Event-triggered resilient filtering with stochastic uncertainties and successive packet dropouts via variance-constrained approach

NASA Astrophysics Data System (ADS)

Jia, Chaoqing; Hu, Jun; Chen, Dongyan; Liu, Yurong; Alsaadi, Fuad E.

2018-07-01

In this paper, we discuss the event-triggered resilient filtering problem for a class of time-varying systems subject to stochastic uncertainties and successive packet dropouts. The event-triggered mechanism is employed with hope to reduce the communication burden and save network resources. The stochastic uncertainties are considered to describe the modelling errors and the phenomenon of successive packet dropouts is characterized by a random variable obeying the Bernoulli distribution. The aim of the paper is to provide a resilient event-based filtering approach for addressed time-varying systems such that, for all stochastic uncertainties, successive packet dropouts and filter gain perturbation, an optimized upper bound of the filtering error covariance is obtained by designing the filter gain. Finally, simulations are provided to demonstrate the effectiveness of the proposed robust optimal filtering strategy.

Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

NASA Astrophysics Data System (ADS)

Subagadis, Y. H.; Schütze, N.; Grundmann, J.

2014-09-01

The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water-society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA) using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars

2008-01-01

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

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.

Desynchronization of stochastically synchronized chemical oscillators

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

Snari, Razan; Tinsley, Mark R., E-mail: mark.tinsley@mail.wvu.edu, E-mail: kshowalt@wvu.edu; Faramarzi, Sadegh

Experimental and theoretical studies are presented on the design of perturbations that enhance desynchronization in populations of oscillators that are synchronized by periodic entrainment. A phase reduction approach is used to determine optimal perturbation timing based upon experimentally measured phase response curves. The effectiveness of the perturbation waveforms is tested experimentally in populations of periodically and stochastically synchronized chemical oscillators. The relevance of the approach to therapeutic methods for disrupting phase coherence in groups of stochastically synchronized neuronal oscillators is discussed.

Robust stochastic optimization for reservoir operation

NASA Astrophysics Data System (ADS)

Pan, Limeng; Housh, Mashor; Liu, Pan; Cai, Ximing; Chen, Xin

2015-01-01

Optimal reservoir operation under uncertainty is a challenging engineering problem. Application of classic stochastic optimization methods to large-scale problems is limited due to computational difficulty. Moreover, classic stochastic methods assume that the estimated distribution function or the sample inflow data accurately represents the true probability distribution, which may be invalid and the performance of the algorithms may be undermined. In this study, we introduce a robust optimization (RO) approach, Iterative Linear Decision Rule (ILDR), so as to provide a tractable approximation for a multiperiod hydropower generation problem. The proposed approach extends the existing LDR method by accommodating nonlinear objective functions. It also provides users with the flexibility of choosing the accuracy of ILDR approximations by assigning a desired number of piecewise linear segments to each uncertainty. The performance of the ILDR is compared with benchmark policies including the sampling stochastic dynamic programming (SSDP) policy derived from historical data. The ILDR solves both the single and multireservoir systems efficiently. The single reservoir case study results show that the RO method is as good as SSDP when implemented on the original historical inflows and it outperforms SSDP policy when tested on generated inflows with the same mean and covariance matrix as those in history. For the multireservoir case study, which considers water supply in addition to power generation, numerical results show that the proposed approach performs as well as in the single reservoir case study in terms of optimal value and distributional robustness.

Stochastic Optimization for Unit Commitment-A Review

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

Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

2015-07-01

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

Horsetail matching: a flexible approach to optimization under uncertainty

NASA Astrophysics Data System (ADS)

Cook, L. W.; Jarrett, J. P.

2018-04-01

It is important to design engineering systems to be robust with respect to uncertainties in the design process. Often, this is done by considering statistical moments, but over-reliance on statistical moments when formulating a robust optimization can produce designs that are stochastically dominated by other feasible designs. This article instead proposes a formulation for optimization under uncertainty that minimizes the difference between a design's cumulative distribution function and a target. A standard target is proposed that produces stochastically non-dominated designs, but the formulation also offers enough flexibility to recover existing approaches for robust optimization. A numerical implementation is developed that employs kernels to give a differentiable objective function. The method is applied to algebraic test problems and a robust transonic airfoil design problem where it is compared to multi-objective, weighted-sum and density matching approaches to robust optimization; several advantages over these existing methods are demonstrated.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

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

Ma, Xiao; Dong, Jin; Djouadi, Seddik M

2015-01-01

The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

Learning Weight Uncertainty with Stochastic Gradient MCMC for Shape Classification

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

Li, Chunyuan; Stevens, Andrew J.; Chen, Changyou

2016-08-10

Learning the representation of shape cues in 2D & 3D objects for recognition is a fundamental task in computer vision. Deep neural networks (DNNs) have shown promising performance on this task. Due to the large variability of shapes, accurate recognition relies on good estimates of model uncertainty, ignored in traditional training of DNNs, typically learned via stochastic optimization. This paper leverages recent advances in stochastic gradient Markov Chain Monte Carlo (SG-MCMC) to learn weight uncertainty in DNNs. It yields principled Bayesian interpretations for the commonly used Dropout/DropConnect techniques and incorporates them into the SG-MCMC framework. Extensive experiments on 2D &more » 3D shape datasets and various DNN models demonstrate the superiority of the proposed approach over stochastic optimization. Our approach yields higher recognition accuracy when used in conjunction with Dropout and Batch-Normalization.« less

Adaptive optics stochastic optical reconstruction microscopy (AO-STORM) by particle swarm optimization

PubMed Central

Tehrani, Kayvan F.; Zhang, Yiwen; Shen, Ping; Kner, Peter

2017-01-01

Stochastic optical reconstruction microscopy (STORM) can achieve resolutions of better than 20nm imaging single fluorescently labeled cells. However, when optical aberrations induced by larger biological samples degrade the point spread function (PSF), the localization accuracy and number of localizations are both reduced, destroying the resolution of STORM. Adaptive optics (AO) can be used to correct the wavefront, restoring the high resolution of STORM. A challenge for AO-STORM microscopy is the development of robust optimization algorithms which can efficiently correct the wavefront from stochastic raw STORM images. Here we present the implementation of a particle swarm optimization (PSO) approach with a Fourier metric for real-time correction of wavefront aberrations during STORM acquisition. We apply our approach to imaging boutons 100 μm deep inside the central nervous system (CNS) of Drosophila melanogaster larvae achieving a resolution of 146 nm. PMID:29188105

Adaptive optics stochastic optical reconstruction microscopy (AO-STORM) by particle swarm optimization.

PubMed

Tehrani, Kayvan F; Zhang, Yiwen; Shen, Ping; Kner, Peter

2017-11-01

Stochastic optical reconstruction microscopy (STORM) can achieve resolutions of better than 20nm imaging single fluorescently labeled cells. However, when optical aberrations induced by larger biological samples degrade the point spread function (PSF), the localization accuracy and number of localizations are both reduced, destroying the resolution of STORM. Adaptive optics (AO) can be used to correct the wavefront, restoring the high resolution of STORM. A challenge for AO-STORM microscopy is the development of robust optimization algorithms which can efficiently correct the wavefront from stochastic raw STORM images. Here we present the implementation of a particle swarm optimization (PSO) approach with a Fourier metric for real-time correction of wavefront aberrations during STORM acquisition. We apply our approach to imaging boutons 100 μm deep inside the central nervous system (CNS) of Drosophila melanogaster larvae achieving a resolution of 146 nm.

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.

Noise-induced escape in an excitable system

NASA Astrophysics Data System (ADS)

Khovanov, I. A.; Polovinkin, A. V.; Luchinsky, D. G.; McClintock, P. V. E.

2013-03-01

We consider the stochastic dynamics of escape in an excitable system, the FitzHugh-Nagumo (FHN) neuronal model, for different classes of excitability. We discuss, first, the threshold structure of the FHN model as an example of a system without a saddle state. We then develop a nonlinear (nonlocal) stability approach based on the theory of large fluctuations, including a finite-noise correction, to describe noise-induced escape in the excitable regime. We show that the threshold structure is revealed via patterns of most probable (optimal) fluctuational paths. The approach allows us to estimate the escape rate and the exit location distribution. We compare the responses of a monostable resonator and monostable integrator to stochastic input signals and to a mixture of periodic and stochastic stimuli. Unlike the commonly used local analysis of the stable state, our nonlocal approach based on optimal paths yields results that are in good agreement with direct numerical simulations of the Langevin equation.

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.

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

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

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Periodic Application of Stochastic Cost Optimization Methodology to Achieve Remediation Objectives with Minimized Life Cycle Cost

NASA Astrophysics Data System (ADS)

Kim, U.; Parker, J.

2016-12-01

Many dense non-aqueous phase liquid (DNAPL) contaminated sites in the U.S. are reported as "remediation in progress" (RIP). However, the cost to complete (CTC) remediation at these sites is highly uncertain and in many cases, the current remediation plan may need to be modified or replaced to achieve remediation objectives. This study evaluates the effectiveness of iterative stochastic cost optimization that incorporates new field data for periodic parameter recalibration to incrementally reduce prediction uncertainty and implement remediation design modifications as needed to minimize the life cycle cost (i.e., CTC). This systematic approach, using the Stochastic Cost Optimization Toolkit (SCOToolkit), enables early identification and correction of problems to stay on track for completion while minimizing the expected (i.e., probability-weighted average) CTC. This study considers a hypothetical site involving multiple DNAPL sources in an unconfined aquifer using thermal treatment for source reduction and electron donor injection for dissolved plume control. The initial design is based on stochastic optimization using model parameters and their joint uncertainty based on calibration to site characterization data. The model is periodically recalibrated using new monitoring data and performance data for the operating remediation systems. Projected future performance using the current remediation plan is assessed and reoptimization of operational variables for the current system or consideration of alternative designs are considered depending on the assessment results. We compare remediation duration and cost for the stepwise re-optimization approach with single stage optimization as well as with a non-optimized design based on typical engineering practice.

Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions

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

Han Yuecai; Hu Yaozhong; Song Jian, E-mail: jsong2@math.rutgers.edu

2013-04-15

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need tomore » develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.« less

Optimal Control via Self-Generated Stochasticity

NASA Technical Reports Server (NTRS)

Zak, Michail

2011-01-01

The problem of global maxima of functionals has been examined. Mathematical roots of local maxima are the same as those for a much simpler problem of finding global maximum of a multi-dimensional function. The second problem is instability even if an optimal trajectory is found, there is no guarantee that it is stable. As a result, a fundamentally new approach is introduced to optimal control based upon two new ideas. The first idea is to represent the functional to be maximized as a limit of a probability density governed by the appropriately selected Liouville equation. Then, the corresponding ordinary differential equations (ODEs) become stochastic, and that sample of the solution that has the largest value will have the highest probability to appear in ODE simulation. The main advantages of the stochastic approach are that it is not sensitive to local maxima, the function to be maximized must be only integrable but not necessarily differentiable, and global equality and inequality constraints do not cause any significant obstacles. The second idea is to remove possible instability of the optimal solution by equipping the control system with a self-stabilizing device. The applications of the proposed methodology will optimize the performance of NASA spacecraft, as well as robot performance.

A Framework for the Optimization of Discrete-Event Simulation Models

NASA Technical Reports Server (NTRS)

Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.

1996-01-01

With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

Optimization of Operations Resources via Discrete Event Simulation Modeling

NASA Technical Reports Server (NTRS)

Joshi, B.; Morris, D.; White, N.; Unal, R.

1996-01-01

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Walking the Filament of Feasibility: Global Optimization of Highly-Constrained, Multi-Modal Interplanetary Trajectories Using a Novel Stochastic Search Technique

NASA Technical Reports Server (NTRS)

Englander, Arnold C.; Englander, Jacob A.

2017-01-01

Interplanetary trajectory optimization problems are highly complex and are characterized by a large number of decision variables and equality and inequality constraints as well as many locally optimal solutions. Stochastic global search techniques, coupled with a large-scale NLP solver, have been shown to solve such problems but are inadequately robust when the problem constraints become very complex. In this work, we present a novel search algorithm that takes advantage of the fact that equality constraints effectively collapse the solution space to lower dimensionality. This new approach walks the filament'' of feasibility to efficiently find the global optimal solution.

Dynamic, stochastic models for congestion pricing and congestion securities.

DOT National Transportation Integrated Search

2010-12-01

This research considers congestion pricing under demand uncertainty. In particular, a robust optimization (RO) approach is applied to optimal congestion pricing problems under user equilibrium. A mathematical model is developed and an analysis perfor...

Switching neuronal state: optimal stimuli revealed using a stochastically-seeded gradient algorithm.

PubMed

Chang, Joshua; Paydarfar, David

2014-12-01

Inducing a switch in neuronal state using energy optimal stimuli is relevant to a variety of problems in neuroscience. Analytical techniques from optimal control theory can identify such stimuli; however, solutions to the optimization problem using indirect variational approaches can be elusive in models that describe neuronal behavior. Here we develop and apply a direct gradient-based optimization algorithm to find stimulus waveforms that elicit a change in neuronal state while minimizing energy usage. We analyze standard models of neuronal behavior, the Hodgkin-Huxley and FitzHugh-Nagumo models, to show that the gradient-based algorithm: (1) enables automated exploration of a wide solution space, using stochastically generated initial waveforms that converge to multiple locally optimal solutions; and (2) finds optimal stimulus waveforms that achieve a physiological outcome condition, without a priori knowledge of the optimal terminal condition of all state variables. Analysis of biological systems using stochastically-seeded gradient methods can reveal salient dynamical mechanisms underlying the optimal control of system behavior. The gradient algorithm may also have practical applications in future work, for example, finding energy optimal waveforms for therapeutic neural stimulation that minimizes power usage and diminishes off-target effects and damage to neighboring tissue.

Design intent optimization at the beyond 7nm node: the intersection of DTCO and EUVL stochastic mitigation techniques

NASA Astrophysics Data System (ADS)

Crouse, Michael; Liebmann, Lars; Plachecki, Vince; Salama, Mohamed; Chen, Yulu; Saulnier, Nicole; Dunn, Derren; Matthew, Itty; Hsu, Stephen; Gronlund, Keith; Goodwin, Francis

2017-03-01

The initial readiness of EUV patterning was demonstrated in 2016 with IBM Alliance's 7nm device technology. The focus has now shifted to driving the 'effective' k1 factor and enabling the second generation of EUV patterning. Thus, Design Technology Co-optimization (DTCO) has become a critical part of technology enablement as scaling has become more challenging and the industry pushes the limits of EUV lithography. The working partnership between the design teams and the process development teams typically involves an iterative approach to evaluate the manufacturability of proposed designs, subsequent modifications to those designs and finally a design manual for the technology. While this approach has served the industry well for many generations, the challenges at the Beyond 7nm node require a more efficient approach. In this work, we describe the use of "Design Intent" lithographic layout optimization where we remove the iterative component of DTCO and replace it with an optimization that achieves both a "patterning friendly" design and minimizes the well-known EUV stochastic effects. Solved together, this "design intent" approach can more quickly achieve superior lithographic results while still meeting the original device's functional specifications. Specifically, in this work we will demonstrate "design intent" optimization for critical BEOL layers using design tolerance bands to guide the source mask co-optimization. The design tolerance bands can be either supplied as part of the original design or derived from some basic rules. Additionally, the EUV stochastic behavior is mitigated by enhancing the image log slope (ILS) for specific key features as part of the overall optimization. We will show the benefit of the "design intent approach" on both bidirectional and unidirectional 28nm min pitch standard logic layouts and compare the more typical iterative SMO approach. Thus demonstrating the benefit of allowing the design to float within the specified range. Lastly, we discuss how the evolution of this approach could lead to layout optimization based entirely on some minimal set of functional requirements and process constraints.

Stochastic modeling and control system designs of the NASA/MSFC Ground Facility for large space structures: The maximum entropy/optimal projection approach

NASA Technical Reports Server (NTRS)

Hsia, Wei-Shen

1986-01-01

In the Control Systems Division of the Systems Dynamics Laboratory of the NASA/MSFC, a Ground Facility (GF), in which the dynamics and control system concepts being considered for Large Space Structures (LSS) applications can be verified, was designed and built. One of the important aspects of the GF is to design an analytical model which will be as close to experimental data as possible so that a feasible control law can be generated. Using Hyland's Maximum Entropy/Optimal Projection Approach, a procedure was developed in which the maximum entropy principle is used for stochastic modeling and the optimal projection technique is used for a reduced-order dynamic compensator design for a high-order plant.

Optimal route discovery for soft QOS provisioning in mobile ad hoc multimedia networks

NASA Astrophysics Data System (ADS)

Huang, Lei; Pan, Feng

2007-09-01

In this paper, we propose an optimal routing discovery algorithm for ad hoc multimedia networks whose resource keeps changing, First, we use stochastic models to measure the network resource availability, based on the information about the location and moving pattern of the nodes, as well as the link conditions between neighboring nodes. Then, for a certain multimedia packet flow to be transmitted from a source to a destination, we formulate the optimal soft-QoS provisioning problem as to find the best route that maximize the probability of satisfying its desired QoS requirements in terms of the maximum delay constraints. Based on the stochastic network resource model, we developed three approaches to solve the formulated problem: A centralized approach serving as the theoretical reference, a distributed approach that is more suitable to practical real-time deployment, and a distributed dynamic approach that utilizes the updated time information to optimize the routing for each individual packet. Examples of numerical results demonstrated that using the route discovered by our distributed algorithm in a changing network environment, multimedia applications could achieve better QoS statistically.

3D aquifer characterization using stochastic streamline calibration

NASA Astrophysics Data System (ADS)

Jang, Minchul

2007-03-01

In this study, a new inverse approach, stochastic streamline calibration is proposed. Using both a streamline concept and a stochastic technique, stochastic streamline calibration optimizes an identified field to fit in given observation data in a exceptionally fast and stable fashion. In the stochastic streamline calibration, streamlines are adopted as basic elements not only for describing fluid flow but also for identifying the permeability distribution. Based on the streamline-based inversion by Agarwal et al. [Agarwal B, Blunt MJ. Streamline-based method with full-physics forward simulation for history matching performance data of a North sea field. SPE J 2003;8(2):171-80], Wang and Kovscek [Wang Y, Kovscek AR. Streamline approach for history matching production data. SPE J 2000;5(4):353-62], permeability is modified rather along streamlines than at the individual gridblocks. Permeabilities in the gridblocks which a streamline passes are adjusted by being multiplied by some factor such that we can match flow and transport properties of the streamline. This enables the inverse process to achieve fast convergence. In addition, equipped with a stochastic module, the proposed technique supportively calibrates the identified field in a stochastic manner, while incorporating spatial information into the field. This prevents the inverse process from being stuck in local minima and helps search for a globally optimized solution. Simulation results indicate that stochastic streamline calibration identifies an unknown permeability exceptionally quickly. More notably, the identified permeability distribution reflected realistic geological features, which had not been achieved in the original work by Agarwal et al. with the limitations of the large modifications along streamlines for matching production data only. The constructed model by stochastic streamline calibration forecasted transport of plume which was similar to that of a reference model. By this, we can expect the proposed approach to be applied to the construction of an aquifer model and forecasting of the aquifer performances of interest.

An Approach for Dynamic Optimization of Prevention Program Implementation in Stochastic Environments

NASA Astrophysics Data System (ADS)

Kang, Yuncheol; Prabhu, Vittal

The science of preventing youth problems has significantly advanced in developing evidence-based prevention program (EBP) by using randomized clinical trials. Effective EBP can reduce delinquency, aggression, violence, bullying and substance abuse among youth. Unfortunately the outcomes of EBP implemented in natural settings usually tend to be lower than in clinical trials, which has motivated the need to study EBP implementations. In this paper we propose to model EBP implementations in natural settings as stochastic dynamic processes. Specifically, we propose Markov Decision Process (MDP) for modeling and dynamic optimization of such EBP implementations. We illustrate these concepts using simple numerical examples and discuss potential challenges in using such approaches in practice.

On the decentralized control of large-scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

A chance-constrained stochastic approach to intermodal container routing problems.

PubMed

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

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.

Optimal Budget Allocation for Sample Average Approximation

DTIC Science & Technology

2011-06-01

an optimization algorithm applied to the sample average problem. We examine the convergence rate of the estimator as the computing budget tends to...regime for the optimization algorithm . 1 Introduction Sample average approximation (SAA) is a frequently used approach to solving stochastic programs...appealing due to its simplicity and the fact that a large number of standard optimization algorithms are often available to optimize the resulting sample

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.

Integrating geological uncertainty in long-term open pit mine production planning by ant colony optimization

NASA Astrophysics Data System (ADS)

Gilani, Seyed-Omid; Sattarvand, Javad

2016-02-01

Meeting production targets in terms of ore quantity and quality is critical for a successful mining operation. In-situ grade uncertainty causes both deviations from production targets and general financial deficits. A new stochastic optimization algorithm based on ant colony optimization (ACO) approach is developed herein to integrate geological uncertainty described through a series of the simulated ore bodies. Two different strategies were developed based on a single predefined probability value (Prob) and multiple probability values (Pro bnt) , respectively in order to improve the initial solutions that created by deterministic ACO procedure. Application at the Sungun copper mine in the northwest of Iran demonstrate the abilities of the stochastic approach to create a single schedule and control the risk of deviating from production targets over time and also increase the project value. A comparison between two strategies and traditional approach illustrates that the multiple probability strategy is able to produce better schedules, however, the single predefined probability is more practical in projects requiring of high flexibility degree.

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

Development and optimization of an energy-regenerative suspension system under stochastic road excitation

NASA Astrophysics Data System (ADS)

Huang, Bo; Hsieh, Chen-Yu; Golnaraghi, Farid; Moallem, Mehrdad

2015-11-01

In this paper a vehicle suspension system with energy harvesting capability is developed, and an analytical methodology for the optimal design of the system is proposed. The optimization technique provides design guidelines for determining the stiffness and damping coefficients aimed at the optimal performance in terms of ride comfort and energy regeneration. The corresponding performance metrics are selected as root-mean-square (RMS) of sprung mass acceleration and expectation of generated power. The actual road roughness is considered as the stochastic excitation defined by ISO 8608:1995 standard road profiles and used in deriving the optimization method. An electronic circuit is proposed to provide variable damping in the real-time based on the optimization rule. A test-bed is utilized and the experiments under different driving conditions are conducted to verify the effectiveness of the proposed method. The test results suggest that the analytical approach is credible in determining the optimality of system performance.

Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management

NASA Astrophysics Data System (ADS)

Marcozzi, Michael D.

