury (focusing on rib fracture as a function of element strain) based on varying levels of simulated precrash braking. Furthermore, we compare deterministic and probabilistic methods of rib injury prediction in the computational model. The Global Human Body Models Consortium (GHBMC) M50-O model was gravity settled in the driver position of a generic interior equipped with an advanced 3-point belt and airbag. Twelve cases were investigated with permutations for failure, precrash braking system, and crash severity. The severities used were median (17 kph), severe (34 kph), and New Car Assessment Program (NCAP; 56.4 kph). Cases with failure enabled removed rib cortical bone elements once 1.8% effective plastic strain was exceeded. Alternatively, a probabilistic framework found in the literature was used to predict rib failure. Both the probabilistic and deterministic methods take into consideration location (anterior, lateral, and posterior). The deterministic method is based on a rubric that defines failed rib regions dependent on a threshold for contiguous failed elements. The probabilistic method depends on age-based strain and failure functions. Kinematics between both methods were similar (peak max deviation: ΔX head = 17 mm; ΔZ head = 4 mm; ΔX thorax = 5 mm; ΔZ thorax = 1 mm). Seat belt forces at the time of probabilistic failed region initiation were lower than those at deterministic failed region initiation. The probabilistic method for rib fracture predicted more failed regions in the rib (an analog for fracture) than the deterministic method in all but 1 case where they were equal. The failed region patterns between models are similar; however, there are differences that arise due to stress reduced from element elimination that cause probabilistic failed regions to continue to rise after no deterministic failed region would be predicted. Both the probabilistic and deterministic methods indicate similar trends with regards to the effect of precrash braking; however, there are tradeoffs. The deterministic failed region method is more spatially sensitive to failure and is more sensitive to belt loads. The probabilistic failed region method allows for increased capability in postprocessing with respect to age. The probabilistic failed region method predicted more failed regions than the deterministic failed region method due to force distribution differences.

Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

Automatic mesh adaptivity for hybrid Monte Carlo/deterministic neutronics modeling of difficult shielding problems

DOE PAGES

Ibrahim, Ahmad M.; Wilson, Paul P.H.; Sawan, Mohamed E.; ...

2015-06-30

The CADIS and FW-CADIS hybrid Monte Carlo/deterministic techniques dramatically increase the efficiency of neutronics modeling, but their use in the accurate design analysis of very large and geometrically complex nuclear systems has been limited by the large number of processors and memory requirements for their preliminary deterministic calculations and final Monte Carlo calculation. Three mesh adaptivity algorithms were developed to reduce the memory requirements of CADIS and FW-CADIS without sacrificing their efficiency improvement. First, a macromaterial approach enhances the fidelity of the deterministic models without changing the mesh. Second, a deterministic mesh refinement algorithm generates meshes that capture as muchmore » geometric detail as possible without exceeding a specified maximum number of mesh elements. Finally, a weight window coarsening algorithm decouples the weight window mesh and energy bins from the mesh and energy group structure of the deterministic calculations in order to remove the memory constraint of the weight window map from the deterministic mesh resolution. The three algorithms were used to enhance an FW-CADIS calculation of the prompt dose rate throughout the ITER experimental facility. Using these algorithms resulted in a 23.3% increase in the number of mesh tally elements in which the dose rates were calculated in a 10-day Monte Carlo calculation and, additionally, increased the efficiency of the Monte Carlo simulation by a factor of at least 3.4. The three algorithms enabled this difficult calculation to be accurately solved using an FW-CADIS simulation on a regular computer cluster, eliminating the need for a world-class super computer.« less

Designers' unified cost model

NASA Technical Reports Server (NTRS)

Freeman, W.; Ilcewicz, L.; Swanson, G.; Gutowski, T.

1992-01-01

The Structures Technology Program Office (STPO) at NASA LaRC has initiated development of a conceptual and preliminary designers' cost prediction model. The model will provide a technically sound method for evaluating the relative cost of different composite structural designs, fabrication processes, and assembly methods that can be compared to equivalent metallic parts or assemblies. The feasibility of developing cost prediction software in a modular form for interfacing with state-of-the-art preliminary design tools and computer aided design programs is being evaluated. The goal of this task is to establish theoretical cost functions that relate geometric design features to summed material cost and labor content in terms of process mechanics and physics. The output of the designers' present analytical tools will be input for the designers' cost prediction model to provide the designer with a database and deterministic cost methodology that allows one to trade and synthesize designs with both cost and weight as objective functions for optimization. This paper presents the team members, approach, goals, plans, and progress to date for development of COSTADE (Cost Optimization Software for Transport Aircraft Design Evaluation).

Optimum spaceborne computer system design by simulation

NASA Technical Reports Server (NTRS)

Williams, T.; Kerner, H.; Weatherbee, J. E.; Taylor, D. S.; Hodges, B.

1973-01-01

A deterministic simulator is described which models the Automatically Reconfigurable Modular Multiprocessor System (ARMMS), a candidate computer system for future manned and unmanned space missions. Its use as a tool to study and determine the minimum computer system configuration necessary to satisfy the on-board computational requirements of a typical mission is presented. The paper describes how the computer system configuration is determined in order to satisfy the data processing demand of the various shuttle booster subsytems. The configuration which is developed as a result of studies with the simulator is optimal with respect to the efficient use of computer system resources.

Deterministic and stochastic models for middle east respiratory syndrome (MERS)

NASA Astrophysics Data System (ADS)

Suryani, Dessy Rizki; Zevika, Mona; Nuraini, Nuning

2018-03-01

World Health Organization (WHO) data stated that since September 2012, there were 1,733 cases of Middle East Respiratory Syndrome (MERS) with 628 death cases that occurred in 27 countries. MERS was first identified in Saudi Arabia in 2012 and the largest cases of MERS outside Saudi Arabia occurred in South Korea in 2015. MERS is a disease that attacks the respiratory system caused by infection of MERS-CoV. MERS-CoV transmission occurs directly through direct contact between infected individual with non-infected individual or indirectly through contaminated object by the free virus. Suspected, MERS can spread quickly because of the free virus in environment. Mathematical modeling is used to illustrate the transmission of MERS disease using deterministic model and stochastic model. Deterministic model is used to investigate the temporal dynamic from the system to analyze the steady state condition. Stochastic model approach using Continuous Time Markov Chain (CTMC) is used to predict the future states by using random variables. From the models that were built, the threshold value for deterministic models and stochastic models obtained in the same form and the probability of disease extinction can be computed by stochastic model. Simulations for both models using several of different parameters are shown, and the probability of disease extinction will be compared with several initial conditions.

Deterministic strain-induced arrays of quantum emitters in a two-dimensional semiconductor

PubMed Central

Branny, Artur; Kumar, Santosh; Proux, Raphaël; Gerardot, Brian D

2017-01-01

An outstanding challenge in quantum photonics is scalability, which requires positioning of single quantum emitters in a deterministic fashion. Site positioning progress has been made in established platforms including defects in diamond and self-assembled quantum dots, albeit often with compromised coherence and optical quality. The emergence of single quantum emitters in layered transition metal dichalcogenide semiconductors offers new opportunities to construct a scalable quantum architecture. Here, using nanoscale strain engineering, we deterministically achieve a two-dimensional lattice of quantum emitters in an atomically thin semiconductor. We create point-like strain perturbations in mono- and bi-layer WSe2 which locally modify the band-gap, leading to efficient funnelling of excitons towards isolated strain-tuned quantum emitters that exhibit high-purity single photon emission. We achieve near unity emitter creation probability and a mean positioning accuracy of 120±32 nm, which may be improved with further optimization of the nanopillar dimensions. PMID:28530219

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

The Nonstationary Dynamics of Fitness Distributions: Asexual Model with Epistasis and Standing Variation

PubMed Central

Martin, Guillaume; Roques, Lionel

2016-01-01

Various models describe asexual evolution by mutation, selection, and drift. Some focus directly on fitness, typically modeling drift but ignoring or simplifying both epistasis and the distribution of mutation effects (traveling wave models). Others follow the dynamics of quantitative traits determining fitness (Fisher’s geometric model), imposing a complex but fixed form of mutation effects and epistasis, and often ignoring drift. In all cases, predictions are typically obtained in high or low mutation rate limits and for long-term stationary regimes, thus losing information on transient behaviors and the effect of initial conditions. Here, we connect fitness-based and trait-based models into a single framework, and seek explicit solutions even away from stationarity. The expected fitness distribution is followed over time via its cumulant generating function, using a deterministic approximation that neglects drift. In several cases, explicit trajectories for the full fitness distribution are obtained for arbitrary mutation rates and standing variance. For nonepistatic mutations, especially with beneficial mutations, this approximation fails over the long term but captures the early dynamics, thus complementing stationary stochastic predictions. The approximation also handles several diminishing returns epistasis models (e.g., with an optimal genotype); it can be applied at and away from equilibrium. General results arise at equilibrium, where fitness distributions display a “phase transition” with mutation rate. Beyond this phase transition, in Fisher’s geometric model, the full trajectory of fitness and trait distributions takes a simple form; robust to the details of the mutant phenotype distribution. Analytical arguments are explored regarding why and when the deterministic approximation applies. PMID:27770037

Aspen succession in the Intermountain West: A deterministic model

Treesearch

Dale L. Bartos; Frederick R. Ward; George S. Innis

1983-01-01

A deterministic model of succession in aspen forests was developed using existing data and intuition. The degree of uncertainty, which was determined by allowing the parameter values to vary at random within limits, was larger than desired. This report presents results of an analysis of model sensitivity to changes in parameter values. These results have indicated...

Evaluation of hybrid inverse planning and optimization (HIPO) algorithm for optimization in real-time, high-dose-rate (HDR) brachytherapy for prostate.

PubMed

Pokharel, Shyam; Rana, Suresh; Blikenstaff, Joseph; Sadeghi, Amir; Prestidge, Bradley

2013-07-08

The purpose of this study is to investigate the effectiveness of the HIPO planning and optimization algorithm for real-time prostate HDR brachytherapy. This study consists of 20 patients who underwent ultrasound-based real-time HDR brachytherapy of the prostate using the treatment planning system called Oncentra Prostate (SWIFT version 3.0). The treatment plans for all patients were optimized using inverse dose-volume histogram-based optimization followed by graphical optimization (GRO) in real time. The GRO is manual manipulation of isodose lines slice by slice. The quality of the plan heavily depends on planner expertise and experience. The data for all patients were retrieved later, and treatment plans were created and optimized using HIPO algorithm with the same set of dose constraints, number of catheters, and set of contours as in the real-time optimization algorithm. The HIPO algorithm is a hybrid because it combines both stochastic and deterministic algorithms. The stochastic algorithm, called simulated annealing, searches the optimal catheter distributions for a given set of dose objectives. The deterministic algorithm, called dose-volume histogram-based optimization (DVHO), optimizes three-dimensional dose distribution quickly by moving straight downhill once it is in the advantageous region of the search space given by the stochastic algorithm. The PTV receiving 100% of the prescription dose (V100) was 97.56% and 95.38% with GRO and HIPO, respectively. The mean dose (D(mean)) and minimum dose to 10% volume (D10) for the urethra, rectum, and bladder were all statistically lower with HIPO compared to GRO using the student pair t-test at 5% significance level. HIPO can provide treatment plans with comparable target coverage to that of GRO with a reduction in dose to the critical structures.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Study on optimization of the short-term operation of cascade hydropower stations by considering output error

NASA Astrophysics Data System (ADS)

Wang, Liping; Wang, Boquan; Zhang, Pu; Liu, Minghao; Li, Chuangang

2017-06-01

The study of reservoir deterministic optimal operation can improve the utilization rate of water resource and help the hydropower stations develop more reasonable power generation schedules. However, imprecise forecasting inflow may lead to output error and hinder implementation of power generation schedules. In this paper, output error generated by the uncertainty of the forecasting inflow was regarded as a variable to develop a short-term reservoir optimal operation model for reducing operation risk. To accomplish this, the concept of Value at Risk (VaR) was first applied to present the maximum possible loss of power generation schedules, and then an extreme value theory-genetic algorithm (EVT-GA) was proposed to solve the model. The cascade reservoirs of Yalong River Basin in China were selected as a case study to verify the model, according to the results, different assurance rates of schedules can be derived by the model which can present more flexible options for decision makers, and the highest assurance rate can reach 99%, which is much higher than that without considering output error, 48%. In addition, the model can greatly improve the power generation compared with the original reservoir operation scheme under the same confidence level and risk attitude. Therefore, the model proposed in this paper can significantly improve the effectiveness of power generation schedules and provide a more scientific reference for decision makers.

Atmospheric Downscaling using Genetic Programming

NASA Astrophysics Data System (ADS)

Zerenner, Tanja; Venema, Victor; Simmer, Clemens

2013-04-01

Coupling models for the different components of the Soil-Vegetation-Atmosphere-System requires up-and downscaling procedures. Subject of our work is the downscaling scheme used to derive high resolution forcing data for land-surface and subsurface models from coarser atmospheric model output. The current downscaling scheme [Schomburg et. al. 2010, 2012] combines a bi-quadratic spline interpolation, deterministic rules and autoregressive noise. For the development of the scheme, training and validation data sets have been created by carrying out high-resolution runs of the atmospheric model. The deterministic rules in this scheme are partly based on known physical relations and partly determined by an automated search for linear relationships between the high resolution fields of the atmospheric model output and high resolution data on surface characteristics. Up to now deterministic rules are available for downscaling surface pressure and partially, depending on the prevailing weather conditions, for near surface temperature and radiation. Aim of our work is to improve those rules and to find deterministic rules for the remaining variables, which require downscaling, e.g. precipitation or near surface specifc humidity. To accomplish that, we broaden the search by allowing for interdependencies between different atmospheric parameters, non-linear relations, non-local and time-lagged relations. To cope with the vast number of possible solutions, we use genetic programming, a method from machine learning, which is based on the principles of natural evolution. We are currently working with GPLAB, a Genetic Programming toolbox for Matlab. At first we have tested the GP system to retrieve the known physical rule for downscaling surface pressure, i.e. the hydrostatic equation, from our training data. We have found this to be a simple task to the GP system. Furthermore we have improved accuracy and efficiency of the GP solution by implementing constant variation and optimization as genetic operators. Next we have worked on an improvement of the downscaling rule for the two-meter-temperature. We have added an if-function with four input arguments to the function set. Since this has shown to increase bloat we have additionally modified our fitness function by including penalty terms for both the size of the solutions and the number intron nodes, i.e program parts that are never evaluated. Starting from the known downscaling rule for the two-meter temperature, which linearly exploits the orography anomalies allowed or disallowed by a certain temperature gradient, our GP system has been able to find an improvement. The rule produced by the GP clearly shows a better performance concerning the reproduced small-scale variability.

Price-Dynamics of Shares and Bohmian Mechanics: Deterministic or Stochastic Model?

NASA Astrophysics Data System (ADS)

Choustova, Olga

2007-02-01

We apply the mathematical formalism of Bohmian mechanics to describe dynamics of shares. The main distinguishing feature of the financial Bohmian model is the possibility to take into account market psychology by describing expectations of traders by the pilot wave. We also discuss some objections (coming from conventional financial mathematics of stochastic processes) against the deterministic Bohmian model. In particular, the objection that such a model contradicts to the efficient market hypothesis which is the cornerstone of the modern market ideology. Another objection is of pure mathematical nature: it is related to the quadratic variation of price trajectories. One possibility to reply to this critique is to consider the stochastic Bohm-Vigier model, instead of the deterministic one. We do this in the present note.

Tularosa Basin Play Fairway Analysis Data and Models

DOE Data Explorer

Nash, Greg

2017-07-11

This submission includes raster datasets for each layer of evidence used for weights of evidence analysis as well as the deterministic play fairway analysis (PFA). Data representative of heat, permeability and groundwater comprises some of the raster datasets. Additionally, the final deterministic PFA model is provided along with a certainty model. All of these datasets are best used with an ArcGIS software package, specifically Spatial Data Modeler.

Dynamical modeling and multi-experiment fitting with PottersWheel

PubMed Central

Maiwald, Thomas; Timmer, Jens

2008-01-01

Motivation: Modelers in Systems Biology need a flexible framework that allows them to easily create new dynamic models, investigate their properties and fit several experimental datasets simultaneously. Multi-experiment-fitting is a powerful approach to estimate parameter values, to check the validity of a given model, and to discriminate competing model hypotheses. It requires high-performance integration of ordinary differential equations and robust optimization. Results: We here present the comprehensive modeling framework Potters-Wheel (PW) including novel functionalities to satisfy these requirements with strong emphasis on the inverse problem, i.e. data-based modeling of partially observed and noisy systems like signal transduction pathways and metabolic networks. PW is designed as a MATLAB toolbox and includes numerous user interfaces. Deterministic and stochastic optimization routines are combined by fitting in logarithmic parameter space allowing for robust parameter calibration. Model investigation includes statistical tests for model-data-compliance, model discrimination, identifiability analysis and calculation of Hessian- and Monte-Carlo-based parameter confidence limits. A rich application programming interface is available for customization within own MATLAB code. Within an extensive performance analysis, we identified and significantly improved an integrator–optimizer pair which decreases the fitting duration for a realistic benchmark model by a factor over 3000 compared to MATLAB with optimization toolbox. Availability: PottersWheel is freely available for academic usage at http://www.PottersWheel.de/. The website contains a detailed documentation and introductory videos. The program has been intensively used since 2005 on Windows, Linux and Macintosh computers and does not require special MATLAB toolboxes. Contact: maiwald@fdm.uni-freiburg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:18614583

A Stochastic Tick-Borne Disease Model: Exploring the Probability of Pathogen Persistence.

PubMed

Maliyoni, Milliward; Chirove, Faraimunashe; Gaff, Holly D; Govinder, Keshlan S

2017-09-01

We formulate and analyse a stochastic epidemic model for the transmission dynamics of a tick-borne disease in a single population using a continuous-time Markov chain approach. The stochastic model is based on an existing deterministic metapopulation tick-borne disease model. We compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in tick-borne disease dynamics. The probability of disease extinction and that of a major outbreak are computed and approximated using the multitype Galton-Watson branching process and numerical simulations, respectively. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that a disease outbreak is more likely if the disease is introduced by infected deer as opposed to infected ticks. These insights demonstrate the importance of host movement in the expansion of tick-borne diseases into new geographic areas.

Optimization of a Boiling Water Reactor Loading Pattern Using an Improved Genetic Algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kobayashi, Yoko; Aiyoshi, Eitaro

2003-08-15

A search method based on genetic algorithms (GA) using deterministic operators has been developed to generate optimized boiling water reactor (BWR) loading patterns (LPs). The search method uses an Improved GA operator, that is, crossover, mutation, and selection. The handling of the encoding technique and constraint conditions is designed so that the GA reflects the peculiar characteristics of the BWR. In addition, some strategies such as elitism and self-reproduction are effectively used to improve the search speed. LP evaluations were performed with a three-dimensional diffusion code that coupled neutronic and thermal-hydraulic models. Strong axial heterogeneities and three-dimensional-dependent constraints have alwaysmore » necessitated the use of three-dimensional core simulators for BWRs, so that an optimization method is required for computational efficiency. The proposed algorithm is demonstrated by successfully generating LPs for an actual BWR plant applying the Haling technique. In test calculations, candidates that shuffled fresh and burned fuel assemblies within a reasonable computation time were obtained.« less

On the design of innovative heterogeneous tests using a shape optimization approach

NASA Astrophysics Data System (ADS)

Aquino, J.; Campos, A. Andrade; Souto, N.; Thuillier, S.

2018-05-01

The development of full-field measurement methods enabled a new trend of mechanical tests. By providing the inhomogeneous strain field from the tests, these techniques are being widely used in sheet metal identification strategies, through heterogeneous mechanical tests. In this work, a heterogeneous mechanical test with an innovative tool/specimen shape, capable of producing rich heterogeneous strain paths providing extensive information on material behavior, is aimed. The specimen is found using a shape optimization process where a dedicated indicator that evaluates the richness of strain information is used. The methodology and results here presented are extended to non-specimen geometry dependence and to the non-dependence of the geometry parametrization through the use of the Ritz method for boundary value problems. Different curve models, such as Splines, B-Splines and NURBS, are used and C1 continuity throughout the specimen is guaranteed. Moreover, various optimization methods are used, deterministic and stochastic, in order to find the method or a combination of methods able to effectively minimize the cost function.

Chance-Constrained Day-Ahead Hourly Scheduling in Distribution System Operation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Huaiguang; Zhang, Yingchen; Muljadi, Eduard

This paper aims to propose a two-step approach for day-ahead hourly scheduling in a distribution system operation, which contains two operation costs, the operation cost at substation level and feeder level. In the first step, the objective is to minimize the electric power purchase from the day-ahead market with the stochastic optimization. The historical data of day-ahead hourly electric power consumption is used to provide the forecast results with the forecasting error, which is presented by a chance constraint and formulated into a deterministic form by Gaussian mixture model (GMM). In the second step, the objective is to minimize themore » system loss. Considering the nonconvexity of the three-phase balanced AC optimal power flow problem in distribution systems, the second-order cone program (SOCP) is used to relax the problem. Then, a distributed optimization approach is built based on the alternating direction method of multiplier (ADMM). The results shows that the validity and effectiveness method.« less

Quantifying uncertainty in partially specified biological models: how can optimal control theory help us?

PubMed

Adamson, M W; Morozov, A Y; Kuzenkov, O A

2016-09-01

Mathematical models in biology are highly simplified representations of a complex underlying reality and there is always a high degree of uncertainty with regards to model function specification. This uncertainty becomes critical for models in which the use of different functions fitting the same dataset can yield substantially different predictions-a property known as structural sensitivity. Thus, even if the model is purely deterministic, then the uncertainty in the model functions carries through into uncertainty in model predictions, and new frameworks are required to tackle this fundamental problem. Here, we consider a framework that uses partially specified models in which some functions are not represented by a specific form. The main idea is to project infinite dimensional function space into a low-dimensional space taking into account biological constraints. The key question of how to carry out this projection has so far remained a serious mathematical challenge and hindered the use of partially specified models. Here, we propose and demonstrate a potentially powerful technique to perform such a projection by using optimal control theory to construct functions with the specified global properties. This approach opens up the prospect of a flexible and easy to use method to fulfil uncertainty analysis of biological models.

A hybrid algorithm optimization approach for machine loading problem in flexible manufacturing system

NASA Astrophysics Data System (ADS)

Kumar, Vijay M.; Murthy, ANN; Chandrashekara, K.

2012-05-01

The production planning problem of flexible manufacturing system (FMS) concerns with decisions that have to be made before an FMS begins to produce parts according to a given production plan during an upcoming planning horizon. The main aspect of production planning deals with machine loading problem in which selection of a subset of jobs to be manufactured and assignment of their operations to the relevant machines are made. Such problems are not only combinatorial optimization problems, but also happen to be non-deterministic polynomial-time-hard, making it difficult to obtain satisfactory solutions using traditional optimization techniques. In this paper, an attempt has been made to address the machine loading problem with objectives of minimization of system unbalance and maximization of throughput simultaneously while satisfying the system constraints related to available machining time and tool slot designing and using a meta-hybrid heuristic technique based on genetic algorithm and particle swarm optimization. The results reported in this paper demonstrate the model efficiency and examine the performance of the system with respect to measures such as throughput and system utilization.

Robust optimization of supersonic ORC nozzle guide vanes

NASA Astrophysics Data System (ADS)

Bufi, Elio A.; Cinnella, Paola

2017-03-01

An efficient Robust Optimization (RO) strategy is developed for the design of 2D supersonic Organic Rankine Cycle turbine expanders. The dense gas effects are not-negligible for this application and they are taken into account describing the thermodynamics by means of the Peng-Robinson-Stryjek-Vera equation of state. The design methodology combines an Uncertainty Quantification (UQ) loop based on a Bayesian kriging model of the system response to the uncertain parameters, used to approximate statistics (mean and variance) of the uncertain system output, a CFD solver, and a multi-objective non-dominated sorting algorithm (NSGA), also based on a Kriging surrogate of the multi-objective fitness function, along with an adaptive infill strategy for surrogate enrichment at each generation of the NSGA. The objective functions are the average and variance of the isentropic efficiency. The blade shape is parametrized by means of a Free Form Deformation (FFD) approach. The robust optimal blades are compared to the baseline design (based on the Method of Characteristics) and to a blade obtained by means of a deterministic CFD-based optimization.

A Mathematical Model for Alternation of Polygamy and Parthenogenesis: Stability Versus Efficiency and Analogy with Parasitism.

PubMed

Sanchez-Palencia, Evariste; Lherminier, Philippe; Françoise, Jean-Pierre

2016-12-01

The present work is a contribution to the understanding of the sempiternal problem of the "burden of factor two" implied by sexual reproduction versus asexual one, as males are energy consumers not contributing to the production of offspring. We construct a deterministic mathematical model in population dynamics where a species enjoys both sexual and parthenogenetic capabilities of reproduction and lives on a limited resource. We then show how polygamy implies instability of a parthenogenetic population with a small number of sexually born males. This instability implies evolution of the system towards an attractor involving both (sexual and asexual) populations (which does not imply optimality of the population). We also exhibit the analogy with a parasite/host system.

The optimally sampled galaxy-wide stellar initial mass function. Observational tests and the publicly available GalIMF code

NASA Astrophysics Data System (ADS)

Yan, Zhiqiang; Jerabkova, Tereza; Kroupa, Pavel

2017-11-01

Here we present a full description of the integrated galaxy-wide initial mass function (IGIMF) theory in terms of the optimal sampling and compare it with available observations. Optimal sampling is the method we use to discretize the IMF deterministically into stellar masses. Evidence indicates that nature may be closer to deterministic sampling as observations suggest a smaller scatter of various relevant observables than random sampling would give, which may result from a high level of self-regulation during the star formation process. We document the variation of IGIMFs under various assumptions. The results of the IGIMF theory are consistent with the empirical relation between the total mass of a star cluster and the mass of its most massive star, and the empirical relation between the star formation rate (SFR) of a galaxy and the mass of its most massive cluster. Particularly, we note a natural agreement with the empirical relation between the IMF power-law index and the SFR of a galaxy. The IGIMF also results in a relation between the SFR of a galaxy and the mass of its most massive star such that, if there were no binaries, galaxies with SFR < 10-4M⊙/yr should host no Type II supernova events. In addition, a specific list of initial stellar masses can be useful in numerical simulations of stellar systems. For the first time, we show optimally sampled galaxy-wide IMFs (OSGIMF) that mimic the IGIMF with an additional serrated feature. Finally, a Python module, GalIMF, is provided allowing the calculation of the IGIMF and OSGIMF dependent on the galaxy-wide SFR and metallicity. A copy of the python code model is available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/607/A126

Technical note: Combining quantile forecasts and predictive distributions of streamflows

NASA Astrophysics Data System (ADS)

Bogner, Konrad; Liechti, Katharina; Zappa, Massimiliano

2017-11-01

The enhanced availability of many different hydro-meteorological modelling and forecasting systems raises the issue of how to optimally combine this great deal of information. Especially the usage of deterministic and probabilistic forecasts with sometimes widely divergent predicted future streamflow values makes it even more complicated for decision makers to sift out the relevant information. In this study multiple streamflow forecast information will be aggregated based on several different predictive distributions, and quantile forecasts. For this combination the Bayesian model averaging (BMA) approach, the non-homogeneous Gaussian regression (NGR), also known as the ensemble model output statistic (EMOS) techniques, and a novel method called Beta-transformed linear pooling (BLP) will be applied. By the help of the quantile score (QS) and the continuous ranked probability score (CRPS), the combination results for the Sihl River in Switzerland with about 5 years of forecast data will be compared and the differences between the raw and optimally combined forecasts will be highlighted. The results demonstrate the importance of applying proper forecast combination methods for decision makers in the field of flood and water resource management.

Combining Deterministic structures and stochastic heterogeneity for transport modeling

NASA Astrophysics Data System (ADS)

Zech, Alraune; Attinger, Sabine; Dietrich, Peter; Teutsch, Georg

2017-04-01

Contaminant transport in highly heterogeneous aquifers is extremely challenging and subject of current scientific debate. Tracer plumes often show non-symmetric but highly skewed plume shapes. Predicting such transport behavior using the classical advection-dispersion-equation (ADE) in combination with a stochastic description of aquifer properties requires a dense measurement network. This is in contrast to the available information for most aquifers. A new conceptual aquifer structure model is presented which combines large-scale deterministic information and the stochastic approach for incorporating sub-scale heterogeneity. The conceptual model is designed to allow for a goal-oriented, site specific transport analysis making use of as few data as possible. Thereby the basic idea is to reproduce highly skewed tracer plumes in heterogeneous media by incorporating deterministic contrasts and effects of connectivity instead of using unimodal heterogeneous models with high variances. The conceptual model consists of deterministic blocks of mean hydraulic conductivity which might be measured by pumping tests indicating values differing in orders of magnitudes. A sub-scale heterogeneity is introduced within every block. This heterogeneity can be modeled as bimodal or log-normal distributed. The impact of input parameters, structure and conductivity contrasts is investigated in a systematic manor. Furthermore, some first successful implementation of the model was achieved for the well known MADE site.

Modeling the within-host dynamics of cholera: bacterial-viral interaction.

PubMed

Wang, Xueying; Wang, Jin

2017-08-01

Novel deterministic and stochastic models are proposed in this paper for the within-host dynamics of cholera, with a focus on the bacterial-viral interaction. The deterministic model is a system of differential equations describing the interaction among the two types of vibrios and the viruses. The stochastic model is a system of Markov jump processes that is derived based on the dynamics of the deterministic model. The multitype branching process approximation is applied to estimate the extinction probability of bacteria and viruses within a human host during the early stage of the bacterial-viral infection. Accordingly, a closed-form expression is derived for the disease extinction probability, and analytic estimates are validated with numerical simulations. The local and global dynamics of the bacterial-viral interaction are analysed using the deterministic model, and the result indicates that there is a sharp disease threshold characterized by the basic reproduction number [Formula: see text]: if [Formula: see text], vibrios ingested from the environment into human body will not cause cholera infection; if [Formula: see text], vibrios will grow with increased toxicity and persist within the host, leading to human cholera. In contrast, the stochastic model indicates, more realistically, that there is always a positive probability of disease extinction within the human host.

Parallel Stochastic discrete event simulation of calcium dynamics in neuron.

PubMed

Ishlam Patoary, Mohammad Nazrul; Tropper, Carl; McDougal, Robert A; Zhongwei, Lin; Lytton, William W

2017-09-26

The intra-cellular calcium signaling pathways of a neuron depends on both biochemical reactions and diffusions. Some quasi-isolated compartments (e.g. spines) are so small and calcium concentrations are so low that one extra molecule diffusing in by chance can make a nontrivial difference in its concentration (percentage-wise). These rare events can affect dynamics discretely in such way that they cannot be evaluated by a deterministic simulation. Stochastic models of such a system provide a more detailed understanding of these systems than existing deterministic models because they capture their behavior at a molecular level. Our research focuses on the development of a high performance parallel discrete event simulation environment, Neuron Time Warp (NTW), which is intended for use in the parallel simulation of stochastic reaction-diffusion systems such as intra-calcium signaling. NTW is integrated with NEURON, a simulator which is widely used within the neuroscience community. We simulate two models, a calcium buffer and a calcium wave model. The calcium buffer model is employed in order to verify the correctness and performance of NTW by comparing it to a serial deterministic simulation in NEURON. We also derived a discrete event calcium wave model from a deterministic model using the stochastic IP3R structure.

Experimental Design for Parameter Estimation of Gene Regulatory Networks

PubMed Central

Timmer, Jens

2012-01-01

Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs) are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM). This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines. PMID:22815723

Sustainable infrastructure system modeling under uncertainties and dynamics

NASA Astrophysics Data System (ADS)

Huang, Yongxi

Infrastructure systems support human activities in transportation, communication, water use, and energy supply. The dissertation research focuses on critical transportation infrastructure and renewable energy infrastructure systems. The goal of the research efforts is to improve the sustainability of the infrastructure systems, with an emphasis on economic viability, system reliability and robustness, and environmental impacts. The research efforts in critical transportation infrastructure concern the development of strategic robust resource allocation strategies in an uncertain decision-making environment, considering both uncertain service availability and accessibility. The study explores the performances of different modeling approaches (i.e., deterministic, stochastic programming, and robust optimization) to reflect various risk preferences. The models are evaluated in a case study of Singapore and results demonstrate that stochastic modeling methods in general offers more robust allocation strategies compared to deterministic approaches in achieving high coverage to critical infrastructures under risks. This general modeling framework can be applied to other emergency service applications, such as, locating medical emergency services. The development of renewable energy infrastructure system development aims to answer the following key research questions: (1) is the renewable energy an economically viable solution? (2) what are the energy distribution and infrastructure system requirements to support such energy supply systems in hedging against potential risks? (3) how does the energy system adapt the dynamics from evolving technology and societal needs in the transition into a renewable energy based society? The study of Renewable Energy System Planning with Risk Management incorporates risk management into its strategic planning of the supply chains. The physical design and operational management are integrated as a whole in seeking mitigations against the potential risks caused by feedstock seasonality and demand uncertainty. Facility spatiality, time variation of feedstock yields, and demand uncertainty are integrated into a two-stage stochastic programming (SP) framework. In the study of Transitional Energy System Modeling under Uncertainty, a multistage stochastic dynamic programming is established to optimize the process of building and operating fuel production facilities during the transition. Dynamics due to the evolving technologies and societal changes and uncertainty due to demand fluctuations are the major issues to be addressed.

The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

2015-04-01

Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or the SDDP methods. The independent use of surface and groundwater can be examined with and without the aquifer. The ESPAT_DET, ESPATR and ESPAT_SDP modules were executed for the surface system, while the ESPAT_RA and the ESPAT_DET modules were run for the surface-groundwater system. The surface system's results show a similar performance between the ESPAT_SDP and ESPATR modules, with outperform the one showed by the current policies besides being outperformed by the ESPAT_DET results, which have the advantage of the perfect foresight. The surface-groundwater system's results show a robust situation in which the differences between the module's results and the current policies are lower due the use of pumped groundwater in the XX century crops when surface water is scarce. The results are realistic, with the deterministic optimization outperforming the stochastic one, which at the same time outperforms the current policies; showing that the tool is able to stochastically optimize river-aquifer water resources systems. We are currently working in the application of these tools in the analysis of changes in systems' operation under global change conditions. ACKNOWLEDGEMENT: This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) funds.