2008-12-01

We consider theoretical and approximation aspects of the stochastic optimal control of ultradiffusion processes in the context of a prototype model for the selling price of a European call option. Within a continuous-time framework, the dynamic management of a portfolio of assets is effected through continuous or point control, activation costs, and phase delay. The performance index is derived from the unique weak variational solution to the ultraparabolic Hamilton-Jacobi equation; the value function is the optimal realization of the performance index relative to all feasible portfolios. An approximation procedure based upon a temporal box scheme/finite element method is analyzed; numerical examples are presented in order to demonstrate the viability of the approach.

Low-complexity stochastic modeling of wall-bounded shear flows

NASA Astrophysics Data System (ADS)

Zare, Armin

Turbulent flows are ubiquitous in nature and they appear in many engineering applications. Transition to turbulence, in general, increases skin-friction drag in air/water vehicles compromising their fuel-efficiency and reduces the efficiency and longevity of wind turbines. While traditional flow control techniques combine physical intuition with costly experiments, their effectiveness can be significantly enhanced by control design based on low-complexity models and optimization. In this dissertation, we develop a theoretical and computational framework for the low-complexity stochastic modeling of wall-bounded shear flows. Part I of the dissertation is devoted to the development of a modeling framework which incorporates data-driven techniques to refine physics-based models. We consider the problem of completing partially known sample statistics in a way that is consistent with underlying stochastically driven linear dynamics. Neither the statistics nor the dynamics are precisely known. Thus, our objective is to reconcile the two in a parsimonious manner. To this end, we formulate optimization problems to identify the dynamics and directionality of input excitation in order to explain and complete available covariance data. For problem sizes that general-purpose solvers cannot handle, we develop customized optimization algorithms based on alternating direction methods. The solution to the optimization problem provides information about critical directions that have maximal effect in bringing model and statistics in agreement. In Part II, we employ our modeling framework to account for statistical signatures of turbulent channel flow using low-complexity stochastic dynamical models. We demonstrate that white-in-time stochastic forcing is not sufficient to explain turbulent flow statistics and develop models for colored-in-time forcing of the linearized Navier-Stokes equations. We also examine the efficacy of stochastically forced linearized NS equations and their parabolized equivalents in the receptivity analysis of velocity fluctuations to external sources of excitation as well as capturing the effect of the slowly-varying base flow on streamwise streaks and Tollmien-Schlichting waves. In Part III, we develop a model-based approach to design surface actuation of turbulent channel flow in the form of streamwise traveling waves. This approach is capable of identifying the drag reducing trends of traveling waves in a simulation-free manner. We also use the stochastically forced linearized NS equations to examine the Reynolds number independent effects of spanwise wall oscillations on drag reduction in turbulent channel flows. This allows us to extend the predictive capability of our simulation-free approach to high Reynolds numbers.

A combined stochastic feedforward and feedback control design methodology with application to autoland design

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1987-01-01

A combined stochastic feedforward and feedback control design methodology was developed. The objective of the feedforward control law is to track the commanded trajectory, whereas the feedback control law tries to maintain the plant state near the desired trajectory in the presence of disturbances and uncertainties about the plant. The feedforward control law design is formulated as a stochastic optimization problem and is embedded into the stochastic output feedback problem where the plant contains unstable and uncontrollable modes. An algorithm to compute the optimal feedforward is developed. In this approach, the use of error integral feedback, dynamic compensation, control rate command structures are an integral part of the methodology. An incremental implementation is recommended. Results on the eigenvalues of the implemented versus designed control laws are presented. The stochastic feedforward/feedback control methodology is used to design a digital automatic landing system for the ATOPS Research Vehicle, a Boeing 737-100 aircraft. The system control modes include localizer and glideslope capture and track, and flare to touchdown. Results of a detailed nonlinear simulation of the digital control laws, actuator systems, and aircraft aerodynamics are presented.

Optimal Operation of Energy Storage in Power Transmission and Distribution

NASA Astrophysics Data System (ADS)

Akhavan Hejazi, Seyed Hossein

In this thesis, we investigate optimal operation of energy storage units in power transmission and distribution grids. At transmission level, we investigate the problem where an investor-owned independently-operated energy storage system seeks to offer energy and ancillary services in the day-ahead and real-time markets. We specifically consider the case where a significant portion of the power generated in the grid is from renewable energy resources and there exists significant uncertainty in system operation. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units that takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. At distribution level, we develop a comprehensive data set to model various stochastic factors on power distribution networks, with focus on networks that have high penetration of electric vehicle charging load and distributed renewable generation. Furthermore, we develop a data-driven stochastic model for energy storage operation at distribution level, where the distribution of nodal voltage and line power flow are modelled as stochastic functions of the energy storage unit's charge and discharge schedules. In particular, we develop new closed-form stochastic models for such key operational parameters in the system. Our approach is analytical and allows formulating tractable optimization problems. Yet, it does not involve any restricting assumption on the distribution of random parameters, hence, it results in accurate modeling of uncertainties. By considering the specific characteristics of random variables, such as their statistical dependencies and often irregularly-shaped probability distributions, we propose a non-parametric chance-constrained optimization approach to operate and plan energy storage units in power distribution girds. In the proposed stochastic optimization, we consider uncertainty from various elements, such as solar photovoltaic , electric vehicle chargers, and residential baseloads, in the form of discrete probability functions. In the last part of this thesis we address some other resources and concepts for enhancing the operation of power distribution and transmission systems. In particular, we proposed a new framework to determine the best sites, sizes, and optimal payment incentives under special contracts for committed-type DG projects to offset distribution network investment costs. In this framework, the aim is to allocate DGs such that the profit gained by the distribution company is maximized while each DG unit's individual profit is also taken into account to assure that private DG investment remains economical.

Ordinal optimization and its application to complex deterministic problems

NASA Astrophysics Data System (ADS)

Yang, Mike Shang-Yu

1998-10-01

We present in this thesis a new perspective to approach a general class of optimization problems characterized by large deterministic complexities. Many problems of real-world concerns today lack analyzable structures and almost always involve high level of difficulties and complexities in the evaluation process. Advances in computer technology allow us to build computer models to simulate the evaluation process through numerical means, but the burden of high complexities remains to tax the simulation with an exorbitant computing cost for each evaluation. Such a resource requirement makes local fine-tuning of a known design difficult under most circumstances, let alone global optimization. Kolmogorov equivalence of complexity and randomness in computation theory is introduced to resolve this difficulty by converting the complex deterministic model to a stochastic pseudo-model composed of a simple deterministic component and a white-noise like stochastic term. The resulting randomness is then dealt with by a noise-robust approach called Ordinal Optimization. Ordinal Optimization utilizes Goal Softening and Ordinal Comparison to achieve an efficient and quantifiable selection of designs in the initial search process. The approach is substantiated by a case study in the turbine blade manufacturing process. The problem involves the optimization of the manufacturing process of the integrally bladed rotor in the turbine engines of U.S. Air Force fighter jets. The intertwining interactions among the material, thermomechanical, and geometrical changes makes the current FEM approach prohibitively uneconomical in the optimization process. The generalized OO approach to complex deterministic problems is applied here with great success. Empirical results indicate a saving of nearly 95% in the computing cost.

Optimal Control for Stochastic Delay Evolution Equations

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

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

Unification theory of optimal life histories and linear demographic models in internal stochasticity.

PubMed

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.

Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity

PubMed Central

Oizumi, Ryo

2014-01-01

Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258

A stochastic optimization model under modeling uncertainty and parameter certainty for groundwater remediation design--part I. Model development.

PubMed

He, L; Huang, G H; Lu, H W

2010-04-15

Solving groundwater remediation optimization problems based on proxy simulators can usually yield optimal solutions differing from the "true" ones of the problem. This study presents a new stochastic optimization model under modeling uncertainty and parameter certainty (SOMUM) and the associated solution method for simultaneously addressing modeling uncertainty associated with simulator residuals and optimizing groundwater remediation processes. This is a new attempt different from the previous modeling efforts. The previous ones focused on addressing uncertainty in physical parameters (i.e. soil porosity) while this one aims to deal with uncertainty in mathematical simulator (arising from model residuals). Compared to the existing modeling approaches (i.e. only parameter uncertainty is considered), the model has the advantages of providing mean-variance analysis for contaminant concentrations, mitigating the effects of modeling uncertainties on optimal remediation strategies, offering confidence level of optimal remediation strategies to system designers, and reducing computational cost in optimization processes. 2009 Elsevier B.V. All rights reserved.

Genetic programming assisted stochastic optimization strategies for optimization of glucose to gluconic acid fermentation.

PubMed

Cheema, Jitender Jit Singh; Sankpal, Narendra V; Tambe, Sanjeev S; Kulkarni, Bhaskar D

2002-01-01

This article presents two hybrid strategies for the modeling and optimization of the glucose to gluconic acid batch bioprocess. In the hybrid approaches, first a novel artificial intelligence formalism, namely, genetic programming (GP), is used to develop a process model solely from the historic process input-output data. In the next step, the input space of the GP-based model, representing process operating conditions, is optimized using two stochastic optimization (SO) formalisms, viz., genetic algorithms (GAs) and simultaneous perturbation stochastic approximation (SPSA). These SO formalisms possess certain unique advantages over the commonly used gradient-based optimization techniques. The principal advantage of the GP-GA and GP-SPSA hybrid techniques is that process modeling and optimization can be performed exclusively from the process input-output data without invoking the detailed knowledge of the process phenomenology. The GP-GA and GP-SPSA techniques have been employed for modeling and optimization of the glucose to gluconic acid bioprocess, and the optimized process operating conditions obtained thereby have been compared with those obtained using two other hybrid modeling-optimization paradigms integrating artificial neural networks (ANNs) and GA/SPSA formalisms. Finally, the overall optimized operating conditions given by the GP-GA method, when verified experimentally resulted in a significant improvement in the gluconic acid yield. The hybrid strategies presented here are generic in nature and can be employed for modeling and optimization of a wide variety of batch and continuous bioprocesses.

A diffusion-based approach to stochastic individual growth and energy budget, with consequences to life-history optimization and population dynamics.

PubMed

Filin, I

2009-06-01

Using diffusion processes, I model stochastic individual growth, given exogenous hazards and starvation risk. By maximizing survival to final size, optimal life histories (e.g. switching size for habitat/dietary shift) are determined by two ratios: mean growth rate over growth variance (diffusion coefficient) and mortality rate over mean growth rate; all are size dependent. For example, switching size decreases with either ratio, if both are positive. I provide examples and compare with previous work on risk-sensitive foraging and the energy-predation trade-off. I then decompose individual size into reversibly and irreversibly growing components, e.g. reserves and structure. I provide a general expression for optimal structural growth, when reserves grow stochastically. I conclude that increased growth variance of reserves delays structural growth (raises threshold size for its commencement) but may eventually lead to larger structures. The effect depends on whether the structural trait is related to foraging or defence. Implications for population dynamics are discussed.

Stochastic optimization model for order acceptance with multiple demand classes and uncertain demand/supply

NASA Astrophysics Data System (ADS)

Yang, Wen; Fung, Richard Y. K.

2014-06-01

This article considers an order acceptance problem in a make-to-stock manufacturing system with multiple demand classes in a finite time horizon. Demands in different periods are random variables and are independent of one another, and replenishments of inventory deviate from the scheduled quantities. The objective of this work is to maximize the expected net profit over the planning horizon by deciding the fraction of the demand that is going to be fulfilled. This article presents a stochastic order acceptance optimization model and analyses the existence of the optimal promising policies. An example of a discrete problem is used to illustrate the policies by applying the dynamic programming method. In order to solve the continuous problems, a heuristic algorithm based on stochastic approximation (HASA) is developed. Finally, the computational results of a case example illustrate the effectiveness and efficiency of the HASA approach, and make the application of the proposed model readily acceptable.

A supplier selection and order allocation problem with stochastic demands

NASA Astrophysics Data System (ADS)

Zhou, Yun; Zhao, Lei; Zhao, Xiaobo; Jiang, Jianhua

2011-08-01

We consider a system comprising a retailer and a set of candidate suppliers that operates within a finite planning horizon of multiple periods. The retailer replenishes its inventory from the suppliers and satisfies stochastic customer demands. At the beginning of each period, the retailer makes decisions on the replenishment quantity, supplier selection and order allocation among the selected suppliers. An optimisation problem is formulated to minimise the total expected system cost, which includes an outer level stochastic dynamic program for the optimal replenishment quantity and an inner level integer program for supplier selection and order allocation with a given replenishment quantity. For the inner level subproblem, we develop a polynomial algorithm to obtain optimal decisions. For the outer level subproblem, we propose an efficient heuristic for the system with integer-valued inventory, based on the structural properties of the system with real-valued inventory. We investigate the efficiency of the proposed solution approach, as well as the impact of parameters on the optimal replenishment decision with numerical experiments.

A mathematical model for maximizing the value of phase 3 drug development portfolios incorporating budget constraints and risk.

PubMed

Patel, Nitin R; Ankolekar, Suresh; Antonijevic, Zoran; Rajicic, Natasa

2013-05-10

We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external factors. This approach differentiates itself from current practices in that it recognizes the impact of study design parameters, sample size in particular, on the portfolio value. We develop an integer programming (IP) model as the basis for Bayesian decision analysis to optimize phase 3 development portfolios using expected net present value as the criterion. We show how this framework can be used to determine optimal sample sizes and trial schedules to maximize the value of a portfolio under budget constraints. We then illustrate the remarkable flexibility of the IP model to answer a variety of 'what-if' questions that reflect situations that arise in practice. We extend the IP model to a stochastic IP model to incorporate uncertainty in the availability of drugs from earlier development phases for phase 3 development in the future. We show how to use stochastic IP to re-optimize the portfolio development strategy over time as new information accumulates and budget changes occur. Copyright © 2013 John Wiley & Sons, Ltd.

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

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr; Li, Juan, E-mail: juanli@sdu.edu.cn; Ma, Jin, E-mail: jinma@usc.edu

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and wemore » extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.« less

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Stochastic multi-objective model for optimal energy exchange optimization of networked microgrids with presence of renewable generation under risk-based strategies.

PubMed

Gazijahani, Farhad Samadi; Ravadanegh, Sajad Najafi; Salehi, Javad

2018-02-01

The inherent volatility and unpredictable nature of renewable generations and load demand pose considerable challenges for energy exchange optimization of microgrids (MG). To address these challenges, this paper proposes a new risk-based multi-objective energy exchange optimization for networked MGs from economic and reliability standpoints under load consumption and renewable power generation uncertainties. In so doing, three various risk-based strategies are distinguished by using conditional value at risk (CVaR) approach. The proposed model is specified as a two-distinct objective function. The first function minimizes the operation and maintenance costs, cost of power transaction between upstream network and MGs as well as power loss cost, whereas the second function minimizes the energy not supplied (ENS) value. Furthermore, the stochastic scenario-based approach is incorporated into the approach in order to handle the uncertainty. Also, Kantorovich distance scenario reduction method has been implemented to reduce the computational burden. Finally, non-dominated sorting genetic algorithm (NSGAII) is applied to minimize the objective functions simultaneously and the best solution is extracted by fuzzy satisfying method with respect to risk-based strategies. To indicate the performance of the proposed model, it is performed on the modified IEEE 33-bus distribution system and the obtained results show that the presented approach can be considered as an efficient tool for optimal energy exchange optimization of MGs. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Interplay between intrinsic noise and the stochasticity of the cell cycle in bacterial colonies.

PubMed

Canela-Xandri, Oriol; Sagués, Francesc; Buceta, Javier

2010-06-02

Herein we report on the effects that different stochastic contributions induce in bacterial colonies in terms of protein concentration and production. In particular, we consider for what we believe to be the first time cell-to-cell diversity due to the unavoidable randomness of the cell-cycle duration and its interplay with other noise sources. To that end, we model a recent experimental setup that implements a protein dilution protocol by means of division events to characterize the gene regulatory function at the single cell level. This approach allows us to investigate the effect of different stochastic terms upon the total randomness experimentally reported for the gene regulatory function. In addition, we show that the interplay between intrinsic fluctuations and the stochasticity of the cell-cycle duration leads to different constructive roles. On the one hand, we show that there is an optimal value of protein concentration (alternatively an optimal value of the cell cycle phase) such that the noise in protein concentration attains a minimum. On the other hand, we reveal that there is an optimal value of the stochasticity of the cell cycle duration such that the coherence of the protein production with respect to the colony average production is maximized. The latter can be considered as a novel example of the recently reported phenomenon of diversity induced resonance. Copyright (c) 2010 Biophysical Society. Published by Elsevier Inc. All rights reserved.

SASS: A symmetry adapted stochastic search algorithm exploiting site symmetry

NASA Astrophysics Data System (ADS)

Wheeler, Steven E.; Schleyer, Paul v. R.; Schaefer, Henry F.

2007-03-01

A simple symmetry adapted search algorithm (SASS) exploiting point group symmetry increases the efficiency of systematic explorations of complex quantum mechanical potential energy surfaces. In contrast to previously described stochastic approaches, which do not employ symmetry, candidate structures are generated within simple point groups, such as C2, Cs, and C2v. This facilitates efficient sampling of the 3N-6 Pople's dimensional configuration space and increases the speed and effectiveness of quantum chemical geometry optimizations. Pople's concept of framework groups [J. Am. Chem. Soc. 102, 4615 (1980)] is used to partition the configuration space into structures spanning all possible distributions of sets of symmetry equivalent atoms. This provides an efficient means of computing all structures of a given symmetry with minimum redundancy. This approach also is advantageous for generating initial structures for global optimizations via genetic algorithm and other stochastic global search techniques. Application of the SASS method is illustrated by locating 14 low-lying stationary points on the cc-pwCVDZ ROCCSD(T) potential energy surface of Li5H2. The global minimum structure is identified, along with many unique, nonintuitive, energetically favorable isomers.

Best Longitudinal Adjustment of Satellite Trajectories for the Observation of Forest Fires (Blastoff): A Stochastic Programming Approach to Satellite System Design

NASA Astrophysics Data System (ADS)

Hoskins, Aaron B.

Forest fires cause a significant amount of damage and destruction each year. Optimally dispatching resources reduces the amount of damage a forest fire can cause. Models predict the fire spread to provide the data required to optimally dispatch resources. However, the models are only as accurate as the data used to build them. Satellites are one valuable tool in the collection of data for the forest fire models. Satellites provide data on the types of vegetation, the wind speed and direction, the soil moisture content, etc. The current operating paradigm is to passively collect data when possible. However, images from directly overhead provide better resolution and are easier to process. Maneuvering a constellation of satellites to fly directly over the forest fire provides higher quality data than is achieved with the current operating paradigm. Before launch, the location of the forest fire is unknown. Therefore, it is impossible to optimize the initial orbits for the satellites. Instead, the expected cost of maneuvering to observe the forest fire determines the optimal initial orbits. A two-stage stochastic programming approach is well suited for this class of problem where initial decisions are made with an uncertain future and then subsequent decisions are made once a scenario is realized. A repeat ground track orbit provides a non-maneuvering, natural solution providing a daily flyover of the forest fire. However, additional maneuvers provide a second daily flyover of the forest fire. The additional maneuvering comes at a significant cost in terms of additional fuel, but provides more data collection opportunities. After data are collected, ground stations receive the data for processing. Optimally selecting the ground station locations reduce the number of built ground stations and reduces the data fusion issues. However, the location of the forest fire alters the optimal ground station sites. A two-stage stochastic programming approach optimizes the selection of ground stations to maximize the expected amount of data downloaded from a satellite. The approaches of selecting initial orbits and ground station locations including uncertainty will provide a robust system to reduce the amount of damage caused by forest fires.

Performance improvement of optical CDMA networks with stochastic artificial bee colony optimization technique

NASA Astrophysics Data System (ADS)

Panda, Satyasen

2018-05-01

This paper proposes a modified artificial bee colony optimization (ABC) algorithm based on levy flight swarm intelligence referred as artificial bee colony levy flight stochastic walk (ABC-LFSW) optimization for optical code division multiple access (OCDMA) network. The ABC-LFSW algorithm is used to solve asset assignment problem based on signal to noise ratio (SNR) optimization in OCDM networks with quality of service constraints. The proposed optimization using ABC-LFSW algorithm provides methods for minimizing various noises and interferences, regulating the transmitted power and optimizing the network design for improving the power efficiency of the optical code path (OCP) from source node to destination node. In this regard, an optical system model is proposed for improving the network performance with optimized input parameters. The detailed discussion and simulation results based on transmitted power allocation and power efficiency of OCPs are included. The experimental results prove the superiority of the proposed network in terms of power efficiency and spectral efficiency in comparison to networks without any power allocation approach.

Modeling and optimization of the multiobjective stochastic joint replenishment and delivery problem under supply chain environment.

PubMed

Wang, Lin; Qu, Hui; Liu, Shan; Dun, Cai-xia

2013-01-01

As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted.

Modeling and Optimization of the Multiobjective Stochastic Joint Replenishment and Delivery Problem under Supply Chain Environment

PubMed Central

Dun, Cai-xia

2013-01-01

As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD) decision. In this paper, a new multiobjective stochastic JRD (MSJRD) of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP) approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA) solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE), hybrid DE (HDE), and genetic algorithm (GA), are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted. PMID:24302880

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

Relative frequencies of constrained events in stochastic processes: An analytical approach.

PubMed

Rusconi, S; Akhmatskaya, E; Sokolovski, D; Ballard, N; de la Cal, J C

2015-10-01

The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They relies on knowledge of interevent probability density functions (PDFs) and on information about dependencies between all possible events. Analytical representations of a PDF are difficult to specify in advance, in many real life applications. Knowing the shapes of PDFs, and using experimental data, different optimization schemes can be applied in order to evaluate probability density functions and, therefore, the properties of the studied system. Such methods, however, are computationally demanding, and often not feasible. We show that, in the case where experimentally accessed properties are directly related to the frequencies of events involved, it may be possible to replace the heavy Monte Carlo core of optimization schemes with an analytical solution. Such a replacement not only provides a more accurate estimation of the properties of the process, but also reduces the simulation time by a factor of order of the sample size (at least ≈10(4)). The proposed analytical approach is valid for any choice of PDF. The accuracy, computational efficiency, and advantages of the method over MC procedures are demonstrated in the exactly solvable case and in the evaluation of branching fractions in controlled radical polymerization (CRP) of acrylic monomers. This polymerization can be modeled by a constrained stochastic process. Constrained systems are quite common, and this makes the method useful for various applications.

Multiple Detector Optimization for Hidden Radiation Source Detection

DTIC Science & Technology

2015-03-26

important in achieving operationally useful methods for optimizing detector emplacement, the 2-D attenuation model approach promises to speed up the...process of hidden source detection significantly. The model focused on detection of the full energy peak of a radiation source. Methods to optimize... radioisotope identification is possible without using a computationally intensive stochastic model such as the Monte Carlo n-Particle (MCNP) code

A Stochastic Dynamic Programming Model With Fuzzy Storage States Applied to Reservoir Operation Optimization

NASA Astrophysics Data System (ADS)

Mousavi, Seyed Jamshid; Mahdizadeh, Kourosh; Afshar, Abbas

2004-08-01

Application of stochastic dynamic programming (SDP) models to reservoir optimization calls for state variables discretization. As an important variable discretization of reservoir storage volume has a pronounced effect on the computational efforts. The error caused by storage volume discretization is examined by considering it as a fuzzy state variable. In this approach, the point-to-point transitions between storage volumes at the beginning and end of each period are replaced by transitions between storage intervals. This is achieved by using fuzzy arithmetic operations with fuzzy numbers. In this approach, instead of aggregating single-valued crisp numbers, the membership functions of fuzzy numbers are combined. Running a simulated model with optimal release policies derived from fuzzy and non-fuzzy SDP models shows that a fuzzy SDP with a coarse discretization scheme performs as well as a classical SDP having much finer discretized space. It is believed that this advantage in the fuzzy SDP model is due to the smooth transitions between storage intervals which benefit from soft boundaries.

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.

Fast and robust estimation of spectro-temporal receptive fields using stochastic approximations.

PubMed

Meyer, Arne F; Diepenbrock, Jan-Philipp; Ohl, Frank W; Anemüller, Jörn

2015-05-15

The receptive field (RF) represents the signal preferences of sensory neurons and is the primary analysis method for understanding sensory coding. While it is essential to estimate a neuron's RF, finding numerical solutions to increasingly complex RF models can become computationally intensive, in particular for high-dimensional stimuli or when many neurons are involved. Here we propose an optimization scheme based on stochastic approximations that facilitate this task. The basic idea is to derive solutions on a random subset rather than computing the full solution on the available data set. To test this, we applied different optimization schemes based on stochastic gradient descent (SGD) to both the generalized linear model (GLM) and a recently developed classification-based RF estimation approach. Using simulated and recorded responses, we demonstrate that RF parameter optimization based on state-of-the-art SGD algorithms produces robust estimates of the spectro-temporal receptive field (STRF). Results on recordings from the auditory midbrain demonstrate that stochastic approximations preserve both predictive power and tuning properties of STRFs. A correlation of 0.93 with the STRF derived from the full solution may be obtained in less than 10% of the full solution's estimation time. We also present an on-line algorithm that allows simultaneous monitoring of STRF properties of more than 30 neurons on a single computer. The proposed approach may not only prove helpful for large-scale recordings but also provides a more comprehensive characterization of neural tuning in experiments than standard tuning curves. Copyright © 2015 Elsevier B.V. All rights reserved.

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

Metaheuristic simulation optimisation for the stochastic multi-retailer supply chain

NASA Astrophysics Data System (ADS)

Omar, Marina; Mustaffa, Noorfa Haszlinna H.; Othman, Siti Norsyahida

2013-04-01

Supply Chain Management (SCM) is an important activity in all producing facilities and in many organizations to enable vendors, manufacturers and suppliers to interact gainfully and plan optimally their flow of goods and services. A simulation optimization approach has been widely used in research nowadays on finding the best solution for decision-making process in Supply Chain Management (SCM) that generally faced a complexity with large sources of uncertainty and various decision factors. Metahueristic method is the most popular simulation optimization approach. However, very few researches have applied this approach in optimizing the simulation model for supply chains. Thus, this paper interested in evaluating the performance of metahueristic method for stochastic supply chains in determining the best flexible inventory replenishment parameters that minimize the total operating cost. The simulation optimization model is proposed based on the Bees algorithm (BA) which has been widely applied in engineering application such as training neural networks for pattern recognition. BA is a new member of meta-heuristics. BA tries to model natural behavior of honey bees in food foraging. Honey bees use several mechanisms like waggle dance to optimally locate food sources and to search new ones. This makes them a good candidate for developing new algorithms for solving optimization problems. This model considers an outbound centralised distribution system consisting of one supplier and 3 identical retailers and is assumed to be independent and identically distributed with unlimited supply capacity at supplier.

Exploration of the Maximum Entropy/Optimal Projection Approach to Control Design Synthesis for Large Space Structures.

DTIC Science & Technology

1985-02-01

Energy Analysis , a branch of dynamic modal analysis developed for analyzing acoustic vibration problems, its present stage of development embodies a...Maximum Entropy Stochastic Modelling and Reduced-Order Design Synthesis is a rigorous new approach to this class of problems. Inspired by Statistical

Stochastic control of inertial sea wave energy converter.

PubMed

Raffero, Mattia; Martini, Michele; Passione, Biagio; Mattiazzo, Giuliana; Giorcelli, Ermanno; Bracco, Giovanni

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks.

Stochastic Control of Inertial Sea Wave Energy Converter

PubMed Central

Mattiazzo, Giuliana; Giorcelli, Ermanno

2015-01-01

The ISWEC (inertial sea wave energy converter) is presented, its control problems are stated, and an optimal control strategy is introduced. As the aim of the device is energy conversion, the mean absorbed power by ISWEC is calculated for a plane 2D irregular sea state. The response of the WEC (wave energy converter) is driven by the sea-surface elevation, which is modeled by a stationary and homogeneous zero mean Gaussian stochastic process. System equations are linearized thus simplifying the numerical model of the device. The resulting response is obtained as the output of the coupled mechanic-hydrodynamic model of the device. A stochastic suboptimal controller, derived from optimal control theory, is defined and applied to ISWEC. Results of this approach have been compared with the ones obtained with a linear spring-damper controller, highlighting the capability to obtain a higher value of mean extracted power despite higher power peaks. PMID:25874267

Multiobjective optimization in structural design with uncertain parameters and stochastic processes

NASA Technical Reports Server (NTRS)

Rao, S. S.

1984-01-01

The application of multiobjective optimization techniques to structural design problems involving uncertain parameters and random processes is studied. The design of a cantilever beam with a tip mass subjected to a stochastic base excitation is considered for illustration. Several of the problem parameters are assumed to be random variables and the structural mass, fatigue damage, and negative of natural frequency of vibration are considered for minimization. The solution of this three-criteria design problem is found by using global criterion, utility function, game theory, goal programming, goal attainment, bounded objective function, and lexicographic methods. It is observed that the game theory approach is superior in finding a better optimum solution, assuming the proper balance of the various objective functions. The procedures used in the present investigation are expected to be useful in the design of general dynamic systems involving uncertain parameters, stochastic process, and multiple objectives.

Stochastic P-bifurcation and stochastic resonance in a noisy bistable fractional-order system

NASA Astrophysics Data System (ADS)

Yang, J. H.; Sanjuán, Miguel A. F.; Liu, H. G.; Litak, G.; Li, X.

2016-12-01

We investigate the stochastic response of a noisy bistable fractional-order system when the fractional-order lies in the interval (0, 2]. We focus mainly on the stochastic P-bifurcation and the phenomenon of the stochastic resonance. We compare the generalized Euler algorithm and the predictor-corrector approach which are commonly used for numerical calculations of fractional-order nonlinear equations. Based on the predictor-corrector approach, the stochastic P-bifurcation and the stochastic resonance are investigated. Both the fractional-order value and the noise intensity can induce an stochastic P-bifurcation. The fractional-order may lead the stationary probability density function to turn from a single-peak mode to a double-peak mode. However, the noise intensity may transform the stationary probability density function from a double-peak mode to a single-peak mode. The stochastic resonance is investigated thoroughly, according to the linear and the nonlinear response theory. In the linear response theory, the optimal stochastic resonance may occur when the value of the fractional-order is larger than one. In previous works, the fractional-order is usually limited to the interval (0, 1]. Moreover, the stochastic resonance at the subharmonic frequency and the superharmonic frequency are investigated respectively, by using the nonlinear response theory. When it occurs at the subharmonic frequency, the resonance may be strong and cannot be ignored. When it occurs at the superharmonic frequency, the resonance is weak. We believe that the results in this paper might be useful for the signal processing of nonlinear systems.

Flexible Demand Management under Time-Varying Prices

NASA Astrophysics Data System (ADS)

Liang, Yong

In this dissertation, the problem of flexible demand management under time-varying prices is studied. This generic problem has many applications, which usually have multiple periods in which decisions on satisfying demand need to be made, and prices in these periods are time-varying. Examples of such applications include multi-period procurement problem, operating room scheduling, and user-end demand scheduling in the Smart Grid, where the last application is used as the main motivating story throughout the dissertation. The current grid is experiencing an upgrade with lots of new designs. What is of particular interest is the idea of passing time-varying prices that reflect electricity market conditions to end users as incentives for load shifting. One key component, consequently, is the demand management system at the user-end. The objective of the system is to find the optimal trade-off between cost saving and discomfort increment resulted from load shifting. In this dissertation, we approach this problem from the following aspects: (1) construct a generic model, solve for Pareto optimal solutions, and analyze the robust solution that optimizes the worst-case payoffs, (2) extend to a distribution-free model for multiple types of demand (appliances), for which an approximate dynamic programming (ADP) approach is developed, and (3) design other efficient algorithms for practical purposes of the flexible demand management system. We first construct a novel multi-objective flexible demand management model, in which there are a finite number of periods with time-varying prices, and demand arrives in each period. In each period, the decision maker chooses to either satisfy or defer outstanding demand to minimize costs and discomfort over a certain number of periods. We consider both the deterministic model, models with stochastic demand or prices, and when only partial information about the stochastic demand or prices is known. We first analyze the stochastic optimization problem when the objective is to minimize the expected total cost and discomfort, then since the decision maker is likely to be risk-averse, and she wants to protect herself from price spikes, we study the robust optimization problem to address the risk-aversion of the decision maker. We conduct numerical studies to evaluate the price of robustness. Next, we present a detailed model that manages multiple types of flexible demand in the absence of knowledge regarding the distributions of related stochastic processes. Specifically, we consider the case in which time-varying prices with general structures are offered to users, and an energy management system for each household makes optimal energy usage, storage, and trading decisions according to the preferences of users. Because of the uncertainties associated with electricity prices, local generation, and the arrival processes of demand, we formulate a stochastic dynamic programming model, and outline a novel and tractable ADP approach to overcome the curses of dimensionality. Then, we perform numerical studies, whose results demonstrate the effectiveness of the ADP approach. At last, we propose another approximation approach based on Q-learning. In addition, we also develop another decentralization-based heuristic. Both the Q-learning approach and the heuristic make necessary assumptions on the knowledge of information, and each of them has unique advantages. We conduct numerical studies on a testing problem. The simulation results show that both the Q-learning and the decentralization based heuristic approaches work well. Lastly, we conclude the paper with some discussions on future extension directions.

Efficient boundary hunting via vector quantization

NASA Astrophysics Data System (ADS)

Diamantini, Claudia; Panti, Maurizio

2001-03-01

A great amount of information about a classification problem is contained in those instances falling near the decision boundary. This intuition dates back to the earliest studies in pattern recognition, and in the more recent adaptive approaches to the so called boundary hunting, such as the work of Aha et alii on Instance Based Learning and the work of Vapnik et alii on Support Vector Machines. The last work is of particular interest, since theoretical and experimental results ensure the accuracy of boundary reconstruction. However, its optimization approach has heavy computational and memory requirements, which limits its application on huge amounts of data. In the paper we describe an alternative approach to boundary hunting based on adaptive labeled quantization architectures. The adaptation is performed by a stochastic gradient algorithm for the minimization of the error probability. Error probability minimization guarantees the accurate approximation of the optimal decision boundary, while the use of a stochastic gradient algorithm defines an efficient method to reach such approximation. In the paper comparisons to Support Vector Machines are considered.

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.

Extremal flows in Wasserstein space

NASA Astrophysics Data System (ADS)

Conforti, Giovanni; Pavon, Michele

2018-06-01

We develop an intrinsic geometric approach to the calculus of variations in the Wasserstein space. We show that the flows associated with the Schrödinger bridge with general prior, with optimal mass transport, and with the Madelung fluid can all be characterized as annihilating the first variation of a suitable action. We then discuss the implications of this unified framework for stochastic mechanics: It entails, in particular, a sort of fluid-dynamic reconciliation between Bohm's and Nelson's stochastic mechanics.

Comparison of Traditional Design Nonlinear Programming Optimization and Stochastic Methods for Structural Design

NASA Technical Reports Server (NTRS)

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

2010-01-01

Structural design generated by traditional method, optimization method and the stochastic design concept are compared. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions were produced by all the three methods. The variation in the weight calculated by the methods was modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliabilitytraced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

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.

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Mesh Denoising based on Normal Voting Tensor and Binary Optimization.

PubMed

Yadav, Sunil Kumar; Reitebuch, Ulrich; Polthier, Konrad

2017-08-17

This paper presents a two-stage mesh denoising algorithm. Unlike other traditional averaging approaches, our approach uses an element-based normal voting tensor to compute smooth surfaces. By introducing a binary optimization on the proposed tensor together with a local binary neighborhood concept, our algorithm better retains sharp features and produces smoother umbilical regions than previous approaches. On top of that, we provide a stochastic analysis on the different kinds of noise based on the average edge length. The quantitative results demonstrate that the performance of our method is better compared to state-of-the-art smoothing approaches.

SLFP: a stochastic linear fractional programming approach for sustainable waste management.

PubMed

Zhu, H; Huang, G H

2011-12-01

A stochastic linear fractional programming (SLFP) approach is developed for supporting sustainable municipal solid waste management under uncertainty. The SLFP method can solve ratio optimization problems associated with random information, where chance-constrained programming is integrated into a linear fractional programming framework. It has advantages in: (1) comparing objectives of two aspects, (2) reflecting system efficiency, (3) dealing with uncertainty expressed as probability distributions, and (4) providing optimal-ratio solutions under different system-reliability conditions. The method is applied to a case study of waste flow allocation within a municipal solid waste (MSW) management system. The obtained solutions are useful for identifying sustainable MSW management schemes with maximized system efficiency under various constraint-violation risks. The results indicate that SLFP can support in-depth analysis of the interrelationships among system efficiency, system cost and system-failure risk. Copyright © 2011 Elsevier Ltd. All rights reserved.

Post Pareto optimization-A case

NASA Astrophysics Data System (ADS)

Popov, Stoyan; Baeva, Silvia; Marinova, Daniela

2017-12-01

Simulation performance may be evaluated according to multiple quality measures that are in competition and their simultaneous consideration poses a conflict. In the current study we propose a practical framework for investigating such simulation performance criteria, exploring the inherent conflicts amongst them and identifying the best available tradeoffs, based upon multi-objective Pareto optimization. This approach necessitates the rigorous derivation of performance criteria to serve as objective functions and undergo vector optimization. We demonstrate the effectiveness of our proposed approach by applying it with multiple stochastic quality measures. We formulate performance criteria of this use-case, pose an optimization problem, and solve it by means of a simulation-based Pareto approach. Upon attainment of the underlying Pareto Frontier, we analyze it and prescribe preference-dependent configurations for the optimal simulation training.

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.

Optimal estimation of recurrence structures from time series

NASA Astrophysics Data System (ADS)

beim Graben, Peter; Sellers, Kristin K.; Fröhlich, Flavio; Hutt, Axel

2016-05-01

Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it still encounters an unsolved pertinent problem: the optimal selection of distance thresholds for estimating the recurrence structure of dynamical systems. The present work proposes a stochastic Markov model for the recurrent dynamics that allows for the analytical derivation of a criterion for the optimal distance threshold. The goodness of fit is assessed by a utility function which assumes a local maximum for that threshold reflecting the optimal estimate of the system's recurrence structure. We validate our approach by means of the nonlinear Lorenz system and its linearized stochastic surrogates. The final application to neurophysiological time series obtained from anesthetized animals illustrates the method and reveals novel dynamic features of the underlying system. We propose the number of optimal recurrence domains as a statistic for classifying an animals' state of consciousness.

Improved Stability and Stabilization Results for Stochastic Synchronization of Continuous-Time Semi-Markovian Jump Neural Networks With Time-Varying Delay.

PubMed

Wei, Yanling; Park, Ju H; Karimi, Hamid Reza; Tian, Yu-Chu; Jung, Hoyoul; Yanling Wei; Park, Ju H; Karimi, Hamid Reza; Yu-Chu Tian; Hoyoul Jung; Tian, Yu-Chu; Wei, Yanling; Jung, Hoyoul; Karimi, Hamid Reza; Park, Ju H

2018-06-01

Continuous-time semi-Markovian jump neural networks (semi-MJNNs) are those MJNNs whose transition rates are not constant but depend on the random sojourn time. Addressing stochastic synchronization of semi-MJNNs with time-varying delay, an improved stochastic stability criterion is derived in this paper to guarantee stochastic synchronization of the response systems with the drive systems. This is achieved through constructing a semi-Markovian Lyapunov-Krasovskii functional together as well as making use of a novel integral inequality and the characteristics of cumulative distribution functions. Then, with a linearization procedure, controller synthesis is carried out for stochastic synchronization of the drive-response systems. The desired state-feedback controller gains can be determined by solving a linear matrix inequality-based optimization problem. Simulation studies are carried out to demonstrate the effectiveness and less conservatism of the presented approach.

Foraging on the potential energy surface: a swarm intelligence-based optimizer for molecular geometry.

PubMed

Wehmeyer, Christoph; Falk von Rudorff, Guido; Wolf, Sebastian; Kabbe, Gabriel; Schärf, Daniel; Kühne, Thomas D; Sebastiani, Daniel

2012-11-21

We present a stochastic, swarm intelligence-based optimization algorithm for the prediction of global minima on potential energy surfaces of molecular cluster structures. Our optimization approach is a modification of the artificial bee colony (ABC) algorithm which is inspired by the foraging behavior of honey bees. We apply our modified ABC algorithm to the problem of global geometry optimization of molecular cluster structures and show its performance for clusters with 2-57 particles and different interatomic interaction potentials.

Foraging on the potential energy surface: A swarm intelligence-based optimizer for molecular geometry

NASA Astrophysics Data System (ADS)

Wehmeyer, Christoph; Falk von Rudorff, Guido; Wolf, Sebastian; Kabbe, Gabriel; Schärf, Daniel; Kühne, Thomas D.; Sebastiani, Daniel

2012-11-01

We present a stochastic, swarm intelligence-based optimization algorithm for the prediction of global minima on potential energy surfaces of molecular cluster structures. Our optimization approach is a modification of the artificial bee colony (ABC) algorithm which is inspired by the foraging behavior of honey bees. We apply our modified ABC algorithm to the problem of global geometry optimization of molecular cluster structures and show its performance for clusters with 2-57 particles and different interatomic interaction potentials.

Multicriteria approaches for a private equity fund

NASA Astrophysics Data System (ADS)

Tammer, Christiane; Tannert, Johannes

2012-09-01

We develop a new model for a Private Equity Fund based on stochastic differential equations. In order to find efficient strategies for the fund manager we formulate a multicriteria optimization problem for a Private Equity Fund. Using the e-constraint method we solve this multicriteria optimization problem. Furthermore, a genetic algorithm is applied in order to get an approximation of the efficient frontier.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

A stochastic optimal feedforward and feedback control methodology for superagility

NASA Technical Reports Server (NTRS)

Halyo, Nesim; Direskeneli, Haldun; Taylor, Deborah B.

1992-01-01

A new control design methodology is developed: Stochastic Optimal Feedforward and Feedback Technology (SOFFT). Traditional design techniques optimize a single cost function (which expresses the design objectives) to obtain both the feedforward and feedback control laws. This approach places conflicting demands on the control law such as fast tracking versus noise atttenuation/disturbance rejection. In the SOFFT approach, two cost functions are defined. The feedforward control law is designed to optimize one cost function, the feedback optimizes the other. By separating the design objectives and decoupling the feedforward and feedback design processes, both objectives can be achieved fully. A new measure of command tracking performance, Z-plots, is also developed. By analyzing these plots at off-nominal conditions, the sensitivity or robustness of the system in tracking commands can be predicted. Z-plots provide an important tool for designing robust control systems. The Variable-Gain SOFFT methodology was used to design a flight control system for the F/A-18 aircraft. It is shown that SOFFT can be used to expand the operating regime and provide greater performance (flying/handling qualities) throughout the extended flight regime. This work was performed under the NASA SBIR program. ICS plans to market the software developed as a new module in its commercial CACSD software package: ACET.

Algorithms and analyses for stochastic optimization for turbofan noise reduction using parallel reduced-order modeling

NASA Astrophysics Data System (ADS)

Yang, Huanhuan; Gunzburger, Max

2017-06-01

Simulation-based optimization of acoustic liner design in a turbofan engine nacelle for noise reduction purposes can dramatically reduce the cost and time needed for experimental designs. Because uncertainties are inevitable in the design process, a stochastic optimization algorithm is posed based on the conditional value-at-risk measure so that an ideal acoustic liner impedance is determined that is robust in the presence of uncertainties. A parallel reduced-order modeling framework is developed that dramatically improves the computational efficiency of the stochastic optimization solver for a realistic nacelle geometry. The reduced stochastic optimization solver takes less than 500 seconds to execute. In addition, well-posedness and finite element error analyses of the state system and optimization problem are provided.

Incorporating uncertainty and motion in Intensity Modulated Radiation Therapy treatment planning

NASA Astrophysics Data System (ADS)

Martin, Benjamin Charles

In radiation therapy, one seeks to destroy a tumor while minimizing the damage to surrounding healthy tissue. Intensity Modulated Radiation Therapy (IMRT) uses overlapping beams of x-rays that add up to a high dose within the target and a lower dose in the surrounding healthy tissue. IMRT relies on optimization techniques to create high quality treatments. Unfortunately, the possible conformality is limited by the need to ensure coverage even if there is organ movement or deformation. Currently, margins are added around the tumor to ensure coverage based on an assumed motion range. This approach does not ensure high quality treatments. In the standard IMRT optimization problem, an objective function measures the deviation of the dose from the clinical goals. The optimization then finds the beamlet intensities that minimize the objective function. When modeling uncertainty, the dose delivered from a given set of beamlet intensities is a random variable. Thus the objective function is also a random variable. In our stochastic formulation we minimize the expected value of this objective function. We developed a problem formulation that is both flexible and fast enough for use on real clinical cases. While working on accelerating the stochastic optimization, we developed a technique of voxel sampling. Voxel sampling is a randomized algorithms approach to a steepest descent problem based on estimating the gradient by only calculating the dose to a fraction of the voxels within the patient. When combined with an automatic sampling rate adaptation technique, voxel sampling produced an order of magnitude speed up in IMRT optimization. We also develop extensions of our results to Intensity Modulated Proton Therapy (IMPT). Due to the physics of proton beams the stochastic formulation yields visibly different and better plans than normal optimization. The results of our research have been incorporated into a software package OPT4D, which is an IMRT and IMPT optimization tool that we developed.