Modeling metabolic networks in C. glutamicum: a comparison of rate laws in combination with various parameter optimization strategies

PubMed Central

Dräger, Andreas; Kronfeld, Marcel; Ziller, Michael J; Supper, Jochen; Planatscher, Hannes; Magnus, Jørgen B; Oldiges, Marco; Kohlbacher, Oliver; Zell, Andreas

2009-01-01

Background To understand the dynamic behavior of cellular systems, mathematical modeling is often necessary and comprises three steps: (1) experimental measurement of participating molecules, (2) assignment of rate laws to each reaction, and (3) parameter calibration with respect to the measurements. In each of these steps the modeler is confronted with a plethora of alternative approaches, e. g., the selection of approximative rate laws in step two as specific equations are often unknown, or the choice of an estimation procedure with its specific settings in step three. This overall process with its numerous choices and the mutual influence between them makes it hard to single out the best modeling approach for a given problem. Results We investigate the modeling process using multiple kinetic equations together with various parameter optimization methods for a well-characterized example network, the biosynthesis of valine and leucine in C. glutamicum. For this purpose, we derive seven dynamic models based on generalized mass action, Michaelis-Menten and convenience kinetics as well as the stochastic Langevin equation. In addition, we introduce two modeling approaches for feedback inhibition to the mass action kinetics. The parameters of each model are estimated using eight optimization strategies. To determine the most promising modeling approaches together with the best optimization algorithms, we carry out a two-step benchmark: (1) coarse-grained comparison of the algorithms on all models and (2) fine-grained tuning of the best optimization algorithms and models. To analyze the space of the best parameters found for each model, we apply clustering, variance, and correlation analysis. Conclusion A mixed model based on the convenience rate law and the Michaelis-Menten equation, in which all reactions are assumed to be reversible, is the most suitable deterministic modeling approach followed by a reversible generalized mass action kinetics model. A Langevin model is advisable to take stochastic effects into account. To estimate the model parameters, three algorithms are particularly useful: For first attempts the settings-free Tribes algorithm yields valuable results. Particle swarm optimization and differential evolution provide significantly better results with appropriate settings. PMID:19144170

A Multi-Objective Decision Making Approach for Solving the Image Segmentation Fusion Problem.

PubMed

Khelifi, Lazhar; Mignotte, Max

2017-08-01

Image segmentation fusion is defined as the set of methods which aim at merging several image segmentations, in a manner that takes full advantage of the complementarity of each one. Previous relevant researches in this field have been impeded by the difficulty in identifying an appropriate single segmentation fusion criterion, providing the best possible, i.e., the more informative, result of fusion. In this paper, we propose a new model of image segmentation fusion based on multi-objective optimization which can mitigate this problem, to obtain a final improved result of segmentation. Our fusion framework incorporates the dominance concept in order to efficiently combine and optimize two complementary segmentation criteria, namely, the global consistency error and the F-measure (precision-recall) criterion. To this end, we present a hierarchical and efficient way to optimize the multi-objective consensus energy function related to this fusion model, which exploits a simple and deterministic iterative relaxation strategy combining the different image segments. This step is followed by a decision making task based on the so-called "technique for order performance by similarity to ideal solution". Results obtained on two publicly available databases with manual ground truth segmentations clearly show that our multi-objective energy-based model gives better results than the classical mono-objective one.

A Lifetime Maximization Relay Selection Scheme in Wireless Body Area Networks.

PubMed

Zhang, Yu; Zhang, Bing; Zhang, Shi

2017-06-02

Network Lifetime is one of the most important metrics in Wireless Body Area Networks (WBANs). In this paper, a relay selection scheme is proposed under the topology constrains specified in the IEEE 802.15.6 standard to maximize the lifetime of WBANs through formulating and solving an optimization problem where relay selection of each node acts as optimization variable. Considering the diversity of the sensor nodes in WBANs, the optimization problem takes not only energy consumption rate but also energy difference among sensor nodes into account to improve the network lifetime performance. Since it is Non-deterministic Polynomial-hard (NP-hard) and intractable, a heuristic solution is then designed to rapidly address the optimization. The simulation results indicate that the proposed relay selection scheme has better performance in network lifetime compared with existing algorithms and that the heuristic solution has low time complexity with only a negligible performance degradation gap from optimal value. Furthermore, we also conduct simulations based on a general WBAN model to comprehensively illustrate the advantages of the proposed algorithm. At the end of the evaluation, we validate the feasibility of our proposed scheme via an implementation discussion.

Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.

PubMed

Kiumarsi, Bahare; Lewis, Frank L

2015-01-01

This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.

Multigroup cross section library for GFR2400

NASA Astrophysics Data System (ADS)

Čerba, Štefan; Vrban, Branislav; Lüley, Jakub; Haščík, Ján; Nečas, Vladimír

2017-09-01

In this paper the development and optimization of the SBJ_E71 multigroup cross section library for GFR2400 applications is discussed. A cross section processing scheme, merging Monte Carlo and deterministic codes, was developed. Several fine and coarse group structures and two weighting flux options were analysed through 18 benchmark experiments selected from the handbook of ICSBEP and based on performed similarity assessments. The performance of the collapsed version of the SBJ_E71 library was compared with MCNP5 CE ENDF/B VII.1 and the Korean KAFAX-E70 library. The comparison was made based on integral parameters of calculations performed on full core homogenous models.

Multiscale approach to contour fitting for MR images

NASA Astrophysics Data System (ADS)

Rueckert, Daniel; Burger, Peter

1996-04-01

We present a new multiscale contour fitting process which combines information about the image and the contour of the object at different levels of scale. The algorithm is based on energy minimizing deformable models but avoids some of the problems associated with these models. The segmentation algorithm starts by constructing a linear scale-space of an image through convolution of the original image with a Gaussian kernel at different levels of scale, where the scale corresponds to the standard deviation of the Gaussian kernel. At high levels of scale large scale features of the objects are preserved while small scale features, like object details as well as noise, are suppressed. In order to maximize the accuracy of the segmentation, the contour of the object of interest is then tracked in scale-space from coarse to fine scales. We propose a hybrid multi-temperature simulated annealing optimization to minimize the energy of the deformable model. At high levels of scale the SA optimization is started at high temperatures, enabling the SA optimization to find a global optimal solution. At lower levels of scale the SA optimization is started at lower temperatures (at the lowest level the temperature is close to 0). This enforces a more deterministic behavior of the SA optimization at lower scales and leads to an increasingly local optimization as high energy barriers cannot be crossed. The performance and robustness of the algorithm have been tested on spin-echo MR images of the cardiovascular system. The task was to segment the ascending and descending aorta in 15 datasets of different individuals in order to measure regional aortic compliance. The results show that the algorithm is able to provide more accurate segmentation results than the classic contour fitting process and is at the same time very robust to noise and initialization.

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

Free-form Airfoil Shape Optimization Under Uncertainty Using Maximum Expected Value and Second-order Second-moment Strategies

NASA Technical Reports Server (NTRS)

Huyse, Luc; Bushnell, Dennis M. (Technical Monitor)

2001-01-01

Free-form shape optimization of airfoils poses unexpected difficulties. Practical experience has indicated that a deterministic optimization for discrete operating conditions can result in dramatically inferior performance when the actual operating conditions are different from the - somewhat arbitrary - design values used for the optimization. Extensions to multi-point optimization have proven unable to adequately remedy this problem of "localized optimization" near the sampled operating conditions. This paper presents an intrinsically statistical approach and demonstrates how the shortcomings of multi-point optimization with respect to "localized optimization" can be overcome. The practical examples also reveal how the relative likelihood of each of the operating conditions is automatically taken into consideration during the optimization process. This is a key advantage over the use of multipoint methods.

The Diffusion Model Is Not a Deterministic Growth Model: Comment on Jones and Dzhafarov (2014)

PubMed Central

Smith, Philip L.; Ratcliff, Roger; McKoon, Gail

2015-01-01

Jones and Dzhafarov (2014) claim that several current models of speeded decision making in cognitive tasks, including the diffusion model, can be viewed as special cases of other general models or model classes. The general models can be made to match any set of response time (RT) distribution and accuracy data exactly by a suitable choice of parameters and so are unfalsifiable. The implication of their claim is that models like the diffusion model are empirically testable only by artificially restricting them to exclude unfalsifiable instances of the general model. We show that Jones and Dzhafarov’s argument depends on enlarging the class of “diffusion” models to include models in which there is little or no diffusion. The unfalsifiable models are deterministic or near-deterministic growth models, from which the effects of within-trial variability have been removed or in which they are constrained to be negligible. These models attribute most or all of the variability in RT and accuracy to across-trial variability in the rate of evidence growth, which is permitted to be distributed arbitrarily and to vary freely across experimental conditions. In contrast, in the standard diffusion model, within-trial variability in evidence is the primary determinant of variability in RT. Across-trial variability, which determines the relative speed of correct responses and errors, is theoretically and empirically constrained. Jones and Dzhafarov’s attempt to include the diffusion model in a class of models that also includes deterministic growth models misrepresents and trivializes it and conveys a misleading picture of cognitive decision-making research. PMID:25347314

Optimization of Sampling Design to Determine the Spatial Distributions of Emerging Contaminants in Estuaries

EPA Science Inventory

Narragansett Bay (NB) has been extensively sampled over the last 50 years by various government agencies, academic institutions, and private groups. To date, most spatial research conducted within the estuary has employed deterministic sampling designs. Several studies have used ...

Application of tabu search to deterministic and stochastic optimization problems

NASA Astrophysics Data System (ADS)

Gurtuna, Ozgur

During the past two decades, advances in computer science and operations research have resulted in many new optimization methods for tackling complex decision-making problems. One such method, tabu search, forms the basis of this thesis. Tabu search is a very versatile optimization heuristic that can be used for solving many different types of optimization problems. Another research area, real options, has also gained considerable momentum during the last two decades. Real options analysis is emerging as a robust and powerful method for tackling decision-making problems under uncertainty. Although the theoretical foundations of real options are well-established and significant progress has been made in the theory side, applications are lagging behind. A strong emphasis on practical applications and a multidisciplinary approach form the basic rationale of this thesis. The fundamental concepts and ideas behind tabu search and real options are investigated in order to provide a concise overview of the theory supporting both of these two fields. This theoretical overview feeds into the design and development of algorithms that are used to solve three different problems. The first problem examined is a deterministic one: finding the optimal servicing tours that minimize energy and/or duration of missions for servicing satellites around Earth's orbit. Due to the nature of the space environment, this problem is modeled as a time-dependent, moving-target optimization problem. Two solution methods are developed: an exhaustive method for smaller problem instances, and a method based on tabu search for larger ones. The second and third problems are related to decision-making under uncertainty. In the second problem, tabu search and real options are investigated together within the context of a stochastic optimization problem: option valuation. By merging tabu search and Monte Carlo simulation, a new method for studying options, Tabu Search Monte Carlo (TSMC) method, is developed. The theoretical underpinnings of the TSMC method and the flow of the algorithm are explained. Its performance is compared to other existing methods for financial option valuation. In the third, and final, problem, TSMC method is used to determine the conditions of feasibility for hybrid electric vehicles and fuel cell vehicles. There are many uncertainties related to the technologies and markets associated with new generation passenger vehicles. These uncertainties are analyzed in order to determine the conditions in which new generation vehicles can compete with established technologies.

On the usage of ultrasound computational models for decision making under ambiguity

NASA Astrophysics Data System (ADS)

Dib, Gerges; Sexton, Samuel; Prowant, Matthew; Crawford, Susan; Diaz, Aaron

2018-04-01

Computer modeling and simulation is becoming pervasive within the non-destructive evaluation (NDE) industry as a convenient tool for designing and assessing inspection techniques. This raises a pressing need for developing quantitative techniques for demonstrating the validity and applicability of the computational models. Computational models provide deterministic results based on deterministic and well-defined input, or stochastic results based on inputs defined by probability distributions. However, computational models cannot account for the effects of personnel, procedures, and equipment, resulting in ambiguity about the efficacy of inspections based on guidance from computational models only. In addition, ambiguity arises when model inputs, such as the representation of realistic cracks, cannot be defined deterministically, probabilistically, or by intervals. In this work, Pacific Northwest National Laboratory demonstrates the ability of computational models to represent field measurements under known variabilities, and quantify the differences using maximum amplitude and power spectrum density metrics. Sensitivity studies are also conducted to quantify the effects of different input parameters on the simulation results.

Uncertainty in BMP evaluation and optimization for watershed management

NASA Astrophysics Data System (ADS)

Chaubey, I.; Cibin, R.; Sudheer, K.; Her, Y.

2012-12-01

Use of computer simulation models have increased substantially to make watershed management decisions and to develop strategies for water quality improvements. These models are often used to evaluate potential benefits of various best management practices (BMPs) for reducing losses of pollutants from sources areas into receiving waterbodies. Similarly, use of simulation models in optimizing selection and placement of best management practices under single (maximization of crop production or minimization of pollutant transport) and multiple objective functions has increased recently. One of the limitations of the currently available assessment and optimization approaches is that the BMP strategies are considered deterministic. Uncertainties in input data (e.g. precipitation, streamflow, sediment, nutrient and pesticide losses measured, land use) and model parameters may result in considerable uncertainty in watershed response under various BMP options. We have developed and evaluated options to include uncertainty in BMP evaluation and optimization for watershed management. We have also applied these methods to evaluate uncertainty in ecosystem services from mixed land use watersheds. In this presentation, we will discuss methods to to quantify uncertainties in BMP assessment and optimization solutions due to uncertainties in model inputs and parameters. We have used a watershed model (Soil and Water Assessment Tool or SWAT) to simulate the hydrology and water quality in mixed land use watershed located in Midwest USA. The SWAT model was also used to represent various BMPs in the watershed needed to improve water quality. SWAT model parameters, land use change parameters, and climate change parameters were considered uncertain. It was observed that model parameters, land use and climate changes resulted in considerable uncertainties in BMP performance in reducing P, N, and sediment loads. In addition, climate change scenarios also affected uncertainties in SWAT simulated crop yields. Considerable uncertainties in the net cost and the water quality improvements resulted due to uncertainties in land use, climate change, and model parameter values.

An Improved Interacting Multiple Model Filtering Algorithm Based on the Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Zhu, Wei; Wang, Wei; Yuan, Gannan

2016-06-01

In order to improve the tracking accuracy, model estimation accuracy and quick response of multiple model maneuvering target tracking, the interacting multiple models five degree cubature Kalman filter (IMM5CKF) is proposed in this paper. In the proposed algorithm, the interacting multiple models (IMM) algorithm processes all the models through a Markov Chain to simultaneously enhance the model tracking accuracy of target tracking. Then a five degree cubature Kalman filter (5CKF) evaluates the surface integral by a higher but deterministic odd ordered spherical cubature rule to improve the tracking accuracy and the model switch sensitivity of the IMM algorithm. Finally, the simulation results demonstrate that the proposed algorithm exhibits quick and smooth switching when disposing different maneuver models, and it also performs better than the interacting multiple models cubature Kalman filter (IMMCKF), interacting multiple models unscented Kalman filter (IMMUKF), 5CKF and the optimal mode transition matrix IMM (OMTM-IMM).

Analysis of deterministic swapping of photonic and atomic states through single-photon Raman interaction

NASA Astrophysics Data System (ADS)

Rosenblum, Serge; Borne, Adrien; Dayan, Barak

2017-03-01

The long-standing goal of deterministic quantum interactions between single photons and single atoms was recently realized in various experiments. Among these, an appealing demonstration relied on single-photon Raman interaction (SPRINT) in a three-level atom coupled to a single-mode waveguide. In essence, the interference-based process of SPRINT deterministically swaps the qubits encoded in a single photon and a single atom, without the need for additional control pulses. It can also be harnessed to construct passive entangling quantum gates, and can therefore form the basis for scalable quantum networks in which communication between the nodes is carried out only by single-photon pulses. Here we present an analytical and numerical study of SPRINT, characterizing its limitations and defining parameters for its optimal operation. Specifically, we study the effect of losses, imperfect polarization, and the presence of multiple excited states. In all cases we discuss strategies for restoring the operation of SPRINT.

({The) Solar System Large Planets influence on a new Maunder Miniμm}

NASA Astrophysics Data System (ADS)

Yndestad, Harald; Solheim, Jan-Erik

2016-04-01

In 1890´s G. Spörer and E. W. Maunder (1890) reported that the solar activity stopped in a period of 70 years from 1645 to 1715. Later a reconstruction of the solar activity confirms the grand minima Maunder (1640-1720), Spörer (1390-1550), Wolf (1270-1340), and the minima Oort (1010-1070) and Dalton (1785-1810) since the year 1000 A.D. (Usoskin et al. 2007). These minimum periods have been associated with less irradiation from the Sun and cold climate periods on Earth. An identification of a three grand Maunder type periods and two Dalton type periods in a period thousand years, indicates that sooner or later there will be a colder climate on Earth from a new Maunder- or Dalton- type period. The cause of these minimum periods, are not well understood. An expected new Maunder-type period is based on the properties of solar variability. If the solar variability has a deterministic element, we can estimate better a new Maunder grand minimum. A random solar variability can only explain the past. This investigation is based on the simple idea that if the solar variability has a deterministic property, it must have a deterministic source, as a first cause. If this deterministic source is known, we can compute better estimates the next expected Maunder grand minimum period. The study is based on a TSI ACRIM data series from 1700, a TSI ACRIM data series from 1000 A.D., sunspot data series from 1611 and a Solar Barycenter orbit data series from 1000. The analysis method is based on a wavelet spectrum analysis, to identify stationary periods, coincidence periods and their phase relations. The result shows that the TSI variability and the sunspots variability have deterministic oscillations, controlled by the large planets Jupiter, Uranus and Neptune, as the first cause. A deterministic model of TSI variability and sunspot variability confirms the known minimum and grand minimum periods since 1000. From this deterministic model we may expect a new Maunder type sunspot minimum period from about 2018 to 2055. The deterministic model of a TSI ACRIM data series from 1700 computes a new Maunder type grand minimum period from 2015 to 2071. A model of the longer TSI ACRIM data series from 1000 computes a new Dalton to Maunder type minimum irradiation period from 2047 to 2068.

A multiphysical ensemble system of numerical snow modelling

NASA Astrophysics Data System (ADS)

Lafaysse, Matthieu; Cluzet, Bertrand; Dumont, Marie; Lejeune, Yves; Vionnet, Vincent; Morin, Samuel

2017-05-01

Physically based multilayer snowpack models suffer from various modelling errors. To represent these errors, we built the new multiphysical ensemble system ESCROC (Ensemble System Crocus) by implementing new representations of different physical processes in the deterministic coupled multilayer ground/snowpack model SURFEX/ISBA/Crocus. This ensemble was driven and evaluated at Col de Porte (1325 m a.s.l., French alps) over 18 years with a high-quality meteorological and snow data set. A total number of 7776 simulations were evaluated separately, accounting for the uncertainties of evaluation data. The ability of the ensemble to capture the uncertainty associated to modelling errors is assessed for snow depth, snow water equivalent, bulk density, albedo and surface temperature. Different sub-ensembles of the ESCROC system were studied with probabilistic tools to compare their performance. Results show that optimal members of the ESCROC system are able to explain more than half of the total simulation errors. Integrating members with biases exceeding the range corresponding to observational uncertainty is necessary to obtain an optimal dispersion, but this issue can also be a consequence of the fact that meteorological forcing uncertainties were not accounted for. The ESCROC system promises the integration of numerical snow-modelling errors in ensemble forecasting and ensemble assimilation systems in support of avalanche hazard forecasting and other snowpack-modelling applications.

A Computational Approach for Model Update of an LS-DYNA Energy Absorbing Cell

NASA Technical Reports Server (NTRS)

Horta, Lucas G.; Jackson, Karen E.; Kellas, Sotiris

2008-01-01

NASA and its contractors are working on structural concepts for absorbing impact energy of aerospace vehicles. Recently, concepts in the form of multi-cell honeycomb-like structures designed to crush under load have been investigated for both space and aeronautics applications. Efforts to understand these concepts are progressing from tests of individual cells to tests of systems with hundreds of cells. Because of fabrication irregularities, geometry irregularities, and material properties uncertainties, the problem of reconciling analytical models, in particular LS-DYNA models, with experimental data is a challenge. A first look at the correlation results between single cell load/deflection data with LS-DYNA predictions showed problems which prompted additional work in this area. This paper describes a computational approach that uses analysis of variance, deterministic sampling techniques, response surface modeling, and genetic optimization to reconcile test with analysis results. Analysis of variance provides a screening technique for selection of critical parameters used when reconciling test with analysis. In this study, complete ignorance of the parameter distribution is assumed and, therefore, the value of any parameter within the range that is computed using the optimization procedure is considered to be equally likely. Mean values from tests are matched against LS-DYNA solutions by minimizing the square error using a genetic optimization. The paper presents the computational methodology along with results obtained using this approach.

Statistically qualified neuro-analytic failure detection method and system

DOEpatents

Vilim, Richard B.; Garcia, Humberto E.; Chen, Frederick W.

2002-03-02

An apparatus and method for monitoring a process involve development and application of a statistically qualified neuro-analytic (SQNA) model to accurately and reliably identify process change. The development of the SQNA model is accomplished in two stages: deterministic model adaption and stochastic model modification of the deterministic model adaptation. Deterministic model adaption involves formulating an analytic model of the process representing known process characteristics, augmenting the analytic model with a neural network that captures unknown process characteristics, and training the resulting neuro-analytic model by adjusting the neural network weights according to a unique scaled equation error minimization technique. Stochastic model modification involves qualifying any remaining uncertainty in the trained neuro-analytic model by formulating a likelihood function, given an error propagation equation, for computing the probability that the neuro-analytic model generates measured process output. Preferably, the developed SQNA model is validated using known sequential probability ratio tests and applied to the process as an on-line monitoring system. Illustrative of the method and apparatus, the method is applied to a peristaltic pump system.

The Witness-Voting System

NASA Astrophysics Data System (ADS)

Gerck, Ed

We present a new, comprehensive framework to qualitatively improve election outcome trustworthiness, where voting is modeled as an information transfer process. Although voting is deterministic (all ballots are counted), information is treated stochastically using Information Theory. Error considerations, including faults, attacks, and threats by adversaries, are explicitly included. The influence of errors may be corrected to achieve an election outcome error as close to zero as desired (error-free), with a provably optimal design that is applicable to any type of voting, with or without ballots. Sixteen voting system requirements, including functional, performance, environmental and non-functional considerations, are derived and rated, meeting or exceeding current public-election requirements. The voter and the vote are unlinkable (secret ballot) although each is identifiable. The Witness-Voting System (Gerck, 2001) is extended as a conforming implementation of the provably optimal design that is error-free, transparent, simple, scalable, robust, receipt-free, universally-verifiable, 100% voter-verified, and end-to-end audited.

Multi-objective robust design of energy-absorbing components using coupled process-performance simulations

NASA Astrophysics Data System (ADS)

Najafi, Ali; Acar, Erdem; Rais-Rohani, Masoud

2014-02-01

The stochastic uncertainties associated with the material, process and product are represented and propagated to process and performance responses. A finite element-based sequential coupled process-performance framework is used to simulate the forming and energy absorption responses of a thin-walled tube in a manner that both material properties and component geometry can evolve from one stage to the next for better prediction of the structural performance measures. Metamodelling techniques are used to develop surrogate models for manufacturing and performance responses. One set of metamodels relates the responses to the random variables whereas the other relates the mean and standard deviation of the responses to the selected design variables. A multi-objective robust design optimization problem is formulated and solved to illustrate the methodology and the influence of uncertainties on manufacturability and energy absorption of a metallic double-hat tube. The results are compared with those of deterministic and augmented robust optimization problems.

Optimal control of population recovery--the role of economic restoration threshold.

PubMed

Lampert, Adam; Hastings, Alan

2014-01-01

A variety of ecological systems around the world have been damaged in recent years, either by natural factors such as invasive species, storms and global change or by direct human activities such as overfishing and water pollution. Restoration of these systems to provide ecosystem services entails significant economic benefits. Thus, choosing how and when to restore in an optimal fashion is important, but has not been well studied. Here we examine a general model where population growth can be induced or accelerated by investing in active restoration. We show that the most cost-effective method to restore an ecosystem dictates investment until the population approaches an 'economic restoration threshold', a density above which the ecosystem should be left to recover naturally. Therefore, determining this threshold is a key general approach for guiding efficient restoration management, and we demonstrate how to calculate this threshold for both deterministic and stochastic ecosystems. © 2013 John Wiley & Sons Ltd/CNRS.

Using optimization models to demonstrate the need for structural changes in training programs for surgical medical residents.

PubMed

Turner, Jonathan; Kim, Kibaek; Mehrotra, Sanjay; DaRosa, Debra A; Daskin, Mark S; Rodriguez, Heron E

2013-09-01

The primary goal of a residency program is to prepare trainees for unsupervised care. Duty hour restrictions imposed throughout the prior decade require that residents work significantly fewer hours. Moreover, various stakeholders (e.g. the hospital, mentors, other residents, educators, and patients) require them to prioritize very different activities, often conflicting with their learning goals. Surgical residents' learning goals include providing continuity throughout a patient's pre-, peri-, and post-operative care as well as achieving sufficient surgical experience levels in various procedure types and participating in various formal educational activities, among other things. To complicate matters, senior residents often compete with other residents for surgical experience. This paper features experiments using an optimization model and a real dataset. The experiments test the viability of achieving the above goals at a major academic center using existing models of delivering medical education and training to surgical residents. It develops a detailed multi-objective, two-stage stochastic optimization model with anticipatory capabilities solved over a rolling time horizon. A novel feature of the models is the incorporation of learning curve theory in the objection function. Using a deterministic version of the model, we identify bounds on the achievement of learning goals under existing training paradigms. The computational results highlight the structural problems in the current surgical resident educational system. These results further corroborate earlier findings and suggest an educational system redesign is necessary for surgical medical residents.

Self assembly of rectangular shapes on concentration programming and probabilistic tile assembly models.

PubMed

Kundeti, Vamsi; Rajasekaran, Sanguthevar

2012-06-01

Efficient tile sets for self assembling rectilinear shapes is of critical importance in algorithmic self assembly. A lower bound on the tile complexity of any deterministic self assembly system for an n × n square is [Formula: see text] (inferred from the Kolmogrov complexity). Deterministic self assembly systems with an optimal tile complexity have been designed for squares and related shapes in the past. However designing [Formula: see text] unique tiles specific to a shape is still an intensive task in the laboratory. On the other hand copies of a tile can be made rapidly using PCR (polymerase chain reaction) experiments. This led to the study of self assembly on tile concentration programming models. We present two major results in this paper on the concentration programming model. First we show how to self assemble rectangles with a fixed aspect ratio ( α:β ), with high probability, using Θ( α + β ) tiles. This result is much stronger than the existing results by Kao et al. (Randomized self-assembly for approximate shapes, LNCS, vol 5125. Springer, Heidelberg, 2008) and Doty (Randomized self-assembly for exact shapes. In: proceedings of the 50th annual IEEE symposium on foundations of computer science (FOCS), IEEE, Atlanta. pp 85-94, 2009)-which can only self assembly squares and rely on tiles which perform binary arithmetic. On the other hand, our result is based on a technique called staircase sampling . This technique eliminates the need for sub-tiles which perform binary arithmetic, reduces the constant in the asymptotic bound, and eliminates the need for approximate frames (Kao et al. Randomized self-assembly for approximate shapes, LNCS, vol 5125. Springer, Heidelberg, 2008). Our second result applies staircase sampling on the equimolar concentration programming model (The tile complexity of linear assemblies. In: proceedings of the 36th international colloquium automata, languages and programming: Part I on ICALP '09, Springer-Verlag, pp 235-253, 2009), to self assemble rectangles (of fixed aspect ratio) with high probability. The tile complexity of our algorithm is Θ(log( n )) and is optimal on the probabilistic tile assembly model (PTAM)- n being an upper bound on the dimensions of a rectangle.

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

Impacts of Considering Climate Variability on Investment Decisions in Ethiopia

NASA Astrophysics Data System (ADS)

Strzepek, K.; Block, P.; Rosegrant, M.; Diao, X.

2005-12-01

In Ethiopia, climate extremes, inducing droughts or floods, are not unusual. Monitoring the effects of these extremes, and climate variability in general, is critical for economic prediction and assessment of the country's future welfare. The focus of this study involves adding climate variability to a deterministic, mean climate-driven agro-economic model, in an attempt to understand its effects and degree of influence on general economic prediction indicators for Ethiopia. Four simulations are examined, including a baseline simulation and three investment strategies: simulations of irrigation investment, roads investment, and a combination investment of both irrigation and roads. The deterministic model is transformed into a stochastic model by dynamically adding year-to-year climate variability through climate-yield factors. Nine sets of actual, historic, variable climate data are individually assembled and implemented into the 12-year stochastic model simulation, producing an ensemble of economic prediction indicators. This ensemble allows for a probabilistic approach to planning and policy making, allowing decision makers to consider risk. The economic indicators from the deterministic and stochastic approaches, including rates of return to investments, are significantly different. The predictions of the deterministic model appreciably overestimate the future welfare of Ethiopia; the predictions of the stochastic model, utilizing actual climate data, tend to give a better semblance of what may be expected. Inclusion of climate variability is vital for proper analysis of the predictor values from this agro-economic model.

Ant Lion Optimization algorithm for kidney exchanges.

PubMed

Hamouda, Eslam; El-Metwally, Sara; Tarek, Mayada

2018-01-01

The kidney exchange programs bring new insights in the field of organ transplantation. They make the previously not allowed surgery of incompatible patient-donor pairs easier to be performed on a large scale. Mathematically, the kidney exchange is an optimization problem for the number of possible exchanges among the incompatible pairs in a given pool. Also, the optimization modeling should consider the expected quality-adjusted life of transplant candidates and the shortage of computational and operational hospital resources. In this article, we introduce a bio-inspired stochastic-based Ant Lion Optimization, ALO, algorithm to the kidney exchange space to maximize the number of feasible cycles and chains among the pool pairs. Ant Lion Optimizer-based program achieves comparable kidney exchange results to the deterministic-based approaches like integer programming. Also, ALO outperforms other stochastic-based methods such as Genetic Algorithm in terms of the efficient usage of computational resources and the quantity of resulting exchanges. Ant Lion Optimization algorithm can be adopted easily for on-line exchanges and the integration of weights for hard-to-match patients, which will improve the future decisions of kidney exchange programs. A reference implementation for ALO algorithm for kidney exchanges is written in MATLAB and is GPL licensed. It is available as free open-source software from: https://github.com/SaraEl-Metwally/ALO_algorithm_for_Kidney_Exchanges.

PROCEEDINGS OF THE SYMPOSIUM ON SYSTEM THEORY, NEW YORK, N. Y. APRIL 20, 21, 22 1965. VOLUME XV.

DTIC Science & Technology

The papers presented at the symposium may be grouped as follows: (1) What is system theory ; (2) Representations of systems; (3) System dynamics; (4...Non-deterministic systems; (5) Optimal systems; and (6) Applications of system theory .

Subspace algorithms for identifying separable-in-denominator 2D systems with deterministic-stochastic inputs

NASA Astrophysics Data System (ADS)

Ramos, José A.; Mercère, Guillaume

2016-12-01

In this paper, we present an algorithm for identifying two-dimensional (2D) causal, recursive and separable-in-denominator (CRSD) state-space models in the Roesser form with deterministic-stochastic inputs. The algorithm implements the N4SID, PO-MOESP and CCA methods, which are well known in the literature on 1D system identification, but here we do so for the 2D CRSD Roesser model. The algorithm solves the 2D system identification problem by maintaining the constraint structure imposed by the problem (i.e. Toeplitz and Hankel) and computes the horizontal and vertical system orders, system parameter matrices and covariance matrices of a 2D CRSD Roesser model. From a computational point of view, the algorithm has been presented in a unified framework, where the user can select which of the three methods to use. Furthermore, the identification task is divided into three main parts: (1) computing the deterministic horizontal model parameters, (2) computing the deterministic vertical model parameters and (3) computing the stochastic components. Specific attention has been paid to the computation of a stabilised Kalman gain matrix and a positive real solution when required. The efficiency and robustness of the unified algorithm have been demonstrated via a thorough simulation example.

Rapid isolation of cancer cells using microfluidic deterministic lateral displacement structure.

PubMed

Liu, Zongbin; Huang, Fei; Du, Jinghui; Shu, Weiliang; Feng, Hongtao; Xu, Xiaoping; Chen, Yan

2013-01-01

This work reports a microfluidic device with deterministic lateral displacement (DLD) arrays allowing rapid and label-free cancer cell separation and enrichment from diluted peripheral whole blood, by exploiting the size-dependent hydrodynamic forces. Experiment data and theoretical simulation are presented to evaluate the isolation efficiency of various types of cancer cells in the microfluidic DLD structure. We also demonstrated the use of both circular and triangular post arrays for cancer cell separation in cell solution and blood samples. The device was able to achieve high cancer cell isolation efficiency and enrichment factor with our optimized design. Therefore, this platform with DLD structure shows great potential on fundamental and clinical studies of circulating tumor cells.

Deterministic quantum annealing expectation-maximization algorithm

NASA Astrophysics Data System (ADS)

Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki

2017-11-01

Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field of physics, quantum annealing (QA) was proposed as a novel optimization approach. Motivated by QA, we propose a quantum annealing extension of EM, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. We also discuss its advantage in terms of the path integral formulation. Furthermore, by employing numerical simulations, we illustrate how DQAEM works in MLE and show that DQAEM moderate the problem of local optima in EM.

Using proxies to explore ensemble uncertainty in climate impact studies: the example of air pollution

NASA Astrophysics Data System (ADS)

Lemaire, V. E. P.; Colette, A.; Menut, L.

2015-10-01

Because of its sensitivity to unfavorable weather patterns, air pollution is sensitive to climate change so that, in the future, a climate penalty could jeopardize the expected efficiency of air pollution mitigation measures. A common method to assess the impact of climate on air quality consists in implementing chemistry-transport models forced by climate projection. However, the computing cost of such method requires optimizing ensemble exploration techniques. By using a training dataset of deterministic projection of climate and air quality over Europe, we identified the main meteorological drivers of air quality for 8 regions in Europe and developed simple statistical models that could be used to predict air pollutant concentrations. The evolution of the key climate variables driving either particulate or gaseous pollution allows concluding on the robustness of the climate impact on air quality. The climate benefit for PM2.5 was confirmed -0.96 (±0.18), -1.00 (±0.37), -1.16 ± (0.23) μg m-3, for resp. Eastern Europe, Mid Europe and Northern Italy and for the Eastern Europe, France, Iberian Peninsula, Mid Europe and Northern Italy regions a climate penalty on ozone was identified 10.11 (±3.22), 8.23 (±2.06), 9.23 (±1.13), 6.41 (±2.14), 7.43 (±2.02) μg m-3. This technique also allows selecting a subset of relevant regional climate model members that should be used in priority for future deterministic projections.

Intelligent and robust optimization frameworks for smart grids

NASA Astrophysics Data System (ADS)

Dhansri, Naren Reddy

A smart grid implies a cyberspace real-time distributed power control system to optimally deliver electricity based on varying consumer characteristics. Although smart grids solve many of the contemporary problems, they give rise to new control and optimization problems with the growing role of renewable energy sources such as wind or solar energy. Under highly dynamic nature of distributed power generation and the varying consumer demand and cost requirements, the total power output of the grid should be controlled such that the load demand is met by giving a higher priority to renewable energy sources. Hence, the power generated from renewable energy sources should be optimized while minimizing the generation from non renewable energy sources. This research develops a demand-based automatic generation control and optimization framework for real-time smart grid operations by integrating conventional and renewable energy sources under varying consumer demand and cost requirements. Focusing on the renewable energy sources, the intelligent and robust control frameworks optimize the power generation by tracking the consumer demand in a closed-loop control framework, yielding superior economic and ecological benefits and circumvent nonlinear model complexities and handles uncertainties for superior real-time operations. The proposed intelligent system framework optimizes the smart grid power generation for maximum economical and ecological benefits under an uncertain renewable wind energy source. The numerical results demonstrate that the proposed framework is a viable approach to integrate various energy sources for real-time smart grid implementations. The robust optimization framework results demonstrate the effectiveness of the robust controllers under bounded power plant model uncertainties and exogenous wind input excitation while maximizing economical and ecological performance objectives. Therefore, the proposed framework offers a new worst-case deterministic optimization algorithm for smart grid automatic generation control.