Pricing of swing options: A Monte Carlo simulation approach

NASA Astrophysics Data System (ADS)

Leow, Kai-Siong

We study the problem of pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject to local volumetric constraints. In addition, the total amount of energy traded from settlement to expiration with the counterparty is restricted by a global volumetric constraint. Violation of this global volumetric constraint is allowed but would lead to penalty settled at expiration. The pricing problem is formulated as a stochastic optimal control problem in discrete time and state space. We present a stochastic dynamic programming algorithm which is based on piecewise linear concave approximation of value functions. This algorithm yields the value of the swing option under the assumption that the optimal exercise policy is applied by the option holder. We present a proof of an almost sure convergence that the algorithm generates the optimal exercise strategy as the number of iterations approaches to infinity. Finally, we provide a numerical example for pricing a natural gas swing call option.

Stochastic optimization for the detection of changes in maternal heart rate kinetics during pregnancy

NASA Astrophysics Data System (ADS)

Zakynthinaki, M. S.; Barakat, R. O.; Cordente Martínez, C. A.; Sampedro Molinuevo, J.

2011-03-01

The stochastic optimization method ALOPEX IV has been successfully applied to the problem of detecting possible changes in the maternal heart rate kinetics during pregnancy. For this reason, maternal heart rate data were recorded before, during and after gestation, during sessions of exercises of constant mild intensity; ALOPEX IV stochastic optimization was used to calculate the parameter values that optimally fit a dynamical systems model to the experimental data. The results not only demonstrate the effectiveness of ALOPEX IV stochastic optimization, but also have important implications in the area of exercise physiology, as they reveal important changes in the maternal cardiovascular dynamics, as a result of pregnancy.

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

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

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

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

Malikopoulos, Andreas; Djouadi, Seddik M; Kuruganti, Teja

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to thosemore » studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.« less

Chance-Constrained Guidance With Non-Convex Constraints

NASA Technical Reports Server (NTRS)

Ono, Masahiro

2011-01-01

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

Condition-dependent mate choice: A stochastic dynamic programming approach.

PubMed

Frame, Alicia M; Mills, Alex F

2014-09-01

We study how changing female condition during the mating season and condition-dependent search costs impact female mate choice, and what strategies a female could employ in choosing mates to maximize her own fitness. We address this problem via a stochastic dynamic programming model of mate choice. In the model, a female encounters males sequentially and must choose whether to mate or continue searching. As the female searches, her own condition changes stochastically, and she incurs condition-dependent search costs. The female attempts to maximize the quality of the offspring, which is a function of the female's condition at mating and the quality of the male with whom she mates. The mating strategy that maximizes the female's net expected reward is a quality threshold. We compare the optimal policy with other well-known mate choice strategies, and we use simulations to examine how well the optimal policy fares under imperfect information. Copyright © 2014 Elsevier Inc. All rights reserved.

Effluent trading in river systems through stochastic decision-making process: a case study.

PubMed

Zolfagharipoor, Mohammad Amin; Ahmadi, Azadeh

2017-09-01

The objective of this paper is to provide an efficient framework for effluent trading in river systems. The proposed framework consists of two pessimistic and optimistic decision-making models to increase the executability of river water quality trading programs. The models used for this purpose are (1) stochastic fallback bargaining (SFB) to reach an agreement among wastewater dischargers and (2) stochastic multi-criteria decision-making (SMCDM) to determine the optimal treatment strategy. The Monte-Carlo simulation method is used to incorporate the uncertainty into analysis. This uncertainty arises from stochastic nature and the errors in the calculation of wastewater treatment costs. The results of river water quality simulation model are used as the inputs of models. The proposed models are used in a case study on the Zarjoub River in northern Iran to determine the best solution for the pollution load allocation. The best treatment alternatives selected by each model are imported, as the initial pollution discharge permits, into an optimization model developed for trading of pollution discharge permits among pollutant sources. The results show that the SFB-based water pollution trading approach reduces the costs by US$ 14,834 while providing a relative consensus among pollutant sources. Meanwhile, the SMCDM-based water pollution trading approach reduces the costs by US$ 218,852, but it is less acceptable by pollutant sources. Therefore, it appears that giving due attention to stability, or in other words acceptability of pollution trading programs for all pollutant sources, is an essential element of their success.

Perspective: Stochastic magnetic devices for cognitive computing

NASA Astrophysics Data System (ADS)

Roy, Kaushik; Sengupta, Abhronil; Shim, Yong

2018-06-01

Stochastic switching of nanomagnets can potentially enable probabilistic cognitive hardware consisting of noisy neural and synaptic components. Furthermore, computational paradigms inspired from the Ising computing model require stochasticity for achieving near-optimality in solutions to various types of combinatorial optimization problems such as the Graph Coloring Problem or the Travelling Salesman Problem. Achieving optimal solutions in such problems are computationally exhaustive and requires natural annealing to arrive at the near-optimal solutions. Stochastic switching of devices also finds use in applications involving Deep Belief Networks and Bayesian Inference. In this article, we provide a multi-disciplinary perspective across the stack of devices, circuits, and algorithms to illustrate how the stochastic switching dynamics of spintronic devices in the presence of thermal noise can provide a direct mapping to the computational units of such probabilistic intelligent systems.

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

In contemporary image and vision analysis, stochastic approaches demonstrate great flexibility in representing and modeling complex phenomena, while variational-PDE methods gain enormous computational advantages over Monte Carlo or other stochastic algorithms. In combination, the two can lead to much more powerful novel models and efficient algorithms. In the current work, we propose a stochastic-variational model for soft (or fuzzy) Mumford-Shah segmentation of mixture image patterns. Unlike the classical hard Mumford-Shah segmentation, the new model allows each pixel to belong to each image pattern with some probability. Soft segmentation could lead to hard segmentation, and hence is more general. The modeling procedure, mathematical analysis on the existence of optimal solutions, and computational implementation of the new model are explored in detail, and numerical examples of both synthetic and natural images are presented. PMID:23165059

Fusion of Hard and Soft Information in Nonparametric Density Estimation

DTIC Science & Technology

2015-06-10

and stochastic optimization models, in analysis of simulation output, and when instantiating probability models. We adopt a constrained maximum...particular, density estimation is needed for generation of input densities to simulation and stochastic optimization models, in analysis of simulation output...an essential step in simulation analysis and stochastic optimization is the generation of probability densities for input random variables; see for

Output-Feedback Control of Unknown Linear Discrete-Time Systems With Stochastic Measurement and Process Noise via Approximate Dynamic Programming.

PubMed

Wang, Jun-Sheng; Yang, Guang-Hong

2017-07-25

This paper studies the optimal output-feedback control problem for unknown linear discrete-time systems with stochastic measurement and process noise. A dithered Bellman equation with the innovation covariance matrix is constructed via the expectation operator given in the form of a finite summation. On this basis, an output-feedback-based approximate dynamic programming method is developed, where the terms depending on the innovation covariance matrix are available with the aid of the innovation covariance matrix identified beforehand. Therefore, by iterating the Bellman equation, the resulting value function can converge to the optimal one in the presence of the aforementioned noise, and the nearly optimal control laws are delivered. To show the effectiveness and the advantages of the proposed approach, a simulation example and a velocity control experiment on a dc machine are employed.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

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

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

Stochastic modelling of temperatures affecting the in situ performance of a solar-assisted heat pump: The multivariate approach and physical interpretation

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

Loveday, D.L.; Craggs, C.

Box-Jenkins-based multivariate stochastic modeling is carried out using data recorded from a domestic heating system. The system comprises an air-source heat pump sited in the roof space of a house, solar assistance being provided by the conventional tile roof acting as a radiation absorber. Multivariate models are presented which illustrate the time-dependent relationships between three air temperatures - at external ambient, at entry to, and at exit from, the heat pump evaporator. Using a deterministic modeling approach, physical interpretations are placed on the results of the multivariate technique. It is concluded that the multivariate Box-Jenkins approach is a suitable techniquemore » for building thermal analysis. Application to multivariate Box-Jenkins approach is a suitable technique for building thermal analysis. Application to multivariate model-based control is discussed, with particular reference to building energy management systems. It is further concluded that stochastic modeling of data drawn from a short monitoring period offers a means of retrofitting an advanced model-based control system in existing buildings, which could be used to optimize energy savings. An approach to system simulation is suggested.« less

Minimizing the stochasticity of halos in large-scale structure surveys

NASA Astrophysics Data System (ADS)

Hamaus, Nico; Seljak, Uroš; Desjacques, Vincent; Smith, Robert E.; Baldauf, Tobias

2010-08-01

In recent work (Seljak, Hamaus, and Desjacques 2009) it was found that weighting central halo galaxies by halo mass can significantly suppress their stochasticity relative to the dark matter, well below the Poisson model expectation. This is useful for constraining relations between galaxies and the dark matter, such as the galaxy bias, especially in situations where sampling variance errors can be eliminated. In this paper we extend this study with the goal of finding the optimal mass-dependent halo weighting. We use N-body simulations to perform a general analysis of halo stochasticity and its dependence on halo mass. We investigate the stochasticity matrix, defined as Cij≡⟨(δi-biδm)(δj-bjδm)⟩, where δm is the dark matter overdensity in Fourier space, δi the halo overdensity of the i-th halo mass bin, and bi the corresponding halo bias. In contrast to the Poisson model predictions we detect nonvanishing correlations between different mass bins. We also find the diagonal terms to be sub-Poissonian for the highest-mass halos. The diagonalization of this matrix results in one large and one low eigenvalue, with the remaining eigenvalues close to the Poisson prediction 1/n¯, where n¯ is the mean halo number density. The eigenmode with the lowest eigenvalue contains most of the information and the corresponding eigenvector provides an optimal weighting function to minimize the stochasticity between halos and dark matter. We find this optimal weighting function to match linear mass weighting at high masses, while at the low-mass end the weights approach a constant whose value depends on the low-mass cut in the halo mass function. This weighting further suppresses the stochasticity as compared to the previously explored mass weighting. Finally, we employ the halo model to derive the stochasticity matrix and the scale-dependent bias from an analytical perspective. It is remarkably successful in reproducing our numerical results and predicts that the stochasticity between halos and the dark matter can be reduced further when going to halo masses lower than we can resolve in current simulations.

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.

Stochastic Optimization for an Analytical Model of Saltwater Intrusion in Coastal Aquifers

PubMed Central

Stratis, Paris N.; Karatzas, George P.; Papadopoulou, Elena P.; Zakynthinaki, Maria S.; Saridakis, Yiannis G.

2016-01-01

The present study implements a stochastic optimization technique to optimally manage freshwater pumping from coastal aquifers. Our simulations utilize the well-known sharp interface model for saltwater intrusion in coastal aquifers together with its known analytical solution. The objective is to maximize the total volume of freshwater pumped by the wells from the aquifer while, at the same time, protecting the aquifer from saltwater intrusion. In the direction of dealing with this problem in real time, the ALOPEX stochastic optimization method is used, to optimize the pumping rates of the wells, coupled with a penalty-based strategy that keeps the saltwater front at a safe distance from the wells. Several numerical optimization results, that simulate a known real aquifer case, are presented. The results explore the computational performance of the chosen stochastic optimization method as well as its abilities to manage freshwater pumping in real aquifer environments. PMID:27689362

Constraining Stochastic Parametrisation Schemes Using High-Resolution Model Simulations

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Dawson, A.; Palmer, T.

2017-12-01

Stochastic parametrisations are used in weather and climate models as a physically motivated way to represent model error due to unresolved processes. Designing new stochastic schemes has been the target of much innovative research over the last decade. While a focus has been on developing physically motivated approaches, many successful stochastic parametrisation schemes are very simple, such as the European Centre for Medium-Range Weather Forecasts (ECMWF) multiplicative scheme `Stochastically Perturbed Parametrisation Tendencies' (SPPT). The SPPT scheme improves the skill of probabilistic weather and seasonal forecasts, and so is widely used. However, little work has focused on assessing the physical basis of the SPPT scheme. We address this matter by using high-resolution model simulations to explicitly measure the `error' in the parametrised tendency that SPPT seeks to represent. The high resolution simulations are first coarse-grained to the desired forecast model resolution before they are used to produce initial conditions and forcing data needed to drive the ECMWF Single Column Model (SCM). By comparing SCM forecast tendencies with the evolution of the high resolution model, we can measure the `error' in the forecast tendencies. In this way, we provide justification for the multiplicative nature of SPPT, and for the temporal and spatial scales of the stochastic perturbations. However, we also identify issues with the SPPT scheme. It is therefore hoped these measurements will improve both holistic and process based approaches to stochastic parametrisation. Figure caption: Instantaneous snapshot of the optimal SPPT stochastic perturbation, derived by comparing high-resolution simulations with a low resolution forecast model.

Acceleration of discrete stochastic biochemical simulation using GPGPU.

PubMed

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130.

Acceleration of discrete stochastic biochemical simulation using GPGPU

PubMed Central

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130. PMID:25762936

Leveraging human decision making through the optimal management of centralized resources

NASA Astrophysics Data System (ADS)

Hyden, Paul; McGrath, Richard G.

2016-05-01

Combining results from mixed integer optimization, stochastic modeling and queuing theory, we will advance the interdisciplinary problem of efficiently and effectively allocating centrally managed resources. Academia currently fails to address this, as the esoteric demands of each of these large research areas limits work across traditional boundaries. The commercial space does not currently address these challenges due to the absence of a profit metric. By constructing algorithms that explicitly use inputs across boundaries, we are able to incorporate the advantages of using human decision makers. Key improvements in the underlying algorithms are made possible by aligning decision maker goals with the feedback loops introduced between the core optimization step and the modeling of the overall stochastic process of supply and demand. A key observation is that human decision-makers must be explicitly included in the analysis for these approaches to be ultimately successful. Transformative access gives warfighters and mission owners greater understanding of global needs and allows for relationships to guide optimal resource allocation decisions. Mastery of demand processes and optimization bottlenecks reveals long term maximum marginal utility gaps in capabilities.

SDU: A Semidefinite Programming-Based Underestimation Method for Stochastic Global Optimization in Protein Docking

DTIC Science & Technology

2007-04-01

optimization methodology we introduce. State-of-the-art protein - protein docking approaches start by identifying conformations with good surface /chemical com...side-chains on the interface ). The protein - protein docking literature (e.g., [8] and the references therein) is predominantly treating the docking...mations by various measures of surface complementarity which can be efficiently computed using fast Fourier correlation tech- niques (FFTs). However, when

Modeling Limited Foresight in Water Management Systems

NASA Astrophysics Data System (ADS)

Howitt, R.

2005-12-01

The inability to forecast future water supplies means that their management inevitably occurs under situations of limited foresight. Three modeling problems arise, first what type of objective function is a manager with limited foresight optimizing? Second how can we measure these objectives? Third can objective functions that incorporate uncertainty be integrated within the structure of optimizing water management models? The paper reviews the concepts of relative risk aversion and intertemporal substitution that underlie stochastic dynamic preference functions. Some initial results from the estimation of such functions for four different dam operations in northern California are presented and discussed. It appears that the path of previous water decisions and states influences the decision-makers willingness to trade off water supplies between periods. A compromise modeling approach that incorporates carry-over value functions under limited foresight within a broader net work optimal water management model is developed. The approach uses annual carry-over value functions derived from small dimension stochastic dynamic programs embedded within a larger dimension water allocation network. The disaggregation of the carry-over value functions to the broader network is extended using the space rule concept. Initial results suggest that the solution of such annual nonlinear network optimizations is comparable to, or faster than, the solution of linear network problems over long time series.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

Machine learning for inverse lithography: using stochastic gradient descent for robust photomask synthesis

NASA Astrophysics Data System (ADS)

Jia, Ningning; Y Lam, Edmund

2010-04-01

Inverse lithography technology (ILT) synthesizes photomasks by solving an inverse imaging problem through optimization of an appropriate functional. Much effort on ILT is dedicated to deriving superior masks at a nominal process condition. However, the lower k1 factor causes the mask to be more sensitive to process variations. Robustness to major process variations, such as focus and dose variations, is desired. In this paper, we consider the focus variation as a stochastic variable, and treat the mask design as a machine learning problem. The stochastic gradient descent approach, which is a useful tool in machine learning, is adopted to train the mask design. Compared with previous work, simulation shows that the proposed algorithm is effective in producing robust masks.

Genetic evolutionary taboo search for optimal marker placement in infrared patient setup

NASA Astrophysics Data System (ADS)

Riboldi, M.; Baroni, G.; Spadea, M. F.; Tagaste, B.; Garibaldi, C.; Cambria, R.; Orecchia, R.; Pedotti, A.

2007-09-01

In infrared patient setup adequate selection of the external fiducial configuration is required for compensating inner target displacements (target registration error, TRE). Genetic algorithms (GA) and taboo search (TS) were applied in a newly designed approach to optimal marker placement: the genetic evolutionary taboo search (GETS) algorithm. In the GETS paradigm, multiple solutions are simultaneously tested in a stochastic evolutionary scheme, where taboo-based decision making and adaptive memory guide the optimization process. The GETS algorithm was tested on a group of ten prostate patients, to be compared to standard optimization and to randomly selected configurations. The changes in the optimal marker configuration, when TRE is minimized for OARs, were specifically examined. Optimal GETS configurations ensured a 26.5% mean decrease in the TRE value, versus 19.4% for conventional quasi-Newton optimization. Common features in GETS marker configurations were highlighted in the dataset of ten patients, even when multiple runs of the stochastic algorithm were performed. Including OARs in TRE minimization did not considerably affect the spatial distribution of GETS marker configurations. In conclusion, the GETS algorithm proved to be highly effective in solving the optimal marker placement problem. Further work is needed to embed site-specific deformation models in the optimization process.

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.

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

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

Learning stochastic reward distributions in a speeded pointing task.

PubMed

Seydell, Anna; McCann, Brian C; Trommershäuser, Julia; Knill, David C

2008-04-23

Recent studies have shown that humans effectively take into account task variance caused by intrinsic motor noise when planning fast hand movements. However, previous evidence suggests that humans have greater difficulty accounting for arbitrary forms of stochasticity in their environment, both in economic decision making and sensorimotor tasks. We hypothesized that humans can learn to optimize movement strategies when environmental randomness can be experienced and thus implicitly learned over several trials, especially if it mimics the kinds of randomness for which subjects might have generative models. We tested the hypothesis using a task in which subjects had to rapidly point at a target region partly covered by three stochastic penalty regions introduced as "defenders." At movement completion, each defender jumped to a new position drawn randomly from fixed probability distributions. Subjects earned points when they hit the target, unblocked by a defender, and lost points otherwise. Results indicate that after approximately 600 trials, subjects approached optimal behavior. We further tested whether subjects simply learned a set of stimulus-contingent motor plans or the statistics of defenders' movements by training subjects with one penalty distribution and then testing them on a new penalty distribution. Subjects immediately changed their strategy to achieve the same average reward as subjects who had trained with the second penalty distribution. These results indicate that subjects learned the parameters of the defenders' jump distributions and used this knowledge to optimally plan their hand movements under conditions involving stochastic rewards and penalties.

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

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

DOE PAGES

Liu, Jianfeng; Laird, Carl Damon

2017-09-22

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

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

Liu, Jianfeng; Laird, Carl Damon

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

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.

Optimal land use management for soil erosion control by using an interval-parameter fuzzy two-stage stochastic programming approach.

PubMed

Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

2013-09-01

Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 10(9) $ was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

Optimal Land Use Management for Soil Erosion Control by Using an Interval-Parameter Fuzzy Two-Stage Stochastic Programming Approach

NASA Astrophysics Data System (ADS)

Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

2013-09-01

Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 109 was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

Generating moment matching scenarios using optimization techniques

DOE PAGES

Mehrotra, Sanjay; Papp, Dávid

2013-05-16

An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem thatmore » is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.« less

Stochastic optimization for modeling physiological time series: application to the heart rate response to exercise

NASA Astrophysics Data System (ADS)

Zakynthinaki, M. S.; Stirling, J. R.

2007-01-01

Stochastic optimization is applied to the problem of optimizing the fit of a model to the time series of raw physiological (heart rate) data. The physiological response to exercise has been recently modeled as a dynamical system. Fitting the model to a set of raw physiological time series data is, however, not a trivial task. For this reason and in order to calculate the optimal values of the parameters of the model, the present study implements the powerful stochastic optimization method ALOPEX IV, an algorithm that has been proven to be fast, effective and easy to implement. The optimal parameters of the model, calculated by the optimization method for the particular athlete, are very important as they characterize the athlete's current condition. The present study applies the ALOPEX IV stochastic optimization to the modeling of a set of heart rate time series data corresponding to different exercises of constant intensity. An analysis of the optimization algorithm, together with an analytic proof of its convergence (in the absence of noise), is also presented.

Multi-fidelity Gaussian process regression for prediction of random fields

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

Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.

We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less

Development of a Stochastically-driven, Forward Predictive Performance Model for PEMFCs

NASA Astrophysics Data System (ADS)

Harvey, David Benjamin Paul

A one-dimensional multi-scale coupled, transient, and mechanistic performance model for a PEMFC membrane electrode assembly has been developed. The model explicitly includes each of the 5 layers within a membrane electrode assembly and solves for the transport of charge, heat, mass, species, dissolved water, and liquid water. Key features of the model include the use of a multi-step implementation of the HOR reaction on the anode, agglomerate catalyst sub-models for both the anode and cathode catalyst layers, a unique approach that links the composition of the catalyst layer to key properties within the agglomerate model and the implementation of a stochastic input-based approach for component material properties. The model employs a new methodology for validation using statistically varying input parameters and statistically-based experimental performance data; this model represents the first stochastic input driven unit cell performance model. The stochastic input driven performance model was used to identify optimal ionomer content within the cathode catalyst layer, demonstrate the role of material variation in potential low performing MEA materials, provide explanation for the performance of low-Pt loaded MEAs, and investigate the validity of transient-sweep experimental diagnostic methods.

Optimal regeneration planning for old-growth forest: addressing scientific uncertainty in endangered species recovery through adaptive management

USGS Publications Warehouse

Moore, C.T.; Conroy, M.J.

2006-01-01

Stochastic and structural uncertainties about forest dynamics present challenges in the management of ephemeral habitat conditions for endangered forest species. Maintaining critical foraging and breeding habitat for the endangered red-cockaded woodpecker (Picoides borealis) requires an uninterrupted supply of old-growth forest. We constructed and optimized a dynamic forest growth model for the Piedmont National Wildlife Refuge (Georgia, USA) with the objective of perpetuating a maximum stream of old-growth forest habitat. Our model accommodates stochastic disturbances and hardwood succession rates, and uncertainty about model structure. We produced a regeneration policy that was indexed by current forest state and by current weight of evidence among alternative model forms. We used adaptive stochastic dynamic programming, which anticipates that model probabilities, as well as forest states, may change through time, with consequent evolution of the optimal decision for any given forest state. In light of considerable uncertainty about forest dynamics, we analyzed a set of competing models incorporating extreme, but plausible, parameter values. Under any of these models, forest silviculture practices currently recommended for the creation of woodpecker habitat are suboptimal. We endorse fully adaptive approaches to the management of endangered species habitats in which predictive modeling, monitoring, and assessment are tightly linked.

Sparse Learning with Stochastic Composite Optimization.

PubMed

Zhang, Weizhong; Zhang, Lijun; Jin, Zhongming; Jin, Rong; Cai, Deng; Li, Xuelong; Liang, Ronghua; He, Xiaofei

2017-06-01

In this paper, we study Stochastic Composite Optimization (SCO) for sparse learning that aims to learn a sparse solution from a composite function. Most of the recent SCO algorithms have already reached the optimal expected convergence rate O(1/λT), but they often fail to deliver sparse solutions at the end either due to the limited sparsity regularization during stochastic optimization (SO) or due to the limitation in online-to-batch conversion. Even when the objective function is strongly convex, their high probability bounds can only attain O(√{log(1/δ)/T}) with δ is the failure probability, which is much worse than the expected convergence rate. To address these limitations, we propose a simple yet effective two-phase Stochastic Composite Optimization scheme by adding a novel powerful sparse online-to-batch conversion to the general Stochastic Optimization algorithms. We further develop three concrete algorithms, OptimalSL, LastSL and AverageSL, directly under our scheme to prove the effectiveness of the proposed scheme. Both the theoretical analysis and the experiment results show that our methods can really outperform the existing methods at the ability of sparse learning and at the meantime we can improve the high probability bound to approximately O(log(log(T)/δ)/λT).

Robust optimization-based DC optimal power flow for managing wind generation uncertainty

NASA Astrophysics Data System (ADS)

Boonchuay, Chanwit; Tomsovic, Kevin; Li, Fangxing; Ongsakul, Weerakorn

2012-11-01

Integrating wind generation into the wider grid causes a number of challenges to traditional power system operation. Given the relatively large wind forecast errors, congestion management tools based on optimal power flow (OPF) need to be improved. In this paper, a robust optimization (RO)-based DCOPF is proposed to determine the optimal generation dispatch and locational marginal prices (LMPs) for a day-ahead competitive electricity market considering the risk of dispatch cost variation. The basic concept is to use the dispatch to hedge against the possibility of reduced or increased wind generation. The proposed RO-based DCOPF is compared with a stochastic non-linear programming (SNP) approach on a modified PJM 5-bus system. Primary test results show that the proposed DCOPF model can provide lower dispatch cost than the SNP approach.

Computationally efficient stochastic optimization using multiple realizations

NASA Astrophysics Data System (ADS)

Bayer, P.; Bürger, C. M.; Finkel, M.

2008-02-01

The presented study is concerned with computationally efficient methods for solving stochastic optimization problems involving multiple equally probable realizations of uncertain parameters. A new and straightforward technique is introduced that is based on dynamically ordering the stack of realizations during the search procedure. The rationale is that a small number of critical realizations govern the output of a reliability-based objective function. By utilizing a problem, which is typical to designing a water supply well field, several variants of this "stack ordering" approach are tested. The results are statistically assessed, in terms of optimality and nominal reliability. This study demonstrates that the simple ordering of a given number of 500 realizations while applying an evolutionary search algorithm can save about half of the model runs without compromising the optimization procedure. More advanced variants of stack ordering can, if properly configured, save up to more than 97% of the computational effort that would be required if the entire number of realizations were considered. The findings herein are promising for similar problems of water management and reliability-based design in general, and particularly for non-convex problems that require heuristic search techniques.

Building Development Monitoring in Multitemporal Remotely Sensed Image Pairs with Stochastic Birth-Death Dynamics.

PubMed

Benedek, C; Descombes, X; Zerubia, J

2012-01-01

In this paper, we introduce a new probabilistic method which integrates building extraction with change detection in remotely sensed image pairs. A global optimization process attempts to find the optimal configuration of buildings, considering the observed data, prior knowledge, and interactions between the neighboring building parts. We present methodological contributions in three key issues: 1) We implement a novel object-change modeling approach based on Multitemporal Marked Point Processes, which simultaneously exploits low-level change information between the time layers and object-level building description to recognize and separate changed and unaltered buildings. 2) To answer the challenges of data heterogeneity in aerial and satellite image repositories, we construct a flexible hierarchical framework which can create various building appearance models from different elementary feature-based modules. 3) To simultaneously ensure the convergence, optimality, and computation complexity constraints raised by the increased data quantity, we adopt the quick Multiple Birth and Death optimization technique for change detection purposes, and propose a novel nonuniform stochastic object birth process which generates relevant objects with higher probability based on low-level image features.

Towards sub-optimal stochastic control of partially observable stochastic systems

NASA Technical Reports Server (NTRS)

Ruzicka, G. J.

1980-01-01

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

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.

Hybrid Differential Dynamic Programming with Stochastic Search

NASA Technical Reports Server (NTRS)

Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob

2016-01-01

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASAs Dawn mission. The Dawn trajectory was designed with the DDP-based Static Dynamic Optimal Control algorithm used in the Mystic software. Another recently developed method, Hybrid Differential Dynamic Programming (HDDP) is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Decentralized Network Interdiction Games

DTIC Science & Technology

2015-12-31

approach is termed as the sample average approximation ( SAA ) method, and theories on the asymptotic convergence to the original problem’s optimal...used in the SAA method’s convergence. While we provided detailed proof of such convergence in [P3], a side benefit of the proof is that it weakens the...conditions required when applying the general SAA approach to the block-structured stochastic programming problem 17. As the conditions known in the

Scenario-based modeling for multiple allocation hub location problem under disruption risk: multiple cuts Benders decomposition approach

NASA Astrophysics Data System (ADS)

Yahyaei, Mohsen; Bashiri, Mahdi

2017-12-01

The hub location problem arises in a variety of domains such as transportation and telecommunication systems. In many real-world situations, hub facilities are subject to disruption. This paper deals with the multiple allocation hub location problem in the presence of facilities failure. To model the problem, a two-stage stochastic formulation is developed. In the proposed model, the number of scenarios grows exponentially with the number of facilities. To alleviate this issue, two approaches are applied simultaneously. The first approach is to apply sample average approximation to approximate the two stochastic problem via sampling. Then, by applying the multiple cuts Benders decomposition approach, computational performance is enhanced. Numerical studies show the effective performance of the SAA in terms of optimality gap for small problem instances with numerous scenarios. Moreover, performance of multi-cut Benders decomposition is assessed through comparison with the classic version and the computational results reveal the superiority of the multi-cut approach regarding the computational time and number of iterations.

Simulation-optimization of large agro-hydrosystems using a decomposition approach

NASA Astrophysics Data System (ADS)

Schuetze, Niels; Grundmann, Jens

2014-05-01

In this contribution a stochastic simulation-optimization framework for decision support for optimal planning and operation of water supply of large agro-hydrosystems is presented. It is based on a decomposition solution strategy which allows for (i) the usage of numerical process models together with efficient Monte Carlo simulations for a reliable estimation of higher quantiles of the minimum agricultural water demand for full and deficit irrigation strategies at small scale (farm level), and (ii) the utilization of the optimization results at small scale for solving water resources management problems at regional scale. As a secondary result of several simulation-optimization runs at the smaller scale stochastic crop-water production functions (SCWPF) for different crops are derived which can be used as a basic tool for assessing the impact of climate variability on risk for potential yield. In addition, microeconomic impacts of climate change and the vulnerability of the agro-ecological systems are evaluated. The developed methodology is demonstrated through its application on a real-world case study for the South Al-Batinah region in the Sultanate of Oman where a coastal aquifer is affected by saltwater intrusion due to excessive groundwater withdrawal for irrigated agriculture.

On Distributed PV Hosting Capacity Estimation, Sensitivity Study, and Improvement

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

Ding, Fei; Mather, Barry

This paper first studies the estimated distributed PV hosting capacities of seventeen utility distribution feeders using the Monte Carlo simulation based stochastic analysis, and then analyzes the sensitivity of PV hosting capacity to both feeder and photovoltaic system characteristics. Furthermore, an active distribution network management approach is proposed to maximize PV hosting capacity by optimally switching capacitors, adjusting voltage regulator taps, managing controllable branch switches and controlling smart PV inverters. The approach is formulated as a mixed-integer nonlinear optimization problem and a genetic algorithm is developed to obtain the solution. Multiple simulation cases are studied and the effectiveness of themore » proposed approach on increasing PV hosting capacity is demonstrated.« less

Stochastic reconstructions of spectral functions: Application to lattice QCD

NASA Astrophysics Data System (ADS)

Ding, H.-T.; Kaczmarek, O.; Mukherjee, Swagato; Ohno, H.; Shu, H.-T.

2018-05-01

We present a detailed study of the applications of two stochastic approaches, stochastic optimization method (SOM) and stochastic analytical inference (SAI), to extract spectral functions from Euclidean correlation functions. SOM has the advantage that it does not require prior information. On the other hand, SAI is a more generalized method based on Bayesian inference. Under mean field approximation SAI reduces to the often-used maximum entropy method (MEM) and for a specific choice of the prior SAI becomes equivalent to SOM. To test the applicability of these two stochastic methods to lattice QCD, firstly, we apply these methods to various reasonably chosen model correlation functions and present detailed comparisons of the reconstructed spectral functions obtained from SOM, SAI and MEM. Next, we present similar studies for charmonia correlation functions obtained from lattice QCD computations using clover-improved Wilson fermions on large, fine, isotropic lattices at 0.75 and 1.5 Tc, Tc being the deconfinement transition temperature of a pure gluon plasma. We find that SAI and SOM give consistent results to MEM at these two temperatures.

Stochastic Robust Mathematical Programming Model for Power System Optimization

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

Liu, Cong; Changhyeok, Lee; Haoyong, Chen

2016-01-01

This paper presents a stochastic robust framework for two-stage power system optimization problems with uncertainty. The model optimizes the probabilistic expectation of different worst-case scenarios with ifferent uncertainty sets. A case study of unit commitment shows the effectiveness of the proposed model and algorithms.

Stochastic Real-Time Optimal Control: A Pseudospectral Approach for Bearing-Only Trajectory Optimization

DTIC Science & Technology

2011-09-01

artificially creating enough baseline to enable triangulation. This motion comes at the expense of the primary mission, unless the entire purpose...control of a sUAS for surveillance and other mis-sions. Completely autonomous UAS control for surveillance missions is still an on-the-horizon...work, xapp, was correspondingly set to 2-m. Since the test platform for the algorithm was a helicopter vice a fixed-wing UAS , an aggressive flare segment

Charging power optimization for nonlinear vibration energy harvesting systems subjected to arbitrary, persistent base excitations

NASA Astrophysics Data System (ADS)

Dai, Quanqi; Harne, Ryan L.

2018-01-01

The vibrations of mechanical systems and structures are often a combination of periodic and random motions. Emerging interest to exploit nonlinearities in vibration energy harvesting systems for charging microelectronics may be challenged by such reality due to the potential to transition between favorable and unfavorable dynamic regimes for DC power delivery. Therefore, a need exists to devise an optimization method whereby charging power from nonlinear energy harvesters remains maximized when excitation conditions are neither purely harmonic nor purely random, which have been the attention of past research. This study meets the need by building from an analytical approach that characterizes the dynamic response of nonlinear energy harvesting platforms subjected to combined harmonic and stochastic base accelerations. Here, analytical expressions are formulated and validated to optimize charging power while the influences of the relative proportions of excitation types are concurrently assessed. It is found that about a 2 times deviation in optimal resistive loads can reduce the charging power by 20% when the system is more prominently driven by harmonic base accelerations, whereas a greater proportion of stochastic excitation results in a 11% reduction in power for the same resistance deviation. In addition, the results reveal that when the frequency of a predominantly harmonic excitation deviates by 50% from optimal conditions the charging power reduces by 70%, whereas the same frequency deviation for a more stochastically dominated excitation reduce total DC power by only 20%. These results underscore the need for maximizing direct current power delivery for nonlinear energy harvesting systems in practical operating environments.

Local Approximation and Hierarchical Methods for Stochastic Optimization

NASA Astrophysics Data System (ADS)

Cheng, Bolong

In this thesis, we present local and hierarchical approximation methods for two classes of stochastic optimization problems: optimal learning and Markov decision processes. For the optimal learning problem class, we introduce a locally linear model with radial basis function for estimating the posterior mean of the unknown objective function. The method uses a compact representation of the function which avoids storing the entire history, as is typically required by nonparametric methods. We derive a knowledge gradient policy with the locally parametric model, which maximizes the expected value of information. We show the policy is asymptotically optimal in theory, and experimental works suggests that the method can reliably find the optimal solution on a range of test functions. For the Markov decision processes problem class, we are motivated by an application where we want to co-optimize a battery for multiple revenue, in particular energy arbitrage and frequency regulation. The nature of this problem requires the battery to make charging and discharging decisions at different time scales while accounting for the stochastic information such as load demand, electricity prices, and regulation signals. Computing the exact optimal policy becomes intractable due to the large state space and the number of time steps. We propose two methods to circumvent the computation bottleneck. First, we propose a nested MDP model that structure the co-optimization problem into smaller sub-problems with reduced state space. This new model allows us to understand how the battery behaves down to the two-second dynamics (that of the frequency regulation market). Second, we introduce a low-rank value function approximation for backward dynamic programming. This new method only requires computing the exact value function for a small subset of the state space and approximate the entire value function via low-rank matrix completion. We test these methods on historical price data from the PJM Interconnect and show that it outperforms the baseline approach used in the industry.

Multi-criteria dynamic decision under uncertainty: a stochastic viability analysis and an application to sustainable fishery management.

PubMed

De Lara, M; Martinet, V

2009-02-01

Managing natural resources in a sustainable way is a hard task, due to uncertainties, dynamics and conflicting objectives (ecological, social, and economical). We propose a stochastic viability approach to address such problems. We consider a discrete-time control dynamical model with uncertainties, representing a bioeconomic system. The sustainability of this system is described by a set of constraints, defined in practice by indicators - namely, state, control and uncertainty functions - together with thresholds. This approach aims at identifying decision rules such that a set of constraints, representing various objectives, is respected with maximal probability. Under appropriate monotonicity properties of dynamics and constraints, having economic and biological content, we characterize an optimal feedback. The connection is made between this approach and the so-called Management Strategy Evaluation for fisheries. A numerical application to sustainable management of Bay of Biscay nephrops-hakes mixed fishery is given.

An Approach to Optimal Control of Electrodynamic Tethers in a Stochastically Varying Drag Environment

DTIC Science & Technology

2011-05-06

and used to help address some of the complications and drawbacks of chemical propulsion systems. One such technology is electric propulsion, which...in and out of the orbital plane around its equilibrium point. The motion is similar to a swinging pendulum . These librations are due to the

a Stochastic Approach to Multiobjective Optimization of Large-Scale Water Reservoir Networks

NASA Astrophysics Data System (ADS)

Bottacin-Busolin, A.; Worman, A. L.

2013-12-01

A main challenge for the planning and management of water resources is the development of multiobjective strategies for operation of large-scale water reservoir networks. The optimal sequence of water releases from multiple reservoirs depends on the stochastic variability of correlated hydrologic inflows and on various processes that affect water demand and energy prices. Although several methods have been suggested, large-scale optimization problems arising in water resources management are still plagued by the high dimensional state space and by the stochastic nature of the hydrologic inflows. In this work, the optimization of reservoir operation is approached using approximate dynamic programming (ADP) with policy iteration and function approximators. The method is based on an off-line learning process in which operating policies are evaluated for a number of stochastic inflow scenarios, and the resulting value functions are used to design new, improved policies until convergence is attained. A case study is presented of a multi-reservoir system in the Dalälven River, Sweden, which includes 13 interconnected reservoirs and 36 power stations. Depending on the late spring and summer peak discharges, the lowlands adjacent to Dalälven can often be flooded during the summer period, and the presence of stagnating floodwater during the hottest months of the year is the cause of a large proliferation of mosquitos, which is a major problem for the people living in the surroundings. Chemical pesticides are currently being used as a preventive countermeasure, which do not provide an effective solution to the problem and have adverse environmental impacts. In this study, ADP was used to analyze the feasibility of alternative operating policies for reducing the flood risk at a reasonable economic cost for the hydropower companies. To this end, mid-term operating policies were derived by combining flood risk reduction with hydropower production objectives. The performance of the resulting policies was evaluated by simulating the online operating process for historical inflow scenarios and synthetic inflow forecasts. The simulations are based on a combined mid- and short-term planning model in which the value function derived in the mid-term planning phase provides the value of the policy at the end of the short-term operating horizon. While a purely deterministic linear analysis provided rather optimistic results, the stochastic model allowed for a more accurate evaluation of trade-offs and limitations of alternative operating strategies for the Dalälven reservoir network.

Energy and operation management of a microgrid using particle swarm optimization

NASA Astrophysics Data System (ADS)

Radosavljević, Jordan; Jevtić, Miroljub; Klimenta, Dardan

2016-05-01

This article presents an efficient algorithm based on particle swarm optimization (PSO) for energy and operation management (EOM) of a microgrid including different distributed generation units and energy storage devices. The proposed approach employs PSO to minimize the total energy and operating cost of the microgrid via optimal adjustment of the control variables of the EOM, while satisfying various operating constraints. Owing to the stochastic nature of energy produced from renewable sources, i.e. wind turbines and photovoltaic systems, as well as load uncertainties and market prices, a probabilistic approach in the EOM is introduced. The proposed method is examined and tested on a typical grid-connected microgrid including fuel cell, gas-fired microturbine, wind turbine, photovoltaic and energy storage devices. The obtained results prove the efficiency of the proposed approach to solve the EOM of the microgrids.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

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.

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Solikhin

2016-06-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

General Results in Optimal Control of Discrete-Time Nonlinear Stochastic Systems

DTIC Science & Technology

1988-01-01

P. J. McLane, "Optimal Stochastic Control of Linear System. with State- and Control-Dependent Distur- bances," ZEEE Trans. 4uto. Contr., Vol. 16, No...Vol. 45, No. 1, pp. 359-362, 1987 (9] R. R. Mohler and W. J. Kolodziej, "An Overview of Stochastic Bilinear Control Processes," ZEEE Trans. Syst...34 J. of Math. anal. App.:, Vol. 47, pp. 156-161, 1974 [14) E. Yaz, "A Control Scheme for a Class of Discrete Nonlinear Stochastic Systems," ZEEE Trans

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.

Stochastic Multi-Commodity Facility Location Based on a New Scenario Generation Technique

NASA Astrophysics Data System (ADS)

Mahootchi, M.; Fattahi, M.; Khakbazan, E.

2011-11-01

This paper extends two models for stochastic multi-commodity facility location problem. The problem is formulated as two-stage stochastic programming. As a main point of this study, a new algorithm is applied to efficiently generate scenarios for uncertain correlated customers' demands. This algorithm uses Latin Hypercube Sampling (LHS) and a scenario reduction approach. The relation between customer satisfaction level and cost are considered in model I. The risk measure using Conditional Value-at-Risk (CVaR) is embedded into the optimization model II. Here, the structure of the network contains three facility layers including plants, distribution centers, and retailers. The first stage decisions are the number, locations, and the capacity of distribution centers. In the second stage, the decisions are the amount of productions, the volume of transportation between plants and customers.

Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times.

PubMed

Yang, Xin; Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

2016-01-01

This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems.

Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times

PubMed Central

Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

2016-01-01

This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems. PMID:27907163

A model of interaction between anticorruption authority and corruption groups

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

Neverova, Elena G.; Malafeyef, Oleg A.

The paper provides a model of interaction between anticorruption unit and corruption groups. The main policy functions of the anticorruption unit involve reducing corrupt practices in some entities through an optimal approach to resource allocation and effective anticorruption policy. We develop a model based on Markov decision-making process and use Howard’s policy-improvement algorithm for solving an optimal decision strategy. We examine the assumption that corruption groups retaliate against the anticorruption authority to protect themselves. This model was implemented through stochastic game.

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

Simulated Stochastic Approximation Annealing for Global Optimization with a Square-Root Cooling Schedule

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

Liang, Faming; Cheng, Yichen; Lin, Guang

2014-06-13

Simulated annealing has been widely used in the solution of optimization problems. As known by many researchers, the global optima cannot be guaranteed to be located by simulated annealing unless a logarithmic cooling schedule is used. However, the logarithmic cooling schedule is so slow that no one can afford to have such a long CPU time. This paper proposes a new stochastic optimization algorithm, the so-called simulated stochastic approximation annealing algorithm, which is a combination of simulated annealing and the stochastic approximation Monte Carlo algorithm. Under the framework of stochastic approximation Markov chain Monte Carlo, it is shown that themore » new algorithm can work with a cooling schedule in which the temperature can decrease much faster than in the logarithmic cooling schedule, e.g., a square-root cooling schedule, while guaranteeing the global optima to be reached when the temperature tends to zero. The new algorithm has been tested on a few benchmark optimization problems, including feed-forward neural network training and protein-folding. The numerical results indicate that the new algorithm can significantly outperform simulated annealing and other competitors.« less

Hybrid Differential Dynamic Programming with Stochastic Search

NASA Technical Reports Server (NTRS)

Aziz, Jonathan; Parker, Jeffrey; Englander, Jacob A.