Optimal Protocols and Optimal Transport in Stochastic Thermodynamics

NASA Astrophysics Data System (ADS)

Aurell, Erik; Mejía-Monasterio, Carlos; Muratore-Ginanneschi, Paolo

2011-06-01

Thermodynamics of small systems has become an important field of statistical physics. Such systems are driven out of equilibrium by a control, and the question is naturally posed how such a control can be optimized. We show that optimization problems in small system thermodynamics are solved by (deterministic) optimal transport, for which very efficient numerical methods have been developed, and of which there are applications in cosmology, fluid mechanics, logistics, and many other fields. We show, in particular, that minimizing expected heat released or work done during a nonequilibrium transition in finite time is solved by the Burgers equation and mass transport by the Burgers velocity field. Our contribution hence considerably extends the range of solvable optimization problems in small system thermodynamics.

Optimal protocols and optimal transport in stochastic thermodynamics.

PubMed

Aurell, Erik; Mejía-Monasterio, Carlos; Muratore-Ginanneschi, Paolo

2011-06-24

Thermodynamics of small systems has become an important field of statistical physics. Such systems are driven out of equilibrium by a control, and the question is naturally posed how such a control can be optimized. We show that optimization problems in small system thermodynamics are solved by (deterministic) optimal transport, for which very efficient numerical methods have been developed, and of which there are applications in cosmology, fluid mechanics, logistics, and many other fields. We show, in particular, that minimizing expected heat released or work done during a nonequilibrium transition in finite time is solved by the Burgers equation and mass transport by the Burgers velocity field. Our contribution hence considerably extends the range of solvable optimization problems in small system thermodynamics.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Understanding agent-based models of financial markets: A bottom-up approach based on order parameters and phase diagrams

NASA Astrophysics Data System (ADS)

Lye, Ribin; Tan, James Peng Lung; Cheong, Siew Ann

2012-11-01

We describe a bottom-up framework, based on the identification of appropriate order parameters and determination of phase diagrams, for understanding progressively refined agent-based models and simulations of financial markets. We illustrate this framework by starting with a deterministic toy model, whereby N independent traders buy and sell M stocks through an order book that acts as a clearing house. The price of a stock increases whenever it is bought and decreases whenever it is sold. Price changes are updated by the order book before the next transaction takes place. In this deterministic model, all traders based their buy decisions on a call utility function, and all their sell decisions on a put utility function. We then make the agent-based model more realistic, by either having a fraction fb of traders buy a random stock on offer, or a fraction fs of traders sell a random stock in their portfolio. Based on our simulations, we find that it is possible to identify useful order parameters from the steady-state price distributions of all three models. Using these order parameters as a guide, we find three phases: (i) the dead market; (ii) the boom market; and (iii) the jammed market in the phase diagram of the deterministic model. Comparing the phase diagrams of the stochastic models against that of the deterministic model, we realize that the primary effect of stochasticity is to eliminate the dead market phase.

Distinguishing between stochasticity and determinism: Examples from cell cycle duration variability.

PubMed

Pearl Mizrahi, Sivan; Sandler, Oded; Lande-Diner, Laura; Balaban, Nathalie Q; Simon, Itamar

2016-01-01

We describe a recent approach for distinguishing between stochastic and deterministic sources of variability, focusing on the mammalian cell cycle. Variability between cells is often attributed to stochastic noise, although it may be generated by deterministic components. Interestingly, lineage information can be used to distinguish between variability and determinism. Analysis of correlations within a lineage of the mammalian cell cycle duration revealed its deterministic nature. Here, we discuss the sources of such variability and the possibility that the underlying deterministic process is due to the circadian clock. Finally, we discuss the "kicked cell cycle" model and its implication on the study of the cell cycle in healthy and cancerous tissues. © 2015 WILEY Periodicals, Inc.

On the Use of Statistics in Design and the Implications for Deterministic Computer Experiments

NASA Technical Reports Server (NTRS)

Simpson, Timothy W.; Peplinski, Jesse; Koch, Patrick N.; Allen, Janet K.

1997-01-01

Perhaps the most prevalent use of statistics in engineering design is through Taguchi's parameter and robust design -- using orthogonal arrays to compute signal-to-noise ratios in a process of design improvement. In our view, however, there is an equally exciting use of statistics in design that could become just as prevalent: it is the concept of metamodeling whereby statistical models are built to approximate detailed computer analysis codes. Although computers continue to get faster, analysis codes always seem to keep pace so that their computational time remains non-trivial. Through metamodeling, approximations of these codes are built that are orders of magnitude cheaper to run. These metamodels can then be linked to optimization routines for fast analysis, or they can serve as a bridge for integrating analysis codes across different domains. In this paper we first review metamodeling techniques that encompass design of experiments, response surface methodology, Taguchi methods, neural networks, inductive learning, and kriging. We discuss their existing applications in engineering design and then address the dangers of applying traditional statistical techniques to approximate deterministic computer analysis codes. We conclude with recommendations for the appropriate use of metamodeling techniques in given situations and how common pitfalls can be avoided.

Tradeoff methods in multiobjective insensitive design of airplane control systems

NASA Technical Reports Server (NTRS)

Schy, A. A.; Giesy, D. P.

1984-01-01

The latest results of an ongoing study of computer-aided design of airplane control systems are given. Constrained minimization algorithms are used, with the design objectives in the constraint vector. The concept of Pareto optimiality is briefly reviewed. It is shown how an experienced designer can use it to find designs which are well-balanced in all objectives. Then the problem of finding designs which are insensitive to uncertainty in system parameters are discussed, introducing a probabilistic vector definition of sensitivity which is consistent with the deterministic Pareto optimal problem. Insensitivity is important in any practical design, but it is particularly important in the design of feedback control systems, since it is considered to be the most important distinctive property of feedback control. Methods of tradeoff between deterministic and stochastic-insensitive (SI) design are described, and tradeoff design results are presented for the example of the a Shuttle lateral stability augmentation system. This example is used because careful studies have been made of the uncertainty in Shuttle aerodynamics. Finally, since accurate statistics of uncertain parameters are usually not available, the effects of crude statistical models on SI designs are examined.

A soft computing-based approach to optimise queuing-inventory control problem

NASA Astrophysics Data System (ADS)

Alaghebandha, Mohammad; Hajipour, Vahid

2015-04-01

In this paper, a multi-product continuous review inventory control problem within batch arrival queuing approach (MQr/M/1) is developed to find the optimal quantities of maximum inventory. The objective function is to minimise summation of ordering, holding and shortage costs under warehouse space, service level and expected lost-sales shortage cost constraints from retailer and warehouse viewpoints. Since the proposed model is Non-deterministic Polynomial-time hard, an efficient imperialist competitive algorithm (ICA) is proposed to solve the model. To justify proposed ICA, both ganetic algorithm and simulated annealing algorithm are utilised. In order to determine the best value of algorithm parameters that result in a better solution, a fine-tuning procedure is executed. Finally, the performance of the proposed ICA is analysed using some numerical illustrations.

Large-Scale Optimization for Bayesian Inference in Complex Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Willcox, Karen; Marzouk, Youssef

2013-11-12

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of themore » SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less

The threshold of a stochastic delayed SIR epidemic model with temporary immunity

NASA Astrophysics Data System (ADS)

Liu, Qun; Chen, Qingmei; Jiang, Daqing

2016-05-01

This paper is concerned with the asymptotic properties of a stochastic delayed SIR epidemic model with temporary immunity. Sufficient conditions for extinction and persistence in the mean of the epidemic are established. The threshold between persistence in the mean and extinction of the epidemic is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

A queuing model for road traffic simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guerrouahane, N.; Aissani, D.; Bouallouche-Medjkoune, L.

We present in this article a stochastic queuing model for the raod traffic. The model is based on the M/G/c/c state dependent queuing model, and is inspired from the deterministic Godunov scheme for the road traffic simulation. We first propose a variant of M/G/c/c state dependent model that works with density-flow fundamental diagrams rather than density-speed relationships. We then extend this model in order to consider upstream traffic demand as well as downstream traffic supply. Finally, we show how to model a whole raod by concatenating raod sections as in the deterministic Godunov scheme.

Effect of nonlinearity in hybrid kinetic Monte Carlo-continuum models.

PubMed

Balter, Ariel; Lin, Guang; Tartakovsky, Alexandre M

2012-01-01

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a kinetic Monte Carlo (KMC) model for a surface to a finite-difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition-dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition-dissolution model including competitive adsorption, which leads to a nonlinear rate, and show that in this case the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.

Effect of Nonlinearity in Hybrid Kinetic Monte Carlo-Continuum Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Balter, Ariel I.; Lin, Guang; Tartakovsky, Alexandre M.

2012-04-23

Recently there has been interest in developing efficient ways to model heterogeneous surface reactions with hybrid computational models that couple a KMC model for a surface to a finite difference model for bulk diffusion in a continuous domain. We consider two representative problems that validate a hybrid method and also show that this method captures the combined effects of nonlinearity and stochasticity. We first validate a simple deposition/dissolution model with a linear rate showing that the KMC-continuum hybrid agrees with both a fully deterministic model and its analytical solution. We then study a deposition/dissolution model including competitive adsorption, which leadsmore » to a nonlinear rate, and show that, in this case, the KMC-continuum hybrid and fully deterministic simulations do not agree. However, we are able to identify the difference as a natural result of the stochasticity coming from the KMC surface process. Because KMC captures inherent fluctuations, we consider it to be more realistic than a purely deterministic model. Therefore, we consider the KMC-continuum hybrid to be more representative of a real system.« less

Towards the development of a multimodel hydrological ensemble prediction system for La Mojana, Colombia

NASA Astrophysics Data System (ADS)

Brochero, D.; Peña, J.; Anctil, F.; Boucher, M. A.; Nogales, J.; Reyes, N.

2016-12-01

The impacts of floods in Colombia during 2010 and 2011 as a result of ENSO in its cold phase (La Niña) marked a milestone in Colombian politics. In La Mojana region the balance was around 100,000 homeless and 3 km2 of flooded crops. We model the upstream basin of La Mojana (3600 km2 and a mean annual precipitation from 1000mm in valleys to 4500 mm in mountains). A forecasting system of at least three days in advance was judged prudent. This basin receives an streamflow highly regulated by multiple reservoirs that we model with a recurrent neural networks from 1 to 3-days ahead. For hydrological modeling purposes we use the GR4J, HBV, and SIMHYD models, records of daily precipitation, temperature, and streamflows, and 110 prediction scenarios of precipitation and temperature from Canada, USA, Brazil, and Europe extracted from the TIGGE database (MEPS). Calibration period is between January 2004 and August 2011. Validation from September to December 2011, taking as meteorological input the MEPS. We analised four alternative for the 3-day Hydrological Ensemble Prediction System (HEPS) Calibration: 1) only the GR4J model and observed values, 2). as 1 but HBV and SIMHYD are included, 3). Simultaneous optimization of the three hydrological models based on the reliability maximisation and the CRPS minimisation using the multiobjective calibration, observed and forecasted temperature and precipitation from the MEPS and, 4). as 3 but adding the daily streamflow data assimilation. Results show that the use of multiple hydrological models is clearly advantageous but even more performing the simultaneous optimization of hydrological models in the probabilistic context directly. The results evolution of the MAE on the reliability diagram (MAE-RD) are 43%, 27%, 17% and 15% respectively for the four alternatives. Regarding CRPS, MAE results show that the probabilistic prediction improves the deterministic estimate based on the daily mean HEPS scenario, despite the improvement in reliability is not necessarily reflected in the CRPS for the four alternatives: 4.3, 3.06 , 9.98, and 3.94, values that also accompany the mean scenario Nash-Sutcliffe of 0.93, 0.96, 0.51, and 0.93 respectively. In conclusion it shows that alternative 4 reached a good compromise between the deterministic and probabilistic performance (NS=0.93 and MAERD = 15%).

A Comparison of Deterministic and Stochastic Modeling Approaches for Biochemical Reaction Systems: On Fixed Points, Means, and Modes.

PubMed

Hahl, Sayuri K; Kremling, Andreas

2016-01-01

In the mathematical modeling of biochemical reactions, a convenient standard approach is to use ordinary differential equations (ODEs) that follow the law of mass action. However, this deterministic ansatz is based on simplifications; in particular, it neglects noise, which is inherent to biological processes. In contrast, the stochasticity of reactions is captured in detail by the discrete chemical master equation (CME). Therefore, the CME is frequently applied to mesoscopic systems, where copy numbers of involved components are small and random fluctuations are thus significant. Here, we compare those two common modeling approaches, aiming at identifying parallels and discrepancies between deterministic variables and possible stochastic counterparts like the mean or modes of the state space probability distribution. To that end, a mathematically flexible reaction scheme of autoregulatory gene expression is translated into the corresponding ODE and CME formulations. We show that in the thermodynamic limit, deterministic stable fixed points usually correspond well to the modes in the stationary probability distribution. However, this connection might be disrupted in small systems. The discrepancies are characterized and systematically traced back to the magnitude of the stoichiometric coefficients and to the presence of nonlinear reactions. These factors are found to synergistically promote large and highly asymmetric fluctuations. As a consequence, bistable but unimodal, and monostable but bimodal systems can emerge. This clearly challenges the role of ODE modeling in the description of cellular signaling and regulation, where some of the involved components usually occur in low copy numbers. Nevertheless, systems whose bimodality originates from deterministic bistability are found to sustain a more robust separation of the two states compared to bimodal, but monostable systems. In regulatory circuits that require precise coordination, ODE modeling is thus still expected to provide relevant indications on the underlying dynamics.

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

2016-05-03

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Fault Detection for Nonlinear Process With Deterministic Disturbances: A Just-In-Time Learning Based Data Driven Method.

PubMed

Yin, Shen; Gao, Huijun; Qiu, Jianbin; Kaynak, Okyay

2017-11-01

Data-driven fault detection plays an important role in industrial systems due to its applicability in case of unknown physical models. In fault detection, disturbances must be taken into account as an inherent characteristic of processes. Nevertheless, fault detection for nonlinear processes with deterministic disturbances still receive little attention, especially in data-driven field. To solve this problem, a just-in-time learning-based data-driven (JITL-DD) fault detection method for nonlinear processes with deterministic disturbances is proposed in this paper. JITL-DD employs JITL scheme for process description with local model structures to cope with processes dynamics and nonlinearity. The proposed method provides a data-driven fault detection solution for nonlinear processes with deterministic disturbances, and owns inherent online adaptation and high accuracy of fault detection. Two nonlinear systems, i.e., a numerical example and a sewage treatment process benchmark, are employed to show the effectiveness of the proposed method.

Deterministic Mean-Field Ensemble Kalman Filtering

DOE Office of Scientific and Technical Information (OSTI.GOV)

Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul

The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation

PubMed Central

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother’s old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother’s old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington’s genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation. PMID:26761487

Asymmetrical Damage Partitioning in Bacteria: A Model for the Evolution of Stochasticity, Determinism, and Genetic Assimilation.

PubMed

Chao, Lin; Rang, Camilla Ulla; Proenca, Audrey Menegaz; Chao, Jasper Ubirajara

2016-01-01

Non-genetic phenotypic variation is common in biological organisms. The variation is potentially beneficial if the environment is changing. If the benefit is large, selection can favor the evolution of genetic assimilation, the process by which the expression of a trait is transferred from environmental to genetic control. Genetic assimilation is an important evolutionary transition, but it is poorly understood because the fitness costs and benefits of variation are often unknown. Here we show that the partitioning of damage by a mother bacterium to its two daughters can evolve through genetic assimilation. Bacterial phenotypes are also highly variable. Because gene-regulating elements can have low copy numbers, the variation is attributed to stochastic sampling. Extant Escherichia coli partition asymmetrically and deterministically more damage to the old daughter, the one receiving the mother's old pole. By modeling in silico damage partitioning in a population, we show that deterministic asymmetry is advantageous because it increases fitness variance and hence the efficiency of natural selection. However, we find that symmetrical but stochastic partitioning can be similarly beneficial. To examine why bacteria evolved deterministic asymmetry, we modeled the effect of damage anchored to the mother's old pole. While anchored damage strengthens selection for asymmetry by creating additional fitness variance, it has the opposite effect on symmetry. The difference results because anchored damage reinforces the polarization of partitioning in asymmetric bacteria. In symmetric bacteria, it dilutes the polarization. Thus, stochasticity alone may have protected early bacteria from damage, but deterministic asymmetry has evolved to be equally important in extant bacteria. We estimate that 47% of damage partitioning is deterministic in E. coli. We suggest that the evolution of deterministic asymmetry from stochasticity offers an example of Waddington's genetic assimilation. Our model is able to quantify the evolution of the assimilation because it characterizes the fitness consequences of variation.

A hybrid model for predicting carbon monoxide from vehicular exhausts in urban environments

NASA Astrophysics Data System (ADS)

Gokhale, Sharad; Khare, Mukesh

Several deterministic-based air quality models evaluate and predict the frequently occurring pollutant concentration well but, in general, are incapable of predicting the 'extreme' concentrations. In contrast, the statistical distribution models overcome the above limitation of the deterministic models and predict the 'extreme' concentrations. However, the environmental damages are caused by both extremes as well as by the sustained average concentration of pollutants. Hence, the model should predict not only 'extreme' ranges but also the 'middle' ranges of pollutant concentrations, i.e. the entire range. Hybrid modelling is one of the techniques that estimates/predicts the 'entire range' of the distribution of pollutant concentrations by combining the deterministic based models with suitable statistical distribution models ( Jakeman, et al., 1988). In the present paper, a hybrid model has been developed to predict the carbon monoxide (CO) concentration distributions at one of the traffic intersections, Income Tax Office (ITO), in the Delhi city, where the traffic is heterogeneous in nature and meteorology is 'tropical'. The model combines the general finite line source model (GFLSM) as its deterministic, and log logistic distribution (LLD) model, as its statistical components. The hybrid (GFLSM-LLD) model is then applied at the ITO intersection. The results show that the hybrid model predictions match with that of the observed CO concentration data within the 5-99 percentiles range. The model is further validated at different street location, i.e. Sirifort roadway. The validation results show that the model predicts CO concentrations fairly well ( d=0.91) in 10-95 percentiles range. The regulatory compliance is also developed to estimate the probability of exceedance of hourly CO concentration beyond the National Ambient Air Quality Standards (NAAQS) of India. It consists of light vehicles, heavy vehicles, three- wheelers (auto rickshaws) and two-wheelers (scooters, motorcycles, etc).

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession.

PubMed

Dini-Andreote, Francisco; Stegen, James C; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-03-17

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages--which provide a larger spatiotemporal scale relative to within stage analyses--revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended--and experimentally testable--conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems.

Disentangling mechanisms that mediate the balance between stochastic and deterministic processes in microbial succession

PubMed Central

Dini-Andreote, Francisco; Stegen, James C.; van Elsas, Jan Dirk; Salles, Joana Falcão

2015-01-01

Ecological succession and the balance between stochastic and deterministic processes are two major themes within microbial ecology, but these conceptual domains have mostly developed independent of each other. Here we provide a framework that integrates shifts in community assembly processes with microbial primary succession to better understand mechanisms governing the stochastic/deterministic balance. Synthesizing previous work, we devised a conceptual model that links ecosystem development to alternative hypotheses related to shifts in ecological assembly processes. Conceptual model hypotheses were tested by coupling spatiotemporal data on soil bacterial communities with environmental conditions in a salt marsh chronosequence spanning 105 years of succession. Analyses within successional stages showed community composition to be initially governed by stochasticity, but as succession proceeded, there was a progressive increase in deterministic selection correlated with increasing sodium concentration. Analyses of community turnover among successional stages—which provide a larger spatiotemporal scale relative to within stage analyses—revealed that changes in the concentration of soil organic matter were the main predictor of the type and relative influence of determinism. Taken together, these results suggest scale-dependency in the mechanisms underlying selection. To better understand mechanisms governing these patterns, we developed an ecological simulation model that revealed how changes in selective environments cause shifts in the stochastic/deterministic balance. Finally, we propose an extended—and experimentally testable—conceptual model integrating ecological assembly processes with primary and secondary succession. This framework provides a priori hypotheses for future experiments, thereby facilitating a systematic approach to understand assembly and succession in microbial communities across ecosystems. PMID:25733885

On scheduling task systems with variable service times

NASA Astrophysics Data System (ADS)

Maset, Richard G.; Banawan, Sayed A.

1993-08-01

Several strategies have been proposed for developing optimal and near-optimal schedules for task systems (jobs consisting of multiple tasks that can be executed in parallel). Most such strategies, however, implicitly assume deterministic task service times. We show that these strategies are much less effective when service times are highly variable. We then evaluate two strategies—one adaptive, one static—that have been proposed for retaining high performance despite such variability. Both strategies are extensions of critical path scheduling, which has been found to be efficient at producing near-optimal schedules. We found the adaptive approach to be quite effective.

Improved multi-objective ant colony optimization algorithm and its application in complex reasoning

NASA Astrophysics Data System (ADS)

Wang, Xinqing; Zhao, Yang; Wang, Dong; Zhu, Huijie; Zhang, Qing

2013-09-01

The problem of fault reasoning has aroused great concern in scientific and engineering fields. However, fault investigation and reasoning of complex system is not a simple reasoning decision-making problem. It has become a typical multi-constraint and multi-objective reticulate optimization decision-making problem under many influencing factors and constraints. So far, little research has been carried out in this field. This paper transforms the fault reasoning problem of complex system into a paths-searching problem starting from known symptoms to fault causes. Three optimization objectives are considered simultaneously: maximum probability of average fault, maximum average importance, and minimum average complexity of test. Under the constraints of both known symptoms and the causal relationship among different components, a multi-objective optimization mathematical model is set up, taking minimizing cost of fault reasoning as the target function. Since the problem is non-deterministic polynomial-hard(NP-hard), a modified multi-objective ant colony algorithm is proposed, in which a reachability matrix is set up to constrain the feasible search nodes of the ants and a new pseudo-random-proportional rule and a pheromone adjustment mechinism are constructed to balance conflicts between the optimization objectives. At last, a Pareto optimal set is acquired. Evaluation functions based on validity and tendency of reasoning paths are defined to optimize noninferior set, through which the final fault causes can be identified according to decision-making demands, thus realize fault reasoning of the multi-constraint and multi-objective complex system. Reasoning results demonstrate that the improved multi-objective ant colony optimization(IMACO) can realize reasoning and locating fault positions precisely by solving the multi-objective fault diagnosis model, which provides a new method to solve the problem of multi-constraint and multi-objective fault diagnosis and reasoning of complex system.

Optimization of Boiling Water Reactor Loading Pattern Using Two-Stage Genetic Algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kobayashi, Yoko; Aiyoshi, Eitaro

2002-10-15

A new two-stage optimization method based on genetic algorithms (GAs) using an if-then heuristic rule was developed to generate optimized boiling water reactor (BWR) loading patterns (LPs). In the first stage, the LP is optimized using an improved GA operator. In the second stage, an exposure-dependent control rod pattern (CRP) is sought using GA with an if-then heuristic rule. The procedure of the improved GA is based on deterministic operators that consist of crossover, mutation, and selection. The handling of the encoding technique and constraint conditions by that GA reflects the peculiar characteristics of the BWR. In addition, strategies suchmore » as elitism and self-reproduction are effectively used in order to improve the search speed. The LP evaluations were performed with a three-dimensional diffusion code that coupled neutronic and thermal-hydraulic models. Strong axial heterogeneities and constraints dependent on three dimensions have always necessitated the use of three-dimensional core simulators for BWRs, so that optimization of computational efficiency is required. The proposed algorithm is demonstrated by successfully generating LPs for an actual BWR plant in two phases. One phase is only LP optimization applying the Haling technique. The other phase is an LP optimization that considers the CRP during reactor operation. In test calculations, candidates that shuffled fresh and burned fuel assemblies within a reasonable computation time were obtained.« less

A Deterministic Electron, Photon, Proton and Heavy Ion Radiation Transport Suite for the Study of the Jovian System

NASA Technical Reports Server (NTRS)

Norman, Ryan B.; Badavi, Francis F.; Blattnig, Steve R.; Atwell, William

2011-01-01

A deterministic suite of radiation transport codes, developed at NASA Langley Research Center (LaRC), which describe the transport of electrons, photons, protons, and heavy ions in condensed media is used to simulate exposures from spectral distributions typical of electrons, protons and carbon-oxygen-sulfur (C-O-S) trapped heavy ions in the Jovian radiation environment. The particle transport suite consists of a coupled electron and photon deterministic transport algorithm (CEPTRN) and a coupled light particle and heavy ion deterministic transport algorithm (HZETRN). The primary purpose for the development of the transport suite is to provide a means for the spacecraft design community to rapidly perform numerous repetitive calculations essential for electron, proton and heavy ion radiation exposure assessments in complex space structures. In this paper, the radiation environment of the Galilean satellite Europa is used as a representative boundary condition to show the capabilities of the transport suite. While the transport suite can directly access the output electron spectra of the Jovian environment as generated by the Jet Propulsion Laboratory (JPL) Galileo Interim Radiation Electron (GIRE) model of 2003; for the sake of relevance to the upcoming Europa Jupiter System Mission (EJSM), the 105 days at Europa mission fluence energy spectra provided by JPL is used to produce the corresponding dose-depth curve in silicon behind an aluminum shield of 100 mils ( 0.7 g/sq cm). The transport suite can also accept ray-traced thickness files from a computer-aided design (CAD) package and calculate the total ionizing dose (TID) at a specific target point. In that regard, using a low-fidelity CAD model of the Galileo probe, the transport suite was verified by comparing with Monte Carlo (MC) simulations for orbits JOI--J35 of the Galileo extended mission (1996-2001). For the upcoming EJSM mission with a potential launch date of 2020, the transport suite is used to compute the traditional aluminum-silicon dose-depth calculation as a standard shield-target combination output, as well as the shielding response of high charge (Z) shields such as tantalum (Ta). Finally, a shield optimization algorithm is used to guide the instrument designer with the choice of graded-Z shield analysis.

The Role of Auxiliary Variables in Deterministic and Deterministic-Stochastic Spatial Models of Air Temperature in Poland

NASA Astrophysics Data System (ADS)

Szymanowski, Mariusz; Kryza, Maciej

2017-02-01

Our study examines the role of auxiliary variables in the process of spatial modelling and mapping of climatological elements, with air temperature in Poland used as an example. The multivariable algorithms are the most frequently applied for spatialization of air temperature, and their results in many studies are proved to be better in comparison to those obtained by various one-dimensional techniques. In most of the previous studies, two main strategies were used to perform multidimensional spatial interpolation of air temperature. First, it was accepted that all variables significantly correlated with air temperature should be incorporated into the model. Second, it was assumed that the more spatial variation of air temperature was deterministically explained, the better was the quality of spatial interpolation. The main goal of the paper was to examine both above-mentioned assumptions. The analysis was performed using data from 250 meteorological stations and for 69 air temperature cases aggregated on different levels: from daily means to 10-year annual mean. Two cases were considered for detailed analysis. The set of potential auxiliary variables covered 11 environmental predictors of air temperature. Another purpose of the study was to compare the results of interpolation given by various multivariable methods using the same set of explanatory variables. Two regression models: multiple linear (MLR) and geographically weighted (GWR) method, as well as their extensions to the regression-kriging form, MLRK and GWRK, respectively, were examined. Stepwise regression was used to select variables for the individual models and the cross-validation method was used to validate the results with a special attention paid to statistically significant improvement of the model using the mean absolute error (MAE) criterion. The main results of this study led to rejection of both assumptions considered. Usually, including more than two or three of the most significantly correlated auxiliary variables does not improve the quality of the spatial model. The effects of introduction of certain variables into the model were not climatologically justified and were seen on maps as unexpected and undesired artefacts. The results confirm, in accordance with previous studies, that in the case of air temperature distribution, the spatial process is non-stationary; thus, the local GWR model performs better than the global MLR if they are specified using the same set of auxiliary variables. If only GWR residuals are autocorrelated, the geographically weighted regression-kriging (GWRK) model seems to be optimal for air temperature spatial interpolation.

Robust Unit Commitment Considering Uncertain Demand Response

DOE PAGES

Liu, Guodong; Tomsovic, Kevin

2014-09-28

Although price responsive demand response has been widely accepted as playing an important role in the reliable and economic operation of power system, the real response from demand side can be highly uncertain due to limited understanding of consumers' response to pricing signals. To model the behavior of consumers, the price elasticity of demand has been explored and utilized in both research and real practice. However, the price elasticity of demand is not precisely known and may vary greatly with operating conditions and types of customers. To accommodate the uncertainty of demand response, alternative unit commitment methods robust to themore » uncertainty of the demand response require investigation. In this paper, a robust unit commitment model to minimize the generalized social cost is proposed for the optimal unit commitment decision taking into account uncertainty of the price elasticity of demand. By optimizing the worst case under proper robust level, the unit commitment solution of the proposed model is robust against all possible realizations of the modeled uncertain demand response. Numerical simulations on the IEEE Reliability Test System show the e ectiveness of the method. Finally, compared to unit commitment with deterministic price elasticity of demand, the proposed robust model can reduce the average Locational Marginal Prices (LMPs) as well as the price volatility.« less

Optimization of tissue physical parameters for accurate temperature estimation from finite-element simulation of radiofrequency ablation.

PubMed

Subramanian, Swetha; Mast, T Douglas

2015-10-07

Computational finite element models are commonly used for the simulation of radiofrequency ablation (RFA) treatments. However, the accuracy of these simulations is limited by the lack of precise knowledge of tissue parameters. In this technical note, an inverse solver based on the unscented Kalman filter (UKF) is proposed to optimize values for specific heat, thermal conductivity, and electrical conductivity resulting in accurately simulated temperature elevations. A total of 15 RFA treatments were performed on ex vivo bovine liver tissue. For each RFA treatment, 15 finite-element simulations were performed using a set of deterministically chosen tissue parameters to estimate the mean and variance of the resulting tissue ablation. The UKF was implemented as an inverse solver to recover the specific heat, thermal conductivity, and electrical conductivity corresponding to the measured area of the ablated tissue region, as determined from gross tissue histology. These tissue parameters were then employed in the finite element model to simulate the position- and time-dependent tissue temperature. Results show good agreement between simulated and measured temperature.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

Stochastic and Deterministic Models for the Metastatic Emission Process: Formalisms and Crosslinks.

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

Although the detection of metastases radically changes prognosis of and treatment decisions for a cancer patient, clinically undetectable micrometastases hamper a consistent classification into localized or metastatic disease. This chapter discusses mathematical modeling efforts that could help to estimate the metastatic risk in such a situation. We focus on two approaches: (1) a stochastic framework describing metastatic emission events at random times, formalized via Poisson processes, and (2) a deterministic framework describing the micrometastatic state through a size-structured density function in a partial differential equation model. Three aspects are addressed in this chapter. First, a motivation for the Poisson process framework is presented and modeling hypotheses and mechanisms are introduced. Second, we extend the Poisson model to account for secondary metastatic emission. Third, we highlight an inherent crosslink between the stochastic and deterministic frameworks and discuss its implications. For increased accessibility the chapter is split into an informal presentation of the results using a minimum of mathematical formalism and a rigorous mathematical treatment for more theoretically interested readers.

Robust Sensitivity Analysis for Multi-Attribute Deterministic Hierarchical Value Models

DTIC Science & Technology

2002-03-01

such as weighted sum method, weighted 5 product method, and the Analytic Hierarchy Process ( AHP ). This research focuses on only weighted sum...different groups. They can be termed as deterministic, stochastic, or fuzzy multi-objective decision methods if they are classified according to the...weighted product model (WPM), and analytic hierarchy process ( AHP ). His method attempts to identify the most important criteria weight and the most

Dynamic analysis of a stochastic rumor propagation model

NASA Astrophysics Data System (ADS)

Jia, Fangju; Lv, Guangying

2018-01-01

The rapid development of the Internet, especially the emergence of the social networks, leads rumor propagation into a new media era. In this paper, we are concerned with a stochastic rumor propagation model. Sufficient conditions for extinction and persistence in the mean of the rumor are established. The threshold between persistence in the mean and extinction of the rumor is obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number R0 of the deterministic system.

Statistical Interior Tomography

PubMed Central

Xu, Qiong; Wang, Ge; Sieren, Jered; Hoffman, Eric A.

2011-01-01

This paper presents a statistical interior tomography (SIT) approach making use of compressed sensing (CS) theory. With the projection data modeled by the Poisson distribution, an objective function with a total variation (TV) regularization term is formulated in the maximization of a posteriori (MAP) framework to solve the interior problem. An alternating minimization method is used to optimize the objective function with an initial image from the direct inversion of the truncated Hilbert transform. The proposed SIT approach is extensively evaluated with both numerical and real datasets. The results demonstrate that SIT is robust with respect to data noise and down-sampling, and has better resolution and less bias than its deterministic counterpart in the case of low count data. PMID:21233044

The pseudo-Boolean optimization approach to form the N-version software structure

NASA Astrophysics Data System (ADS)

Kovalev, I. V.; Kovalev, D. I.; Zelenkov, P. V.; Voroshilova, A. A.

2015-10-01

The problem of developing an optimal structure of N-version software system presents a kind of very complex optimization problem. This causes the use of deterministic optimization methods inappropriate for solving the stated problem. In this view, exploiting heuristic strategies looks more rational. In the field of pseudo-Boolean optimization theory, the so called method of varied probabilities (MVP) has been developed to solve problems with a large dimensionality. Some additional modifications of MVP have been made to solve the problem of N-version systems design. Those algorithms take into account the discovered specific features of the objective function. The practical experiments have shown the advantage of using these algorithm modifications because of reducing a search space.

Human skeletal muscle behavior in vivo: Finite element implementation, experiment, and passive mechanical characterization.

PubMed

Clemen, Christof B; Benderoth, Günther E K; Schmidt, Andreas; Hübner, Frank; Vogl, Thomas J; Silber, Gerhard

2017-01-01

In this study, useful methods for active human skeletal muscle material parameter determination are provided. First, a straightforward approach to the implementation of a transversely isotropic hyperelastic continuum mechanical material model in an invariant formulation is presented. This procedure is found to be feasible even if the strain energy is formulated in terms of invariants other than those predetermined by the software's requirements. Next, an appropriate experimental setup for the observation of activation-dependent material behavior, corresponding data acquisition, and evaluation is given. Geometry reconstruction based on magnetic resonance imaging of different deformation states is used to generate realistic, subject-specific finite element models of the upper arm. Using the deterministic SIMPLEX optimization strategy, a convenient quasi-static passive-elastic material characterization is pursued; the results of this approach used to characterize the behavior of human biceps in vivo indicate the feasibility of the illustrated methods to identify active material parameters comprising multiple loading modes. A comparison of a contact simulation incorporating the optimized parameters to a reconstructed deformed geometry of an indented upper arm shows the validity of the obtained results regarding deformation scenarios perpendicular to the effective direction of the nonactivated biceps. However, for a valid, activatable, general-purpose material characterization, the material model needs some modifications as well as a multicriteria optimization of the force-displacement data for different loading modes. Copyright © 2016 Elsevier Ltd. All rights reserved.

Integrating urban recharge uncertainty into standard groundwater modeling practice: A case study on water main break predictions for the Barton Springs segment of the Edwards Aquifer, Austin, Texas

NASA Astrophysics Data System (ADS)

Sinner, K.; Teasley, R. L.

2016-12-01

Groundwater models serve as integral tools for understanding flow processes and informing stakeholders and policy makers in management decisions. Historically, these models tended towards a deterministic nature, relying on historical data to predict and inform future decisions based on model outputs. This research works towards developing a stochastic method of modeling recharge inputs from pipe main break predictions in an existing groundwater model, which subsequently generates desired outputs incorporating future uncertainty rather than deterministic data. The case study for this research is the Barton Springs segment of the Edwards Aquifer near Austin, Texas. Researchers and water resource professionals have modeled the Edwards Aquifer for decades due to its high water quality, fragile ecosystem, and stakeholder interest. The original case study and model that this research is built upon was developed as a co-design problem with regional stakeholders and the model outcomes are generated specifically for communication with policy makers and managers. Recently, research in the Barton Springs segment demonstrated a significant contribution of urban, or anthropogenic, recharge to the aquifer, particularly during dry period, using deterministic data sets. Due to social and ecological importance of urban water loss to recharge, this study develops an evaluation method to help predicted pipe breaks and their related recharge contribution within the Barton Springs segment of the Edwards Aquifer. To benefit groundwater management decision processes, the performance measures captured in the model results, such as springflow, head levels, storage, and others, were determined by previous work in elicitation of problem framing to determine stakeholder interests and concerns. The results of the previous deterministic model and the stochastic model are compared to determine gains to stakeholder knowledge through the additional modeling

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

Dense motion estimation using regularization constraints on local parametric models.

PubMed

Patras, Ioannis; Worring, Marcel; van den Boomgaard, Rein

2004-11-01

This paper presents a method for dense optical flow estimation in which the motion field within patches that result from an initial intensity segmentation is parametrized with models of different order. We propose a novel formulation which introduces regularization constraints between the model parameters of neighboring patches. In this way, we provide the additional constraints for very small patches and for patches whose intensity variation cannot sufficiently constrain the estimation of their motion parameters. In order to preserve motion discontinuities, we use robust functions as a regularization mean. We adopt a three-frame approach and control the balance between the backward and forward constraints by a real-valued direction field on which regularization constraints are applied. An iterative deterministic relaxation method is employed in order to solve the corresponding optimization problem. Experimental results show that the proposed method deals successfully with motions large in magnitude, motion discontinuities, and produces accurate piecewise-smooth motion fields.

Bayesian deterministic decision making: a normative account of the operant matching law and heavy-tailed reward history dependency of choices.

PubMed

Saito, Hiroshi; Katahira, Kentaro; Okanoya, Kazuo; Okada, Masato

2014-01-01

The decision making behaviors of humans and animals adapt and then satisfy an "operant matching law" in certain type of tasks. This was first pointed out by Herrnstein in his foraging experiments on pigeons. The matching law has been one landmark for elucidating the underlying processes of decision making and its learning in the brain. An interesting question is whether decisions are made deterministically or probabilistically. Conventional learning models of the matching law are based on the latter idea; they assume that subjects learn choice probabilities of respective alternatives and decide stochastically with the probabilities. However, it is unknown whether the matching law can be accounted for by a deterministic strategy or not. To answer this question, we propose several deterministic Bayesian decision making models that have certain incorrect beliefs about an environment. We claim that a simple model produces behavior satisfying the matching law in static settings of a foraging task but not in dynamic settings. We found that the model that has a belief that the environment is volatile works well in the dynamic foraging task and exhibits undermatching, which is a slight deviation from the matching law observed in many experiments. This model also demonstrates the double-exponential reward history dependency of a choice and a heavier-tailed run-length distribution, as has recently been reported in experiments on monkeys.

Dominating Scale-Free Networks Using Generalized Probabilistic Methods

PubMed Central

Molnár,, F.; Derzsy, N.; Czabarka, É.; Székely, L.; Szymanski, B. K.; Korniss, G.

2014-01-01

We study ensemble-based graph-theoretical methods aiming to approximate the size of the minimum dominating set (MDS) in scale-free networks. We analyze both analytical upper bounds of dominating sets and numerical realizations for applications. We propose two novel probabilistic dominating set selection strategies that are applicable to heterogeneous networks. One of them obtains the smallest probabilistic dominating set and also outperforms the deterministic degree-ranked method. We show that a degree-dependent probabilistic selection method becomes optimal in its deterministic limit. In addition, we also find the precise limit where selecting high-degree nodes exclusively becomes inefficient for network domination. We validate our results on several real-world networks, and provide highly accurate analytical estimates for our methods. PMID:25200937

Infinite horizon optimal impulsive control with applications to Internet congestion control

NASA Astrophysics Data System (ADS)

Avrachenkov, Konstantin; Habachi, Oussama; Piunovskiy, Alexey; Zhang, Yi

2015-04-01

We investigate infinite-horizon deterministic optimal control problems with both gradual and impulsive controls, where any finitely many impulses are allowed simultaneously. Both discounted and long-run time-average criteria are considered. We establish very general and at the same time natural conditions, under which the dynamic programming approach results in an optimal feedback policy. The established theoretical results are applied to the Internet congestion control, and by solving analytically and nontrivially the underlying optimal control problems, we obtain a simple threshold-based active queue management scheme, which takes into account the main parameters of the transmission control protocols, and improves the fairness among the connections in a given network.

Role of demographic stochasticity in a speciation model with sexual reproduction

NASA Astrophysics Data System (ADS)

Lafuerza, Luis F.; McKane, Alan J.

2016-03-01

Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localized clusters, suggesting a simple mechanism for sympatric speciation. Here we study the role of demographic stochasticity in a model of competing organisms subject to assortative mating. We find that in models with sexual reproduction, noise can also lead to the formation of phenotypic clusters in parameter ranges where deterministic models would lead to a homogeneous distribution. In some cases, noise can have a sizable effect, rendering the deterministic modeling insufficient to understand the phenotypic distribution.

Optimal control of a two-strain tuberculosis-HIV/AIDS co-infection model.

PubMed

Agusto, F B; Adekunle, A I

2014-05-01

Tuberculosis is a bacterial disease caused by Mycobacterium tuberculosis (TB). The risk for TB infection greatly increases with HIV infection; TB disease occurs in 7-10% of patients with HIV infection each year, increasing the potential for transmission of drug-resistant Mycobacterium tuberculosis strains. In this paper a deterministic model is presented and studied for the transmission of TB-HIV/AIDS co-infection. Optimal control theory is then applied to investigate optimal strategies for controlling the spread of the disease using treatment of infected individuals with TB as the system control variables. Various combination strategies were examined so as to investigate the impact of the controls on the spread of the disease. And incremental cost-effectiveness ratio (ICER) was used to investigate the cost effectiveness of all the control strategies. Our results show that the implementation of the combination strategy involving the prevention of treatment failure in drug-sensitive TB infectious individuals and the treatment of individuals with drug-resistant TB is the most cost-effective control strategy. Similar results were obtained with different objective functionals involving the minimization of the number of individuals with drug-sensitive TB-only and drug-resistant TB-only with the efforts involved in applying the control. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.

Near-optimality of special periodic protocols for fluid models of single server switched networks with switchover times

NASA Astrophysics Data System (ADS)

Matveev, A. S.; Ishchenko, R.

2017-11-01

We consider a generic deterministic time-invariant fluid model of a single server switched network, which consists of finitely many infinite size buffers (queues) and receives constant rate inflows of jobs from the outside. Any flow undergoes a multi-phase service, entering a specific buffer after every phase, and ultimately leaves the network; the route of the flow over the buffers is pre-specified, and flows may merge inside the network. They share a common source of service, which can serve at most one buffer at a time and has to switch among buffers from time to time; any switch consumes a nonzero switchover period. With respect to the long-run maximal scaled wip (work in progress) performance metric, near-optimality of periodic scheduling and service protocols is established: the deepest optimum (that is over all feasible processes in the network, irrespective of the initial state) is furnished by such a protocol up to as small error as desired. Moreover, this can be achieved with a special periodic protocol introduced in the paper. It is also shown that the exhaustive policy is optimal for any buffer whose service at the maximal rate does not cause growth of the scaled wip.

Statistical mechanics of influence maximization with thermal noise

NASA Astrophysics Data System (ADS)

Lynn, Christopher W.; Lee, Daniel D.

2017-03-01

The problem of optimally distributing a budget of influence among individuals in a social network, known as influence maximization, has typically been studied in the context of contagion models and deterministic processes, which fail to capture stochastic interactions inherent in real-world settings. Here, we show that by introducing thermal noise into influence models, the dynamics exactly resemble spins in a heterogeneous Ising system. In this way, influence maximization in the presence of thermal noise has a natural physical interpretation as maximizing the magnetization of an Ising system given a budget of external magnetic field. Using this statistical mechanical formulation, we demonstrate analytically that for small external-field budgets, the optimal influence solutions exhibit a highly non-trivial temperature dependence, focusing on high-degree hub nodes at high temperatures and on easily influenced peripheral nodes at low temperatures. For the general problem, we present a projected gradient ascent algorithm that uses the magnetic susceptibility to calculate locally optimal external-field distributions. We apply our algorithm to synthetic and real-world networks, demonstrating that our analytic results generalize qualitatively. Our work establishes a fruitful connection with statistical mechanics and demonstrates that influence maximization depends crucially on the temperature of the system, a fact that has not been appreciated by existing research.

Development of a nanosatellite de-orbiting system by reliability based design optimization

NASA Astrophysics Data System (ADS)

Nikbay, Melike; Acar, Pınar; Aslan, Alim Rüstem

2015-12-01

This paper presents design approaches to develop a reliable and efficient de-orbiting system for the 3USAT nanosatellite to provide a beneficial orbital decay process at the end of a mission. A de-orbiting system is initially designed by employing the aerodynamic drag augmentation principle where the structural constraints of the overall satellite system and the aerodynamic forces are taken into account. Next, an alternative de-orbiting system is designed with new considerations and further optimized using deterministic and reliability based design techniques. For the multi-objective design, the objectives are chosen to maximize the aerodynamic drag force through the maximization of the Kapton surface area while minimizing the de-orbiting system mass. The constraints are related in a deterministic manner to the required deployment force, the height of the solar panel hole and the deployment angle. The length and the number of layers of the deployable Kapton structure are used as optimization variables. In the second stage of this study, uncertainties related to both manufacturing and operating conditions of the deployable structure in space environment are considered. These uncertainties are then incorporated into the design process by using different probabilistic approaches such as Monte Carlo Simulation, the First-Order Reliability Method and the Second-Order Reliability Method. The reliability based design optimization seeks optimal solutions using the former design objectives and constraints with the inclusion of a reliability index. Finally, the de-orbiting system design alternatives generated by different approaches are investigated and the reliability based optimum design is found to yield the best solution since it significantly improves both system reliability and performance requirements.

In Search of Determinism-Sensitive Region to Avoid Artefacts in Recurrence Plots

NASA Astrophysics Data System (ADS)

Wendi, Dadiyorto; Marwan, Norbert; Merz, Bruno

As an effort to reduce parameter uncertainties in constructing recurrence plots, and in particular to avoid potential artefacts, this paper presents a technique to derive artefact-safe region of parameter sets. This technique exploits both deterministic (incl. chaos) and stochastic signal characteristics of recurrence quantification (i.e. diagonal structures). It is useful when the evaluated signal is known to be deterministic. This study focuses on the recurrence plot generated from the reconstructed phase space in order to represent many real application scenarios when not all variables to describe a system are available (data scarcity). The technique involves random shuffling of the original signal to destroy its original deterministic characteristics. Its purpose is to evaluate whether the determinism values of the original and the shuffled signal remain closely together, and therefore suggesting that the recurrence plot might comprise artefacts. The use of such determinism-sensitive region shall be accompanied by standard embedding optimization approaches, e.g. using indices like false nearest neighbor and mutual information, to result in a more reliable recurrence plot parameterization.

Multiple vehicle tracking in aerial video sequence using driver behavior analysis and improved deterministic data association

NASA Astrophysics Data System (ADS)

Zhang, Xunxun; Xu, Hongke; Fang, Jianwu

2018-01-01

Along with the rapid development of the unmanned aerial vehicle technology, multiple vehicle tracking (MVT) in aerial video sequence has received widespread interest for providing the required traffic information. Due to the camera motion and complex background, MVT in aerial video sequence poses unique challenges. We propose an efficient MVT algorithm via driver behavior-based Kalman filter (DBKF) and an improved deterministic data association (IDDA) method. First, a hierarchical image registration method is put forward to compensate the camera motion. Afterward, to improve the accuracy of the state estimation, we propose the DBKF module by incorporating the driver behavior into the Kalman filter, where artificial potential field is introduced to reflect the driver behavior. Then, to implement the data association, a local optimization method is designed instead of global optimization. By introducing the adaptive operating strategy, the proposed IDDA method can also deal with the situation in which the vehicles suddenly appear or disappear. Finally, comprehensive experiments on the DARPA VIVID data set and KIT AIS data set demonstrate that the proposed algorithm can generate satisfactory and superior results.

Measurement Matrix Design for Phase Retrieval Based on Mutual Information

NASA Astrophysics Data System (ADS)

Shlezinger, Nir; Dabora, Ron; Eldar, Yonina C.

2018-01-01

In phase retrieval problems, a signal of interest (SOI) is reconstructed based on the magnitude of a linear transformation of the SOI observed with additive noise. The linear transform is typically referred to as a measurement matrix. Many works on phase retrieval assume that the measurement matrix is a random Gaussian matrix, which, in the noiseless scenario with sufficiently many measurements, guarantees invertability of the transformation between the SOI and the observations, up to an inherent phase ambiguity. However, in many practical applications, the measurement matrix corresponds to an underlying physical setup, and is therefore deterministic, possibly with structural constraints. In this work we study the design of deterministic measurement matrices, based on maximizing the mutual information between the SOI and the observations. We characterize necessary conditions for the optimality of a measurement matrix, and analytically obtain the optimal matrix in the low signal-to-noise ratio regime. Practical methods for designing general measurement matrices and masked Fourier measurements are proposed. Simulation tests demonstrate the performance gain achieved by the proposed techniques compared to random Gaussian measurements for various phase recovery algorithms.

Multi-parametric variational data assimilation for hydrological forecasting

NASA Astrophysics Data System (ADS)

Alvarado-Montero, R.; Schwanenberg, D.; Krahe, P.; Helmke, P.; Klein, B.

2017-12-01

Ensemble forecasting is increasingly applied in flow forecasting systems to provide users with a better understanding of forecast uncertainty and consequently to take better-informed decisions. A common practice in probabilistic streamflow forecasting is to force deterministic hydrological model with an ensemble of numerical weather predictions. This approach aims at the representation of meteorological uncertainty but neglects uncertainty of the hydrological model as well as its initial conditions. Complementary approaches use probabilistic data assimilation techniques to receive a variety of initial states or represent model uncertainty by model pools instead of single deterministic models. This paper introduces a novel approach that extends a variational data assimilation based on Moving Horizon Estimation to enable the assimilation of observations into multi-parametric model pools. It results in a probabilistic estimate of initial model states that takes into account the parametric model uncertainty in the data assimilation. The assimilation technique is applied to the uppermost area of River Main in Germany. We use different parametric pools, each of them with five parameter sets, to assimilate streamflow data, as well as remotely sensed data from the H-SAF project. We assess the impact of the assimilation in the lead time performance of perfect forecasts (i.e. observed data as forcing variables) as well as deterministic and probabilistic forecasts from ECMWF. The multi-parametric assimilation shows an improvement of up to 23% for CRPS performance and approximately 20% in Brier Skill Scores with respect to the deterministic approach. It also improves the skill of the forecast in terms of rank histogram and produces a narrower ensemble spread.

Aboveground and belowground arthropods experience different relative influences of stochastic versus deterministic community assembly processes following disturbance

PubMed Central

Martinez, Alexander S.; Faist, Akasha M.

2016-01-01

Background Understanding patterns of biodiversity is a longstanding challenge in ecology. Similar to other biotic groups, arthropod community structure can be shaped by deterministic and stochastic processes, with limited understanding of what moderates the relative influence of these processes. Disturbances have been noted to alter the relative influence of deterministic and stochastic processes on community assembly in various study systems, implicating ecological disturbances as a potential moderator of these forces. Methods Using a disturbance gradient along a 5-year chronosequence of insect-induced tree mortality in a subalpine forest of the southern Rocky Mountains, Colorado, USA, we examined changes in community structure and relative influences of deterministic and stochastic processes in the assembly of aboveground (surface and litter-active species) and belowground (species active in organic and mineral soil layers) arthropod communities. Arthropods were sampled for all years of the chronosequence via pitfall traps (aboveground community) and modified Winkler funnels (belowground community) and sorted to morphospecies. Community structure of both communities were assessed via comparisons of morphospecies abundance, diversity, and composition. Assembly processes were inferred from a mixture of linear models and matrix correlations testing for community associations with environmental properties, and from null-deviation models comparing observed vs. expected levels of species turnover (Beta diversity) among samples. Results Tree mortality altered community structure in both aboveground and belowground arthropod communities, but null models suggested that aboveground communities experienced greater relative influences of deterministic processes, while the relative influence of stochastic processes increased for belowground communities. Additionally, Mantel tests and linear regression models revealed significant associations between the aboveground arthropod communities and vegetation and soil properties, but no significant association among belowground arthropod communities and environmental factors. Discussion Our results suggest context-dependent influences of stochastic and deterministic community assembly processes across different fractions of a spatially co-occurring ground-dwelling arthropod community following disturbance. This variation in assembly may be linked to contrasting ecological strategies and dispersal rates within above- and below-ground communities. Our findings add to a growing body of evidence indicating concurrent influences of stochastic and deterministic processes in community assembly, and highlight the need to consider potential variation across different fractions of biotic communities when testing community ecology theory and considering conservation strategies. PMID:27761333

Multivariable optimization of an auto-thermal ammonia synthesis reactor using genetic algorithm

NASA Astrophysics Data System (ADS)

Anh-Nga, Nguyen T.; Tuan-Anh, Nguyen; Tien-Dung, Vu; Kim-Trung, Nguyen

2017-09-01

The ammonia synthesis system is an important chemical process used in the manufacture of fertilizers, chemicals, explosives, fibers, plastics, refrigeration. In the literature, many works approaching the modeling, simulation and optimization of an auto-thermal ammonia synthesis reactor can be found. However, they just focus on the optimization of the reactor length while keeping the others parameters constant. In this study, the other parameters are also considered in the optimization problem such as the temperature of feed gas enters the catalyst zone. The optimal problem requires the maximization of a multivariable objective function which subjects to a number of equality constraints involving the solution of coupled differential equations and also inequality constraints. The solution of an optimization problem can be found through, among others, deterministic or stochastic approaches. The stochastic methods, such as evolutionary algorithm (EA), which is based on natural phenomenon, can overcome the drawbacks such as the requirement of the derivatives of the objective function and/or constraints, or being not efficient in non-differentiable or discontinuous problems. Genetic algorithm (GA) which is a class of EA, exceptionally simple, robust at numerical optimization and is more likely to find a true global optimum. In this study, the genetic algorithm is employed to find the optimum profit of the process. The inequality constraints were treated using penalty method. The coupled differential equations system was solved using Runge-Kutta 4th order method. The results showed that the presented numerical method could be applied to model the ammonia synthesis reactor. The optimum economic profit obtained from this study are also compared to the results from the literature. It suggests that the process should be operated at higher temperature of feed gas in catalyst zone and the reactor length is slightly longer.

Study on the evaluation method for fault displacement based on characterized source model

NASA Astrophysics Data System (ADS)

Tonagi, M.; Takahama, T.; Matsumoto, Y.; Inoue, N.; Irikura, K.; Dalguer, L. A.

2016-12-01

In IAEA Specific Safety Guide (SSG) 9 describes that probabilistic methods for evaluating fault displacement should be used if no sufficient basis is provided to decide conclusively that the fault is not capable by using the deterministic methodology. In addition, International Seismic Safety Centre compiles as ANNEX to realize seismic hazard for nuclear facilities described in SSG-9 and shows the utility of the deterministic and probabilistic evaluation methods for fault displacement. In Japan, it is required that important nuclear facilities should be established on ground where fault displacement will not arise when earthquakes occur in the future. Under these situations, based on requirements, we need develop evaluation methods for fault displacement to enhance safety in nuclear facilities. We are studying deterministic and probabilistic methods with tentative analyses using observed records such as surface fault displacement and near-fault strong ground motions of inland crustal earthquake which fault displacements arose. In this study, we introduce the concept of evaluation methods for fault displacement. After that, we show parts of tentative analysis results for deterministic method as follows: (1) For the 1999 Chi-Chi earthquake, referring slip distribution estimated by waveform inversion, we construct a characterized source model (Miyake et al., 2003, BSSA) which can explain observed near-fault broad band strong ground motions. (2) Referring a characterized source model constructed in (1), we study an evaluation method for surface fault displacement using hybrid method, which combines particle method and distinct element method. At last, we suggest one of the deterministic method to evaluate fault displacement based on characterized source model. This research was part of the 2015 research project `Development of evaluating method for fault displacement` by the Secretariat of Nuclear Regulation Authority (S/NRA), Japan.

Accurate modeling of switched reluctance machine based on hybrid trained WNN

DOE Office of Scientific and Technical Information (OSTI.GOV)

Song, Shoujun, E-mail: sunnyway@nwpu.edu.cn; Ge, Lefei; Ma, Shaojie

2014-04-15

According to the strong nonlinear electromagnetic characteristics of switched reluctance machine (SRM), a novel accurate modeling method is proposed based on hybrid trained wavelet neural network (WNN) which combines improved genetic algorithm (GA) with gradient descent (GD) method to train the network. In the novel method, WNN is trained by GD method based on the initial weights obtained per improved GA optimization, and the global parallel searching capability of stochastic algorithm and local convergence speed of deterministic algorithm are combined to enhance the training accuracy, stability and speed. Based on the measured electromagnetic characteristics of a 3-phase 12/8-pole SRM, themore » nonlinear simulation model is built by hybrid trained WNN in Matlab. The phase current and mechanical characteristics from simulation under different working conditions meet well with those from experiments, which indicates the accuracy of the model for dynamic and static performance evaluation of SRM and verifies the effectiveness of the proposed modeling method.« less

Mathematical algorithm development and parametric studies with the GEOFRAC three-dimensional stochastic model of natural rock fracture systems

NASA Astrophysics Data System (ADS)

Ivanova, Violeta M.; Sousa, Rita; Murrihy, Brian; Einstein, Herbert H.

2014-06-01

This paper presents results from research conducted at MIT during 2010-2012 on modeling of natural rock fracture systems with the GEOFRAC three-dimensional stochastic model. Following a background summary of discrete fracture network models and a brief introduction of GEOFRAC, the paper provides a thorough description of the newly developed mathematical and computer algorithms for fracture intensity, aperture, and intersection representation, which have been implemented in MATLAB. The new methods optimize, in particular, the representation of fracture intensity in terms of cumulative fracture area per unit volume, P32, via the Poisson-Voronoi Tessellation of planes into polygonal fracture shapes. In addition, fracture apertures now can be represented probabilistically or deterministically whereas the newly implemented intersection algorithms allow for computing discrete pathways of interconnected fractures. In conclusion, results from a statistical parametric study, which was conducted with the enhanced GEOFRAC model and the new MATLAB-based Monte Carlo simulation program FRACSIM, demonstrate how fracture intensity, size, and orientations influence fracture connectivity.

Replacement model of city bus: A dynamic programming approach

NASA Astrophysics Data System (ADS)

Arifin, Dadang; Yusuf, Edhi

2017-06-01

This paper aims to develop a replacement model of city bus vehicles operated in Bandung City. This study is driven from real cases encountered by the Damri Company in the efforts to improve services to the public. The replacement model propounds two policy alternatives: First, to maintain or keep the vehicles, and second is to replace them with new ones taking into account operating costs, revenue, salvage value, and acquisition cost of a new vehicle. A deterministic dynamic programming approach is used to solve the model. The optimization process was heuristically executed using empirical data of Perum Damri. The output of the model is to determine the replacement schedule and the best policy if the vehicle has passed the economic life. Based on the results, the technical life of the bus is approximately 20 years old, while the economic life is an average of 9 (nine) years. It means that after the bus is operated for 9 (nine) years, managers should consider the policy of rejuvenation.

Preliminary Analysis of Low-Thrust Gravity Assist Trajectories by An Inverse Method and a Global Optimization Technique.

NASA Astrophysics Data System (ADS)

de Pascale, P.; Vasile, M.; Casotto, S.

The design of interplanetary trajectories requires the solution of an optimization problem, which has been traditionally solved by resorting to various local optimization techniques. All such approaches, apart from the specific method employed (direct or indirect), require an initial guess, which deeply influences the convergence to the optimal solution. The recent developments in low-thrust propulsion have widened the perspectives of exploration of the Solar System, while they have at the same time increased the difficulty related to the trajectory design process. Continuous thrust transfers, typically characterized by multiple spiraling arcs, have a broad number of design parameters and thanks to the flexibility offered by such engines, they typically turn out to be characterized by a multi-modal domain, with a consequent larger number of optimal solutions. Thus the definition of the first guesses is even more challenging, particularly for a broad search over the design parameters, and it requires an extensive investigation of the domain in order to locate the largest number of optimal candidate solutions and possibly the global optimal one. In this paper a tool for the preliminary definition of interplanetary transfers with coast-thrust arcs and multiple swing-bys is presented. Such goal is achieved combining a novel methodology for the description of low-thrust arcs, with a global optimization algorithm based on a hybridization of an evolutionary step and a deterministic step. Low thrust arcs are described in a 3D model in order to account the beneficial effects of low-thrust propulsion for a change of inclination, resorting to a new methodology based on an inverse method. The two-point boundary values problem (TPBVP) associated with a thrust arc is solved by imposing a proper parameterized evolution of the orbital parameters, by which, the acceleration required to follow the given trajectory with respect to the constraints set is obtained simply through algebraic computation. By this method a low-thrust transfer satisfying the boundary conditions on position and velocity can be quickly assessed, with low computational effort since no numerical propagation is required. The hybrid global optimization algorithm is made of a double step. Through the evolutionary search a large number of optima, and eventually the global one, are located, while the deterministic step consists of a branching process that exhaustively partitions the domain in order to have an extensive characterization of such a complex space of solutions. Furthermore, the approach implements a novel direct constraint-handling technique allowing the treatment of mixed-integer nonlinear programming problems (MINLP) typical of multiple swingby trajectories. A low-thrust transfer to Mars is studied as a test bed for the low-thrust model, thus presenting the main characteristics of the different shapes proposed and the features of the possible sub-arcs segmentations between two planets with respect to different objective functions: minimum time and minimum fuel consumption transfers. Other various test cases are also shown and further optimized, proving the effective capability of the proposed tool.

INCREASING HEAVY OIL RESERVES IN THE WILMINGTON OIL FIELD THROUGH ADVANCED RESERVOIR CHARACTERIZATION AND THERMAL PRODUCTION TECHNOLOGIES

DOE Office of Scientific and Technical Information (OSTI.GOV)

Scott Hara

2000-02-18

The project involves using advanced reservoir characterization and thermal production technologies to improve thermal recovery techniques and lower operating and capital costs in a slope and basin clastic (SBC) reservoir in the Wilmington field, Los Angeles Co., CA. Through March 1999, project work has been completed related to data preparation, basic reservoir engineering, developing a deterministic three dimensional (3-D) geologic model, a 3-D deterministic reservoir simulation model, and a rock-log model, well drilling and completions, and surface facilities. Work is continuing on the stochastic geologic model, developing a 3-D stochastic thermal reservoir simulation model of the Fault Block IIA Tarmore » (Tar II-A) Zone, and operational work and research studies to prevent thermal-related formation compaction. Thermal-related formation compaction is a concern of the project team due to observed surface subsidence in the local area above the steamflood project. Last quarter on January 12, the steamflood project lost its inexpensive steam source from the Harbor Cogeneration Plant as a result of the recent deregulation of electrical power rates in California. An operational plan was developed and implemented to mitigate the effects of the two situations. Seven water injection wells were placed in service in November and December 1998 on the flanks of the Phase 1 steamflood area to pressure up the reservoir to fill up the existing steam chest. Intensive reservoir engineering and geomechanics studies are continuing to determine the best ways to shut down the steamflood operations in Fault Block II while minimizing any future surface subsidence. The new 3-D deterministic thermal reservoir simulator model is being used to provide sensitivity cases to optimize production, steam injection, future flank cold water injection and reservoir temperature and pressure. According to the model, reservoir fill up of the steam chest at the current injection rate of 28,000 BPD and gross and net oil production rates of 7,700 BPD and 750 BOPD (injection to production ratio of 4) will occur in October 1999. At that time, the reservoir should act more like a waterflood and production and cold water injection can be operated at lower net injection rates to be determined. Modeling runs developed this quarter found that varying individual well injection rates to meet added production and local pressure problems by sub-zone could reduce steam chest fill-up by up to one month.« less

Effect of Uncertainty on Deterministic Runway Scheduling

NASA Technical Reports Server (NTRS)

Gupta, Gautam; Malik, Waqar; Jung, Yoon C.

2012-01-01

Active runway scheduling involves scheduling departures for takeoffs and arrivals for runway crossing subject to numerous constraints. This paper evaluates the effect of uncertainty on a deterministic runway scheduler. The evaluation is done against a first-come- first-serve scheme. In particular, the sequence from a deterministic scheduler is frozen and the times adjusted to satisfy all separation criteria; this approach is tested against FCFS. The comparison is done for both system performance (throughput and system delay) and predictability, and varying levels of congestion are considered. The modeling of uncertainty is done in two ways: as equal uncertainty in availability at the runway as for all aircraft, and as increasing uncertainty for later aircraft. Results indicate that the deterministic approach consistently performs better than first-come-first-serve in both system performance and predictability.

Stochastic and deterministic multiscale models for systems biology: an auxin-transport case study.

PubMed

Twycross, Jamie; Band, Leah R; Bennett, Malcolm J; King, John R; Krasnogor, Natalio

2010-03-26

Stochastic and asymptotic methods are powerful tools in developing multiscale systems biology models; however, little has been done in this context to compare the efficacy of these methods. The majority of current systems biology modelling research, including that of auxin transport, uses numerical simulations to study the behaviour of large systems of deterministic ordinary differential equations, with little consideration of alternative modelling frameworks. In this case study, we solve an auxin-transport model using analytical methods, deterministic numerical simulations and stochastic numerical simulations. Although the three approaches in general predict the same behaviour, the approaches provide different information that we use to gain distinct insights into the modelled biological system. We show in particular that the analytical approach readily provides straightforward mathematical expressions for the concentrations and transport speeds, while the stochastic simulations naturally provide information on the variability of the system. Our study provides a constructive comparison which highlights the advantages and disadvantages of each of the considered modelling approaches. This will prove helpful to researchers when weighing up which modelling approach to select. In addition, the paper goes some way to bridging the gap between these approaches, which in the future we hope will lead to integrative hybrid models.

Reliability-Based Design Optimization of a Composite Airframe Component

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Pai, Shantaram S.; Coroneos, Rula M.

2009-01-01

A stochastic design optimization methodology (SDO) has been developed to design components of an airframe structure that can be made of metallic and composite materials. The design is obtained as a function of the risk level, or reliability, p. The design method treats uncertainties in load, strength, and material properties as distribution functions, which are defined with mean values and standard deviations. A design constraint or a failure mode is specified as a function of reliability p. Solution to stochastic optimization yields the weight of a structure as a function of reliability p. Optimum weight versus reliability p traced out an inverted-S-shaped graph. The center of the inverted-S graph corresponded to 50 percent (p = 0.5) probability of success. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponds to unity for reliability p (or p = 1). Weight can be reduced to a small value for the most failure-prone design with a reliability that approaches zero (p = 0). Reliability can be changed for different components of an airframe structure. For example, the landing gear can be designed for a very high reliability, whereas it can be reduced to a small extent for a raked wingtip. The SDO capability is obtained by combining three codes: (1) The MSC/Nastran code was the deterministic analysis tool, (2) The fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and (3) NASA Glenn Research Center s optimization testbed CometBoards became the optimizer. The SDO capability requires a finite element structural model, a material model, a load model, and a design model. The stochastic optimization concept is illustrated considering an academic example and a real-life raked wingtip structure of the Boeing 767-400 extended range airliner made of metallic and composite materials.

A deterministic model predicts the properties of stochastic calcium oscillations in airway smooth muscle cells.

PubMed

Cao, Pengxing; Tan, Xiahui; Donovan, Graham; Sanderson, Michael J; Sneyd, James

2014-08-01

The inositol trisphosphate receptor ([Formula: see text]) is one of the most important cellular components responsible for oscillations in the cytoplasmic calcium concentration. Over the past decade, two major questions about the [Formula: see text] have arisen. Firstly, how best should the [Formula: see text] be modeled? In other words, what fundamental properties of the [Formula: see text] allow it to perform its function, and what are their quantitative properties? Secondly, although calcium oscillations are caused by the stochastic opening and closing of small numbers of [Formula: see text], is it possible for a deterministic model to be a reliable predictor of calcium behavior? Here, we answer these two questions, using airway smooth muscle cells (ASMC) as a specific example. Firstly, we show that periodic calcium waves in ASMC, as well as the statistics of calcium puffs in other cell types, can be quantitatively reproduced by a two-state model of the [Formula: see text], and thus the behavior of the [Formula: see text] is essentially determined by its modal structure. The structure within each mode is irrelevant for function. Secondly, we show that, although calcium waves in ASMC are generated by a stochastic mechanism, [Formula: see text] stochasticity is not essential for a qualitative prediction of how oscillation frequency depends on model parameters, and thus deterministic [Formula: see text] models demonstrate the same level of predictive capability as do stochastic models. We conclude that, firstly, calcium dynamics can be accurately modeled using simplified [Formula: see text] models, and, secondly, to obtain qualitative predictions of how oscillation frequency depends on parameters it is sufficient to use a deterministic model.