2016-01-01

Differential dynamic programming (DDP) has been demonstrated as a viable approach to low-thrust trajectory optimization, namely with the recent success of NASA's Dawn mission. The Dawn trajectory was designed with the DDP-based Static/Dynamic Optimal Control algorithm used in the Mystic software.1 Another recently developed method, Hybrid Differential Dynamic Programming (HDDP),2, 3 is a variant of the standard DDP formulation that leverages both first-order and second-order state transition matrices in addition to nonlinear programming (NLP) techniques. Areas of improvement over standard DDP include constraint handling, convergence properties, continuous dynamics, and multi-phase capability. DDP is a gradient based method and will converge to a solution nearby an initial guess. In this study, monotonic basin hopping (MBH) is employed as a stochastic search method to overcome this limitation, by augmenting the HDDP algorithm for a wider search of the solution space.

Framework to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas

NASA Astrophysics Data System (ADS)

Feyen, Luc; Gorelick, Steven M.

2005-03-01

We propose a framework that combines simulation optimization with Bayesian decision analysis to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas. A stochastic simulation optimization management model is employed to plan regionally distributed groundwater pumping while preserving the hydroecological balance in wetland areas. Because predictions made by an aquifer model are uncertain, groundwater supply systems operate below maximum yield. Collecting data from the groundwater system can potentially reduce predictive uncertainty and increase safe water production. The price paid for improvement in water management is the cost of collecting the additional data. Efficient data collection using Bayesian decision analysis proceeds in three stages: (1) The prior analysis determines the optimal pumping scheme and profit from water sales on the basis of known information. (2) The preposterior analysis estimates the optimal measurement locations and evaluates whether each sequential measurement will be cost-effective before it is taken. (3) The posterior analysis then revises the prior optimal pumping scheme and consequent profit, given the new information. Stochastic simulation optimization employing a multiple-realization approach is used to determine the optimal pumping scheme in each of the three stages. The cost of new data must not exceed the expected increase in benefit obtained in optimal groundwater exploitation. An example based on groundwater management practices in Florida aimed at wetland protection showed that the cost of data collection more than paid for itself by enabling a safe and reliable increase in production.

Holistic irrigation water management approach based on stochastic soil water dynamics

NASA Astrophysics Data System (ADS)

Alizadeh, H.; Mousavi, S. J.

2012-04-01

Appreciating the essential gap between fundamental unsaturated zone transport processes and soil and water management due to low effectiveness of some of monitoring and modeling approaches, this study presents a mathematical programming model for irrigation management optimization based on stochastic soil water dynamics. The model is a nonlinear non-convex program with an economic objective function to address water productivity and profitability aspects in irrigation management through optimizing irrigation policy. Utilizing an optimization-simulation method, the model includes an eco-hydrological integrated simulation model consisting of an explicit stochastic module of soil moisture dynamics in the crop-root zone with shallow water table effects, a conceptual root-zone salt balance module, and the FAO crop yield module. Interdependent hydrology of soil unsaturated and saturated zones is treated in a semi-analytical approach in two steps. At first step analytical expressions are derived for the expected values of crop yield, total water requirement and soil water balance components assuming fixed level for shallow water table, while numerical Newton-Raphson procedure is employed at the second step to modify value of shallow water table level. Particle Swarm Optimization (PSO) algorithm, combined with the eco-hydrological simulation model, has been used to solve the non-convex program. Benefiting from semi-analytical framework of the simulation model, the optimization-simulation method with significantly better computational performance compared to a numerical Mote-Carlo simulation-based technique has led to an effective irrigation management tool that can contribute to bridging the gap between vadose zone theory and water management practice. In addition to precisely assessing the most influential processes at a growing season time scale, one can use the developed model in large scale systems such as irrigation districts and agricultural catchments. Accordingly, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. The area suffers from the water scarcity problem and therefore the trade-off between the level of deficit and economical profit should be assessed. Based on the results, while the maximum net benefit has been obtained for the stress-avoidance (SA) irrigation policy, the highest water profitability, defined by economical net benefit gained from unit irrigation water volume application, has been resulted when only about 60% of water used in the SA policy is applied.

An efficient identification approach for stable and unstable nonlinear systems using Colliding Bodies Optimization algorithm.

PubMed

Pal, Partha S; Kar, R; Mandal, D; Ghoshal, S P

2015-11-01

This paper presents an efficient approach to identify different stable and practically useful Hammerstein models as well as unstable nonlinear process along with its stable closed loop counterpart with the help of an evolutionary algorithm as Colliding Bodies Optimization (CBO) optimization algorithm. The performance measures of the CBO based optimization approach such as precision, accuracy are justified with the minimum output mean square value (MSE) which signifies that the amount of bias and variance in the output domain are also the least. It is also observed that the optimization of output MSE in the presence of outliers has resulted in a very close estimation of the output parameters consistently, which also justifies the effective general applicability of the CBO algorithm towards the system identification problem and also establishes the practical usefulness of the applied approach. Optimum values of the MSEs, computational times and statistical information of the MSEs are all found to be the superior as compared with those of the other existing similar types of stochastic algorithms based approaches reported in different recent literature, which establish the robustness and efficiency of the applied CBO based identification scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

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.

Optimal causal inference: estimating stored information and approximating causal architecture.

PubMed

Still, Susanne; Crutchfield, James P; Ellison, Christopher J

2010-09-01

We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate-distortion theory to use causal shielding--a natural principle of learning. We study two distinct cases of causal inference: optimal causal filtering and optimal causal estimation. Filtering corresponds to the ideal case in which the probability distribution of measurement sequences is known, giving a principled method to approximate a system's causal structure at a desired level of representation. We show that in the limit in which a model-complexity constraint is relaxed, filtering finds the exact causal architecture of a stochastic dynamical system, known as the causal-state partition. From this, one can estimate the amount of historical information the process stores. More generally, causal filtering finds a graded model-complexity hierarchy of approximations to the causal architecture. Abrupt changes in the hierarchy, as a function of approximation, capture distinct scales of structural organization. For nonideal cases with finite data, we show how the correct number of the underlying causal states can be found by optimal causal estimation. A previously derived model-complexity control term allows us to correct for the effect of statistical fluctuations in probability estimates and thereby avoid overfitting.

A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty and competition.

DOT National Transportation Integrated Search

2017-07-04

This paper presents a stochastic multi-agent optimization model that supports energy infrastruc- : ture planning under uncertainty. The interdependence between dierent decision entities in the : system is captured in an energy supply chain network, w...

Optimal operating rules definition in complex water resource systems combining fuzzy logic, expert criteria and stochastic programming

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel

2016-04-01

This contribution presents a methodology for defining optimal seasonal operating rules in multireservoir systems coupling expert criteria and stochastic optimization. Both sources of information are combined using fuzzy logic. The structure of the operating rules is defined based on expert criteria, via a joint expert-technician framework consisting in a series of meetings, workshops and surveys carried out between reservoir managers and modelers. As a result, the decision-making process used by managers can be assessed and expressed using fuzzy logic: fuzzy rule-based systems are employed to represent the operating rules and fuzzy regression procedures are used for forecasting future inflows. Once done that, a stochastic optimization algorithm can be used to define optimal decisions and transform them into fuzzy rules. Finally, the optimal fuzzy rules and the inflow prediction scheme are combined into a Decision Support System for making seasonal forecasts and simulate the effect of different alternatives in response to the initial system state and the foreseen inflows. The approach presented has been applied to the Jucar River Basin (Spain). Reservoir managers explained how the system is operated, taking into account the reservoirs' states at the beginning of the irrigation season and the inflows previewed during that season. According to the information given by them, the Jucar River Basin operating policies were expressed via two fuzzy rule-based (FRB) systems that estimate the amount of water to be allocated to the users and how the reservoir storages should be balanced to guarantee those deliveries. A stochastic optimization model using Stochastic Dual Dynamic Programming (SDDP) was developed to define optimal decisions, which are transformed into optimal operating rules embedding them into the two FRBs previously created. As a benchmark, historical records are used to develop alternative operating rules. A fuzzy linear regression procedure was employed to foresee future inflows depending on present and past hydrological and meteorological variables actually used by the reservoir managers to define likely inflow scenarios. A Decision Support System (DSS) was created coupling the FRB systems and the inflow prediction scheme in order to give the user a set of possible optimal releases in response to the reservoir states at the beginning of the irrigation season and the fuzzy inflow projections made using hydrological and meteorological information. The results show that the optimal DSS created using the FRB operating policies are able to increase the amount of water allocated to the users in 20 to 50 Mm3 per irrigation season with respect to the current policies. Consequently, the mechanism used to define optimal operating rules and transform them into a DSS is able to increase the water deliveries in the Jucar River Basin, combining expert criteria and optimization algorithms in an efficient way. This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) and FEDER funds. It also has received funding from the European Union's Horizon 2020 research and innovation programme under the IMPREX project (grant agreement no: 641.811).

Water supply pipe dimensioning using hydraulic power dissipation

NASA Astrophysics Data System (ADS)

Sreemathy, J. R.; Rashmi, G.; Suribabu, C. R.

2017-07-01

Proper sizing of the pipe component of water distribution networks play an important role in the overall design of the any water supply system. Several approaches have been applied for the design of networks from an economical point of view. Traditional optimization techniques and population based stochastic algorithms are widely used to optimize the networks. But the use of these approaches is mostly found to be limited to the research level due to difficulties in understanding by the practicing engineers, design engineers and consulting firms. More over due to non-availability of commercial software related to the optimal design of water distribution system,it forces the practicing engineers to adopt either trial and error or experience-based design. This paper presents a simple approach based on power dissipation in each pipeline as a parameter to design the network economically, but not to the level of global minimum cost.

An Approach to Economic Dispatch with Multiple Fuels Based on Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Sriyanyong, Pichet

2011-06-01

Particle Swarm Optimization (PSO), a stochastic optimization technique, shows superiority to other evolutionary computation techniques in terms of less computation time, easy implementation with high quality solution, stable convergence characteristic and independent from initialization. For this reason, this paper proposes the application of PSO to the Economic Dispatch (ED) problem, which occurs in the operational planning of power systems. In this study, ED problem can be categorized according to the different characteristics of its cost function that are ED problem with smooth cost function and ED problem with multiple fuels. Taking the multiple fuels into account will make the problem more realistic. The experimental results show that the proposed PSO algorithm is more efficient than previous approaches under consideration as well as highly promising in real world applications.

Optimizing decentralized production-distribution planning problem in a multi-period supply chain network under uncertainty

NASA Astrophysics Data System (ADS)

Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi

2017-09-01

Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.

Distribution-Agnostic Stochastic Optimal Power Flow for Distribution Grids: Preprint

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

Baker, Kyri; Dall'Anese, Emiliano; Summers, Tyler

2016-09-01

This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flowmore » equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.« less

A Stochastic Approach to Path Planning in the Weighted-Region Problem

DTIC Science & Technology

1991-03-01

polynomial time. However, the polyhedrons in this three-dimensional obstacle-avoidance problem are all obstacles (i.e. travel is not permitted within...them). Therefore, optimal paths tend to avoid their vertices, and settle into closest approach tangents across polyhedron edges. So, in a sense...intersection update map database with new vertex for this edge 3. IF (C1 > D) and (C2 > D) THEN edge intersects ellipse at two points OR edge is

Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach

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

Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de

In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochasticmore » Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.« less

From Genes to Ecosystems in Microbiology: Modeling Approaches and the Importance of Individuality

PubMed Central

Kreft, Jan-Ulrich; Plugge, Caroline M.; Prats, Clara; Leveau, Johan H. J.; Zhang, Weiwen; Hellweger, Ferdi L.

2017-01-01

Models are important tools in microbial ecology. They can be used to advance understanding by helping to interpret observations and test hypotheses, and to predict the effects of ecosystem management actions or a different climate. Over the past decades, biological knowledge and ecosystem observations have advanced to the molecular and in particular gene level. However, microbial ecology models have changed less and a current challenge is to make them utilize the knowledge and observations at the genetic level. We review published models that explicitly consider genes and make predictions at the population or ecosystem level. The models can be grouped into three general approaches, i.e., metabolic flux, gene-centric and agent-based. We describe and contrast these approaches by applying them to a hypothetical ecosystem and discuss their strengths and weaknesses. An important distinguishing feature is how variation between individual cells (individuality) is handled. In microbial ecosystems, individual heterogeneity is generated by a number of mechanisms including stochastic interactions of molecules (e.g., gene expression), stochastic and deterministic cell division asymmetry, small-scale environmental heterogeneity, and differential transport in a heterogeneous environment. This heterogeneity can then be amplified and transferred to other cell properties by several mechanisms, including nutrient uptake, metabolism and growth, cell cycle asynchronicity and the effects of age and damage. For example, stochastic gene expression may lead to heterogeneity in nutrient uptake enzyme levels, which in turn results in heterogeneity in intracellular nutrient levels. Individuality can have important ecological consequences, including division of labor, bet hedging, aging and sub-optimality. Understanding the importance of individuality and the mechanism(s) underlying it for the specific microbial system and question investigated is essential for selecting the optimal modeling strategy. PMID:29230200

Optimizing signal recycling for detecting a stochastic gravitational-wave background

NASA Astrophysics Data System (ADS)

Tao, Duo; Christensen, Nelson

2018-06-01

Signal recycling is applied in laser interferometers such as the Advanced Laser Interferometer Gravitational-Wave Observatory (aLIGO) to increase their sensitivity to gravitational waves. In this study, signal recycling configurations for detecting a stochastic gravitational wave background are optimized based on aLIGO parameters. Optimal transmission of the signal recycling mirror (SRM) and detuning phase of the signal recycling cavity under a fixed laser power and low-frequency cutoff are calculated. Based on the optimal configurations, the compatibility with a binary neutron star (BNS) search is discussed. Then, different laser powers and low-frequency cutoffs are considered. Two models for the dimensionless energy density of gravitational waves , the flat model and the model, are studied. For a stochastic background search, it is found that an interferometer using signal recycling has a better sensitivity than an interferometer not using it. The optimal stochastic search configurations are typically found when both the SRM transmission and the signal recycling detuning phase are low. In this region, the BNS range mostly lies between 160 and 180 Mpc. When a lower laser power is used the optimal signal recycling detuning phase increases, the optimal SRM transmission increases and the optimal sensitivity improves. A reduced low-frequency cutoff gives a better sensitivity limit. For both models of , a typical optimal sensitivity limit on the order of 10‑10 is achieved at a reference frequency of Hz.

Online learning in optical tomography: a stochastic approach

NASA Astrophysics Data System (ADS)

Chen, Ke; Li, Qin; Liu, Jian-Guo

2018-07-01

We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the incoming–outgoing pair of light intensity. We formulate it as a PDE-constraint optimization problem, where the mismatch of computed and measured outgoing data is minimized with same initial data and RTE constraint. The memory and computation cost it requires, however, is typically prohibitive, especially in high dimensional space. Smart iterative solvers that only use partial information in each step is called for thereafter. Stochastic gradient descent method is an online learning algorithm that randomly selects data for minimizing the mismatch. It requires minimum memory and computation, and advances fast, therefore perfectly serves the purpose. In this paper we formulate the problem, in both nonlinear and its linearized setting, apply SGD algorithm and analyze the convergence performance.

Final Technical Report for DOE Award SC0006616

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

Robertson, Andrew

2015-08-01

This report summarizes research carried out by the project "Collaborative Research, Type 1: Decadal Prediction and Stochastic Simulation of Hydroclimate Over Monsoonal Asia. This collaborative project brought together climate dynamicists (UCLA, IRI), dendroclimatologists (LDEO Tree Ring Laboratory), computer scientists (UCI), and hydrologists (Columbia Water Center, CWC), together with applied scientists in climate risk management (IRI) to create new scientific approaches to quantify and exploit the role of climate variability and change in the growing water crisis across southern and eastern Asia. This project developed new tree-ring based streamflow reconstructions for rivers in monsoonal Asia; improved understanding of hydrologic spatio-temporal modesmore » of variability over monsoonal Asia on interannual-to-centennial time scales; assessed decadal predictability of hydrologic spatio-temporal modes; developed stochastic simulation tools for creating downscaled future climate scenarios based on historical/proxy data and GCM climate change; and developed stochastic reservoir simulation and optimization for scheduling hydropower, irrigation and navigation releases.« less

Removing Barriers for Effective Deployment of Intermittent Renewable Generation

NASA Astrophysics Data System (ADS)

Arabali, Amirsaman

The stochastic nature of intermittent renewable resources is the main barrier to effective integration of renewable generation. This problem can be studied from feeder-scale and grid-scale perspectives. Two new stochastic methods are proposed to meet the feeder-scale controllable load with a hybrid renewable generation (including wind and PV) and energy storage system. For the first method, an optimization problem is developed whose objective function is the cost of the hybrid system including the cost of renewable generation and storage subject to constraints on energy storage and shifted load. A smart-grid strategy is developed to shift the load and match the renewable energy generation and controllable load. Minimizing the cost function guarantees minimum PV and wind generation installation, as well as storage capacity selection for supplying the controllable load. A confidence coefficient is allocated to each stochastic constraint which shows to what degree the constraint is satisfied. In the second method, a stochastic framework is developed for optimal sizing and reliability analysis of a hybrid power system including renewable resources (PV and wind) and energy storage system. The hybrid power system is optimally sized to satisfy the controllable load with a specified reliability level. A load-shifting strategy is added to provide more flexibility for the system and decrease the installation cost. Load shifting strategies and their potential impacts on the hybrid system reliability/cost analysis are evaluated trough different scenarios. Using a compromise-solution method, the best compromise between the reliability and cost will be realized for the hybrid system. For the second problem, a grid-scale stochastic framework is developed to examine the storage application and its optimal placement for the social cost and transmission congestion relief of wind integration. Storage systems are optimally placed and adequately sized to minimize the sum of operation and congestion costs over a scheduling period. A technical assessment framework is developed to enhance the efficiency of wind integration and evaluate the economics of storage technologies and conventional gas-fired alternatives. The proposed method is used to carry out a cost-benefit analysis for the IEEE 24-bus system and determine the most economical technology. In order to mitigate the financial and technical concerns of renewable energy integration into the power system, a stochastic framework is proposed for transmission grid reinforcement studies in a power system with wind generation. A multi-stage multi-objective transmission network expansion planning (TNEP) methodology is developed which considers the investment cost, absorption of private investment and reliability of the system as the objective functions. A Non-dominated Sorting Genetic Algorithm (NSGA II) optimization approach is used in combination with a probabilistic optimal power flow (POPF) to determine the Pareto optimal solutions considering the power system uncertainties. Using a compromise-solution method, the best final plan is then realized based on the decision maker preferences. The proposed methodology is applied to the IEEE 24-bus Reliability Tests System (RTS) to evaluate the feasibility and practicality of the developed planning strategy.

Collisionless high energy particle losses in optimized stellarators calculated in real-space coordinates

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

Nemov, V. V.; Kasilov, S. V.; Institut für Theoretische Physik—Computational Physics, Technische Universität Graz, Fusion@ÖAW, Petersgasse 16, A-8010 Graz

An approach for the direct computation of collisionless losses of high energy charged particles is developed for stellarator magnetic fields given in real space coordinates. With this approach, the corresponding computations can be performed for magnetic fields with three-dimensional inhomogeneities in the presence of stochastic regions as well as magnetic islands. A code, which is based on this approach, is applied to various stellarator configurations. It is found that the life time of fast particles obtained in real-space coordinates can be smaller than that obtained in magnetic coordinates.

Energy Storage Sizing Taking Into Account Forecast Uncertainties and Receding Horizon Operation

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

Baker, Kyri; Hug, Gabriela; Li, Xin

Energy storage systems (ESS) have the potential to be very beneficial for applications such as reducing the ramping of generators, peak shaving, and balancing not only the variability introduced by renewable energy sources, but also the uncertainty introduced by errors in their forecasts. Optimal usage of storage may result in reduced generation costs and an increased use of renewable energy. However, optimally sizing these devices is a challenging problem. This paper aims to provide the tools to optimally size an ESS under the assumption that it will be operated under a model predictive control scheme and that the forecast ofmore » the renewable energy resources include prediction errors. A two-stage stochastic model predictive control is formulated and solved, where the optimal usage of the storage is simultaneously determined along with the optimal generation outputs and size of the storage. Wind forecast errors are taken into account in the optimization problem via probabilistic constraints for which an analytical form is derived. This allows for the stochastic optimization problem to be solved directly, without using sampling-based approaches, and sizing the storage to account not only for a wide range of potential scenarios, but also for a wide range of potential forecast errors. In the proposed formulation, we account for the fact that errors in the forecast affect how the device is operated later in the horizon and that a receding horizon scheme is used in operation to optimally use the available storage.« less

Revisiting the cape cod bacteria injection experiment using a stochastic modeling approach

USGS Publications Warehouse

Maxwell, R.M.; Welty, C.; Harvey, R.W.

2007-01-01

Bromide and resting-cell bacteria tracer tests conducted in a sandy aquifer at the U.S. Geological Survey Cape Cod site in 1987 were reinterpreted using a three-dimensional stochastic approach. Bacteria transport was coupled to colloid filtration theory through functional dependence of local-scale colloid transport parameters upon hydraulic conductivity and seepage velocity in a stochastic advection - dispersion/attachment - detachment model. Geostatistical information on the hydraulic conductivity (K) field that was unavailable at the time of the original test was utilized as input. Using geostatistical parameters, a groundwater flow and particle-tracking model of conservative solute transport was calibrated to the bromide-tracer breakthrough data. An optimization routine was employed over 100 realizations to adjust the mean and variance ofthe natural-logarithm of hydraulic conductivity (InK) field to achieve best fit of a simulated, average bromide breakthrough curve. A stochastic particle-tracking model for the bacteria was run without adjustments to the local-scale colloid transport parameters. Good predictions of mean bacteria breakthrough were achieved using several approaches for modeling components of the system. Simulations incorporating the recent Tufenkji and Elimelech (Environ. Sci. Technol. 2004, 38, 529-536) correlation equation for estimating single collector efficiency were compared to those using the older Rajagopalan and Tien (AIChE J. 1976, 22, 523-533) model. Both appeared to work equally well at predicting mean bacteria breakthrough using a constant mean bacteria diameter for this set of field conditions. Simulations using a distribution of bacterial cell diameters available from original field notes yielded a slight improvement in the model and data agreement compared to simulations using an average bacterial diameter. The stochastic approach based on estimates of local-scale parameters for the bacteria-transport process reasonably captured the mean bacteria transport behavior and calculated an envelope of uncertainty that bracketed the observations in most simulation cases. ?? 2007 American Chemical Society.

Constrained optimization via simulation models for new product innovation

NASA Astrophysics Data System (ADS)

Pujowidianto, Nugroho A.