Multi-Item Multiperiodic Inventory Control Problem with Variable Demand and Discounts: A Particle Swarm Optimization Algorithm

PubMed Central

Mousavi, Seyed Mohsen; Niaki, S. T. A.; Bahreininejad, Ardeshir; Musa, Siti Nurmaya

2014-01-01

A multi-item multiperiod inventory control model is developed for known-deterministic variable demands under limited available budget. Assuming the order quantity is more than the shortage quantity in each period, the shortage in combination of backorder and lost sale is considered. The orders are placed in batch sizes and the decision variables are assumed integer. Moreover, all unit discounts for a number of products and incremental quantity discount for some other items are considered. While the objectives are to minimize both the total inventory cost and the required storage space, the model is formulated into a fuzzy multicriteria decision making (FMCDM) framework and is shown to be a mixed integer nonlinear programming type. In order to solve the model, a multiobjective particle swarm optimization (MOPSO) approach is applied. A set of compromise solution including optimum and near optimum ones via MOPSO has been derived for some numerical illustration, where the results are compared with those obtained using a weighting approach. To assess the efficiency of the proposed MOPSO, the model is solved using multi-objective genetic algorithm (MOGA) as well. A large number of numerical examples are generated at the end, where graphical and statistical approaches show more efficiency of MOPSO compared with MOGA. PMID:25093195

Time-Varying Delay Estimation Applied to the Surface Electromyography Signals Using the Parametric Approach

NASA Astrophysics Data System (ADS)

Luu, Gia Thien; Boualem, Abdelbassit; Duy, Tran Trung; Ravier, Philippe; Butteli, Olivier

Muscle Fiber Conduction Velocity (MFCV) can be calculated from the time delay between the surface electromyographic (sEMG) signals recorded by electrodes aligned with the fiber direction. In order to take into account the non-stationarity during the dynamic contraction (the most daily life situation) of the data, the developed methods have to consider that the MFCV changes over time, which induces time-varying delays and the data is non-stationary (change of Power Spectral Density (PSD)). In this paper, the problem of TVD estimation is considered using a parametric method. First, the polynomial model of TVD has been proposed. Then, the TVD model parameters are estimated by using a maximum likelihood estimation (MLE) strategy solved by a deterministic optimization technique (Newton) and stochastic optimization technique, called simulated annealing (SA). The performance of the two techniques is also compared. We also derive two appropriate Cramer-Rao Lower Bounds (CRLB) for the estimated TVD model parameters and for the TVD waveforms. Monte-Carlo simulation results show that the estimation of both the model parameters and the TVD function is unbiased and that the variance obtained is close to the derived CRBs. A comparison with non-parametric approaches of the TVD estimation is also presented and shows the superiority of the method proposed.

Monopoly models with time-varying demand function

NASA Astrophysics Data System (ADS)

Cavalli, Fausto; Naimzada, Ahmad

2018-05-01

We study a family of monopoly models for markets characterized by time-varying demand functions, in which a boundedly rational agent chooses output levels on the basis of a gradient adjustment mechanism. After presenting the model for a generic framework, we analytically study the case of cyclically alternating demand functions. We show that both the perturbation size and the agent's reactivity to profitability variation signals can have counterintuitive roles on the resulting period-2 cycles and on their stability. In particular, increasing the perturbation size can have both a destabilizing and a stabilizing effect on the resulting dynamics. Moreover, in contrast with the case of time-constant demand functions, the agent's reactivity is not just destabilizing, but can improve stability, too. This means that a less cautious behavior can provide better performance, both with respect to stability and to achieved profits. We show that, even if the decision mechanism is very simple and is not able to always provide the optimal production decisions, achieved profits are very close to those optimal. Finally, we show that in agreement with the existing empirical literature, the price series obtained simulating the proposed model exhibit a significant deviation from normality and large volatility, in particular when underlying deterministic dynamics become unstable and complex.

Observations, theoretical ideas and modeling of turbulent flows: Past, present and future

NASA Technical Reports Server (NTRS)

Chapman, G. T.; Tobak, M.

1985-01-01

Turbulence was analyzed in a historical context featuring the interactions between observations, theoretical ideas, and modeling within three successive movements. These are identified as predominantly statistical, structural and deterministic. The statistical movement is criticized for its failure to deal with the structural elements observed in turbulent flows. The structural movement is criticized for its failure to embody observed structural elements within a formal theory. The deterministic movement is described as having the potential of overcoming these deficiencies by allowing structural elements to exhibit chaotic behavior that is nevertheless embodied within a theory. Four major ideas of this movement are described: bifurcation theory, strange attractors, fractals, and the renormalization group. A framework for the future study of turbulent flows is proposed, based on the premises of the deterministic movement.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastien; Stollenwerk, Nico

2010-09-01

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

Two Strain Dengue Model with Temporary Cross Immunity and Seasonality

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aguiar, Maira; Ballesteros, Sebastien; Stollenwerk, Nico

Models on dengue fever epidemiology have previously shown critical fluctuations with power law distributions and also deterministic chaos in some parameter regions due to the multi-strain structure of the disease pathogen. In our first model including well known biological features, we found a rich dynamical structure including limit cycles, symmetry breaking bifurcations, torus bifurcations, coexisting attractors including isola solutions and deterministic chaos (as indicated by positive Lyapunov exponents) in a much larger parameter region, which is also biologically more plausible than the previous results of other researches. Based on these findings we will investigate the model structures further including seasonality.

The threshold of a stochastic delayed SIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing

2016-11-01

In this paper, we study the threshold dynamics of a stochastic delayed SIR epidemic model with vaccination. We obtain sufficient conditions for extinction and persistence in the mean of the epidemic. The threshold between persistence in the mean and extinction of the stochastic system is also obtained. Compared with the corresponding deterministic model, the threshold affected by the white noise is smaller than the basic reproduction number Rbar0 of the deterministic system. Results show that time delay has important effects on the persistence and extinction of the epidemic.

On the deterministic and stochastic use of hydrologic models

USGS Publications Warehouse

Farmer, William H.; Vogel, Richard M.

2016-01-01

Environmental simulation models, such as precipitation-runoff watershed models, are increasingly used in a deterministic manner for environmental and water resources design, planning, and management. In operational hydrology, simulated responses are now routinely used to plan, design, and manage a very wide class of water resource systems. However, all such models are calibrated to existing data sets and retain some residual error. This residual, typically unknown in practice, is often ignored, implicitly trusting simulated responses as if they are deterministic quantities. In general, ignoring the residuals will result in simulated responses with distributional properties that do not mimic those of the observed responses. This discrepancy has major implications for the operational use of environmental simulation models as is shown here. Both a simple linear model and a distributed-parameter precipitation-runoff model are used to document the expected bias in the distributional properties of simulated responses when the residuals are ignored. The systematic reintroduction of residuals into simulated responses in a manner that produces stochastic output is shown to improve the distributional properties of the simulated responses. Every effort should be made to understand the distributional behavior of simulation residuals and to use environmental simulation models in a stochastic manner.

Exploring a new method for the retrieval of urban thermophysical properties using thermal infrared remote sensing and deterministic modeling

NASA Astrophysics Data System (ADS)

De Ridder, K.; Bertrand, C.; Casanova, G.; Lefebvre, W.

2012-09-01

Increasingly, mesoscale meteorological and climate models are used to predict urban weather and climate. Yet, large uncertainties remain regarding values of some urban surface properties. In particular, information concerning urban values for thermal roughness length and thermal admittance is scarce. In this paper, we present a method to estimate values for thermal admittance in combination with an optimal scheme for thermal roughness length, based on METEOSAT-8/SEVIRI thermal infrared imagery in conjunction with a deterministic atmospheric model containing a simple urbanized land surface scheme. Given the spatial resolution of the SEVIRI sensor, the resulting parameter values are applicable at scales of the order of 5 km. As a study case we focused on the city of Paris, for the day of 29 June 2006. Land surface temperature was calculated from SEVIRI thermal radiances using a new split-window algorithm specifically designed to handle urban conditions, as described inAppendix A, including a correction for anisotropy effects. Land surface temperature was also calculated in an ensemble of simulations carried out with the ARPS mesoscale atmospheric model, combining different thermal roughness length parameterizations with a range of thermal admittance values. Particular care was taken to spatially match the simulated land surface temperature with the SEVIRI field of view, using the so-called point spread function of the latter. Using Bayesian inference, the best agreement between simulated and observed land surface temperature was obtained for the Zilitinkevich (1970) and Brutsaert (1975) thermal roughness length parameterizations, the latter with the coefficients obtained by Kanda et al. (2007). The retrieved thermal admittance values associated with either thermal roughness parameterization were, respectively, 1843 ± 108 J m-2 s-1/2 K-1 and 1926 ± 115 J m-2 s-1/2 K-1.

Theory and applications of a deterministic approximation to the coalescent model

PubMed Central

Jewett, Ethan M.; Rosenberg, Noah A.

2014-01-01

Under the coalescent model, the random number nt of lineages ancestral to a sample is nearly deterministic as a function of time when nt is moderate to large in value, and it is well approximated by its expectation E[nt]. In turn, this expectation is well approximated by simple deterministic functions that are easy to compute. Such deterministic functions have been applied to estimate allele age, effective population size, and genetic diversity, and they have been used to study properties of models of infectious disease dynamics. Although a number of simple approximations of E[nt] have been derived and applied to problems of population-genetic inference, the theoretical accuracy of the formulas and the inferences obtained using these approximations is not known, and the range of problems to which they can be applied is not well understood. Here, we demonstrate general procedures by which the approximation nt ≈ E[nt] can be used to reduce the computational complexity of coalescent formulas, and we show that the resulting approximations converge to their true values under simple assumptions. Such approximations provide alternatives to exact formulas that are computationally intractable or numerically unstable when the number of sampled lineages is moderate or large. We also extend an existing class of approximations of E[nt] to the case of multiple populations of time-varying size with migration among them. Our results facilitate the use of the deterministic approximation nt ≈ E[nt] for deriving functionally simple, computationally efficient, and numerically stable approximations of coalescent formulas under complicated demographic scenarios. PMID:24412419

Design Tool Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

Conventional optimization methods are based on a deterministic approach since their purpose is to find out an exact solution. However, such methods have initial condition dependence and the risk of falling into local solution. In this paper, we propose a new optimization method based on the concept of path integrals used in quantum mechanics. The method obtains a solution as an expected value (stochastic average) using a stochastic process. The advantages of this method are that it is not affected by initial conditions and does not require techniques based on experiences. We applied the new optimization method to a hang glider design. In this problem, both the hang glider design and its flight trajectory were optimized. The numerical calculation results prove that performance of the method is sufficient for practical use.

Solving difficult problems creatively: a role for energy optimised deterministic/stochastic hybrid computing

PubMed Central

Palmer, Tim N.; O’Shea, Michael

2015-01-01

How is the brain configured for creativity? What is the computational substrate for ‘eureka’ moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal (ultimately quantum decoherent) noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete. PMID:26528173

Heart rate variability as determinism with jump stochastic parameters.

PubMed

Zheng, Jiongxuan; Skufca, Joseph D; Bollt, Erik M

2013-08-01

We use measured heart rate information (RR intervals) to develop a one-dimensional nonlinear map that describes short term deterministic behavior in the data. Our study suggests that there is a stochastic parameter with persistence which causes the heart rate and rhythm system to wander about a bifurcation point. We propose a modified circle map with a jump process noise term as a model which can qualitatively capture such this behavior of low dimensional transient determinism with occasional (stochastically defined) jumps from one deterministic system to another within a one parameter family of deterministic systems.

Neural signatures of experience-based improvements in deterministic decision-making.

PubMed

Tremel, Joshua J; Laurent, Patryk A; Wolk, David A; Wheeler, Mark E; Fiez, Julie A

2016-12-15

Feedback about our choices is a crucial part of how we gather information and learn from our environment. It provides key information about decision experiences that can be used to optimize future choices. However, our understanding of the processes through which feedback translates into improved decision-making is lacking. Using neuroimaging (fMRI) and cognitive models of decision-making and learning, we examined the influence of feedback on multiple aspects of decision processes across learning. Subjects learned correct choices to a set of 50 word pairs across eight repetitions of a concurrent discrimination task. Behavioral measures were then analyzed with both a drift-diffusion model and a reinforcement learning model. Parameter values from each were then used as fMRI regressors to identify regions whose activity fluctuates with specific cognitive processes described by the models. The patterns of intersecting neural effects across models support two main inferences about the influence of feedback on decision-making. First, frontal, anterior insular, fusiform, and caudate nucleus regions behave like performance monitors, reflecting errors in performance predictions that signal the need for changes in control over decision-making. Second, temporoparietal, supplementary motor, and putamen regions behave like mnemonic storage sites, reflecting differences in learned item values that inform optimal decision choices. As information about optimal choices is accrued, these neural systems dynamically adjust, likely shifting the burden of decision processing from controlled performance monitoring to bottom-up, stimulus-driven choice selection. Collectively, the results provide a detailed perspective on the fundamental ability to use past experiences to improve future decisions. Copyright © 2016 Elsevier B.V. All rights reserved.

Neural signatures of experience-based improvements in deterministic decision-making

PubMed Central

Tremel, Joshua J.; Laurent, Patryk A.; Wolk, David A.; Wheeler, Mark E.; Fiez, Julie A.

2016-01-01

Feedback about our choices is a crucial part of how we gather information and learn from our environment. It provides key information about decision experiences that can be used to optimize future choices. However, our understanding of the processes through which feedback translates into improved decision-making is lacking. Using neuroimaging (fMRI) and cognitive models of decision-making and learning, we examined the influence of feedback on multiple aspects of decision processes across learning. Subjects learned correct choices to a set of 50 word pairs across eight repetitions of a concurrent discrimination task. Behavioral measures were then analyzed with both a drift-diffusion model and a reinforcement learning model. Parameter values from each were then used as fMRI regressors to identify regions whose activity fluctuates with specific cognitive processes described by the models. The patterns of intersecting neural effects across models support two main inferences about the influence of feedback on decision-making. First, frontal, anterior insular, fusiform, and caudate nucleus regions behave like performance monitors, reflecting errors in performance predictions that signal the need for changes in control over decision-making. Second, temporoparietal, supplementary motor, and putamen regions behave like mnemonic storage sites, reflecting differences in learned item values that inform optimal decision choices. As information about optimal choices is accrued, these neural systems dynamically adjust, likely shifting the burden of decision processing from controlled performance monitoring to bottom-up, stimulus-driven choice selection. Collectively, the results provide a detailed perspective on the fundamental ability to use past experiences to improve future decisions. PMID:27523644

Tag-mediated cooperation with non-deterministic genotype-phenotype mapping

NASA Astrophysics Data System (ADS)

Zhang, Hong; Chen, Shu

2016-01-01

Tag-mediated cooperation provides a helpful framework for resolving evolutionary social dilemmas. However, most of the previous studies have not taken into account genotype-phenotype distinction in tags, which may play an important role in the process of evolution. To take this into consideration, we introduce non-deterministic genotype-phenotype mapping into a tag-based model with spatial prisoner's dilemma. By our definition, the similarity between genotypic tags does not directly imply the similarity between phenotypic tags. We find that the non-deterministic mapping from genotypic tag to phenotypic tag has non-trivial effects on tag-mediated cooperation. Although we observe that high levels of cooperation can be established under a wide variety of conditions especially when the decisiveness is moderate, the uncertainty in the determination of phenotypic tags may have a detrimental effect on the tag mechanism by disturbing the homophilic interaction structure which can explain the promotion of cooperation in tag systems. Furthermore, the non-deterministic mapping may undermine the robustness of the tag mechanism with respect to various factors such as the structure of the tag space and the tag flexibility. This observation warns us about the danger of applying the classical tag-based models to the analysis of empirical phenomena if genotype-phenotype distinction is significant in real world. Non-deterministic genotype-phenotype mapping thus provides a new perspective to the understanding of tag-mediated cooperation.

A deterministic computer simulation model of life-cycle lamb and wool production.

PubMed

Wang, C T; Dickerson, G E

1991-11-01

A deterministic mathematical computer model was developed to simulate effects on life-cycle efficiency of lamb and wool production from genetic improvement of performance traits under alternative management systems. Genetic input parameters can be varied for age at puberty, length of anestrus, fertility, precocity of fertility, number born, milk yield, mortality, growth rate, body fat, and wool growth. Management options include mating systems, lambing intervals, feeding levels, creep feeding, weaning age, marketing age or weight, and culling policy. Simulated growth of animals is linear from birth to inflection point, then slows asymptotically to specified mature empty BW and fat content when nutrition is not limiting. The ME intake requirement to maintain normal condition is calculated daily or weekly for maintenance, protein and fat deposition, wool growth, gestation, and lactation. Simulated feed intake is the minimum of availability, DM physical limit, or ME physiological limit. Tissue catabolism occurs when intake is below the requirement for essential functions. Mortality increases when BW is depressed. Equations developed for calculations of biological functions were validated with published and unpublished experimental data. Lifetime totals are accumulated for TDN, DM, and protein intake and for market lamb equivalent output values of empty body or carcass lean and wool from both lambs and ewes. These measures of efficiency for combinations of genetic, management, and marketing variables can provide the relative economic weighting of traits needed to derive optimal criteria for genetic selection among and within breeds under defined industry production systems.

Economic evaluation of DNA ploidy analysis vs liquid-based cytology for cervical screening.

PubMed

Nghiem, V T; Davies, K R; Beck, J R; Follen, M; MacAulay, C; Guillaud, M; Cantor, S B

2015-06-09

DNA ploidy analysis involves automated quantification of chromosomal aneuploidy, a potential marker of progression toward cervical carcinoma. We evaluated the cost-effectiveness of this method for cervical screening, comparing five ploidy strategies (using different numbers of aneuploid cells as cut points) with liquid-based Papanicolaou smear and no screening. A state-transition Markov model simulated the natural history of HPV infection and possible progression into cervical neoplasia in a cohort of 12-year-old females. The analysis evaluated cost in 2012 US$ and effectiveness in quality-adjusted life-years (QALYs) from a health-system perspective throughout a lifetime horizon in the US setting. We calculated incremental cost-effectiveness ratios (ICERs) to determine the best strategy. The robustness of optimal choices was examined in deterministic and probabilistic sensitivity analyses. In the base-case analysis, the ploidy 4 cell strategy was cost-effective, yielding an increase of 0.032 QALY and an ICER of $18 264/QALY compared to no screening. For most scenarios in the deterministic sensitivity analysis, the ploidy 4 cell strategy was the only cost-effective strategy. Cost-effectiveness acceptability curves showed that this strategy was more likely to be cost-effective than the Papanicolaou smear. Compared to the liquid-based Papanicolaou smear, screening with a DNA ploidy strategy appeared less costly and comparably effective.

Pruning-Based, Energy-Optimal, Deterministic I/O Device Scheduling for Hard Real-Time Systems

DTIC Science & Technology

2005-02-01

However, DPM via I/O device scheduling for hard real - time systems has received relatively little attention. In this paper,we present an offline I/O...polynomial time. We present experimental results to show that EDS and MDO reduce the energy consumption of I/O devices significantly for hard real - time systems .

Deterministic switching of a magnetoelastic single-domain nano-ellipse using bending

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liang, Cheng-Yen; Sepulveda, Abdon; Keller, Scott

2016-03-21

In this paper, a fully coupled analytical model between elastodynamics with micromagnetics is used to study the switching energies using voltage induced mechanical bending of a magnetoelastic bit. The bit consists of a single domain magnetoelastic nano-ellipse deposited on a thin film piezoelectric thin film (500 nm) attached to a thick substrate (0.5 mm) with patterned electrodes underneath the nano-dot. A voltage applied to the electrodes produces out of plane deformation with bending moments induced in the magnetoelastic bit modifying the magnetic anisotropy. To minimize the energy, two design stages are used. In the first stage, the geometry and bias field (H{submore » b}) of the bit are optimized to minimize the strain energy required to rotate between two stable states. In the second stage, the bit's geometry is fixed, and the electrode position and control mechanism is optimized. The electrical energy input is about 200 (aJ) which is approximately two orders of magnitude lower than spin transfer torque approaches.« less

Terminal altitude maximization for Mars entry considering uncertainties

NASA Astrophysics Data System (ADS)

Cui, Pingyuan; Zhao, Zeduan; Yu, Zhengshi; Dai, Juan

2018-04-01

Uncertainties present in the Mars atmospheric entry process may cause state deviations from the nominal designed values, which will lead to unexpected performance degradation if the trajectory is designed merely based on the deterministic dynamic model. In this paper, a linear covariance based entry trajectory optimization method is proposed considering the uncertainties presenting in the initial states and parameters. By extending the elements of the state covariance matrix as augmented states, the statistical behavior of the trajectory is captured to reformulate the performance metrics and path constraints. The optimization problem is solved by the GPOPS-II toolbox in MATLAB environment. Monte Carlo simulations are also conducted to demonstrate the capability of the proposed method. Primary trading performances between the nominal deployment altitude and its dispersion can be observed by modulating the weights on the dispersion penalty, and a compromised result referring to maximizing the 3σ lower bound of the terminal altitude is achieved. The resulting path constraints also show better satisfaction in a disturbed environment compared with the nominal situation.

Randomly Sampled-Data Control Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

Optimal design of mixed-media packet-switching networks - Routing and capacity assignment

NASA Technical Reports Server (NTRS)

Huynh, D.; Kuo, F. F.; Kobayashi, H.

1977-01-01

This paper considers a mixed-media packet-switched computer communication network which consists of a low-delay terrestrial store-and-forward subnet combined with a low-cost high-bandwidth satellite subnet. We show how to route traffic via ground and/or satellite links by means of static, deterministic procedures and assign capacities to channels subject to a given linear cost such that the network average delay is minimized. Two operational schemes for this network model are investigated: one is a scheme in which the satellite channel is used as a slotted ALOHA channel; the other is a new multiaccess scheme we propose in which whenever a channel collision occurs, retransmission of the involved packets will route through ground links to their destinations. The performance of both schemes is evaluated and compared in terms of cost and average packet delay tradeoffs for some examples. The results offer guidelines for the design and optimal utilization of mixed-media networks.

Deterministic Design Optimization of Structures in OpenMDAO Framework

NASA Technical Reports Server (NTRS)

Coroneos, Rula M.; Pai, Shantaram S.

2012-01-01

Nonlinear programming algorithms play an important role in structural design optimization. Several such algorithms have been implemented in OpenMDAO framework developed at NASA Glenn Research Center (GRC). OpenMDAO is an open source engineering analysis framework, written in Python, for analyzing and solving Multi-Disciplinary Analysis and Optimization (MDAO) problems. It provides a number of solvers and optimizers, referred to as components and drivers, which users can leverage to build new tools and processes quickly and efficiently. Users may download, use, modify, and distribute the OpenMDAO software at no cost. This paper summarizes the process involved in analyzing and optimizing structural components by utilizing the framework s structural solvers and several gradient based optimizers along with a multi-objective genetic algorithm. For comparison purposes, the same structural components were analyzed and optimized using CometBoards, a NASA GRC developed code. The reliability and efficiency of the OpenMDAO framework was compared and reported in this report.

Optimal port-based teleportation

NASA Astrophysics Data System (ADS)

Mozrzymas, Marek; Studziński, Michał; Strelchuk, Sergii; Horodecki, Michał

2018-05-01

Deterministic port-based teleportation (dPBT) protocol is a scheme where a quantum state is guaranteed to be transferred to another system without unitary correction. We characterise the best achievable performance of the dPBT when both the resource state and the measurement is optimised. Surprisingly, the best possible fidelity for an arbitrary number of ports and dimension of the teleported state is given by the largest eigenvalue of a particular matrix—Teleportation Matrix. It encodes the relationship between a certain set of Young diagrams and emerges as the optimal solution to the relevant semidefinite programme.

Dual Roles for Spike Signaling in Cortical Neural Populations

PubMed Central

Ballard, Dana H.; Jehee, Janneke F. M.

2011-01-01

A prominent feature of signaling in cortical neurons is that of randomness in the action potential. The output of a typical pyramidal cell can be well fit with a Poisson model, and variations in the Poisson rate repeatedly have been shown to be correlated with stimuli. However while the rate provides a very useful characterization of neural spike data, it may not be the most fundamental description of the signaling code. Recent data showing γ frequency range multi-cell action potential correlations, together with spike timing dependent plasticity, are spurring a re-examination of the classical model, since precise timing codes imply that the generation of spikes is essentially deterministic. Could the observed Poisson randomness and timing determinism reflect two separate modes of communication, or do they somehow derive from a single process? We investigate in a timing-based model whether the apparent incompatibility between these probabilistic and deterministic observations may be resolved by examining how spikes could be used in the underlying neural circuits. The crucial component of this model draws on dual roles for spike signaling. In learning receptive fields from ensembles of inputs, spikes need to behave probabilistically, whereas for fast signaling of individual stimuli, the spikes need to behave deterministically. Our simulations show that this combination is possible if deterministic signals using γ latency coding are probabilistically routed through different members of a cortical cell population at different times. This model exhibits standard features characteristic of Poisson models such as orientation tuning and exponential interval histograms. In addition, it makes testable predictions that follow from the γ latency coding. PMID:21687798

Hybrid Forecasting of Daily River Discharges Considering Autoregressive Heteroscedasticity

NASA Astrophysics Data System (ADS)

Szolgayová, Elena Peksová; Danačová, Michaela; Komorniková, Magda; Szolgay, Ján

2017-06-01

It is widely acknowledged that in the hydrological and meteorological communities, there is a continuing need to improve the quality of quantitative rainfall and river flow forecasts. A hybrid (combined deterministic-stochastic) modelling approach is proposed here that combines the advantages offered by modelling the system dynamics with a deterministic model and a deterministic forecasting error series with a data-driven model in parallel. Since the processes to be modelled are generally nonlinear and the model error series may exhibit nonstationarity and heteroscedasticity, GARCH-type nonlinear time series models are considered here. The fitting, forecasting and simulation performance of such models have to be explored on a case-by-case basis. The goal of this paper is to test and develop an appropriate methodology for model fitting and forecasting applicable for daily river discharge forecast error data from the GARCH family of time series models. We concentrated on verifying whether the use of a GARCH-type model is suitable for modelling and forecasting a hydrological model error time series on the Hron and Morava Rivers in Slovakia. For this purpose we verified the presence of heteroscedasticity in the simulation error series of the KLN multilinear flow routing model; then we fitted the GARCH-type models to the data and compared their fit with that of an ARMA - type model. We produced one-stepahead forecasts from the fitted models and again provided comparisons of the model's performance.

Self assembly of rectangular shapes on concentration programming and probabilistic tile assembly models

PubMed Central

Rajasekaran, Sanguthevar

2013-01-01

Efficient tile sets for self assembling rectilinear shapes is of critical importance in algorithmic self assembly. A lower bound on the tile complexity of any deterministic self assembly system for an n × n square is Ω(log(n)log(log(n))) (inferred from the Kolmogrov complexity). Deterministic self assembly systems with an optimal tile complexity have been designed for squares and related shapes in the past. However designing Θ(log(n)log(log(n))) unique tiles specific to a shape is still an intensive task in the laboratory. On the other hand copies of a tile can be made rapidly using PCR (polymerase chain reaction) experiments. This led to the study of self assembly on tile concentration programming models. We present two major results in this paper on the concentration programming model. First we show how to self assemble rectangles with a fixed aspect ratio (α:β), with high probability, using Θ(α + β) tiles. This result is much stronger than the existing results by Kao et al. (Randomized self-assembly for approximate shapes, LNCS, vol 5125. Springer, Heidelberg, 2008) and Doty (Randomized self-assembly for exact shapes. In: proceedings of the 50th annual IEEE symposium on foundations of computer science (FOCS), IEEE, Atlanta. pp 85–94, 2009)—which can only self assembly squares and rely on tiles which perform binary arithmetic. On the other hand, our result is based on a technique called staircase sampling. This technique eliminates the need for sub-tiles which perform binary arithmetic, reduces the constant in the asymptotic bound, and eliminates the need for approximate frames (Kao et al. Randomized self-assembly for approximate shapes, LNCS, vol 5125. Springer, Heidelberg, 2008). Our second result applies staircase sampling on the equimolar concentration programming model (The tile complexity of linear assemblies. In: proceedings of the 36th international colloquium automata, languages and programming: Part I on ICALP ’09, Springer-Verlag, pp 235–253, 2009), to self assemble rectangles (of fixed aspect ratio) with high probability. The tile complexity of our algorithm is Θ(log(n)) and is optimal on the probabilistic tile assembly model (PTAM)—n being an upper bound on the dimensions of a rectangle. PMID:24311993

From Weakly Chaotic Dynamics to Deterministic Subdiffusion via Copula Modeling

NASA Astrophysics Data System (ADS)

Nazé, Pierre

2018-03-01

Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel-Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag-Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.

An ITK framework for deterministic global optimization for medical image registration

NASA Astrophysics Data System (ADS)

Dru, Florence; Wachowiak, Mark P.; Peters, Terry M.

2006-03-01

Similarity metric optimization is an essential step in intensity-based rigid and nonrigid medical image registration. For clinical applications, such as image guidance of minimally invasive procedures, registration accuracy and efficiency are prime considerations. In addition, clinical utility is enhanced when registration is integrated into image analysis and visualization frameworks, such as the popular Insight Toolkit (ITK). ITK is an open source software environment increasingly used to aid the development, testing, and integration of new imaging algorithms. In this paper, we present a new ITK-based implementation of the DIRECT (Dividing Rectangles) deterministic global optimization algorithm for medical image registration. Previously, it has been shown that DIRECT improves the capture range and accuracy for rigid registration. Our ITK class also contains enhancements over the original DIRECT algorithm by improving stopping criteria, adaptively adjusting a locality parameter, and by incorporating Powell's method for local refinement. 3D-3D registration experiments with ground-truth brain volumes and clinical cardiac volumes show that combining DIRECT with Powell's method improves registration accuracy over Powell's method used alone, is less sensitive to initial misorientation errors, and, with the new stopping criteria, facilitates adequate exploration of the search space without expending expensive iterations on non-improving function evaluations. Finally, in this framework, a new parallel implementation for computing mutual information is presented, resulting in near-linear speedup with two processors.

Multiobjective generalized extremal optimization algorithm for simulation of daylight illuminants

NASA Astrophysics Data System (ADS)

Kumar, Srividya Ravindra; Kurian, Ciji Pearl; Gomes-Borges, Marcos Eduardo

2017-10-01

Daylight illuminants are widely used as references for color quality testing and optical vision testing applications. Presently used daylight simulators make use of fluorescent bulbs that are not tunable and occupy more space inside the quality testing chambers. By designing a spectrally tunable LED light source with an optimal number of LEDs, cost, space, and energy can be saved. This paper describes an application of the generalized extremal optimization (GEO) algorithm for selection of the appropriate quantity and quality of LEDs that compose the light source. The multiobjective approach of this algorithm tries to get the best spectral simulation with minimum fitness error toward the target spectrum, correlated color temperature (CCT) the same as the target spectrum, high color rendering index (CRI), and luminous flux as required for testing applications. GEO is a global search algorithm based on phenomena of natural evolution and is especially designed to be used in complex optimization problems. Several simulations have been conducted to validate the performance of the algorithm. The methodology applied to model the LEDs, together with the theoretical basis for CCT and CRI calculation, is presented in this paper. A comparative result analysis of M-GEO evolutionary algorithm with the Levenberg-Marquardt conventional deterministic algorithm is also presented.

Deterministic modelling and stochastic simulation of biochemical pathways using MATLAB.

PubMed

Ullah, M; Schmidt, H; Cho, K H; Wolkenhauer, O

2006-03-01

The analysis of complex biochemical networks is conducted in two popular conceptual frameworks for modelling. The deterministic approach requires the solution of ordinary differential equations (ODEs, reaction rate equations) with concentrations as continuous state variables. The stochastic approach involves the simulation of differential-difference equations (chemical master equations, CMEs) with probabilities as variables. This is to generate counts of molecules for chemical species as realisations of random variables drawn from the probability distribution described by the CMEs. Although there are numerous tools available, many of them free, the modelling and simulation environment MATLAB is widely used in the physical and engineering sciences. We describe a collection of MATLAB functions to construct and solve ODEs for deterministic simulation and to implement realisations of CMEs for stochastic simulation using advanced MATLAB coding (Release 14). The program was successfully applied to pathway models from the literature for both cases. The results were compared to implementations using alternative tools for dynamic modelling and simulation of biochemical networks. The aim is to provide a concise set of MATLAB functions that encourage the experimentation with systems biology models. All the script files are available from www.sbi.uni-rostock.de/ publications_matlab-paper.html.

Modeling disease transmission near eradication: An equation free approach

NASA Astrophysics Data System (ADS)

Williams, Matthew O.; Proctor, Joshua L.; Kutz, J. Nathan

2015-01-01

Although disease transmission in the near eradication regime is inherently stochastic, deterministic quantities such as the probability of eradication are of interest to policy makers and researchers. Rather than running large ensembles of discrete stochastic simulations over long intervals in time to compute these deterministic quantities, we create a data-driven and deterministic "coarse" model for them using the Equation Free (EF) framework. In lieu of deriving an explicit coarse model, the EF framework approximates any needed information, such as coarse time derivatives, by running short computational experiments. However, the choice of the coarse variables (i.e., the state of the coarse system) is critical if the resulting model is to be accurate. In this manuscript, we propose a set of coarse variables that result in an accurate model in the endemic and near eradication regimes, and demonstrate this on a compartmental model representing the spread of Poliomyelitis. When combined with adaptive time-stepping coarse projective integrators, this approach can yield over a factor of two speedup compared to direct simulation, and due to its lower dimensionality, could be beneficial when conducting systems level tasks such as designing eradication or monitoring campaigns.

A deterministic model of electron transport for electron probe microanalysis

NASA Astrophysics Data System (ADS)

Bünger, J.; Richter, S.; Torrilhon, M.

2018-01-01

Within the last decades significant improvements in the spatial resolution of electron probe microanalysis (EPMA) were obtained by instrumental enhancements. In contrast, the quantification procedures essentially remained unchanged. As the classical procedures assume either homogeneity or a multi-layered structure of the material, they limit the spatial resolution of EPMA. The possibilities of improving the spatial resolution through more sophisticated quantification procedures are therefore almost untouched. We investigate a new analytical model (M 1-model) for the quantification procedure based on fast and accurate modelling of electron-X-ray-matter interactions in complex materials using a deterministic approach to solve the electron transport equations. We outline the derivation of the model from the Boltzmann equation for electron transport using the method of moments with a minimum entropy closure and present first numerical results for three different test cases (homogeneous, thin film and interface). Taking Monte Carlo as a reference, the results for the three test cases show that the M 1-model is able to reproduce the electron dynamics in EPMA applications very well. Compared to classical analytical models like XPP and PAP, the M 1-model is more accurate and far more flexible, which indicates the potential of deterministic models of electron transport to further increase the spatial resolution of EPMA.

Optimisation of lateral car dynamics taking into account parameter uncertainties

NASA Astrophysics Data System (ADS)

Busch, Jochen; Bestle, Dieter

2014-02-01

Simulation studies on an active all-wheel-steering car show that disturbance of vehicle parameters have high influence on lateral car dynamics. This motivates the need of robust design against such parameter uncertainties. A specific parametrisation is established combining deterministic, velocity-dependent steering control parameters with partly uncertain, velocity-independent vehicle parameters for simultaneous use in a numerical optimisation process. Model-based objectives are formulated and summarised in a multi-objective optimisation problem where especially the lateral steady-state behaviour is improved by an adaption strategy based on measurable uncertainties. The normally distributed uncertainties are generated by optimal Latin hypercube sampling and a response surface based strategy helps to cut down time consuming model evaluations which offers the possibility to use a genetic optimisation algorithm. Optimisation results are discussed in different criterion spaces and the achieved improvements confirm the validity of the proposed procedure.

Cell-Free Optogenetic Gene Expression System.

PubMed

Jayaraman, Premkumar; Yeoh, Jing Wui; Jayaraman, Sudhaghar; Teh, Ai Ying; Zhang, Jingyun; Poh, Chueh Loo

2018-04-20

Optogenetic tools provide a new and efficient way to dynamically program gene expression with unmatched spatiotemporal precision. To date, their vast potential remains untapped in the field of cell-free synthetic biology, largely due to the lack of simple and efficient light-switchable systems. Here, to bridge the gap between cell-free systems and optogenetics, we studied our previously engineered one component-based blue light-inducible Escherichia coli promoter in a cell-free environment through experimental characterization and mathematical modeling. We achieved >10-fold dynamic expression and demonstrated rapid and reversible activation of the target gene to generate oscillatory response. The deterministic model developed was able to recapitulate the system behavior and helped to provide quantitative insights to optimize dynamic response. This in vitro optogenetic approach could be a powerful new high-throughput screening technology for rapid prototyping of complex biological networks in both space and time without the need for chemical induction.

An analytically-based method for predicting the noise generated by the interaction between turbulence and a serrated leading edge

NASA Astrophysics Data System (ADS)

Mathews, J. R.; Peake, N.

2018-05-01

This paper considers the interaction of turbulence with a serrated leading edge. We investigate the noise produced by an aerofoil moving through a turbulent perturbation to uniform flow by considering the scattered pressure from the leading edge. We model the aerofoil as an infinite half plane with a leading edge serration, and develop an analytical model using a Green's function based upon the work of Howe. This allows us to consider both deterministic eddies and synthetic turbulence interacting with the leading edge. We show that it is possible to reduce the noise by using a serrated leading edge compared with a straight edge, but the optimal noise-reducing choice of serration is hard to predict due to the complex interaction. We also consider the effect of angle of attack, and find that in general the serrations are less effective at higher angles of attack.

Optimal exploitation strategies for an animal population in a Markovian environment: A theory and an example

USGS Publications Warehouse

Anderson, D.R.

1975-01-01

Optimal exploitation strategies were studied for an animal population in a Markovian (stochastic, serially correlated) environment. This is a general case and encompasses a number of important special cases as simplifications. Extensive empirical data on the Mallard (Anas platyrhynchos) were used as an example of general theory. The number of small ponds on the central breeding grounds was used as an index to the state of the environment. A general mathematical model was formulated to provide a synthesis of the existing literature, estimates of parameters developed from an analysis of data, and hypotheses regarding the specific effect of exploitation on total survival. The literature and analysis of data were inconclusive concerning the effect of exploitation on survival. Therefore, two hypotheses were explored: (1) exploitation mortality represents a largely additive form of mortality, and (2) exploitation mortality is compensatory with other forms of mortality, at least to some threshold level. Models incorporating these two hypotheses were formulated as stochastic dynamic programming models and optimal exploitation strategies were derived numerically on a digital computer. Optimal exploitation strategies were found to exist under the rather general conditions. Direct feedback control was an integral component in the optimal decision-making process. Optimal exploitation was found to be substantially different depending upon the hypothesis regarding the effect of exploitation on the population. If we assume that exploitation is largely an additive force of mortality in Mallards, then optimal exploitation decisions are a convex function of the size of the breeding population and a linear or slight concave function of the environmental conditions. Under the hypothesis of compensatory mortality forces, optimal exploitation decisions are approximately linearly related to the size of the Mallard breeding population. Dynamic programming is suggested as a very general formulation for realistic solutions to the general optimal exploitation problem. The concepts of state vectors and stage transformations are completely general. Populations can be modeled stochastically and the objective function can include extra-biological factors. The optimal level of exploitation in year t must be based on the observed size of the population and the state of the environment in year t unless the dynamics of the population, the state of the environment, and the result of the exploitation decisions are completely deterministic. Exploitation based on an average harvest, or harvest rate, or designed to maintain a constant breeding population size is inefficient.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

NASA Astrophysics Data System (ADS)

Soltanzadeh, I.; Azadi, M.; Vakili, G. A.

2011-07-01

Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peplow, Douglas E.; Mosher, Scott W; Evans, Thomas M

2012-08-01

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADISmore » also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.« less

Effects of different feedback types on information integration in repeated monetary gambles

PubMed Central

Haffke, Peter; Hübner, Ronald

2015-01-01

Most models of risky decision making assume that all relevant information is taken into account (e.g., von Neumann and Morgenstern, 1944; Kahneman and Tversky, 1979). However, there are also some models supposing that only part of the information is considered (e.g., Brandstätter et al., 2006; Gigerenzer and Gaissmaier, 2011). To further investigate the amount of information that is usually used for decision making, and how the use depends on feedback, we conducted a series of three experiments in which participants choose between two lotteries and where no feedback, outcome feedback, and error feedback was provided, respectively. The results show that without feedback participants mostly chose the lottery with the higher winning probability, and largely ignored the potential gains. The same results occurred when the outcome of each decision was fed back. Only after presenting error feedback (i.e., signaling whether a choice was optimal or not), participants considered probabilities as well as gains, resulting in more optimal choices. We propose that outcome feedback was ineffective, because of its probabilistic and ambiguous nature. Participants improve information integration only if provided with a consistent and deterministic signal such as error feedback. PMID:25667576

Effects of different feedback types on information integration in repeated monetary gambles.

PubMed

Haffke, Peter; Hübner, Ronald

2014-01-01

Most models of risky decision making assume that all relevant information is taken into account (e.g., von Neumann and Morgenstern, 1944; Kahneman and Tversky, 1979). However, there are also some models supposing that only part of the information is considered (e.g., Brandstätter et al., 2006; Gigerenzer and Gaissmaier, 2011). To further investigate the amount of information that is usually used for decision making, and how the use depends on feedback, we conducted a series of three experiments in which participants choose between two lotteries and where no feedback, outcome feedback, and error feedback was provided, respectively. The results show that without feedback participants mostly chose the lottery with the higher winning probability, and largely ignored the potential gains. The same results occurred when the outcome of each decision was fed back. Only after presenting error feedback (i.e., signaling whether a choice was optimal or not), participants considered probabilities as well as gains, resulting in more optimal choices. We propose that outcome feedback was ineffective, because of its probabilistic and ambiguous nature. Participants improve information integration only if provided with a consistent and deterministic signal such as error feedback.

Ensemble assimilation of ARGO temperature profile, sea surface temperature, and altimetric satellite data into an eddy permitting primitive equation model of the North Atlantic Ocean

NASA Astrophysics Data System (ADS)

Yan, Y.; Barth, A.; Beckers, J. M.; Candille, G.; Brankart, J. M.; Brasseur, P.

2015-07-01

Sea surface height, sea surface temperature, and temperature profiles at depth collected between January and December 2005 are assimilated into a realistic eddy permitting primitive equation model of the North Atlantic Ocean using the Ensemble Kalman Filter. Sixty ensemble members are generated by adding realistic noise to the forcing parameters related to the temperature. The ensemble is diagnosed and validated by comparison between the ensemble spread and the model/observation difference, as well as by rank histogram before the assimilation experiments. An incremental analysis update scheme is applied in order to reduce spurious oscillations due to the model state correction. The results of the assimilation are assessed according to both deterministic and probabilistic metrics with independent/semiindependent observations. For deterministic validation, the ensemble means, together with the ensemble spreads are compared to the observations, in order to diagnose the ensemble distribution properties in a deterministic way. For probabilistic validation, the continuous ranked probability score (CRPS) is used to evaluate the ensemble forecast system according to reliability and resolution. The reliability is further decomposed into bias and dispersion by the reduced centered random variable (RCRV) score in order to investigate the reliability properties of the ensemble forecast system. The improvement of the assimilation is demonstrated using these validation metrics. Finally, the deterministic validation and the probabilistic validation are analyzed jointly. The consistency and complementarity between both validations are highlighted.

A Random Variable Approach to Nuclear Targeting and Survivability

DOE Office of Scientific and Technical Information (OSTI.GOV)

Undem, Halvor A.

We demonstrate a common mathematical formalism for analyzing problems in nuclear survivability and targeting. This formalism, beginning with a random variable approach, can be used to interpret past efforts in nuclear-effects analysis, including targeting analysis. It can also be used to analyze new problems brought about by the post Cold War Era, such as the potential effects of yield degradation in a permanently untested nuclear stockpile. In particular, we illustrate the formalism through four natural case studies or illustrative problems, linking these to actual past data, modeling, and simulation, and suggesting future uses. In the first problem, we illustrate themore » case of a deterministically modeled weapon used against a deterministically responding target. Classic "Cookie Cutter" damage functions result. In the second problem, we illustrate, with actual target test data, the case of a deterministically modeled weapon used against a statistically responding target. This case matches many of the results of current nuclear targeting modeling and simulation tools, including the result of distance damage functions as complementary cumulative lognormal functions in the range variable. In the third problem, we illustrate the case of a statistically behaving weapon used against a deterministically responding target. In particular, we show the dependence of target damage on weapon yield for an untested nuclear stockpile experiencing yield degradation. Finally, and using actual unclassified weapon test data, we illustrate in the fourth problem the case of a statistically behaving weapon used against a statistically responding target.« less

A stochastic model for correlated protein motions

NASA Astrophysics Data System (ADS)

Karain, Wael I.; Qaraeen, Nael I.; Ajarmah, Basem

2006-06-01

A one-dimensional Langevin-type stochastic difference equation is used to find the deterministic and Gaussian contributions of time series representing the projections of a Bovine Pancreatic Trypsin Inhibitor (BPTI) protein molecular dynamics simulation along different eigenvector directions determined using principal component analysis. The deterministic part shows a distinct nonlinear behavior only for eigenvectors contributing significantly to the collective protein motion.

Learning automata-based solutions to the nonlinear fractional knapsack problem with applications to optimal resource allocation.

PubMed

Granmo, Ole-Christoffer; Oommen, B John; Myrer, Svein Arild; Olsen, Morten Goodwin

2007-02-01

This paper considers the nonlinear fractional knapsack problem and demonstrates how its solution can be effectively applied to two resource allocation problems dealing with the World Wide Web. The novel solution involves a "team" of deterministic learning automata (LA). The first real-life problem relates to resource allocation in web monitoring so as to "optimize" information discovery when the polling capacity is constrained. The disadvantages of the currently reported solutions are explained in this paper. The second problem concerns allocating limited sampling resources in a "real-time" manner with the purpose of estimating multiple binomial proportions. This is the scenario encountered when the user has to evaluate multiple web sites by accessing a limited number of web pages, and the proportions of interest are the fraction of each web site that is successfully validated by an HTML validator. Using the general LA paradigm to tackle both of the real-life problems, the proposed scheme improves a current solution in an online manner through a series of informed guesses that move toward the optimal solution. At the heart of the scheme, a team of deterministic LA performs a controlled random walk on a discretized solution space. Comprehensive experimental results demonstrate that the discretization resolution determines the precision of the scheme, and that for a given precision, the current solution (to both problems) is consistently improved until a nearly optimal solution is found--even for switching environments. Thus, the scheme, while being novel to the entire field of LA, also efficiently handles a class of resource allocation problems previously not addressed in the literature.

The Tool for Designing Engineering Systems Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

The conventional optimization methods were based on a deterministic approach, since their purpose is to find out an exact solution. However, these methods have initial condition dependence and risk of falling into local solution. In this paper, we propose a new optimization method based on a concept of path integral method used in quantum mechanics. The method obtains a solutions as an expected value (stochastic average) using a stochastic process. The advantages of this method are not to be affected by initial conditions and not to need techniques based on experiences. We applied the new optimization method to a design of the hang glider. In this problem, not only the hang glider design but also its flight trajectory were optimized. The numerical calculation results showed that the method has a sufficient performance.

Simulated annealing in orbital flight planning

NASA Technical Reports Server (NTRS)

Soller, Jeffrey

1990-01-01

Simulated annealing is used to solve a minimum fuel trajectory problem in the space station environment. The environment is unique because the space station will define the first true multivehicle environment in space. The optimization yields surfaces which are potentially complex, with multiple local minima. Because of the likelihood of these local minima, descent techniques are unable to offer robust solutions. Other deterministic optimization techniques were explored without success. The simulated annealing optimization is capable of identifying a minimum-fuel, two-burn trajectory subject to four constraints. Furthermore, the computational efforts involved in the optimization are such that missions could be planned on board the space station. Potential applications could include the on-site planning of rendezvous with a target craft of the emergency rescue of an astronaut. Future research will include multiwaypoint maneuvers, using a knowledge base to guide the optimization.

Optimality, stochasticity, and variability in motor behavior

PubMed Central

Guigon, Emmanuel; Baraduc, Pierre; Desmurget, Michel

2008-01-01

Recent theories of motor control have proposed that the nervous system acts as a stochastically optimal controller, i.e. it plans and executes motor behaviors taking into account the nature and statistics of noise. Detrimental effects of noise are converted into a principled way of controlling movements. Attractive aspects of such theories are their ability to explain not only characteristic features of single motor acts, but also statistical properties of repeated actions. Here, we present a critical analysis of stochastic optimality in motor control which reveals several difficulties with this hypothesis. We show that stochastic control may not be necessary to explain the stochastic nature of motor behavior, and we propose an alternative framework, based on the action of a deterministic controller coupled with an optimal state estimator, which relieves drawbacks of stochastic optimality and appropriately explains movement variability. PMID:18202922

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

A hybrid multi-objective imperialist competitive algorithm and Monte Carlo method for robust safety design of a rail vehicle

NASA Astrophysics Data System (ADS)

Nejlaoui, Mohamed; Houidi, Ajmi; Affi, Zouhaier; Romdhane, Lotfi

2017-10-01

This paper deals with the robust safety design optimization of a rail vehicle system moving in short radius curved tracks. A combined multi-objective imperialist competitive algorithm and Monte Carlo method is developed and used for the robust multi-objective optimization of the rail vehicle system. This robust optimization of rail vehicle safety considers simultaneously the derailment angle and its standard deviation where the design parameters uncertainties are considered. The obtained results showed that the robust design reduces significantly the sensitivity of the rail vehicle safety to the design parameters uncertainties compared to the determinist one and to the literature results.

A generalization of Fatou's lemma for extended real-valued functions on σ-finite measure spaces: with an application to infinite-horizon optimization in discrete time.

PubMed

Kamihigashi, Takashi

2017-01-01

Given a sequence [Formula: see text] of measurable functions on a σ -finite measure space such that the integral of each [Formula: see text] as well as that of [Formula: see text] exists in [Formula: see text], we provide a sufficient condition for the following inequality to hold: [Formula: see text] Our condition is considerably weaker than sufficient conditions known in the literature such as uniform integrability (in the case of a finite measure) and equi-integrability. As an application, we obtain a new result on the existence of an optimal path for deterministic infinite-horizon optimization problems in discrete time.

Optimal ancilla-free Pauli+V circuits for axial rotations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Blass, Andreas; Bocharov, Alex; Gurevich, Yuri

We address the problem of optimal representation of single-qubit rotations in a certain unitary basis consisting of the so-called V gates and Pauli matrices. The V matrices were proposed by Lubotsky, Philips, and Sarnak [Commun. Pure Appl. Math. 40, 401–420 (1987)] as a purely geometric construct in 1987 and recently found applications in quantum computation. They allow for exceptionally simple quantum circuit synthesis algorithms based on quaternionic factorization. We adapt the deterministic-search technique initially proposed by Ross and Selinger to synthesize approximating Pauli+V circuits of optimal depth for single-qubit axial rotations. Our synthesis procedure based on simple SL{sub 2}(ℤ) geometrymore » is almost elementary.« less

Optimal Control of Hybrid Systems in Air Traffic Applications

NASA Astrophysics Data System (ADS)

Kamgarpour, Maryam

Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

Efficient sampling of parsimonious inversion histories with application to genome rearrangement in Yersinia.

PubMed

Miklós, István; Darling, Aaron E

2009-06-22

Inversions are among the most common mutations acting on the order and orientation of genes in a genome, and polynomial-time algorithms exist to obtain a minimal length series of inversions that transform one genome arrangement to another. However, the minimum length series of inversions (the optimal sorting path) is often not unique as many such optimal sorting paths exist. If we assume that all optimal sorting paths are equally likely, then statistical inference on genome arrangement history must account for all such sorting paths and not just a single estimate. No deterministic polynomial algorithm is known to count the number of optimal sorting paths nor sample from the uniform distribution of optimal sorting paths. Here, we propose a stochastic method that uniformly samples the set of all optimal sorting paths. Our method uses a novel formulation of parallel Markov chain Monte Carlo. In practice, our method can quickly estimate the total number of optimal sorting paths. We introduce a variant of our approach in which short inversions are modeled to be more likely, and we show how the method can be used to estimate the distribution of inversion lengths and breakpoint usage in pathogenic Yersinia pestis. The proposed method has been implemented in a program called "MC4Inversion." We draw comparison of MC4Inversion to the sampler implemented in BADGER and a previously described importance sampling (IS) technique. We find that on high-divergence data sets, MC4Inversion finds more optimal sorting paths per second than BADGER and the IS technique and simultaneously avoids bias inherent in the IS technique.

Optimal control analysis of Ebola disease with control strategies of quarantine and vaccination.

PubMed

Ahmad, Muhammad Dure; Usman, Muhammad; Khan, Adnan; Imran, Mudassar

2016-07-13

The 2014 Ebola epidemic is the largest in history, affecting multiple countries in West Africa. Some isolated cases were also observed in other regions of the world. In this paper, we introduce a deterministic SEIR type model with additional hospitalization, quarantine and vaccination components in order to understand the disease dynamics. Optimal control strategies, both in the case of hospitalization (with and without quarantine) and vaccination are used to predict the possible future outcome in terms of resource utilization for disease control and the effectiveness of vaccination on sick populations. Further, with the help of uncertainty and sensitivity analysis we also have identified the most sensitive parameters which effectively contribute to change the disease dynamics. We have performed mathematical analysis with numerical simulations and optimal control strategies on Ebola virus models. We used dynamical system tools with numerical simulations and optimal control strategies on our Ebola virus models. The original model, which allowed transmission of Ebola virus via human contact, was extended to include imperfect vaccination and quarantine. After the qualitative analysis of all three forms of Ebola model, numerical techniques, using MATLAB as a platform, were formulated and analyzed in detail. Our simulation results support the claims made in the qualitative section. Our model incorporates an important component of individuals with high risk level with exposure to disease, such as front line health care workers, family members of EVD patients and Individuals involved in burial of deceased EVD patients, rather than the general population in the affected areas. Our analysis suggests that in order for R 0 (i.e., the basic reproduction number) to be less than one, which is the basic requirement for the disease elimination, the transmission rate of isolated individuals should be less than one-fourth of that for non-isolated ones. Our analysis also predicts, we need high levels of medication and hospitalization at the beginning of an epidemic. Further, optimal control analysis of the model suggests the control strategies that may be adopted by public health authorities in order to reduce the impact of epidemics like Ebola.

A deterministic method for estimating free energy genetic network landscapes with applications to cell commitment and reprogramming paths.

PubMed

Olariu, Victor; Manesso, Erica; Peterson, Carsten

2017-06-01

Depicting developmental processes as movements in free energy genetic landscapes is an illustrative tool. However, exploring such landscapes to obtain quantitative or even qualitative predictions is hampered by the lack of free energy functions corresponding to the biochemical Michaelis-Menten or Hill rate equations for the dynamics. Being armed with energy landscapes defined by a network and its interactions would open up the possibility of swiftly identifying cell states and computing optimal paths, including those of cell reprogramming, thereby avoiding exhaustive trial-and-error simulations with rate equations for different parameter sets. It turns out that sigmoidal rate equations do have approximate free energy associations. With this replacement of rate equations, we develop a deterministic method for estimating the free energy surfaces of systems of interacting genes at different noise levels or temperatures. Once such free energy landscape estimates have been established, we adapt a shortest path algorithm to determine optimal routes in the landscapes. We explore the method on three circuits for haematopoiesis and embryonic stem cell development for commitment and reprogramming scenarios and illustrate how the method can be used to determine sequential steps for onsets of external factors, essential for efficient reprogramming.

Review of smoothing methods for enhancement of noisy data from heavy-duty LHD mining machines

NASA Astrophysics Data System (ADS)

Wodecki, Jacek; Michalak, Anna; Stefaniak, Paweł

2018-01-01

Appropriate analysis of data measured on heavy-duty mining machines is essential for processes monitoring, management and optimization. Some particular classes of machines, for example LHD (load-haul-dump) machines, hauling trucks, drilling/bolting machines etc. are characterized with cyclicity of operations. In those cases, identification of cycles and their segments or in other words - simply data segmentation is a key to evaluate their performance, which may be very useful from the management point of view, for example leading to introducing optimization to the process. However, in many cases such raw signals are contaminated with various artifacts, and in general are expected to be very noisy, which makes the segmentation task very difficult or even impossible. To deal with that problem, there is a need for efficient smoothing methods that will allow to retain informative trends in the signals while disregarding noises and other undesired non-deterministic components. In this paper authors present a review of various approaches to diagnostic data smoothing. Described methods can be used in a fast and efficient way, effectively cleaning the signals while preserving informative deterministic behaviour, that is a crucial to precise segmentation and other approaches to industrial data analysis.

A deterministic method for estimating free energy genetic network landscapes with applications to cell commitment and reprogramming paths

PubMed Central

Olariu, Victor; Manesso, Erica

2017-01-01

Depicting developmental processes as movements in free energy genetic landscapes is an illustrative tool. However, exploring such landscapes to obtain quantitative or even qualitative predictions is hampered by the lack of free energy functions corresponding to the biochemical Michaelis–Menten or Hill rate equations for the dynamics. Being armed with energy landscapes defined by a network and its interactions would open up the possibility of swiftly identifying cell states and computing optimal paths, including those of cell reprogramming, thereby avoiding exhaustive trial-and-error simulations with rate equations for different parameter sets. It turns out that sigmoidal rate equations do have approximate free energy associations. With this replacement of rate equations, we develop a deterministic method for estimating the free energy surfaces of systems of interacting genes at different noise levels or temperatures. Once such free energy landscape estimates have been established, we adapt a shortest path algorithm to determine optimal routes in the landscapes. We explore the method on three circuits for haematopoiesis and embryonic stem cell development for commitment and reprogramming scenarios and illustrate how the method can be used to determine sequential steps for onsets of external factors, essential for efficient reprogramming. PMID:28680655

Operational value of ensemble streamflow forecasts for hydropower production: A Canadian case study

NASA Astrophysics Data System (ADS)

Boucher, Marie-Amélie; Tremblay, Denis; Luc, Perreault; François, Anctil

2010-05-01

Ensemble and probabilistic forecasts have many advantages over deterministic ones, both in meteorology and hydrology (e.g. Krzysztofowicz, 2001). Mainly, they inform the user on the uncertainty linked to the forecast. It has been brought to attention that such additional information could lead to improved decision making (e.g. Wilks and Hamill, 1995; Mylne, 2002; Roulin, 2007), but very few studies concentrate on operational situations involving the use of such forecasts. In addition, many authors have demonstrated that ensemble forecasts outperform deterministic forecasts in terms of performance (e.g. Jaun et al., 2005; Velazquez et al., 2009; Laio and Tamea, 2007). However, such performance is mostly assessed on the basis of numerical scoring rules, which compare the forecasts to the observations, and seldom in terms of management gains. The proposed case study adopts an operational point of view, on the basis that a novel forecasting system has value only if it leads to increase monetary and societal gains (e.g. Murphy, 1994; Laio and Tamea, 2007). More specifically, Environment Canada operational ensemble precipitation forecasts are used to drive the HYDROTEL distributed hydrological model (Fortin et al., 1995), calibrated on the Gatineau watershed located in Québec, Canada. The resulting hydrological ensemble forecasts are then incorporated into Hydro-Québec SOHO stochastic management optimization tool that automatically search for optimal operation decisions for the all reservoirs and hydropower plants located on the basin. The timeline of the study is the fall season of year 2003. This period is especially relevant because of high precipitations that nearly caused a major spill, and forced the preventive evacuation of a portion of the population located near one of the dams. We show that the use of the ensemble forecasts would have reduced the occurrence of spills and flooding, which is of particular importance for dams located in populous area, and increased hydropower production. The ensemble precipitation forecasts extend from March 1st of 2002 to December 31st of 2003. They were obtained using two atmospheric models, SEF (8 members plus the control deterministic forecast) and GEM (8 members). The corresponding deterministic precipitation forecast issued by SEF model is also used within HYDROTEL in order to compare ensemble streamflow forecasts with their deterministic counterparts. Although this study does not incorporate all the sources of uncertainty, precipitation is certainly the most important input for hydrological modeling and conveys a great portion of the total uncertainty. References: Fortin, J.P., Moussa, R., Bocquillon, C. and Villeneuve, J.P. 1995: HYDROTEL, un modèle hydrologique distribué pouvant bénéficier des données fournies par la télédétection et les systèmes d'information géographique, Revue des Sciences de l'Eau, 8(1), 94-124. Jaun, S., Ahrens, B., Walser, A., Ewen, T. and Schaer, C. 2008: A probabilistic view on the August 2005 floods in the upper Rhine catchment, Natural Hazards and Earth System Sciences, 8 (2), 281-291. Krzysztofowicz, R. 2001: The case for probabilistic forecasting in hydrology, Journal of Hydrology, 249, 2-9. Murphy, A.H. 1994: Assessing the economic value of weather forecasts: An overview of methods, results and issues, Meteorological Applications, 1, 69-73. Mylne, K.R. 2002: Decision-Making from probability forecasts based on forecast value, Meteorological Applications, 9, 307-315. Laio, F. and Tamea, S. 2007: Verification tools for probabilistic forecasts of continuous hydrological variables, Hydrology and Earth System Sciences, 11, 1267-1277. Roulin, E. 2007: Skill and relative economic value of medium-range hydrological ensemble predictions, Hydrology and Earth System Sciences, 11, 725-737. Velazquez, J.-A., Petit, T., Lavoie, A., Boucher, M.-A., Turcotte, R., Fortin, V. and Anctil, F. 2009: An evaluation of the Canadian global meteorological ensemble prediction system for short-term hydrological forecasting, Hydrology and Earth System Sciences, 13(11), 2221-2231. Wilks, D.S. and Hamill, T.M. 1995: Potential economic value of ensemble-based surface weather forecasts, Monthly Weather Review, 123(12), 3565-3575.

Calibration of a distributed routing rainfall-runoff model at four urban sites near Miami, Florida

USGS Publications Warehouse

Doyle, W. Harry; Miller, Jeffrey E.

1980-01-01

Urban stormwater data from four Miami, Fla. catchments were collected and compiled by the U.S. Geological Survey and were used for testing the applicability of deterministic modeling for characterizing stormwater flows from small land-use areas. A description of model calibration and verification is presented for: (1) A 40.8 acre single-family residential area, (2) a 58.3-acre highway area, (3) a 20.4-acre commercial area, and (4) a 14.7-acre multifamily residential area. Rainfall-runoff data for 80, 108, 114, and 52 storms at sites, 1, 2, 3, and 4, respectively, were collected, analyzed, and stored on direct-access files. Rainfall and runoff data for these storms (at 1-minute time intervals) were used in flow-modeling simulation analyses. A distributed routing Geological Survey rainfall-runoff model was used to determine rainfall excess and route overland and channel flows at each site. Optimization of soil-moisture- accounting and infiltration parameters was performed during the calibration phases. The results of this study showed that, with qualifications, an acceptable verification of the Geological Survey model can be achieved. (Kosco-USGS)

Cross-frequency and band-averaged response variance prediction in the hybrid deterministic-statistical energy analysis method

NASA Astrophysics Data System (ADS)

Reynders, Edwin P. B.; Langley, Robin S.

2018-08-01

The hybrid deterministic-statistical energy analysis method has proven to be a versatile framework for modeling built-up vibro-acoustic systems. The stiff system components are modeled deterministically, e.g., using the finite element method, while the wave fields in the flexible components are modeled as diffuse. In the present paper, the hybrid method is extended such that not only the ensemble mean and variance of the harmonic system response can be computed, but also of the band-averaged system response. This variance represents the uncertainty that is due to the assumption of a diffuse field in the flexible components of the hybrid system. The developments start with a cross-frequency generalization of the reciprocity relationship between the total energy in a diffuse field and the cross spectrum of the blocked reverberant loading at the boundaries of that field. By making extensive use of this generalization in a first-order perturbation analysis, explicit expressions are derived for the cross-frequency and band-averaged variance of the vibrational energies in the diffuse components and for the cross-frequency and band-averaged variance of the cross spectrum of the vibro-acoustic field response of the deterministic components. These expressions are extensively validated against detailed Monte Carlo analyses of coupled plate systems in which diffuse fields are simulated by randomly distributing small point masses across the flexible components, and good agreement is found.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

Detecting and disentangling nonlinear structure from solar flux time series

NASA Technical Reports Server (NTRS)

Ashrafi, S.; Roszman, L.

1992-01-01

Interest in solar activity has grown in the past two decades for many reasons. Most importantly for flight dynamics, solar activity changes the atmospheric density, which has important implications for spacecraft trajectory and lifetime prediction. Building upon the previously developed Rayleigh-Benard nonlinear dynamic solar model, which exhibits many dynamic behaviors observed in the Sun, this work introduces new chaotic solar forecasting techniques. Our attempt to use recently developed nonlinear chaotic techniques to model and forecast solar activity has uncovered highly entangled dynamics. Numerical techniques for decoupling additive and multiplicative white noise from deterministic dynamics and examines falloff of the power spectra at high frequencies as a possible means of distinguishing deterministic chaos from noise than spectrally white or colored are presented. The power spectral techniques presented are less cumbersome than current methods for identifying deterministic chaos, which require more computationally intensive calculations, such as those involving Lyapunov exponents and attractor dimension.

Artificial Bee Colony Optimization of Capping Potentials for Hybrid Quantum Mechanical/Molecular Mechanical Calculations.

PubMed

Schiffmann, Christoph; Sebastiani, Daniel

2011-05-10

We present an algorithmic extension of a numerical optimization scheme for analytic capping potentials for use in mixed quantum-classical (quantum mechanical/molecular mechanical, QM/MM) ab initio calculations. Our goal is to minimize bond-cleavage-induced perturbations in the electronic structure, measured by means of a suitable penalty functional. The optimization algorithm-a variant of the artificial bee colony (ABC) algorithm, which relies on swarm intelligence-couples deterministic (downhill gradient) and stochastic elements to avoid local minimum trapping. The ABC algorithm outperforms the conventional downhill gradient approach, if the penalty hypersurface exhibits wiggles that prevent a straight minimization pathway. We characterize the optimized capping potentials by computing NMR chemical shifts. This approach will increase the accuracy of QM/MM calculations of complex biomolecules.

Quantum teleportation scheme by selecting one of multiple output ports

NASA Astrophysics Data System (ADS)

Ishizaka, Satoshi; Hiroshima, Tohya

2009-04-01

The scheme of quantum teleportation, where Bob has multiple (N) output ports and obtains the teleported state by simply selecting one of the N ports, is thoroughly studied. We consider both the deterministic version and probabilistic version of the teleportation scheme aiming to teleport an unknown state of a qubit. Moreover, we consider two cases for each version: (i) the state employed for the teleportation is fixed to a maximally entangled state and (ii) the state is also optimized as well as Alice’s measurement. We analytically determine the optimal protocols for all the four cases and show the corresponding optimal fidelity or optimal success probability. All these protocols can achieve the perfect teleportation in the asymptotic limit of N→∞ . The entanglement properties of the teleportation scheme are also discussed.

Deterministic walks with inverse-square power-law scaling are an emergent property of predators that use chemotaxis to locate randomly distributed prey

NASA Astrophysics Data System (ADS)

Reynolds, A. M.

2008-07-01

The results of numerical simulations indicate that deterministic walks with inverse-square power-law scaling are a robust emergent property of predators that use chemotaxis to locate randomly and sparsely distributed stationary prey items. It is suggested that chemotactic destructive foraging accounts for the apparent Lévy flight movement patterns of Oxyrrhis marina microzooplankton in still water containing prey items. This challenges the view that these organisms are executing an innate optimal Lévy flight searching strategy. Crucial for the emergence of inverse-square power-law scaling is the tendency of chemotaxis to occasionally cause predators to miss the nearest prey item, an occurrence which would not arise if prey were located through the employment of a reliable cognitive map or if prey location were visually cued and perfect.

Total systems design analysis of high performance structures

NASA Technical Reports Server (NTRS)

Verderaime, V.

1993-01-01

Designer-control parameters were identified at interdiscipline interfaces to optimize structural systems performance and downstream development and operations with reliability and least life-cycle cost. Interface tasks and iterations are tracked through a matrix of performance disciplines integration versus manufacturing, verification, and operations interactions for a total system design analysis. Performance integration tasks include shapes, sizes, environments, and materials. Integrity integrating tasks are reliability and recurring structural costs. Significant interface designer control parameters were noted as shapes, dimensions, probability range factors, and cost. Structural failure concept is presented, and first-order reliability and deterministic methods, benefits, and limitations are discussed. A deterministic reliability technique combining benefits of both is proposed for static structures which is also timely and economically verifiable. Though launch vehicle environments were primarily considered, the system design process is applicable to any surface system using its own unique filed environments.

A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks

PubMed Central

Khammash, Mustafa

2014-01-01

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191

A Robust Scalable Transportation System Concept

NASA Technical Reports Server (NTRS)

Hahn, Andrew; DeLaurentis, Daniel

2006-01-01

This report documents the 2005 Revolutionary System Concept for Aeronautics (RSCA) study entitled "A Robust, Scalable Transportation System Concept". The objective of the study was to generate, at a high-level of abstraction, characteristics of a new concept for the National Airspace System, or the new NAS, under which transportation goals such as increased throughput, delay reduction, and improved robustness could be realized. Since such an objective can be overwhelmingly complex if pursued at the lowest levels of detail, instead a System-of-Systems (SoS) approach was adopted to model alternative air transportation architectures at a high level. The SoS approach allows the consideration of not only the technical aspects of the NAS", but also incorporates policy, socio-economic, and alternative transportation system considerations into one architecture. While the representations of the individual systems are basic, the higher level approach allows for ways to optimize the SoS at the network level, determining the best topology (i.e. configuration of nodes and links). The final product (concept) is a set of rules of behavior and network structure that not only satisfies national transportation goals, but represents the high impact rules that accomplish those goals by getting the agents to "do the right thing" naturally. The novel combination of Agent Based Modeling and Network Theory provides the core analysis methodology in the System-of-Systems approach. Our method of approach is non-deterministic which means, fundamentally, it asks and answers different questions than deterministic models. The nondeterministic method is necessary primarily due to our marriage of human systems with technological ones in a partially unknown set of future worlds. Our goal is to understand and simulate how the SoS, human and technological components combined, evolve.

Stochastic Analysis and Probabilistic Downscaling of Soil Moisture

NASA Astrophysics Data System (ADS)

Deshon, J. P.; Niemann, J. D.; Green, T. R.; Jones, A. S.

2017-12-01

Soil moisture is a key variable for rainfall-runoff response estimation, ecological and biogeochemical flux estimation, and biodiversity characterization, each of which is useful for watershed condition assessment. These applications require not only accurate, fine-resolution soil-moisture estimates but also confidence limits on those estimates and soil-moisture patterns that exhibit realistic statistical properties (e.g., variance and spatial correlation structure). The Equilibrium Moisture from Topography, Vegetation, and Soil (EMT+VS) model downscales coarse-resolution (9-40 km) soil moisture from satellite remote sensing or land-surface models to produce fine-resolution (10-30 m) estimates. The model was designed to produce accurate deterministic soil-moisture estimates at multiple points, but the resulting patterns do not reproduce the variance or spatial correlation of observed soil-moisture patterns. The primary objective of this research is to generalize the EMT+VS model to produce a probability density function (pdf) for soil moisture at each fine-resolution location and time. Each pdf has a mean that is equal to the deterministic soil-moisture estimate, and the pdf can be used to quantify the uncertainty in the soil-moisture estimates and to simulate soil-moisture patterns. Different versions of the generalized model are hypothesized based on how uncertainty enters the model, whether the uncertainty is additive or multiplicative, and which distributions describe the uncertainty. These versions are then tested by application to four catchments with detailed soil-moisture observations (Tarrawarra, Satellite Station, Cache la Poudre, and Nerrigundah). The performance of the generalized models is evaluated by comparing the statistical properties of the simulated soil-moisture patterns to those of the observations and the deterministic EMT+VS model. The versions of the generalized EMT+VS model with normally distributed stochastic components produce soil-moisture patterns with more realistic statistical properties than the deterministic model. Additionally, the results suggest that the variance and spatial correlation of the stochastic soil-moisture variations do not vary consistently with the spatial-average soil moisture.

Stochastic modelling of microstructure formation in solidification processes

NASA Astrophysics Data System (ADS)

Nastac, Laurentiu; Stefanescu, Doru M.

1997-07-01

To relax many of the assumptions used in continuum approaches, a general stochastic model has been developed. The stochastic model can be used not only for an accurate description of the fraction of solid evolution, and therefore accurate cooling curves, but also for simulation of microstructure formation in castings. The advantage of using the stochastic approach is to give a time- and space-dependent description of solidification processes. Time- and space-dependent processes can also be described by partial differential equations. Unlike a differential formulation which, in most cases, has to be transformed into a difference equation and solved numerically, the stochastic approach is essentially a direct numerical algorithm. The stochastic model is comprehensive, since the competition between various phases is considered. Furthermore, grain impingement is directly included through the structure of the model. In the present research, all grain morphologies are simulated with this procedure. The relevance of the stochastic approach is that the simulated microstructures can be directly compared with microstructures obtained from experiments. The computer becomes a `dynamic metallographic microscope'. A comparison between deterministic and stochastic approaches has been performed. An important objective of this research was to answer the following general questions: (1) `Would fully deterministic approaches continue to be useful in solidification modelling?' and (2) `Would stochastic algorithms be capable of entirely replacing purely deterministic models?'

Multi-Scale Modeling of the Gamma Radiolysis of Nitrate Solutions.

PubMed

Horne, Gregory P; Donoclift, Thomas A; Sims, Howard E; Orr, Robin M; Pimblott, Simon M

2016-11-17

A multiscale modeling approach has been developed for the extended time scale long-term radiolysis of aqueous systems. The approach uses a combination of stochastic track structure and track chemistry as well as deterministic homogeneous chemistry techniques and involves four key stages: radiation track structure simulation, the subsequent physicochemical processes, nonhomogeneous diffusion-reaction kinetic evolution, and homogeneous bulk chemistry modeling. The first three components model the physical and chemical evolution of an isolated radiation chemical track and provide radiolysis yields, within the extremely low dose isolated track paradigm, as the input parameters for a bulk deterministic chemistry model. This approach to radiation chemical modeling has been tested by comparison with the experimentally observed yield of nitrite from the gamma radiolysis of sodium nitrate solutions. This is a complex radiation chemical system which is strongly dependent on secondary reaction processes. The concentration of nitrite is not just dependent upon the evolution of radiation track chemistry and the scavenging of the hydrated electron and its precursors but also on the subsequent reactions of the products of these scavenging reactions with other water radiolysis products. Without the inclusion of intratrack chemistry, the deterministic component of the multiscale model is unable to correctly predict experimental data, highlighting the importance of intratrack radiation chemistry in the chemical evolution of the irradiated system.

Application of Metaheuristic and Deterministic Algorithms for Aircraft Reference Trajectory Optimization =

NASA Astrophysics Data System (ADS)

Murrieta Mendoza, Alejandro

Aircraft reference trajectory is an alternative method to reduce fuel consumption, thus the pollution released to the atmosphere. Fuel consumption reduction is of special importance for two reasons: first, because the aeronautical industry is responsible of 2% of the CO2 released to the atmosphere, and second, because it will reduce the flight cost. The aircraft fuel model was obtained from a numerical performance database which was created and validated by our industrial partner from flight experimental test data. A new methodology using the numerical database was proposed in this thesis to compute the fuel burn for a given trajectory. Weather parameters such as wind and temperature were taken into account as they have an important effect in fuel burn. The open source model used to obtain the weather forecast was provided by Weather Canada. A combination of linear and bi-linear interpolations allowed finding the required weather data. The search space was modelled using different graphs: one graph was used for mapping the different flight phases such as climb, cruise and descent, and another graph was used for mapping the physical space in which the aircraft would perform its flight. The trajectory was optimized in its vertical reference trajectory using the Beam Search algorithm, and a combination of the Beam Search algorithm with a search space reduction technique. The trajectory was optimized simultaneously for the vertical and lateral reference navigation plans while fulfilling a Required Time of Arrival constraint using three different metaheuristic algorithms: the artificial bee's colony, and the ant colony optimization. Results were validated using the software FlightSIMRTM, a commercial Flight Management System, an exhaustive search algorithm, and as flown flights obtained from flightawareRTM. All algorithms were able to reduce the fuel burn, and the flight costs. None None None None None None None

Dwell time algorithm based on the optimization theory for magnetorheological finishing

NASA Astrophysics Data System (ADS)

Zhang, Yunfei; Wang, Yang; Wang, Yajun; He, Jianguo; Ji, Fang; Huang, Wen

2010-10-01

Magnetorheological finishing (MRF) is an advanced polishing technique capable of rapidly converging to the required surface figure. This process can deterministically control the amount of the material removed by varying a time to dwell at each particular position on the workpiece surface. The dwell time algorithm is one of the most important key techniques of the MRF. A dwell time algorithm based on the1 matrix equation and optimization theory was presented in this paper. The conventional mathematical model of the dwell time was transferred to a matrix equation containing initial surface error, removal function and dwell time function. The dwell time to be calculated was just the solution to the large, sparse matrix equation. A new mathematical model of the dwell time based on the optimization theory was established, which aims to minimize the 2-norm or ∞-norm of the residual surface error. The solution meets almost all the requirements of precise computer numerical control (CNC) without any need for extra data processing, because this optimization model has taken some polishing condition as the constraints. Practical approaches to finding a minimal least-squares solution and a minimal maximum solution are also discussed in this paper. Simulations have shown that the proposed algorithm is numerically robust and reliable. With this algorithm an experiment has been performed on the MRF machine developed by ourselves. After 4.7 minutes' polishing, the figure error of a flat workpiece with a 50 mm diameter is improved by PV from 0.191λ(λ = 632.8 nm) to 0.087λ and RMS 0.041λ to 0.010λ. This algorithm can be constructed to polish workpieces of all shapes including flats, spheres, aspheres, and prisms, and it is capable of improving the polishing figures dramatically.

A deterministic width function model

NASA Astrophysics Data System (ADS)

Puente, C. E.; Sivakumar, B.

Use of a deterministic fractal-multifractal (FM) geometric method to model width functions of natural river networks, as derived distributions of simple multifractal measures via fractal interpolating functions, is reported. It is first demonstrated that the FM procedure may be used to simulate natural width functions, preserving their most relevant features like their overall shape and texture and their observed power-law scaling on their power spectra. It is then shown, via two natural river networks (Racoon and Brushy creeks in the United States), that the FM approach may also be used to closely approximate existing width functions.

A mathematical study of a model for childhood diseases with non-permanent immunity

NASA Astrophysics Data System (ADS)

Moghadas, S. M.; Gumel, A. B.

2003-08-01

Protecting children from diseases that can be prevented by vaccination is a primary goal of health administrators. Since vaccination is considered to be the most effective strategy against childhood diseases, the development of a framework that would predict the optimal vaccine coverage level needed to prevent the spread of these diseases is crucial. This paper provides this framework via qualitative and quantitative analysis of a deterministic mathematical model for the transmission dynamics of a childhood disease in the presence of a preventive vaccine that may wane over time. Using global stability analysis of the model, based on constructing a Lyapunov function, it is shown that the disease can be eradicated from the population if the vaccination coverage level exceeds a certain threshold value. It is also shown that the disease will persist within the population if the coverage level is below this threshold. These results are verified numerically by constructing, and then simulating, a robust semi-explicit second-order finite-difference method.

Computational modeling of the nonlinear stochastic dynamics of horizontal drillstrings

NASA Astrophysics Data System (ADS)

Cunha, Americo; Soize, Christian; Sampaio, Rubens

2015-11-01

This work intends to analyze the nonlinear stochastic dynamics of drillstrings in horizontal configuration. For this purpose, it considers a beam theory, with effects of rotatory inertia and shear deformation, which is capable of reproducing the large displacements that the beam undergoes. The friction and shock effects, due to beam/borehole wall transversal impacts, as well as the force and torque induced by bit-rock interaction, are also considered in the model. Uncertainties of bit-rock interaction model are taken into account using a parametric probabilistic approach. Numerical simulations have shown that the mechanical system of interest has a very rich nonlinear stochastic dynamics, which generate phenomena such as bit-bounce, stick-slip, and transverse impacts. A study aiming to maximize the drilling process efficiency, varying drillstring velocities of translation and rotation is presented. Also, the work presents the definition and solution of two optimizations problems, one deterministic and one robust, where the objective is to maximize drillstring rate of penetration into the soil respecting its structural limits.

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

Analyzing transmission dynamics of cholera with public health interventions.

PubMed

Posny, Drew; Wang, Jin; Mukandavire, Zindoga; Modnak, Chairat

2015-06-01

Cholera continues to be a serious public health concern in developing countries and the global increase in the number of reported outbreaks suggests that activities to control the diseases and surveillance programs to identify or predict the occurrence of the next outbreaks are not adequate. These outbreaks have increased in frequency, severity, duration and endemicity in recent years. Mathematical models for infectious diseases play a critical role in predicting and understanding disease mechanisms, and have long provided basic insights in the possible ways to control infectious diseases. In this paper, we present a new deterministic cholera epidemiological model with three types of control measures incorporated into a cholera epidemic setting: treatment, vaccination and sanitation. Essential dynamical properties of the model with constant intervention controls which include local and global stabilities for the equilibria are carefully analyzed. Further, using optimal control techniques, we perform a study to investigate cost-effective solutions for time-dependent public health interventions in order to curb disease transmission in epidemic settings. Our results show that the basic reproductive number (R0) remains the model's epidemic threshold despite the inclusion of a package of cholera interventions. For time-dependent controls, the results suggest that these interventions closely interplay with each other, and the costs of controls directly affect the length and strength of each control in an optimal strategy. Copyright © 2015 Elsevier Inc. All rights reserved.

Optimal management of colorectal liver metastases in older patients: a decision analysis

PubMed Central

Yang, Simon; Alibhai, Shabbir MH; Kennedy, Erin D; El-Sedfy, Abraham; Dixon, Matthew; Coburn, Natalie; Kiss, Alex; Law, Calvin HL

2014-01-01

Background Comparative trials evaluating management strategies for colorectal cancer liver metastases (CLM) are lacking, especially for older patients. This study developed a decision-analytic model to quantify outcomes associated with treatment strategies for CLM in older patients. Methods A Markov-decision model was built to examine the effect on life expectancy (LE) and quality-adjusted life expectancy (QALE) for best supportive care (BSC), systemic chemotherapy (SC), radiofrequency ablation (RFA) and hepatic resection (HR). The baseline patient cohort assumptions included healthy 70-year-old CLM patients after a primary cancer resection. Event and transition probabilities and utilities were derived from a literature review. Deterministic and probabilistic sensitivity analyses were performed on all study parameters. Results In base case analysis, BSC, SC, RFA and HR yielded LEs of 11.9, 23.1, 34.8 and 37.0 months, and QALEs of 7.8, 13.2, 22.0 and 25.0 months, respectively. Model results were sensitive to age, comorbidity, length of model simulation and utility after HR. Probabilistic sensitivity analysis showed increasing preference for RFA over HR with increasing patient age. Conclusions HR may be optimal for healthy 70-year-old patients with CLM. In older patients with comorbidities, RFA may provide better LE and QALE. Treatment decisions in older cancer patients should account for patient age, comorbidities, local expertise and individual values. PMID:24961482

Stochastic Processes in Physics: Deterministic Origins and Control

NASA Astrophysics Data System (ADS)

Demers, Jeffery

Stochastic processes are ubiquitous in the physical sciences and engineering. While often used to model imperfections and experimental uncertainties in the macroscopic world, stochastic processes can attain deeper physical significance when used to model the seemingly random and chaotic nature of the underlying microscopic world. Nowhere more prevalent is this notion than in the field of stochastic thermodynamics - a modern systematic framework used describe mesoscale systems in strongly fluctuating thermal environments which has revolutionized our understanding of, for example, molecular motors, DNA replication, far-from equilibrium systems, and the laws of macroscopic thermodynamics as they apply to the mesoscopic world. With progress, however, come further challenges and deeper questions, most notably in the thermodynamics of information processing and feedback control. Here it is becoming increasingly apparent that, due to divergences and subtleties of interpretation, the deterministic foundations of the stochastic processes themselves must be explored and understood. This thesis presents a survey of stochastic processes in physical systems, the deterministic origins of their emergence, and the subtleties associated with controlling them. First, we study time-dependent billiards in the quivering limit - a limit where a billiard system is indistinguishable from a stochastic system, and where the simplified stochastic system allows us to view issues associated with deterministic time-dependent billiards in a new light and address some long-standing problems. Then, we embark on an exploration of the deterministic microscopic Hamiltonian foundations of non-equilibrium thermodynamics, and we find that important results from mesoscopic stochastic thermodynamics have simple microscopic origins which would not be apparent without the benefit of both the micro and meso perspectives. Finally, we study the problem of stabilizing a stochastic Brownian particle with feedback control, and we find that in order to avoid paradoxes involving the first law of thermodynamics, we need a model for the fine details of the thermal driving noise. The underlying theme of this thesis is the argument that the deterministic microscopic perspective and stochastic mesoscopic perspective are both important and useful, and when used together, we can more deeply and satisfyingly understand the physics occurring over either scale.

Nanopore Current Oscillations: Nonlinear Dynamics on the Nanoscale.

PubMed

Hyland, Brittany; Siwy, Zuzanna S; Martens, Craig C

2015-05-21

In this Letter, we describe theoretical modeling of an experimentally realized nanoscale system that exhibits the general universal behavior of a nonlinear dynamical system. In particular, we consider the description of voltage-induced current fluctuations through a single nanopore from the perspective of nonlinear dynamics. We briefly review the experimental system and its behavior observed and then present a simple phenomenological nonlinear model that reproduces the qualitative behavior of the experimental data. The model consists of a two-dimensional deterministic nonlinear bistable oscillator experiencing both dissipation and random noise. The multidimensionality of the model and the interplay between deterministic and stochastic forces are both required to obtain a qualitatively accurate description of the physical system.

Spatial delineation, fluid-lithology characterization, and petrophysical modeling of deepwater Gulf of Mexico reservoirs though joint AVA deterministic and stochastic inversion of three-dimensional partially-stacked seismic amplitude data and well logs

NASA Astrophysics Data System (ADS)

Contreras, Arturo Javier

This dissertation describes a novel Amplitude-versus-Angle (AVA) inversion methodology to quantitatively integrate pre-stack seismic data, well logs, geologic data, and geostatistical information. Deterministic and stochastic inversion algorithms are used to characterize flow units of deepwater reservoirs located in the central Gulf of Mexico. A detailed fluid/lithology sensitivity analysis was conducted to assess the nature of AVA effects in the study area. Standard AVA analysis indicates that the shale/sand interface represented by the top of the hydrocarbon-bearing turbidite deposits generate typical Class III AVA responses. Layer-dependent Biot-Gassmann analysis shows significant sensitivity of the P-wave velocity and density to fluid substitution, indicating that presence of light saturating fluids clearly affects the elastic response of sands. Accordingly, AVA deterministic and stochastic inversions, which combine the advantages of AVA analysis with those of inversion, have provided quantitative information about the lateral continuity of the turbidite reservoirs based on the interpretation of inverted acoustic properties and fluid-sensitive modulus attributes (P-Impedance, S-Impedance, density, and LambdaRho, in the case of deterministic inversion; and P-velocity, S-velocity, density, and lithotype (sand-shale) distributions, in the case of stochastic inversion). The quantitative use of rock/fluid information through AVA seismic data, coupled with the implementation of co-simulation via lithotype-dependent multidimensional joint probability distributions of acoustic/petrophysical properties, provides accurate 3D models of petrophysical properties such as porosity, permeability, and water saturation. Pre-stack stochastic inversion provides more realistic and higher-resolution results than those obtained from analogous deterministic techniques. Furthermore, 3D petrophysical models can be more accurately co-simulated from AVA stochastic inversion results. By combining AVA sensitivity analysis techniques with pre-stack stochastic inversion, geologic data, and awareness of inversion pitfalls, it is possible to substantially reduce the risk in exploration and development of conventional and non-conventional reservoirs. From the final integration of deterministic and stochastic inversion results with depositional models and analogous examples, the M-series reservoirs have been interpreted as stacked terminal turbidite lobes within an overall fan complex (the Miocene MCAVLU Submarine Fan System); this interpretation is consistent with previous core data interpretations and regional stratigraphic/depositional studies.

No-go theorem for iterations of unknown quantum gates

NASA Astrophysics Data System (ADS)

Soleimanifar, Mehdi; Karimipour, Vahid

2016-01-01

We propose a no-go theorem by proving the impossibility of constructing a deterministic quantum circuit that iterates a unitary oracle by calling it only once. Different schemes are provided to bypass this result and to approximately realize the iteration. The optimal scheme is also studied. An interesting observation is that for a large number of iterations, a trivial strategy like using the identity channel has the optimal performance, and preprocessing, postprocessing, or using resources like entanglement does not help at all. Intriguingly, the number of iterations, when being large enough, does not affect the performance of the proposed schemes.

Inexact nonlinear improved fuzzy chance-constrained programming model for irrigation water management under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping

2018-01-01

An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.

A temporal-spatial postprocessing model for probabilistic run-off forecast. With a case study from Ulla-Førre with five catchments and ten lead times

NASA Astrophysics Data System (ADS)

Engeland, K.; Steinsland, I.

2012-04-01

This work is driven by the needs of next generation short term optimization methodology for hydro power production. Stochastic optimization are about to be introduced; i.e. optimizing when available resources (water) and utility (prices) are uncertain. In this paper we focus on the available resources, i.e. water, where uncertainty mainly comes from uncertainty in future runoff. When optimizing a water system all catchments and several lead times have to be considered simultaneously. Depending on the system of hydropower reservoirs, it might be a set of headwater catchments, a system of upstream /downstream reservoirs where water used from one catchment /dam arrives in a lower catchment maybe days later, or a combination of both. The aim of this paper is therefore to construct a simultaneous probabilistic forecast for several catchments and lead times, i.e. to provide a predictive distribution for the forecasts. Stochastic optimization methods need samples/ensembles of run-off forecasts as input. Hence, it should also be possible to sample from our probabilistic forecast. A post-processing approach is taken, and an error model based on Box- Cox transformation, power transform and a temporal-spatial copula model is used. It accounts for both between catchment and between lead time dependencies. In operational use it is strait forward to sample run-off ensembles from this models that inherits the catchment and lead time dependencies. The methodology is tested and demonstrated in the Ulla-Førre river system, and simultaneous probabilistic forecasts for five catchments and ten lead times are constructed. The methodology has enough flexibility to model operationally important features in this case study such as hetroscadasety, lead-time varying temporal dependency and lead-time varying inter-catchment dependency. Our model is evaluated using CRPS for marginal predictive distributions and energy score for joint predictive distribution. It is tested against deterministic run-off forecast, climatology forecast and a persistent forecast, and is found to be the better probabilistic forecast for lead time grater then two. From an operational point of view the results are interesting as the between catchment dependency gets stronger with longer lead-times.

The Stochastic Multi-strain Dengue Model: Analysis of the Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Stollenwerk, Nico; Kooi, Bob W.

2011-09-01

Dengue dynamics is well known to be particularly complex with large fluctuations of disease incidences. An epidemic multi-strain model motivated by dengue fever epidemiology shows deterministic chaos in wide parameter regions. The addition of seasonal forcing, mimicking the vectorial dynamics, and a low import of infected individuals, which is realistic in the dynamics of infectious diseases epidemics show complex dynamics and qualitatively a good agreement between empirical DHF monitoring data and the obtained model simulation. The addition of noise can explain the fluctuations observed in the empirical data and for large enough population size, the stochastic system can be well described by the deterministic skeleton.

Managing a closed-loop supply chain inventory system with learning effects

NASA Astrophysics Data System (ADS)

Jauhari, Wakhid Ahmad; Dwicahyani, Anindya Rachma; Hendaryani, Oktiviandri; Kurdhi, Nughthoh Arfawi

2018-02-01

In this paper, we propose a closed-loop supply chain model consisting of a retailer and a manufacturer. We intend to investigate the impact of learning in regular production, remanufacturing and reworking. The customer demand is assumed deterministic and will be satisfied from both regular production and remanufacturing process. The return rate of used items depends on quality. We propose a mathematical model with the objective is to maximize the joint total profit by simultaneously determining the length of ordering cycle for the retailer and the number of regular production and remanufacturing cycle. The algorithm is suggested for finding the optimal solution. A numerical example is presented to illustrate the application of using a proposed model. The results show that the integrated model performs better in reducing total cost compared to the independent model. The total cost is most affected by the changes in the values of unit production cost and acceptable quality level. In addition, the changes in the defective items proportion and the fraction of holding costs significantly influence the retailer's ordering period.

Identification of gene regulation models from single-cell data

NASA Astrophysics Data System (ADS)

Weber, Lisa; Raymond, William; Munsky, Brian

2018-09-01

In quantitative analyses of biological processes, one may use many different scales of models (e.g. spatial or non-spatial, deterministic or stochastic, time-varying or at steady-state) or many different approaches to match models to experimental data (e.g. model fitting or parameter uncertainty/sloppiness quantification with different experiment designs). These different analyses can lead to surprisingly different results, even when applied to the same data and the same model. We use a simplified gene regulation model to illustrate many of these concerns, especially for ODE analyses of deterministic processes, chemical master equation and finite state projection analyses of heterogeneous processes, and stochastic simulations. For each analysis, we employ MATLAB and PYTHON software to consider a time-dependent input signal (e.g. a kinase nuclear translocation) and several model hypotheses, along with simulated single-cell data. We illustrate different approaches (e.g. deterministic and stochastic) to identify the mechanisms and parameters of the same model from the same simulated data. For each approach, we explore how uncertainty in parameter space varies with respect to the chosen analysis approach or specific experiment design. We conclude with a discussion of how our simulated results relate to the integration of experimental and computational investigations to explore signal-activated gene expression models in yeast (Neuert et al 2013 Science 339 584–7) and human cells (Senecal et al 2014 Cell Rep. 8 75–83)5.

Unsolved Problems of Intracellular Noise

NASA Astrophysics Data System (ADS)

Paulsson, Johan

2003-05-01

Many molecules are present at so low numbers per cell that significant fluctuations arise spontaneously. Such `noise' can randomize developmental pathways, disrupt cell cycle control or force metabolites away from their optimal levels. It can also be exploited for non-genetic individuality or, surprisingly, for more reliable and deterministic control. However, in spite of the mechanistic and evolutionary significance of noise, both explicit modeling and implicit verbal reasoning in molecular biology are completely dominated by macroscopic kinetics. Here I discuss some particularly under-addressed issues of noise in genetic and metabolic networks: 1) relations between systematic macro- and mesoscopic approaches; 2) order and disorder in gene expression; 3) autorepression for checking fluctuations; 4) noise suppression by noise; 5) phase-transitions in metabolic systems; 6) effects of cell growth and division; and 7) mono- and bistable bimodal switches.

Estimate Tsunami Flow Conditions and Large-Debris Tracks for the Design of Coastal Infrastructures along Coastlines of the U.S. Pacific Northwest

NASA Astrophysics Data System (ADS)

Wei, Y.; Thomas, S.; Zhou, H.; Arcas, D.; Titov, V. V.

2017-12-01

The increasing potential tsunami hazards pose great challenges for infrastructures along the coastlines of the U.S. Pacific Northwest. Tsunami impact at a coastal site is usually assessed from deterministic scenarios based on 10,000 years of geological records in the Cascadia Subduction Zone (CSZ). Aside from these deterministic methods, the new ASCE 7-16 tsunami provisions provide engineering design criteria of tsunami loads on buildings based on a probabilistic approach. This work develops a site-specific model near Newport, OR using high-resolution grids, and compute tsunami inundation depth and velocities at the study site resulted from credible probabilistic and deterministic earthquake sources in the Cascadia Subduction Zone. Three Cascadia scenarios, two deterministic scenarios, XXL1 and L1, and a 2,500-yr probabilistic scenario compliant with the new ASCE 7-16 standard, are simulated using combination of a depth-averaged shallow water model for offshore propagation and a Boussinesq-type model for onshore inundation. We speculate on the methods and procedure to obtain the 2,500-year probabilistic scenario for Newport that is compliant with the ASCE 7-16 tsunami provisions. We provide details of model results, particularly the inundation depth and flow speed for a new building, which will also be designated as a tsunami vertical evacuation shelter, at Newport, Oregon. We show that the ASCE 7-16 consistent hazards are between those obtained from deterministic L1 and XXL1 scenarios, and the greatest impact on the building may come from later waves. As a further step, we utilize the inundation model results to numerically compute tracks of large vessels in the vicinity of the building site and estimate if these vessels will impact on the building site during the extreme XXL1 and ASCE 7-16 hazard-consistent scenarios. Two-step study is carried out first to study tracks of massless particles and then large vessels with assigned mass considering drag force, inertial force, ship grounding and mooring. The simulation results show that none of the large vessels will impact on the building site in all tested scenarios.

The Stochastic Modelling of Endemic Diseases

NASA Astrophysics Data System (ADS)

Susvitasari, Kurnia; Siswantining, Titin

2017-01-01

A study about epidemic has been conducted since a long time ago, but genuine progress was hardly forthcoming until the end of the 19th century (Bailey, 1975). Both deterministic and stochastic models were used to describe these. Then, from 1927 to 1939 Kermack and McKendrick introduced a generality of this model, including some variables to consider such as rate of infection and recovery. The purpose of this project is to investigate the behaviour of the models when we set the basic reproduction number, R0. This quantity is defined as the expected number of contacts made by a typical infective to susceptibles in the population. According to the epidemic threshold theory, when R0 ≤ 1, minor epidemic occurs with probability one in both approaches, but when R0 > 1, the deterministic and stochastic models have different interpretation. In the deterministic approach, major epidemic occurs with probability one when R0 > 1 and predicts that the disease will settle down to an endemic equilibrium. Stochastic models, on the other hand, identify that the minor epidemic can possibly occur. If it does, then the epidemic will die out quickly. Moreover, if we let the population size be large and the major epidemic occurs, then it will take off and then reach the endemic level and move randomly around the deterministic’s equilibrium.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

A noisy chaotic neural network for solving combinatorial optimization problems: stochastic chaotic simulated annealing.

PubMed

Wang, Lipo; Li, Sa; Tian, Fuyu; Fu, Xiuju

2004-10-01

Recently Chen and Aihara have demonstrated both experimentally and mathematically that their chaotic simulated annealing (CSA) has better search ability for solving combinatorial optimization problems compared to both the Hopfield-Tank approach and stochastic simulated annealing (SSA). However, CSA may not find a globally optimal solution no matter how slowly annealing is carried out, because the chaotic dynamics are completely deterministic. In contrast, SSA tends to settle down to a global optimum if the temperature is reduced sufficiently slowly. Here we combine the best features of both SSA and CSA, thereby proposing a new approach for solving optimization problems, i.e., stochastic chaotic simulated annealing, by using a noisy chaotic neural network. We show the effectiveness of this new approach with two difficult combinatorial optimization problems, i.e., a traveling salesman problem and a channel assignment problem for cellular mobile communications.

Economic analysis of interventions to improve village chicken production in Myanmar.

PubMed

Henning, J; Morton, J; Pym, R; Hla, T; Sunn, K; Meers, J

2013-07-01

A cost-benefit analysis using deterministic and stochastic modelling was conducted to identify the net benefits for households that adopt (1) vaccination of individual birds against Newcastle disease (ND) or (2) improved management of chick rearing by providing coops for the protection of chicks from predation and chick starter feed inside a creep feeder to support chicks' nutrition in village chicken flocks in Myanmar. Partial budgeting was used to assess the additional costs and benefits associated with each of the two interventions tested relative to neither strategy. In the deterministic model, over the first 3 years after the introduction of the interventions, the cumulative sum of the net differences from neither strategy was 13,189Kyat for ND vaccination and 77,645Kyat for improved chick management (effective exchange rate in 2005: 1000Kyat=1$US). Both interventions were also profitable after discounting over a 10-year period; Net Present Values for ND vaccination and improved chick management were 30,791 and 167,825Kyat, respectively. The Benefit-Cost Ratio for ND vaccination was very high (28.8). This was lower for improved chick management, due to greater costs of the intervention, but still favourable at 4.7. Using both interventions concurrently yielded a Net Present Value of 470,543Kyat and a Benefit-Cost Ratio of 11.2 over the 10-year period in the deterministic model. Using the stochastic model, for the first 3 years following the introduction of the interventions, the mean cumulative sums of the net difference were similar to those values obtained from the deterministic model. Sensitivity analysis indicated that the cumulative net differences were strongly influenced by grower bird sale income, particularly under improved chick management. The effects of the strategies on odds of households selling and consuming birds after 7 months, and numbers of birds being sold or consumed after this period also influenced profitability. Cost variations for equipment used under improved chick management were not markedly associated with profitability. Net Present Values and Benefit-Cost Ratios discounted over a 10-year period were also similar to the deterministic model when mean values obtained through stochastic modelling were used. In summary, the study showed that ND vaccination and improved chick management can improve the viability and profitability of village chicken production in Myanmar. Copyright © 2013 Elsevier B.V. All rights reserved.

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Optimal run-and-tumble-based transportation of a Janus particle with active steering

NASA Astrophysics Data System (ADS)

Mano, Tomoyuki; Delfau, Jean-Baptiste; Iwasawa, Junichiro; Sano, Masaki

2017-03-01

Although making artificial micrometric swimmers has been made possible by using various propulsion mechanisms, guiding their motion in the presence of thermal fluctuations still remains a great challenge. Such a task is essential in biological systems, which present a number of intriguing solutions that are robust against noisy environmental conditions as well as variability in individual genetic makeup. Using synthetic Janus particles driven by an electric field, we present a feedback-based particle-guiding method quite analogous to the “run-and-tumbling” behavior of Escherichia coli but with a deterministic steering in the tumbling phase: the particle is set to the run state when its orientation vector aligns with the target, whereas the transition to the “steering” state is triggered when it exceeds a tolerance angle αα. The active and deterministic reorientation of the particle is achieved by a characteristic rotational motion that can be switched on and off by modulating the ac frequency of the electric field, which is reported in this work. Relying on numerical simulations and analytical results, we show that this feedback algorithm can be optimized by tuning the tolerance angle αα. The optimal resetting angle depends on signal to noise ratio in the steering state, and it is shown in the experiment. The proposed method is simple and robust for targeting, despite variability in self-propelling speeds and angular velocities of individual particles.

Active adaptive management for reintroduction of an animal population

USGS Publications Warehouse

Runge, Michael C.

2013-01-01

Captive animals are frequently reintroduced to the wild in the face of uncertainty, but that uncertainty can often be reduced over the course of the reintroduction effort, providing the opportunity for adaptive management. One common uncertainty in reintroductions is the short-term survival rate of released adults (a release cost), an important factor because it can affect whether releasing adults or juveniles is better. Information about this rate can improve the success of the reintroduction program, but does the expected gain offset the costs of obtaining the information? I explored this question for reintroduction of the griffon vulture (Gyps fulvus) by framing the management question as a belief Markov decision process, characterizing uncertainty about release cost with 2 information state variables, and finding the solution using stochastic dynamic programming. For a reintroduction program of fixed length (e.g., 5 years of releases), the optimal policy in the final release year resembles the deterministic solution: release either all adults or all juveniles depending on whether the point estimate for the survival rate in question is above or below a specific threshold. But the optimal policy in the earlier release years 1) includes release of a mixture of juveniles and adults under some circumstances, and 2) recommends release of adults even when the point estimate of survival is much less than the deterministic threshold. These results show that in an iterated decision setting, the optimal decision in early years can be quite different from that in later years because of the value of learning. 

Invited Review: A review of deterministic effects in cyclic variability of internal combustion engines

DOE PAGES

Finney, Charles E.; Kaul, Brian C.; Daw, C. Stuart; ...

2015-02-18

Here we review developments in the understanding of cycle to cycle variability in internal combustion engines, with a focus on spark-ignited and premixed combustion conditions. Much of the research on cyclic variability has focused on stochastic aspects, that is, features that can be modeled as inherently random with no short term predictability. In some cases, models of this type appear to work very well at describing experimental observations, but the lack of predictability limits control options. Also, even when the statistical properties of the stochastic variations are known, it can be very difficult to discern their underlying physical causes andmore » thus mitigate them. Some recent studies have demonstrated that under some conditions, cyclic combustion variations can have a relatively high degree of low dimensional deterministic structure, which implies some degree of predictability and potential for real time control. These deterministic effects are typically more pronounced near critical stability limits (e.g. near tipping points associated with ignition or flame propagation) such during highly dilute fueling or near the onset of homogeneous charge compression ignition. We review recent progress in experimental and analytical characterization of cyclic variability where low dimensional, deterministic effects have been observed. We describe some theories about the sources of these dynamical features and discuss prospects for interactive control and improved engine designs. In conclusion, taken as a whole, the research summarized here implies that the deterministic component of cyclic variability will become a pivotal issue (and potential opportunity) as engine manufacturers strive to meet aggressive emissions and fuel economy regulations in the coming decades.« less

Influences of the current density on the performances of the chrome-plated layer in deterministic electroplating repair

NASA Astrophysics Data System (ADS)

Xia, H.; Shen, X. M.; Yang, X. C.; Xiong, Y.; Jiang, G. L.

2018-01-01

Deterministic electroplating repair is a novel method for rapidly repairing the attrited parts. By the qualitative contrast and quantitative comparison, influences of the current density on performances of the chrome-plated layer were concluded in this study. The chrome-plated layers were fabricated under different current densities when the other parameters were kept constant. Hardnesses, thicknesses and components, surface morphologies and roughnesses, and wearability of the chrome-plated layers were detected by the Vickers hardness tester, scanning electron microscope / energy dispersive X-ray detector, digital microscope in the 3D imaging mode, and the ball-milling instrument with profilograph, respectively. In order to scientifically evaluate each factor, the experimental data was normalized. A comprehensive evaluation model was founded to quantitative analyse influence of the current density based on analytic hierarchy process method and the weighted evaluation method. The calculated comprehensive evaluation indexes corresponding to current density of 40A/dm2, 45A/dm2, 50A/dm2, 55A/dm2, 60A/dm2, and 65A/dm2 were 0.2246, 0.4850, 0.4799, 0.4922, 0.8672, and 0.1381, respectively. Experimental results indicate that final optimal option was 60A/dm2, and the priority orders were 60A/dm2, 55A/dm2, 45A/dm2, 50A/dm2, 40A/dm2, and 65A/dm2.

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

Panel summary report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gutjahr, A.L.; Kincaid, C.T.; Mercer, J.W.

1987-04-01

The objective of this report is to summarize the various modeling approaches that were used to simulate solute transport in a variably saturated emission. In particular, the technical strengths and weaknesses of each approach are discussed, and conclusions and recommendations for future studies are made. Five models are considered: (1) one-dimensional analytical and semianalytical solutions of the classical deterministic convection-dispersion equation (van Genuchten, Parker, and Kool, this report ); (2) one-dimensional simulation using a continuous-time Markov process (Knighton and Wagenet, this report); (3) one-dimensional simulation using the time domain method and the frequency domain method (Duffy and Al-Hassan, this report);more » (4) one-dimensional numerical approach that combines a solution of the classical deterministic convection-dispersion equation with a chemical equilibrium speciation model (Cederberg, this report); and (5) three-dimensional numerical solution of the classical deterministic convection-dispersion equation (Huyakorn, Jones, Parker, Wadsworth, and White, this report). As part of the discussion, the input data and modeling results are summarized. The models were used in a data analysis mode, as opposed to a predictive mode. Thus, the following discussion will concentrate on the data analysis aspects of model use. Also, all the approaches were similar in that they were based on a convection-dispersion model of solute transport. Each discussion addresses the modeling approaches in the order listed above.« less

Demographic noise can reverse the direction of deterministic selection

PubMed Central

Constable, George W. A.; Rogers, Tim; McKane, Alan J.; Tarnita, Corina E.

2016-01-01

Deterministic evolutionary theory robustly predicts that populations displaying altruistic behaviors will be driven to extinction by mutant cheats that absorb common benefits but do not themselves contribute. Here we show that when demographic stochasticity is accounted for, selection can in fact act in the reverse direction to that predicted deterministically, instead favoring cooperative behaviors that appreciably increase the carrying capacity of the population. Populations that exist in larger numbers experience a selective advantage by being more stochastically robust to invasions than smaller populations, and this advantage can persist even in the presence of reproductive costs. We investigate this general effect in the specific context of public goods production and find conditions for stochastic selection reversal leading to the success of public good producers. This insight, developed here analytically, is missed by the deterministic analysis as well as by standard game theoretic models that enforce a fixed population size. The effect is found to be amplified by space; in this scenario we find that selection reversal occurs within biologically reasonable parameter regimes for microbial populations. Beyond the public good problem, we formulate a general mathematical framework for models that may exhibit stochastic selection reversal. In this context, we describe a stochastic analog to r−K theory, by which small populations can evolve to higher densities in the absence of disturbance. PMID:27450085

The Other Side of Multidisciplinary Design Optimization: Accommodating a Multiobjective, Uncertain and Non-Deterministic World

NASA Technical Reports Server (NTRS)

Lewis, Kemper; Mistree, Farrokh

1998-01-01

The evolution of multidisciplinary design optimization (MDO) over the past several years has been one of rapid expansion and development. In this paper, the evolution of MDO as a field is investigated as well as the evolution of its individual linguistic components: multidisciplinary, design, and optimization. The theory and application of each component have indeed evolved on their own, but the true net gain for MDO is how these piecewise evolutions coalesce to form the basis for MDO, present and future. Originating in structural applications, MDO technology has also branched out into diverse fields and application arenas. The evolution and diversification of MDO as a discipline is explored but details are left to the references cited.

Stochastic oscillations in models of epidemics on a network of cities

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.; McKane, A. J.

2011-11-01

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of n cities. In the model a fraction fjk of individuals from city k commute to city j, where they may infect, or be infected by, others. Starting from a continuous-time Markov description of the model the deterministic equations, which are valid in the limit when the population of each city is infinite, are recovered. The stochastic fluctuations about the fixed point of these equations are derived by use of the van Kampen system-size expansion. The fixed point structure of the deterministic equations is remarkably simple: A unique nontrivial fixed point always exists and has the feature that the fraction of susceptible, infected, and recovered individuals is the same for each city irrespective of its size. We find that the stochastic fluctuations have an analogously simple dynamics: All oscillations have a single frequency, equal to that found in the one-city case. We interpret this phenomenon in terms of the properties of the spectrum of the matrix of the linear approximation of the deterministic equations at the fixed point.

System of systems design: Evaluating aircraft in a fleet context using reliability and non-deterministic approaches

NASA Astrophysics Data System (ADS)

Frommer, Joshua B.

This work develops and implements a solution framework that allows for an integrated solution to a resource allocation system-of-systems problem associated with designing vehicles for integration into an existing fleet to extend that fleet's capability while improving efficiency. Typically, aircraft design focuses on using a specific design mission while a fleet perspective would provide a broader capability. Aspects of design for both the vehicles and missions may be, for simplicity, deterministic in nature or, in a model that reflects actual conditions, uncertain. Toward this end, the set of tasks or goals for the to-be-planned system-of-systems will be modeled more accurately with non-deterministic values, and the designed platforms will be evaluated using reliability analysis. The reliability, defined as the probability of a platform or set of platforms to complete possible missions, will contribute to the fitness of the overall system. The framework includes building surrogate models for metrics such as capability and cost, and includes the ideas of reliability in the overall system-level design space. The concurrent design and allocation system-of-systems problem is a multi-objective mixed integer nonlinear programming (MINLP) problem. This study considered two system-of-systems problems that seek to simultaneously design new aircraft and allocate these aircraft into a fleet to provide a desired capability. The Coast Guard's Integrated Deepwater System program inspired the first problem, which consists of a suite of search-and-find missions for aircraft based on descriptions from the National Search and Rescue Manual. The second represents suppression of enemy air defense operations similar to those carried out by the U.S. Air Force, proposed as part of the Department of Defense Network Centric Warfare structure, and depicted in MILSTD-3013. The two problems seem similar, with long surveillance segments, but because of the complex nature of aircraft design, the analysis of the vehicle for high-speed attack combined with a long loiter period is considerably different from that for quick cruise to an area combined with a low speed search. However, the framework developed to solve this class of system-of-systems problem handles both scenarios and leads to a solution type for this kind of problem. On the vehicle-level of the problem, different technology can have an impact on the fleet-level. One such technology is Morphing, the ability to change shape, which is an ideal candidate technology for missions with dissimilar segments, such as the aforementioned two. A framework, using surrogate models based on optimally-sized aircraft, and using probabilistic parameters to define a concept of operations, is investigated; this has provided insight into the setup of the optimization problem, the use of the reliability metric, and the measurement of fleet level impacts of morphing aircraft. The research consisted of four phases. The two initial phases built and defined the framework to solve system-of-systems problem; these investigations used the search-and-find scenario as the example application. The first phase included the design of fixed-geometry and morphing aircraft for a range of missions and evaluated the aircraft capability using non-deterministic mission parameters. The second phase introduced the idea of multiple aircraft in a fleet, but only considered a fleet consisting of one aircraft type. The third phase incorporated the simultaneous design of a new vehicle and allocation into a fleet for the search-and-find scenario; in this phase, multiple types of aircraft are considered. The fourth phase repeated the simultaneous new aircraft design and fleet allocation for the SEAD scenario to show that the approach is not specific to the search-and-find scenario. The framework presented in this work appears to be a viable approach for concurrently designing and allocating constituents in a system, specifically aircraft in a fleet. The research also shows that new technology impact can be assessed at the fleet level using conceptual design principles.

From statistical proofs of the Kochen-Specker theorem to noise-robust noncontextuality inequalities

NASA Astrophysics Data System (ADS)

Kunjwal, Ravi; Spekkens, Robert W.

2018-05-01

The Kochen-Specker theorem rules out models of quantum theory wherein projective measurements are assigned outcomes deterministically and independently of context. This notion of noncontextuality is not applicable to experimental measurements because these are never free of noise and thus never truly projective. For nonprojective measurements, therefore, one must drop the requirement that an outcome be assigned deterministically in the model and merely require that it be assigned a distribution over outcomes in a manner that is context-independent. By demanding context independence in the representation of preparations as well, one obtains a generalized principle of noncontextuality that also supports a quantum no-go theorem. Several recent works have shown how to derive inequalities on experimental data which, if violated, demonstrate the impossibility of finding a generalized-noncontextual model of this data. That is, these inequalities do not presume quantum theory and, in particular, they make sense without requiring an operational analog of the quantum notion of projectiveness. We here describe a technique for deriving such inequalities starting from arbitrary proofs of the Kochen-Specker theorem. It extends significantly previous techniques that worked only for logical proofs, which are based on sets of projective measurements that fail to admit of any deterministic noncontextual assignment, to the case of statistical proofs, which are based on sets of projective measurements that d o admit of some deterministic noncontextual assignments, but not enough to explain the quantum statistics.

Convergence studies of deterministic methods for LWR explicit reflector methodology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Canepa, S.; Hursin, M.; Ferroukhi, H.

2013-07-01

The standard approach in modem 3-D core simulators, employed either for steady-state or transient simulations, is to use Albedo coefficients or explicit reflectors at the core axial and radial boundaries. In the latter approach, few-group homogenized nuclear data are a priori produced with lattice transport codes using 2-D reflector models. Recently, the explicit reflector methodology of the deterministic CASMO-4/SIMULATE-3 code system was identified to potentially constitute one of the main sources of errors for core analyses of the Swiss operating LWRs, which are all belonging to GII design. Considering that some of the new GIII designs will rely on verymore » different reflector concepts, a review and assessment of the reflector methodology for various LWR designs appeared as relevant. Therefore, the purpose of this paper is to first recall the concepts of the explicit reflector modelling approach as employed by CASMO/SIMULATE. Then, for selected reflector configurations representative of both GII and GUI designs, a benchmarking of the few-group nuclear data produced with the deterministic lattice code CASMO-4 and its successor CASMO-5, is conducted. On this basis, a convergence study with regards to geometrical requirements when using deterministic methods with 2-D homogenous models is conducted and the effect on the downstream 3-D core analysis accuracy is evaluated for a typical GII deflector design in order to assess the results against available plant measurements. (authors)« less

The mathematical statement for the solving of the problem of N-version software system design

NASA Astrophysics Data System (ADS)

Kovalev, I. V.; Kovalev, D. I.; Zelenkov, P. V.; Voroshilova, A. A.

2015-10-01

The N-version programming, as a methodology of the fault-tolerant software systems design, allows successful solving of the mentioned tasks. The use of N-version programming approach turns out to be effective, since the system is constructed out of several parallel executed versions of some software module. Those versions are written to meet the same specification but by different programmers. The problem of developing an optimal structure of N-version software system presents a kind of very complex optimization problem. This causes the use of deterministic optimization methods inappropriate for solving the stated problem. In this view, exploiting heuristic strategies looks more rational. In the field of pseudo-Boolean optimization theory, the so called method of varied probabilities (MVP) has been developed to solve problems with a large dimensionality.

Solving deterministic non-linear programming problem using Hopfield artificial neural network and genetic programming techniques

NASA Astrophysics Data System (ADS)

Vasant, P.; Ganesan, T.; Elamvazuthi, I.

2012-11-01

A fairly reasonable result was obtained for non-linear engineering problems using the optimization techniques such as neural network, genetic algorithms, and fuzzy logic independently in the past. Increasingly, hybrid techniques are being used to solve the non-linear problems to obtain better output. This paper discusses the use of neuro-genetic hybrid technique to optimize the geological structure mapping which is known as seismic survey. It involves the minimization of objective function subject to the requirement of geophysical and operational constraints. In this work, the optimization was initially performed using genetic programming, and followed by hybrid neuro-genetic programming approaches. Comparative studies and analysis were then carried out on the optimized results. The results indicate that the hybrid neuro-genetic hybrid technique produced better results compared to the stand-alone genetic programming method.

Affordable and personalized lighting using inverse modeling and virtual sensors

NASA Astrophysics Data System (ADS)

Basu, Chandrayee; Chen, Benjamin; Richards, Jacob; Dhinakaran, Aparna; Agogino, Alice; Martin, Rodney

2014-03-01

Wireless sensor networks (WSN) have great potential to enable personalized intelligent lighting systems while reducing building energy use by 50%-70%. As a result WSN systems are being increasingly integrated in state-ofart intelligent lighting systems. In the future these systems will enable participation of lighting loads as ancillary services. However, such systems can be expensive to install and lack the plug-and-play quality necessary for user-friendly commissioning. In this paper we present an integrated system of wireless sensor platforms and modeling software to enable affordable and user-friendly intelligent lighting. It requires ⇠ 60% fewer sensor deployments compared to current commercial systems. Reduction in sensor deployments has been achieved by optimally replacing the actual photo-sensors with real-time discrete predictive inverse models. Spatially sparse and clustered sub-hourly photo-sensor data captured by the WSN platforms are used to develop and validate a piece-wise linear regression of indoor light distribution. This deterministic data-driven model accounts for sky conditions and solar position. The optimal placement of photo-sensors is performed iteratively to achieve the best predictability of the light field desired for indoor lighting control. Using two weeks of daylight and artificial light training data acquired at the Sustainability Base at NASA Ames, the model was able to predict the light level at seven monitored workstations with 80%-95% accuracy. We estimate that 10% adoption of this intelligent wireless sensor system in commercial buildings could save 0.2-0.25 quads BTU of energy nationwide.

An Extended Deterministic Dendritic Cell Algorithm for Dynamic Job Shop Scheduling

NASA Astrophysics Data System (ADS)

Qiu, X. N.; Lau, H. Y. K.

The problem of job shop scheduling in a dynamic environment where random perturbation exists in the system is studied. In this paper, an extended deterministic Dendritic Cell Algorithm (dDCA) is proposed to solve such a dynamic Job Shop Scheduling Problem (JSSP) where unexpected events occurred randomly. This algorithm is designed based on dDCA and makes improvements by considering all types of signals and the magnitude of the output values. To evaluate this algorithm, ten benchmark problems are chosen and different kinds of disturbances are injected randomly. The results show that the algorithm performs competitively as it is capable of triggering the rescheduling process optimally with much less run time for deciding the rescheduling action. As such, the proposed algorithm is able to minimize the rescheduling times under the defined objective and to keep the scheduling process stable and efficient.

Deterministic realization of collective measurements via photonic quantum walks.

PubMed

Hou, Zhibo; Tang, Jun-Feng; Shang, Jiangwei; Zhu, Huangjun; Li, Jian; Yuan, Yuan; Wu, Kang-Da; Xiang, Guo-Yong; Li, Chuan-Feng; Guo, Guang-Can

2018-04-12

Collective measurements on identically prepared quantum systems can extract more information than local measurements, thereby enhancing information-processing efficiency. Although this nonclassical phenomenon has been known for two decades, it has remained a challenging task to demonstrate the advantage of collective measurements in experiments. Here, we introduce a general recipe for performing deterministic collective measurements on two identically prepared qubits based on quantum walks. Using photonic quantum walks, we realize experimentally an optimized collective measurement with fidelity 0.9946 without post selection. As an application, we achieve the highest tomographic efficiency in qubit state tomography to date. Our work offers an effective recipe for beating the precision limit of local measurements in quantum state tomography and metrology. In addition, our study opens an avenue for harvesting the power of collective measurements in quantum information-processing and for exploring the intriguing physics behind this power.

Estimation of electromagnetic dosimetric values from non-ionizing radiofrequency fields in an indoor commercial airplane environment.

PubMed

Aguirre, Erik; Arpón, Javier; Azpilicueta, Leire; López, Peio; de Miguel, Silvia; Ramos, Victoria; Falcone, Francisco

2014-12-01

In this article, the impact of topology as well as morphology of a complex indoor environment such as a commercial aircraft in the estimation of dosimetric assessment is presented. By means of an in-house developed deterministic 3D ray-launching code, estimation of electric field amplitude as a function of position for the complete volume of a commercial passenger airplane is obtained. Estimation of electromagnetic field exposure in this environment is challenging, due to the complexity and size of the scenario, as well as to the large metallic content, giving rise to strong multipath components. By performing the calculation with a deterministic technique, the complete scenario can be considered with an optimized balance between accuracy and computational cost. The proposed method can aid in the assessment of electromagnetic dosimetry in the future deployment of embarked wireless systems in commercial aircraft.

Microstructured elastomeric surfaces with reversible adhesion and examples of their use in deterministic assembly by transfer printing

PubMed Central

Kim, Seok; Wu, Jian; Carlson, Andrew; Jin, Sung Hun; Kovalsky, Anton; Glass, Paul; Liu, Zhuangjian; Ahmed, Numair; Elgan, Steven L.; Chen, Weiqiu; Ferreira, Placid M.; Sitti, Metin; Huang, Yonggang; Rogers, John A.

2010-01-01

Reversible control of adhesion is an important feature of many desired, existing, and potential systems, including climbing robots, medical tapes, and stamps for transfer printing. We present experimental and theoretical studies of pressure modulated adhesion between flat, stiff objects and elastomeric surfaces with sharp features of surface relief in optimized geometries. Here, the strength of nonspecific adhesion can be switched by more than three orders of magnitude, from strong to weak, in a reversible fashion. Implementing these concepts in advanced stamps for transfer printing enables versatile modes for deterministic assembly of solid materials in micro/nanostructured forms. Demonstrations in printed two- and three-dimensional collections of silicon platelets and membranes illustrate some capabilities. An unusual type of transistor that incorporates a printed gate electrode, an air gap dielectric, and an aligned array of single walled carbon nanotubes provides a device example. PMID:20858729

New optimization strategies of pavement maintenance: A case study for national road network in Indonesia using integrated road management system

NASA Astrophysics Data System (ADS)

Hamdi, Hadiwardoyo, Sigit P.; Correia, A. Gomes; Pereira, Paulo

2017-06-01

A road network requires timely maintenance to keep the road surface in good condition onward better services to improve accessibility and mobility. Strategies and maintenance techniques must be chosen in order to maximize road service level through cost-effective interventions. This approach requires an updated database, which the road network in Indonesia is supported by a manual and visual survey, also using NAASRA profiler. Furthermore, in this paper, the deterministic model of deterioration was used. This optimization model uses life cycle cost analysis (LCCA), applied in an integrated manner, using IRI indicator, and allows determining the priority of treatment, type of treatment and its relation to the cost. The purpose of this paper was focussed on the aspects of road maintenance management, i.e., maintenance optimization models for different levels of traffic and various initial of road distress conditions on the national road network in Indonesia. The implementation of Integrated Road Management System (IRMS) can provide a solution to the problem of cost constraints in the maintenance of the national road network. The results from this study found that as the lowest as agency cost, it will affect the increasing of user cost. With the achievement of the target plan scenario Pl000 with initial value IRI 2, it was found that the routine management throughout the year and in early reconstruction and periodic maintenance with a 30 mm thick overlay, will simultaneously provide a higher net benefit value and has the lowest total cost of transportation.

Optimal planning of co-firing alternative fuels with coal in a power plant by grey nonlinear mixed integer programming model.

PubMed

Ko, Andi Setiady; Chang, Ni-Bin

2008-07-01

Energy supply and use is of fundamental importance to society. Although the interactions between energy and environment were originally local in character, they have now widened to cover regional and global issues, such as acid rain and the greenhouse effect. It is for this reason that there is a need for covering the direct and indirect economic and environmental impacts of energy acquisition, transport, production and use. In this paper, particular attention is directed to ways of resolving conflict between economic and environmental goals by encouraging a power plant to consider co-firing biomass and refuse-derived fuel (RDF) with coal simultaneously. It aims at reducing the emission level of sulfur dioxide (SO(2)) in an uncertain environment, using the power plant in Michigan City, Indiana as an example. To assess the uncertainty by a comparative way both deterministic and grey nonlinear mixed integer programming (MIP) models were developed to minimize the net operating cost with respect to possible fuel combinations. It aims at generating the optimal portfolio of alternative fuels while maintaining the same electricity generation simultaneously. To ease the solution procedure stepwise relaxation algorithm was developed for solving the grey nonlinear MIP model. Breakeven alternative fuel value can be identified in the post-optimization stage for decision-making. Research findings show that the inclusion of RDF does not exhibit comparative advantage in terms of the net cost, albeit relatively lower air pollution impact. Yet it can be sustained by a charge system, subsidy program, or emission credit as the price of coal increases over time.

Deterministic absorbed dose estimation in computed tomography using a discrete ordinates method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Norris, Edward T.; Liu, Xin, E-mail: xinliu@mst.edu; Hsieh, Jiang

Purpose: Organ dose estimation for a patient undergoing computed tomography (CT) scanning is very important. Although Monte Carlo methods are considered gold-standard in patient dose estimation, the computation time required is formidable for routine clinical calculations. Here, the authors instigate a deterministic method for estimating an absorbed dose more efficiently. Methods: Compared with current Monte Carlo methods, a more efficient approach to estimating the absorbed dose is to solve the linear Boltzmann equation numerically. In this study, an axial CT scan was modeled with a software package, Denovo, which solved the linear Boltzmann equation using the discrete ordinates method. Themore » CT scanning configuration included 16 x-ray source positions, beam collimators, flat filters, and bowtie filters. The phantom was the standard 32 cm CT dose index (CTDI) phantom. Four different Denovo simulations were performed with different simulation parameters, including the number of quadrature sets and the order of Legendre polynomial expansions. A Monte Carlo simulation was also performed for benchmarking the Denovo simulations. A quantitative comparison was made of the simulation results obtained by the Denovo and the Monte Carlo methods. Results: The difference in the simulation results of the discrete ordinates method and those of the Monte Carlo methods was found to be small, with a root-mean-square difference of around 2.4%. It was found that the discrete ordinates method, with a higher order of Legendre polynomial expansions, underestimated the absorbed dose near the center of the phantom (i.e., low dose region). Simulations of the quadrature set 8 and the first order of the Legendre polynomial expansions proved to be the most efficient computation method in the authors’ study. The single-thread computation time of the deterministic simulation of the quadrature set 8 and the first order of the Legendre polynomial expansions was 21 min on a personal computer. Conclusions: The simulation results showed that the deterministic method can be effectively used to estimate the absorbed dose in a CTDI phantom. The accuracy of the discrete ordinates method was close to that of a Monte Carlo simulation, and the primary benefit of the discrete ordinates method lies in its rapid computation speed. It is expected that further optimization of this method in routine clinical CT dose estimation will improve its accuracy and speed.« less

An adaptive modeling and simulation environment for combined-cycle data reconciliation and degradation estimation

NASA Astrophysics Data System (ADS)

Lin, Tsungpo

Performance engineers face the major challenge in modeling and simulation for the after-market power system due to system degradation and measurement errors. Currently, the majority in power generation industries utilizes the deterministic data matching method to calibrate the model and cascade system degradation, which causes significant calibration uncertainty and also the risk of providing performance guarantees. In this research work, a maximum-likelihood based simultaneous data reconciliation and model calibration (SDRMC) is used for power system modeling and simulation. By replacing the current deterministic data matching with SDRMC one can reduce the calibration uncertainty and mitigate the error propagation to the performance simulation. A modeling and simulation environment for a complex power system with certain degradation has been developed. In this environment multiple data sets are imported when carrying out simultaneous data reconciliation and model calibration. Calibration uncertainties are estimated through error analyses and populated to performance simulation by using principle of error propagation. System degradation is then quantified by performance comparison between the calibrated model and its expected new & clean status. To mitigate smearing effects caused by gross errors, gross error detection (GED) is carried out in two stages. The first stage is a screening stage, in which serious gross errors are eliminated in advance. The GED techniques used in the screening stage are based on multivariate data analysis (MDA), including multivariate data visualization and principal component analysis (PCA). Subtle gross errors are treated at the second stage, in which the serial bias compensation or robust M-estimator is engaged. To achieve a better efficiency in the combined scheme of the least squares based data reconciliation and the GED technique based on hypotheses testing, the Levenberg-Marquardt (LM) algorithm is utilized as the optimizer. To reduce the computation time and stabilize the problem solving for a complex power system such as a combined cycle power plant, meta-modeling using the response surface equation (RSE) and system/process decomposition are incorporated with the simultaneous scheme of SDRMC. The goal of this research work is to reduce the calibration uncertainties and, thus, the risks of providing performance guarantees arisen from uncertainties in performance simulation.

Rare event computation in deterministic chaotic systems using genealogical particle analysis

NASA Astrophysics Data System (ADS)

Wouters, J.; Bouchet, F.

2016-09-01

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in deterministic dynamical systems. We demonstrate that genealogical particle analysis algorithms can be successfully applied to a toy model of atmospheric dynamics, the Lorenz ’96 model. We furthermore use the Ornstein-Uhlenbeck system to illustrate a number of implementation issues. We also show how a time-dependent objective function based on the fluctuation path to a high threshold can greatly improve the performance of the estimator compared to a fixed-in-time objective function.

Pyrotechnic modeling for the NSI and pin puller

NASA Technical Reports Server (NTRS)

Powers, Joseph M.; Gonthier, Keith A.

1993-01-01

A discussion concerning the modeling of pyrotechnically driven actuators is presented in viewgraph format. The following topics are discussed: literature search, constitutive data for full-scale model, simple deterministic model, observed phenomena, and results from simple model.

Deterministic multi-zone ice accretion modeling

NASA Technical Reports Server (NTRS)

Yamaguchi, K.; Hansman, R. John, Jr.; Kazmierczak, Michael

1991-01-01

The focus here is on a deterministic model of the surface roughness transition behavior of glaze ice. The initial smooth/rough transition location, bead formation, and the propagation of the transition location are analyzed. Based on the hypothesis that the smooth/rough transition location coincides with the laminar/turbulent boundary layer transition location, a multizone model is implemented in the LEWICE code. In order to verify the effectiveness of the model, ice accretion predictions for simple cylinders calculated by the multizone LEWICE are compared to experimental ice shapes. The glaze ice shapes are found to be sensitive to the laminar surface roughness and bead thickness parameters controlling the transition location, while the ice shapes are found to be insensitive to the turbulent surface roughness.

Combining deterministic and stochastic velocity fields in the analysis of deep crustal seismic data

NASA Astrophysics Data System (ADS)

Larkin, Steven Paul

Standard crustal seismic modeling obtains deterministic velocity models which ignore the effects of wavelength-scale heterogeneity, known to exist within the Earth's crust. Stochastic velocity models are a means to include wavelength-scale heterogeneity in the modeling. These models are defined by statistical parameters obtained from geologic maps of exposed crystalline rock, and are thus tied to actual geologic structures. Combining both deterministic and stochastic velocity models into a single model allows a realistic full wavefield (2-D) to be computed. By comparing these simulations to recorded seismic data, the effects of wavelength-scale heterogeneity can be investigated. Combined deterministic and stochastic velocity models are created for two datasets, the 1992 RISC seismic experiment in southeastern California and the 1986 PASSCAL seismic experiment in northern Nevada. The RISC experiment was located in the transition zone between the Salton Trough and the southern Basin and Range province. A high-velocity body previously identified beneath the Salton Trough is constrained to pinch out beneath the Chocolate Mountains to the northeast. The lateral extent of this body is evidence for the ephemeral nature of rifting loci as a continent is initially rifted. Stochastic modeling of wavelength-scale structures above this body indicate that little more than 5% mafic intrusion into a more felsic continental crust is responsible for the observed reflectivity. Modeling of the wide-angle RISC data indicates that coda waves following PmP are initially dominated by diffusion of energy out of the near-surface basin as the wavefield reverberates within this low-velocity layer. At later times, this coda consists of scattered body waves and P to S conversions. Surface waves do not play a significant role in this coda. Modeling of the PASSCAL dataset indicates that a high-gradient crust-mantle transition zone or a rough Moho interface is necessary to reduce precritical PmP energy. Possibly related, inconsistencies in published velocity models are rectified by hypothesizing the existence of large, elongate, high-velocity bodies at the base of the crust oriented to and of similar scale as the basins and ranges at the surface. This structure would result in an anisotropic lower crust.

Efficient Sampling of Parsimonious Inversion Histories with Application to Genome Rearrangement in Yersinia

PubMed Central

Darling, Aaron E.

2009-01-01

Inversions are among the most common mutations acting on the order and orientation of genes in a genome, and polynomial-time algorithms exist to obtain a minimal length series of inversions that transform one genome arrangement to another. However, the minimum length series of inversions (the optimal sorting path) is often not unique as many such optimal sorting paths exist. If we assume that all optimal sorting paths are equally likely, then statistical inference on genome arrangement history must account for all such sorting paths and not just a single estimate. No deterministic polynomial algorithm is known to count the number of optimal sorting paths nor sample from the uniform distribution of optimal sorting paths. Here, we propose a stochastic method that uniformly samples the set of all optimal sorting paths. Our method uses a novel formulation of parallel Markov chain Monte Carlo. In practice, our method can quickly estimate the total number of optimal sorting paths. We introduce a variant of our approach in which short inversions are modeled to be more likely, and we show how the method can be used to estimate the distribution of inversion lengths and breakpoint usage in pathogenic Yersinia pestis. The proposed method has been implemented in a program called “MC4Inversion.” We draw comparison of MC4Inversion to the sampler implemented in BADGER and a previously described importance sampling (IS) technique. We find that on high-divergence data sets, MC4Inversion finds more optimal sorting paths per second than BADGER and the IS technique and simultaneously avoids bias inherent in the IS technique. PMID:20333186

Forecasting risk along a river basin using a probabilistic and deterministic model for environmental risk assessment of effluents through ecotoxicological evaluation and GIS.

PubMed

Gutiérrez, Simón; Fernandez, Carlos; Barata, Carlos; Tarazona, José Vicente

2009-12-20

This work presents a computer model for Risk Assessment of Basins by Ecotoxicological Evaluation (RABETOX). The model is based on whole effluent toxicity testing and water flows along a specific river basin. It is capable of estimating the risk along a river segment using deterministic and probabilistic approaches. The Henares River Basin was selected as a case study to demonstrate the importance of seasonal hydrological variations in Mediterranean regions. As model inputs, two different ecotoxicity tests (the miniaturized Daphnia magna acute test and the D.magna feeding test) were performed on grab samples from 5 waste water treatment plant effluents. Also used as model inputs were flow data from the past 25 years, water velocity measurements and precise distance measurements using Geographical Information Systems (GIS). The model was implemented into a spreadsheet and the results were interpreted and represented using GIS in order to facilitate risk communication. To better understand the bioassays results, the effluents were screened through SPME-GC/MS analysis. The deterministic model, performed each month during one calendar year, showed a significant seasonal variation of risk while revealing that September represents the worst-case scenario with values up to 950 Risk Units. This classifies the entire area of study for the month of September as "sublethal significant risk for standard species". The probabilistic approach using Monte Carlo analysis was performed on 7 different forecast points distributed along the Henares River. A 0% probability of finding "low risk" was found at all forecast points with a more than 50% probability of finding "potential risk for sensitive species". The values obtained through both the deterministic and probabilistic approximations reveal the presence of certain substances, which might be causing sublethal effects in the aquatic species present in the Henares River.

A reliable algorithm for optimal control synthesis

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1992-01-01

In recent years, powerful design tools for linear time-invariant multivariable control systems have been developed based on direct parameter optimization. In this report, an algorithm for reliable optimal control synthesis using parameter optimization is presented. Specifically, a robust numerical algorithm is developed for the evaluation of the H(sup 2)-like cost functional and its gradients with respect to the controller design parameters. The method is specifically designed to handle defective degenerate systems and is based on the well-known Pade series approximation of the matrix exponential. Numerical test problems in control synthesis for simple mechanical systems and for a flexible structure with densely packed modes illustrate positively the reliability of this method when compared to a method based on diagonalization. Several types of cost functions have been considered: a cost function for robust control consisting of a linear combination of quadratic objectives for deterministic and random disturbances, and one representing an upper bound on the quadratic objective for worst case initial conditions. Finally, a framework for multivariable control synthesis has been developed combining the concept of closed-loop transfer recovery with numerical parameter optimization. The procedure enables designers to synthesize not only observer-based controllers but also controllers of arbitrary order and structure. Numerical design solutions rely heavily on the robust algorithm due to the high order of the synthesis model and the presence of near-overlapping modes. The design approach is successfully applied to the design of a high-bandwidth control system for a rotorcraft.

Developing a stochastic conflict resolution model for urban runoff quality management: Application of info-gap and bargaining theories

NASA Astrophysics Data System (ADS)

Ghodsi, Seyed Hamed; Kerachian, Reza; Estalaki, Siamak Malakpour; Nikoo, Mohammad Reza; Zahmatkesh, Zahra

2016-02-01

In this paper, two deterministic and stochastic multilateral, multi-issue, non-cooperative bargaining methodologies are proposed for urban runoff quality management. In the proposed methodologies, a calibrated Storm Water Management Model (SWMM) is used to simulate stormwater runoff quantity and quality for different urban stormwater runoff management scenarios, which have been defined considering several Low Impact Development (LID) techniques. In the deterministic methodology, the best management scenario, representing location and area of LID controls, is identified using the bargaining model. In the stochastic methodology, uncertainties of some key parameters of SWMM are analyzed using the info-gap theory. For each water quality management scenario, robustness and opportuneness criteria are determined based on utility functions of different stakeholders. Then, to find the best solution, the bargaining model is performed considering a combination of robustness and opportuneness criteria for each scenario based on utility function of each stakeholder. The results of applying the proposed methodology in the Velenjak urban watershed located in the northeastern part of Tehran, the capital city of Iran, illustrate its practical utility for conflict resolution in urban water quantity and quality management. It is shown that the solution obtained using the deterministic model cannot outperform the result of the stochastic model considering the robustness and opportuneness criteria. Therefore, it can be concluded that the stochastic model, which incorporates the main uncertainties, could provide more reliable results.

Deterministic Stress Modeling of Hot Gas Segregation in a Turbine

NASA Technical Reports Server (NTRS)

Busby, Judy; Sondak, Doug; Staubach, Brent; Davis, Roger

1998-01-01

Simulation of unsteady viscous turbomachinery flowfields is presently impractical as a design tool due to the long run times required. Designers rely predominantly on steady-state simulations, but these simulations do not account for some of the important unsteady flow physics. Unsteady flow effects can be modeled as source terms in the steady flow equations. These source terms, referred to as Lumped Deterministic Stresses (LDS), can be used to drive steady flow solution procedures to reproduce the time-average of an unsteady flow solution. The goal of this work is to investigate the feasibility of using inviscid lumped deterministic stresses to model unsteady combustion hot streak migration effects on the turbine blade tip and outer air seal heat loads using a steady computational approach. The LDS model is obtained from an unsteady inviscid calculation. The LDS model is then used with a steady viscous computation to simulate the time-averaged viscous solution. Both two-dimensional and three-dimensional applications are examined. The inviscid LDS model produces good results for the two-dimensional case and requires less than 10% of the CPU time of the unsteady viscous run. For the three-dimensional case, the LDS model does a good job of reproducing the time-averaged viscous temperature migration and separation as well as heat load on the outer air seal at a CPU cost that is 25% of that of an unsteady viscous computation.