2017-11-01

We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.

Technologies to Increase PV Hosting Capacity in Distribution Feeders: Preprint

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

Ding, Fei; Mather, Barry; Gotseff, Peter

This paper studies the distributed photovoltaic (PV) hosting capacity in distribution feeders by using the stochastic analysis approach. Multiple scenario simulations are conducted to analyze several factors that affect PV hosting capacity, including the existence of voltage regulator, PV location, the power factor of PV inverter and Volt/VAR control. Based on the conclusions obtained from simulation results, three approaches are then proposed to increase distributed PV hosting capacity, which can be formulated as the optimization problem to obtain the optimal solution. All technologies investigated in this paper utilize only existing assets in the feeder and therefore are implementable for amore » low cost. Additionally, the tool developed for these studies is described.« less

Technologies to Increase PV Hosting Capacity in Distribution Feeders

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

Ding, Fei; Mather, Barry; Gotseff, Peter

This paper studies the distributed photovoltaic (PV) hosting capacity in distribution feeders by using the stochastic analysis approach. Multiple scenario simulations are conducted to analyze several factors that affect PV hosting capacity, including the existence of voltage regulator, PV location, the power factor of PV inverter and Volt/VAR control. Based on the conclusions obtained from simulation results, three approaches are then proposed to increase distributed PV hosting capacity, which can be formulated as the optimization problem to obtain the optimal solution. All technologies investigated in this paper utilize only existing assets in the feeder and therefore are implementable for amore » low cost. Additionally, the tool developed for these studies is described.« less

Optimal control strategy for an impulsive stochastic competition system with time delays and jumps

NASA Astrophysics Data System (ADS)

Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.

Design and evaluation of a Stochastic Optimal Feed-forward and Feedback Technology (SOFFT) flight control architecture

NASA Technical Reports Server (NTRS)

Ostroff, Aaron J.; Proffitt, Melissa S.

1994-01-01

This paper describes the design and evaluation of a stochastic optimal feed-forward and feedback technology (SOFFT) control architecture with emphasis on the feed-forward controller design. The SOFFT approach allows the designer to independently design the feed-forward and feedback controllers to meet separate objectives and then integrate the two controllers. The feed-forward controller has been integrated with an existing high-angle-of-attack (high-alpha) feedback controller. The feed-forward controller includes a variable command model with parameters selected to satisfy level 1 flying qualities with a high-alpha adjustment to achieve desired agility guidelines, a nonlinear interpolation approach that scales entire matrices for approximation of the plant model, and equations for calculating feed-forward gains developed for perfect plant-model tracking. The SOFFT design was applied to a nonlinear batch simulation model of an F/A-18 aircraft modified for thrust vectoring. Simulation results show that agility guidelines are met and that the SOFFT controller filters undesired pilot-induced frequencies more effectively during a tracking task than a flight controller that has the same feedback control law but does not have the SOFFT feed-forward control.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Online POMDP Algorithms for Very Large Observation Spaces

DTIC Science & Technology

2017-06-06

stochastic optimization: From sets to paths." In Advances in Neural Information Processing Systems, pp. 1585- 1593 . 2015. • Luo, Yuanfu, Haoyu Bai...and Wee Sun Lee. "Adaptive stochastic optimization: From sets to paths." In Advances in Neural Information Processing Systems, pp. 1585- 1593 . 2015

A stochastic framework for spot-scanning particle therapy.

PubMed

Robini, Marc; Yuemin Zhu; Wanyu Liu; Magnin, Isabelle

2016-08-01

In spot-scanning particle therapy, inverse treatment planning is usually limited to finding the optimal beam fluences given the beam trajectories and energies. We address the much more challenging problem of jointly optimizing the beam fluences, trajectories and energies. For this purpose, we design a simulated annealing algorithm with an exploration mechanism that balances the conflicting demands of a small mixing time at high temperatures and a reasonable acceptance rate at low temperatures. Numerical experiments substantiate the relevance of our approach and open new horizons to spot-scanning particle therapy.

Stochastic production phase design for an open pit mining complex with multiple processing streams

NASA Astrophysics Data System (ADS)

Asad, Mohammad Waqar Ali; Dimitrakopoulos, Roussos; van Eldert, Jeroen

2014-08-01

In a mining complex, the mine is a source of supply of valuable material (ore) to a number of processes that convert the raw ore to a saleable product or a metal concentrate for production of the refined metal. In this context, expected variation in metal content throughout the extent of the orebody defines the inherent uncertainty in the supply of ore, which impacts the subsequent ore and metal production targets. Traditional optimization methods for designing production phases and ultimate pit limit of an open pit mine not only ignore the uncertainty in metal content, but, in addition, commonly assume that the mine delivers ore to a single processing facility. A stochastic network flow approach is proposed that jointly integrates uncertainty in supply of ore and multiple ore destinations into the development of production phase design and ultimate pit limit. An application at a copper mine demonstrates the intricacies of the new approach. The case study shows a 14% higher discounted cash flow when compared to the traditional approach.

Estimation of an Optimal Stimulus Amplitude for Using Vestibular Stochastic Stimulation to Improve Balance Function

NASA Technical Reports Server (NTRS)

Goel, R.; Kofman, I.; DeDios, Y. E.; Jeevarajan, J.; Stepanyan, V.; Nair, M.; Congdon, S.; Fregia, M.; Peters, B.; Cohen, H.;

A Q-Learning Approach to Flocking With UAVs in a Stochastic Environment.

PubMed

Hung, Shao-Ming; Givigi, Sidney N

2017-01-01

In the past two decades, unmanned aerial vehicles (UAVs) have demonstrated their efficacy in supporting both military and civilian applications, where tasks can be dull, dirty, dangerous, or simply too costly with conventional methods. Many of the applications contain tasks that can be executed in parallel, hence the natural progression is to deploy multiple UAVs working together as a force multiplier. However, to do so requires autonomous coordination among the UAVs, similar to swarming behaviors seen in animals and insects. This paper looks at flocking with small fixed-wing UAVs in the context of a model-free reinforcement learning problem. In particular, Peng's Q(λ) with a variable learning rate is employed by the followers to learn a control policy that facilitates flocking in a leader-follower topology. The problem is structured as a Markov decision process, where the agents are modeled as small fixed-wing UAVs that experience stochasticity due to disturbances such as winds and control noises, as well as weight and balance issues. Learned policies are compared to ones solved using stochastic optimal control (i.e., dynamic programming) by evaluating the average cost incurred during flight according to a cost function. Simulation results demonstrate the feasibility of the proposed learning approach at enabling agents to learn how to flock in a leader-follower topology, while operating in a nonstationary stochastic environment.

Mutually beneficial relationship in optimization between search-space smoothing and stochastic search

NASA Astrophysics Data System (ADS)

Hasegawa, Manabu; Hiramatsu, Kotaro

2013-10-01

The effectiveness of the Metropolis algorithm (MA) (constant-temperature simulated annealing) in optimization by the method of search-space smoothing (SSS) (potential smoothing) is studied on two types of random traveling salesman problems. The optimization mechanism of this hybrid approach (MASSS) is investigated by analyzing the exploration dynamics observed in the rugged landscape of the cost function (energy surface). The results show that the MA can be successfully utilized as a local search algorithm in the SSS approach. It is also clarified that the optimization characteristics of these two constituent methods are improved in a mutually beneficial manner in the MASSS run. Specifically, the relaxation dynamics generated by employing the MA work effectively even in a smoothed landscape and more advantage is taken of the guiding function proposed in the idea of SSS; this mechanism operates in an adaptive manner in the de-smoothing process and therefore the MASSS method maintains its optimization function over a wider temperature range than the MA.

Wheat forecast economics effect study. [value of improved information on crop inventories, production, imports and exports

NASA Technical Reports Server (NTRS)

Mehra, R. K.; Rouhani, R.; Jones, S.; Schick, I.

1980-01-01

A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.

Extremal Optimization: Methods Derived from Co-Evolution

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

Boettcher, S.; Percus, A.G.

1999-07-13

We describe a general-purpose method for finding high-quality solutions to hard optimization problems, inspired by self-organized critical models of co-evolution such as the Bak-Sneppen model. The method, called Extremal Optimization, successively eliminates extremely undesirable components of sub-optimal solutions, rather than ''breeding'' better components. In contrast to Genetic Algorithms which operate on an entire ''gene-pool'' of possible solutions, Extremal Optimization improves on a single candidate solution by treating each of its components as species co-evolving according to Darwinian principles. Unlike Simulated Annealing, its non-equilibrium approach effects an algorithm requiring few parameters to tune. With only one adjustable parameter, its performance provesmore » competitive with, and often superior to, more elaborate stochastic optimization procedures. We demonstrate it here on two classic hard optimization problems: graph partitioning and the traveling salesman problem.« less

Adaptive optimal stochastic state feedback control of resistive wall modes in tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2006-01-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least-square method with exponential forgetting factor and covariance resetting is used to identify (experimentally determine) the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time-dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Adaptive Optimal Stochastic State Feedback Control of Resistive Wall Modes in Tokamaks

NASA Astrophysics Data System (ADS)

Sun, Z.; Sen, A. K.; Longman, R. W.

2007-06-01

An adaptive optimal stochastic state feedback control is developed to stabilize the resistive wall mode (RWM) instability in tokamaks. The extended least square method with exponential forgetting factor and covariance resetting is used to identify the time-varying stochastic system model. A Kalman filter is used to estimate the system states. The estimated system states are passed on to an optimal state feedback controller to construct control inputs. The Kalman filter and the optimal state feedback controller are periodically redesigned online based on the identified system model. This adaptive controller can stabilize the time dependent RWM in a slowly evolving tokamak discharge. This is accomplished within a time delay of roughly four times the inverse of the growth rate for the time-invariant model used.

Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki

2013-01-01

A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.

Essays on variational approximation techniques for stochastic optimization problems

NASA Astrophysics Data System (ADS)

Deride Silva, Julio A.

This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence of estimators, and a problem for creating probabilistic scenarios on renewable energies estimation. In Chapter 7 we re-visited one of the "folk theorems" in statistics, where a family of Bayes estimators under 0-1 loss functions is claimed to converge to the maximum a posteriori estimator. This assertion is studied under the scope of the hypo-convergence theory, and the density functions are included in the class of upper semicontinuous functions. We conclude this chapter with an example in which the convergence does not hold true, and we provided sufficient conditions that guarantee convergence. The last chapter, Chapter 8, addresses the important topic of creating probabilistic scenarios for solar power generation. Scenarios are a fundamental input for the stochastic optimization problem of energy dispatch, especially when incorporating renewables. We proposed a model designed to capture the constraints induced by physical characteristics of the variables based on the application of an epi-spline density estimation along with a copula estimation, in order to account for partial correlations between variables.

A stochastic maximum principle for backward control systems with random default time

NASA Astrophysics Data System (ADS)

Shen, Yang; Kuen Siu, Tak

2013-05-01

This paper establishes a necessary and sufficient stochastic maximum principle for backward systems, where the state processes are governed by jump-diffusion backward stochastic differential equations with random default time. An application of the sufficient stochastic maximum principle to an optimal investment and capital injection problem in the presence of default risk is discussed.

Algorithms for optimizing cross-overs in DNA shuffling.

PubMed

He, Lu; Friedman, Alan M; Bailey-Kellogg, Chris

2012-03-21

DNA shuffling generates combinatorial libraries of chimeric genes by stochastically recombining parent genes. The resulting libraries are subjected to large-scale genetic selection or screening to identify those chimeras with favorable properties (e.g., enhanced stability or enzymatic activity). While DNA shuffling has been applied quite successfully, it is limited by its homology-dependent, stochastic nature. Consequently, it is used only with parents of sufficient overall sequence identity, and provides no control over the resulting chimeric library. This paper presents efficient methods to extend the scope of DNA shuffling to handle significantly more diverse parents and to generate more predictable, optimized libraries. Our CODNS (cross-over optimization for DNA shuffling) approach employs polynomial-time dynamic programming algorithms to select codons for the parental amino acids, allowing for zero or a fixed number of conservative substitutions. We first present efficient algorithms to optimize the local sequence identity or the nearest-neighbor approximation of the change in free energy upon annealing, objectives that were previously optimized by computationally-expensive integer programming methods. We then present efficient algorithms for more powerful objectives that seek to localize and enhance the frequency of recombination by producing "runs" of common nucleotides either overall or according to the sequence diversity of the resulting chimeras. We demonstrate the effectiveness of CODNS in choosing codons and allocating substitutions to promote recombination between parents targeted in earlier studies: two GAR transformylases (41% amino acid sequence identity), two very distantly related DNA polymerases, Pol X and β (15%), and beta-lactamases of varying identity (26-47%). Our methods provide the protein engineer with a new approach to DNA shuffling that supports substantially more diverse parents, is more deterministic, and generates more predictable and more diverse chimeric libraries.

Evaluation of Electric Power Procurement Strategies by Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Saisho, Yuichi; Hayashi, Taketo; Fujii, Yasumasa; Yamaji, Kenji

In deregulated electricity markets, the role of a distribution company is to purchase electricity from the wholesale electricity market at randomly fluctuating prices and to provide it to its customers at a given fixed price. Therefore the company has to take risk stemming from the uncertainties of electricity prices and/or demand fluctuation instead of the customers. The way to avoid the risk is to make a bilateral contact with generating companies or install its own power generation facility. This entails the necessity to develop a certain method to make an optimal strategy for electric power procurement. In such a circumstance, this research has the purpose for proposing a mathematical method based on stochastic dynamic programming and additionally considering the characteristics of the start-up cost of electric power generation facility to evaluate strategies of combination of the bilateral contract and power auto-generation with its own facility for procuring electric power in deregulated electricity market. In the beginning we proposed two approaches to solve the stochastic dynamic programming, and they are a Monte Carlo simulation method and a finite difference method to derive the solution of a partial differential equation of the total procurement cost of electric power. Finally we discussed the influences of the price uncertainty on optimal strategies of power procurement.

Simulation-based planning for theater air warfare

NASA Astrophysics Data System (ADS)

Popken, Douglas A.; Cox, Louis A., Jr.

2004-08-01

Planning for Theatre Air Warfare can be represented as a hierarchy of decisions. At the top level, surviving airframes must be assigned to roles (e.g., Air Defense, Counter Air, Close Air Support, and AAF Suppression) in each time period in response to changing enemy air defense capabilities, remaining targets, and roles of opposing aircraft. At the middle level, aircraft are allocated to specific targets to support their assigned roles. At the lowest level, routing and engagement decisions are made for individual missions. The decisions at each level form a set of time-sequenced Courses of Action taken by opposing forces. This paper introduces a set of simulation-based optimization heuristics operating within this planning hierarchy to optimize allocations of aircraft. The algorithms estimate distributions for stochastic outcomes of the pairs of Red/Blue decisions. Rather than using traditional stochastic dynamic programming to determine optimal strategies, we use an innovative combination of heuristics, simulation-optimization, and mathematical programming. Blue decisions are guided by a stochastic hill-climbing search algorithm while Red decisions are found by optimizing over a continuous representation of the decision space. Stochastic outcomes are then provided by fast, Lanchester-type attrition simulations. This paper summarizes preliminary results from top and middle level models.

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices

NASA Astrophysics Data System (ADS)

Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah@Rozita

2014-06-01

Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stable information ratio.

An Alternative Approach to the Operation of Multinational Reservoir Systems: Application to the Amistad & Falcon System (Lower Rio Grande/Rí-o Bravo)

NASA Astrophysics Data System (ADS)

Serrat-Capdevila, A.; Valdes, J. B.

2005-12-01

An optimization approach for the operation of international multi-reservoir systems is presented. The approach uses Stochastic Dynamic Programming (SDP) algorithms, both steady-state and real-time, to develop two models. In the first model, the reservoirs and flows of the system are aggregated to yield an equivalent reservoir, and the obtained operating policies are disaggregated using a non-linear optimization procedure for each reservoir and for each nation water balance. In the second model a multi-reservoir approach is applied, disaggregating the releases for each country water share in each reservoir. The non-linear disaggregation algorithm uses SDP-derived operating policies as boundary conditions for a local time-step optimization. Finally, the performance of the different approaches and methods is compared. These models are applied to the Amistad-Falcon International Reservoir System as part of a binational dynamic modeling effort to develop a decision support system tool for a better management of the water resources in the Lower Rio Grande Basin, currently enduring a severe drought.

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

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.

Methods of sequential estimation for determining initial data in numerical weather prediction. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

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.

Stochastic Methods for Aircraft Design

NASA Technical Reports Server (NTRS)

Pelz, Richard B.; Ogot, Madara

1998-01-01

The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.

Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'

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

Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr; Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr

We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in Cardaliaguet and Rainer (Appl. Math. Optim. 59: 1-36, 2009)

Gesellschaft fuer angewandte Mathematik und Mechanik, Scientific Annual Meeting, Universitaet Stuttgart, Federal Republic of Germany, Apr. 13-17, 1987, Reports

NASA Astrophysics Data System (ADS)

Recent advances in the analytical and numerical treatment of physical and engineering problems are discussed in reviews and reports. Topics addressed include fluid mechanics, numerical methods for differential equations, FEM approaches, and boundary-element methods. Consideration is given to optimization, decision theory, stochastics, actuarial mathematics, applied mathematics and mathematical physics, and numerical analysis.

A New Mathematical Framework for Design Under Uncertainty

DTIC Science & Technology

2016-05-05

blending multiple information sources via auto-regressive stochastic modeling. A computationally efficient machine learning framework is developed based on...sion and machine learning approaches; see Fig. 1. This will lead to a comprehensive description of system performance with less uncertainty than in the...Bayesian optimization of super-cavitating hy- drofoils The goal of this study is to demonstrate the capabilities of statistical learning and

Funding Site Cleanup at Closing Army Installations: A Stochastic Optimization Approach

DTIC Science & Technology

2001-12-19

Devens Devens Massachusetts C 29 FORSCOM Hingham Annex Hingham Massachusetts C 30 FORSCOM Sudbury Training Annex Sudbury Massachusetts C 31 FORSCOM Fort ...RI 900 RD 200 RAC 1200 RAO...MINF efb COST y MAXF efa ∈ ∈ − ≤ ≤ +∑ ∑ ∀i,t (1) m i s mt mt ost os mt mt i FORT s SITE o OPTION

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.

Stochastic Evolutionary Algorithms for Planning Robot Paths

NASA Technical Reports Server (NTRS)

Fink, Wolfgang; Aghazarian, Hrand; Huntsberger, Terrance; Terrile, Richard

2006-01-01

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Optimal Energy Efficiency Fairness of Nodes in Wireless Powered Communication Networks.

PubMed

Zhang, Jing; Zhou, Qingjie; Ng, Derrick Wing Kwan; Jo, Minho

2017-09-15

In wireless powered communication networks (WPCNs), it is essential to research energy efficiency fairness in order to evaluate the balance of nodes for receiving information and harvesting energy. In this paper, we propose an efficient iterative algorithm for optimal energy efficiency proportional fairness in WPCN. The main idea is to use stochastic geometry to derive the mean proportionally fairness utility function with respect to user association probability and receive threshold. Subsequently, we prove that the relaxed proportionally fairness utility function is a concave function for user association probability and receive threshold, respectively. At the same time, a sub-optimal algorithm by exploiting alternating optimization approach is proposed. Through numerical simulations, we demonstrate that our sub-optimal algorithm can obtain a result close to optimal energy efficiency proportional fairness with significant reduction of computational complexity.

Optimal Energy Efficiency Fairness of Nodes in Wireless Powered Communication Networks

PubMed Central

Zhou, Qingjie; Ng, Derrick Wing Kwan; Jo, Minho

2017-01-01

In wireless powered communication networks (WPCNs), it is essential to research energy efficiency fairness in order to evaluate the balance of nodes for receiving information and harvesting energy. In this paper, we propose an efficient iterative algorithm for optimal energy efficiency proportional fairness in WPCN. The main idea is to use stochastic geometry to derive the mean proportionally fairness utility function with respect to user association probability and receive threshold. Subsequently, we prove that the relaxed proportionally fairness utility function is a concave function for user association probability and receive threshold, respectively. At the same time, a sub-optimal algorithm by exploiting alternating optimization approach is proposed. Through numerical simulations, we demonstrate that our sub-optimal algorithm can obtain a result close to optimal energy efficiency proportional fairness with significant reduction of computational complexity. PMID:28914818

Use of behavioural stochastic resonance by paddle fish for feeding

NASA Astrophysics Data System (ADS)

Russell, David F.; Wilkens, Lon A.; Moss, Frank

1999-11-01

Stochastic resonance is the phenomenon whereby the addition of an optimal level of noise to a weak information-carrying input to certain nonlinear systems can enhance the information content at their outputs. Computer analysis of spike trains has been needed to reveal stochastic resonance in the responses of sensory receptors except for one study on human psychophysics. But is an animal aware of, and can it make use of, the enhanced sensory information from stochastic resonance? Here, we show that stochastic resonance enhances the normal feeding behaviour of paddlefish (Polyodon spathula), which use passive electroreceptors to detect electrical signals from planktonic prey. We demonstrate significant broadening of the spatial range for the detection of plankton when a noisy electric field of optimal amplitude is applied in the water. We also show that swarms of Daphnia plankton are a natural source of electrical noise. Our demonstration of stochastic resonance at the level of a vital animal behaviour, feeding, which has probably evolved for functional success, provides evidence that stochastic resonance in sensory nervous systems is an evolutionary adaptation.

Optimal regulation in systems with stochastic time sampling

NASA Technical Reports Server (NTRS)

Montgomery, R. C.; Lee, P. S.

1980-01-01

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

The Aeronautical Data Link: Taxonomy, Architectural Analysis, and Optimization

NASA Technical Reports Server (NTRS)

Morris, A. Terry; Goode, Plesent W.

2002-01-01

The future Communication, Navigation, and Surveillance/Air Traffic Management (CNS/ATM) System will rely on global satellite navigation, and ground-based and satellite based communications via Multi-Protocol Networks (e.g. combined Aeronautical Telecommunications Network (ATN)/Internet Protocol (IP)) to bring about needed improvements in efficiency and safety of operations to meet increasing levels of air traffic. This paper will discuss the development of an approach that completely describes optimal data link architecture configuration and behavior to meet the multiple conflicting objectives of concurrent and different operations functions. The practical application of the approach enables the design and assessment of configurations relative to airspace operations phases. The approach includes a formal taxonomic classification, an architectural analysis methodology, and optimization techniques. The formal taxonomic classification provides a multidimensional correlation of data link performance with data link service, information protocol, spectrum, and technology mode; and to flight operations phase and environment. The architectural analysis methodology assesses the impact of a specific architecture configuration and behavior on the local ATM system performance. Deterministic and stochastic optimization techniques maximize architectural design effectiveness while addressing operational, technology, and policy constraints.

Optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps

NASA Astrophysics Data System (ADS)

Qiu, Hong; Deng, Wenmin

2018-02-01

In this paper, the optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps is considered. We introduce two kinds of environmental perturbations in this model. One is called white noise which is continuous and is described by a stochastic integral with respect to the standard Brownian motion. And the other one is jumping noise which is modeled by a Lévy process. Under some mild assumptions, the critical values between extinction and persistent in the mean of each species are established. The sufficient and necessary criteria for the existence of optimal harvesting policy are established and the optimal harvesting effort and the maximum of sustainable yield are also obtained. We utilize the ergodic method to discuss the optimal harvesting problem. The results show that white noises and Lévy noises significantly affect the optimal harvesting policy while time delays is harmless for the optimal harvesting strategy in some cases. At last, some numerical examples are introduced to show the validity of our results.

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

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

New control concepts for uncertain water resources systems: 1. Theory

NASA Astrophysics Data System (ADS)

Georgakakos, Aris P.; Yao, Huaming

1993-06-01

A major complicating factor in water resources systems management is handling unknown inputs. Stochastic optimization provides a sound mathematical framework but requires that enough data exist to develop statistical input representations. In cases where data records are insufficient (e.g., extreme events) or atypical of future input realizations, stochastic methods are inadequate. This article presents a control approach where input variables are only expected to belong in certain sets. The objective is to determine sets of admissible control actions guaranteeing that the system will remain within desirable bounds. The solution is based on dynamic programming and derived for the case where all sets are convex polyhedra. A companion paper (Yao and Georgakakos, this issue) addresses specific applications and problems in relation to reservoir system management.

Optimal harvesting of a stochastic delay logistic model with Lévy jumps

NASA Astrophysics Data System (ADS)

Qiu, Hong; Deng, Wenmin

2016-10-01

The optimal harvesting problem of a stochastic time delay logistic model with Lévy jumps is considered in this article. We first show that the model has a unique global positive solution and discuss the uniform boundedness of its pth moment with harvesting. Then we prove that the system is globally attractive and asymptotically stable in distribution under our assumptions. Furthermore, we obtain the existence of the optimal harvesting effort by the ergodic method, and then we give the explicit expression of the optimal harvesting policy and maximum yield.

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?'

Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices

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

Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah Rozita

2014-06-19

Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stablemore » information ratio.« less

Estimating cellular parameters through optimization procedures: elementary principles and applications.

PubMed

Kimura, Akatsuki; Celani, Antonio; Nagao, Hiromichi; Stasevich, Timothy; Nakamura, Kazuyuki

2015-01-01

Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE) in a prediction or to maximize likelihood. A (local) maximum of likelihood or (local) minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

NASA Astrophysics Data System (ADS)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

Flood Catastrophe Model for Designing Optimal Flood Insurance Program: Estimating Location-Specific Premiums in the Netherlands.

PubMed

Ermolieva, T; Filatova, T; Ermoliev, Y; Obersteiner, M; de Bruijn, K M; Jeuken, A

2017-01-01

As flood risks grow worldwide, a well-designed insurance program engaging various stakeholders becomes a vital instrument in flood risk management. The main challenge concerns the applicability of standard approaches for calculating insurance premiums of rare catastrophic losses. This article focuses on the design of a flood-loss-sharing program involving private insurance based on location-specific exposures. The analysis is guided by a developed integrated catastrophe risk management (ICRM) model consisting of a GIS-based flood model and a stochastic optimization procedure with respect to location-specific risk exposures. To achieve the stability and robustness of the program towards floods with various recurrences, the ICRM uses stochastic optimization procedure, which relies on quantile-related risk functions of a systemic insolvency involving overpayments and underpayments of the stakeholders. Two alternative ways of calculating insurance premiums are compared: the robust derived with the ICRM and the traditional average annual loss approach. The applicability of the proposed model is illustrated in a case study of a Rotterdam area outside the main flood protection system in the Netherlands. Our numerical experiments demonstrate essential advantages of the robust premiums, namely, that they: (1) guarantee the program's solvency under all relevant flood scenarios rather than one average event; (2) establish a tradeoff between the security of the program and the welfare of locations; and (3) decrease the need for other risk transfer and risk reduction measures. © 2016 Society for Risk Analysis.

Outbreak and Extinction Dynamics in a Stochastic Ebola Model

NASA Astrophysics Data System (ADS)

Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James

A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.

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.

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)"

Stochastic optimization of intensity modulated radiotherapy to account for uncertainties in patient sensitivity

NASA Astrophysics Data System (ADS)

Kåver, Gereon; Lind, Bengt K.; Löf, Johan; Liander, Anders; Brahme, Anders

1999-12-01

The aim of the present work is to better account for the known uncertainties in radiobiological response parameters when optimizing radiation therapy. The radiation sensitivity of a specific patient is usually unknown beyond the expectation value and possibly the standard deviation that may be derived from studies on groups of patients. Instead of trying to find the treatment with the highest possible probability of a desirable outcome for a patient of average sensitivity, it is more desirable to maximize the expectation value of the probability for the desirable outcome over the possible range of variation of the radiation sensitivity of the patient. Such a stochastic optimization will also have to consider the distribution function of the radiation sensitivity and the larger steepness of the response for the individual patient. The results of stochastic optimization are also compared with simpler methods such as using biological response `margins' to account for the range of sensitivity variation. By using stochastic optimization, the absolute gain will typically be of the order of a few per cent and the relative improvement compared with non-stochastic optimization is generally less than about 10 per cent. The extent of this gain varies with the level of interpatient variability as well as with the difficulty and complexity of the case studied. Although the dose changes are rather small (<5 Gy) there is a strong desire to make treatment plans more robust, and tolerant of the likely range of variation of the radiation sensitivity of each individual patient. When more accurate predictive assays of the radiation sensitivity for each patient become available, the need to consider the range of variations can be reduced considerably.

Investigation, development and application of optimal output feedback theory. Volume 2: Development of an optimal, limited state feedback outer-loop digital flight control system for 3-D terminal area operation

NASA Technical Reports Server (NTRS)

Broussard, J. R.; Halyo, N.

1984-01-01

This report contains the development of a digital outer-loop three dimensional radio navigation (3-D RNAV) flight control system for a small commercial jet transport. The outer-loop control system is designed using optimal stochastic limited state feedback techniques. Options investigated using the optimal limited state feedback approach include integrated versus hierarchical control loop designs, 20 samples per second versus 5 samples per second outer-loop operation and alternative Type 1 integration command errors. Command generator tracking techniques used in the digital control design enable the jet transport to automatically track arbitrary curved flight paths generated by waypoints. The performance of the design is demonstrated using detailed nonlinear aircraft simulations in the terminal area, frequency domain multi-input sigma plots, frequency domain single-input Bode plots and closed-loop poles. The response of the system to a severe wind shear during a landing approach is also presented.

Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems

PubMed Central

Fonseca Guerra, Gabriel A.; Furber, Steve B.

2017-01-01

Constraint satisfaction problems (CSP) are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not) of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems). The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs), and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart. PMID:29311791

Multi-Objective Optimization of Mixed Variable, Stochastic Systems Using Single-Objective Formulations

DTIC Science & Technology

2008-03-01

investigated, as well as the methodology used . Chapter IV presents the data collection and analysis procedures, and the resulting analysis and...interpolate the data, although a non-interpolating model is possible. For this research Design and Analysis of Computer Experiments (DACE) is used ...followed by the analysis . 4.1. Testing Approach The initial SMOMADS algorithm used for this research was acquired directly from Walston [70]. The

Optimal growth trajectories with finite carrying capacity.

PubMed

Caravelli, F; Sindoni, L; Caccioli, F; Ududec, C

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Optimal growth trajectories with finite carrying capacity

NASA Astrophysics Data System (ADS)

Caravelli, F.; Sindoni, L.; Caccioli, F.; Ududec, C.

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

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

Zhang, Qichun; Zhou, Jinglin; Wang, Hong

In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

Uncertainty-Based Multi-Objective Optimization of Groundwater Remediation Design

NASA Astrophysics Data System (ADS)

Singh, A.; Minsker, B.

2003-12-01

Management of groundwater contamination is a cost-intensive undertaking filled with conflicting objectives and substantial uncertainty. A critical source of this uncertainty in groundwater remediation design problems comes from the hydraulic conductivity values for the aquifer, upon which the prediction of flow and transport of contaminants are dependent. For a remediation solution to be reliable in practice it is important that it is robust over the potential error in the model predictions. This work focuses on incorporating such uncertainty within a multi-objective optimization framework, to get reliable as well as Pareto optimal solutions. Previous research has shown that small amounts of sampling within a single-objective genetic algorithm can produce highly reliable solutions. However with multiple objectives the noise can interfere with the basic operations of a multi-objective solver, such as determining non-domination of individuals, diversity preservation, and elitism. This work proposes several approaches to improve the performance of noisy multi-objective solvers. These include a simple averaging approach, taking samples across the population (which we call extended averaging), and a stochastic optimization approach. All the approaches are tested on standard multi-objective benchmark problems and a hypothetical groundwater remediation case-study; the best-performing approach is then tested on a field-scale case at Umatilla Army Depot.

Comparison of stochastic optimization methods for all-atom folding of the Trp-Cage protein.

PubMed

Schug, Alexander; Herges, Thomas; Verma, Abhinav; Lee, Kyu Hwan; Wenzel, Wolfgang

2005-12-09

The performances of three different stochastic optimization methods for all-atom protein structure prediction are investigated and compared. We use the recently developed all-atom free-energy force field (PFF01), which was demonstrated to correctly predict the native conformation of several proteins as the global optimum of the free energy surface. The trp-cage protein (PDB-code 1L2Y) is folded with the stochastic tunneling method, a modified parallel tempering method, and the basin-hopping technique. All the methods correctly identify the native conformation, and their relative efficiency is discussed.

Stochastic Optimal Prediction with Application to Averaged Euler Equations

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

Bell, John; Chorin, Alexandre J.; Crutchfield, William

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions.

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 System-Oriented Approach for the Optimal Control of Process Chains under Stochastic Influences

NASA Astrophysics Data System (ADS)

Senn, Melanie; Schäfer, Julian; Pollak, Jürgen; Link, Norbert

2011-09-01

Process chains in manufacturing consist of multiple connected processes in terms of dynamic systems. The properties of a product passing through such a process chain are influenced by the transformation of each single process. There exist various methods for the control of individual processes, such as classical state controllers from cybernetics or function mapping approaches realized by statistical learning. These controllers ensure that a desired state is obtained at process end despite of variations in the input and disturbances. The interactions between the single processes are thereby neglected, but play an important role in the optimization of the entire process chain. We divide the overall optimization into two phases: (1) the solution of the optimization problem by Dynamic Programming to find the optimal control variable values for each process for any encountered end state of its predecessor and (2) the application of the optimal control variables at runtime for the detected initial process state. The optimization problem is solved by selecting adequate control variables for each process in the chain backwards based on predefined quality requirements for the final product. For the demonstration of the proposed concept, we have chosen a process chain from sheet metal manufacturing with simplified transformation functions.

A fuzzy stochastic framework for managing hydro-environmental and socio-economic interactions under uncertainty

NASA Astrophysics Data System (ADS)

Subagadis, Yohannes Hagos; Schütze, Niels; Grundmann, Jens

2014-05-01

An amplified interconnectedness between a hydro-environmental and socio-economic system brings about profound challenges of water management decision making. In this contribution, we present a fuzzy stochastic approach to solve a set of decision making problems, which involve hydrologically, environmentally, and socio-economically motivated criteria subjected to uncertainty and ambiguity. The proposed methodological framework combines objective and subjective criteria in a decision making procedure for obtaining an acceptable ranking in water resources management alternatives under different type of uncertainty (subjective/objective) and heterogeneous information (quantitative/qualitative) simultaneously. The first step of the proposed approach involves evaluating the performance of alternatives with respect to different types of criteria. The ratings of alternatives with respect to objective and subjective criteria are evaluated by simulation-based optimization and fuzzy linguistic quantifiers, respectively. Subjective and objective uncertainties related to the input information are handled through linking fuzziness and randomness together. Fuzzy decision making helps entail the linguistic uncertainty and a Monte Carlo simulation process is used to map stochastic uncertainty. With this framework, the overall performance of each alternative is calculated using an Order Weighted Averaging (OWA) aggregation operator accounting for decision makers' experience and opinions. Finally, ranking is achieved by conducting pair-wise comparison of management alternatives. This has been done on the basis of the risk defined by the probability of obtaining an acceptable ranking and mean difference in total performance for the pair of management alternatives. The proposed methodology is tested in a real-world hydrosystem, to find effective and robust intervention strategies for the management of a coastal aquifer system affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. The results show that the approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

Stochastic Frontier Model Approach for Measuring Stock Market Efficiency with Different Distributions

PubMed Central

Hasan, Md. Zobaer; Kamil, Anton Abdulbasah; Mustafa, Adli; Baten, Md. Azizul

2012-01-01

The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE) market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time- varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation. PMID:22629352

Stochastic frontier model approach for measuring stock market efficiency with different distributions.

PubMed

Hasan, Md Zobaer; Kamil, Anton Abdulbasah; Mustafa, Adli; Baten, Md Azizul

2012-01-01

The stock market is considered essential for economic growth and expected to contribute to improved productivity. An efficient pricing mechanism of the stock market can be a driving force for channeling savings into profitable investments and thus facilitating optimal allocation of capital. This study investigated the technical efficiency of selected groups of companies of Bangladesh Stock Market that is the Dhaka Stock Exchange (DSE) market, using the stochastic frontier production function approach. For this, the authors considered the Cobb-Douglas Stochastic frontier in which the technical inefficiency effects are defined by a model with two distributional assumptions. Truncated normal and half-normal distributions were used in the model and both time-variant and time-invariant inefficiency effects were estimated. The results reveal that technical efficiency decreased gradually over the reference period and that truncated normal distribution is preferable to half-normal distribution for technical inefficiency effects. The value of technical efficiency was high for the investment group and low for the bank group, as compared with other groups in the DSE market for both distributions in time-varying environment whereas it was high for the investment group but low for the ceramic group as compared with other groups in the DSE market for both distributions in time-invariant situation.

Separating the optical contributions to line-edge roughness in EUV lithography using stochastic simulations

NASA Astrophysics Data System (ADS)

Chunder, Anindarupa; Latypov, Azat; Chen, Yulu; Biafore, John J.; Levinson, Harry J.; Bailey, Todd

2017-03-01

Minimization and control of line-edge roughness (LER) and contact-edge roughness (CER) is one of the current challenges limiting EUV line-space and contact hole printability. One significant contributor to feature roughness and CD variability in EUV is photon shot noise (PSN); others are the physical and chemical processes in photoresists, known as resist stochastic effect. Different approaches are available to mitigate each of these contributions. In order to facilitate this mitigation, it is important to assess the magnitude of each of these contributions separately from others. In this paper, we present and test a computational approach based on the concept of an `ideal resist'. An ideal resist is assumed to be devoid of all resist stochastic effects. Hence, such an ideal resist can only be simulated as an `ideal resist model' (IRM) through explicit utilization of the Poisson statistics of PSN2 or direct Monte Carlo simulation of photon absorption in resist. LER estimated using IRM, thus quantifies the exclusive contribution of PSN to LER. The result of the simulation study done using IRM indicates higher magnitude of contribution (60%) from PSN to LER with respect to total or final LER for a sufficiently optimized high dose `state of the art' EUV chemically amplified resist (CAR) model.

Adaptive non-linear control for cancer therapy through a Fokker-Planck observer.

PubMed

Shakeri, Ehsan; Latif-Shabgahi, Gholamreza; Esmaeili Abharian, Amir

2018-04-01

In recent years, many efforts have been made to present optimal strategies for cancer therapy through the mathematical modelling of tumour-cell population dynamics and optimal control theory. In many cases, therapy effect is included in the drift term of the stochastic Gompertz model. By fitting the model with empirical data, the parameters of therapy function are estimated. The reported research works have not presented any algorithm to determine the optimal parameters of therapy function. In this study, a logarithmic therapy function is entered in the drift term of the Gompertz model. Using the proposed control algorithm, the therapy function parameters are predicted and adaptively adjusted. To control the growth of tumour-cell population, its moments must be manipulated. This study employs the probability density function (PDF) control approach because of its ability to control all the process moments. A Fokker-Planck-based non-linear stochastic observer will be used to determine the PDF of the process. A cost function based on the difference between a predefined desired PDF and PDF of tumour-cell population is defined. Using the proposed algorithm, the therapy function parameters are adjusted in such a manner that the cost function is minimised. The existence of an optimal therapy function is also proved. The numerical results are finally given to demonstrate the effectiveness of the proposed method.

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

Hierarchical relaxation methods for multispectral pixel classification as applied to target identification

NASA Astrophysics Data System (ADS)

Cohen, E. A., Jr.

1985-02-01

This report provides insights into the approaches toward image modeling as applied to target detection. The approach is that of examining the energy in prescribed wave-bands which emanate from a target and correlating the emissions. Typically, one might be looking at two or three infrared bands, possibly together with several visual bands. The target is segmented, using both first and second order modeling, into a set of interesting components and these components are correlated so as to enhance the classification process. A Markov-type model is used to provide an a priori assessment of the spatial relationships among critical parts of the target, and a stochastic model using the output of an initial probabilistic labeling is invoked. The tradeoff between this stochastic model and the Markov model is then optimized to yield a best labeling for identification purposes. In an identification of friend or foe (IFF) context, this methodology could be of interest, for it provides the ingredients for such a higher level of understanding.

A fuzzy reinforcement learning approach to power control in wireless transmitters.

PubMed

Vengerov, David; Bambos, Nicholas; Berenji, Hamid R

2005-08-01

We address the issue of power-controlled shared channel access in wireless networks supporting packetized data traffic. We formulate this problem using the dynamic programming framework and present a new distributed fuzzy reinforcement learning algorithm (ACFRL-2) capable of adequately solving a class of problems to which the power control problem belongs. Our experimental results show that the algorithm converges almost deterministically to a neighborhood of optimal parameter values, as opposed to a very noisy stochastic convergence of earlier algorithms. The main tradeoff facing a transmitter is to balance its current power level with future backlog in the presence of stochastically changing interference. Simulation experiments demonstrate that the ACFRL-2 algorithm achieves significant performance gains over the standard power control approach used in CDMA2000. Such a large improvement is explained by the fact that ACFRL-2 allows transmitters to learn implicit coordination policies, which back off under stressful channel conditions as opposed to engaging in escalating "power wars."

A New Control Paradigm for Stochastic Differential Equations

NASA Astrophysics Data System (ADS)

Schmid, Matthias J. A.

This study presents a novel comprehensive approach to the control of dynamic systems under uncertainty governed by stochastic differential equations (SDEs). Large Deviations (LD) techniques are employed to arrive at a control law for a large class of nonlinear systems minimizing sample path deviations. Thereby, a paradigm shift is suggested from point-in-time to sample path statistics on function spaces. A suitable formal control framework which leverages embedded Freidlin-Wentzell theory is proposed and described in detail. This includes the precise definition of the control objective and comprises an accurate discussion of the adaptation of the Freidlin-Wentzell theorem to the particular situation. The new control design is enabled by the transformation of an ill-posed control objective into a well-conditioned sequential optimization problem. A direct numerical solution process is presented using quadratic programming, but the emphasis is on the development of a closed-form expression reflecting the asymptotic deviation probability of a particular nominal path. This is identified as the key factor in the success of the new paradigm. An approach employing the second variation and the differential curvature of the effective action is suggested for small deviation channels leading to the Jacobi field of the rate function and the subsequently introduced Jacobi field performance measure. This closed-form solution is utilized in combination with the supplied parametrization of the objective space. For the first time, this allows for an LD based control design applicable to a large class of nonlinear systems. Thus, Minimum Large Deviations (MLD) control is effectively established in a comprehensive structured framework. The construction of the new paradigm is completed by an optimality proof for the Jacobi field performance measure, an interpretive discussion, and a suggestion for efficient implementation. The potential of the new approach is exhibited by its extension to scalar systems subject to state-dependent noise and to systems of higher order. The suggested control paradigm is further advanced when a sequential application of MLD control is considered. This technique yields a nominal path corresponding to the minimum total deviation probability on the entire time domain. It is demonstrated that this sequential optimization concept can be unified in a single objective function which is revealed to be the Jacobi field performance index on the entire domain subject to an endpoint deviation. The emerging closed-form term replaces the previously required nested optimization and, thus, results in a highly efficient application-ready control design. This effectively substantiates Minimum Path Deviation (MPD) control. The proposed control paradigm allows the specific problem of stochastic cost control to be addressed as a special case. This new technique is employed within this study for the stochastic cost problem giving rise to Cost Constrained MPD (CCMPD) as well as to Minimum Quadratic Cost Deviation (MQCD) control. An exemplary treatment of a generic scalar nonlinear system subject to quadratic costs is performed for MQCD control to demonstrate the elementary expandability of the new control paradigm. This work concludes with a numerical evaluation of both MPD and CCMPD control for three exemplary benchmark problems. Numerical issues associated with the simulation of SDEs are briefly discussed and illustrated. The numerical examples furnish proof of the successful design. This study is complemented by a thorough review of statistical control methods, stochastic processes, Large Deviations techniques and the Freidlin-Wentzell theory, providing a comprehensive, self-contained account. The presentation of the mathematical tools and concepts is of a unique character, specifically addressing an engineering audience.

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

Maine, R. E.; Iliff, K. W.

1985-01-01

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Short-term cascaded hydroelectric system scheduling based on chaotic particle swarm optimization using improved logistic map

NASA Astrophysics Data System (ADS)

He, Yaoyao; Yang, Shanlin; Xu, Qifa

2013-07-01

In order to solve the model of short-term cascaded hydroelectric system scheduling, a novel chaotic particle swarm optimization (CPSO) algorithm using improved logistic map is introduced, which uses the water discharge as the decision variables combined with the death penalty function. According to the principle of maximum power generation, the proposed approach makes use of the ergodicity, symmetry and stochastic property of improved logistic chaotic map for enhancing the performance of particle swarm optimization (PSO) algorithm. The new hybrid method has been examined and tested on two test functions and a practical cascaded hydroelectric system. The experimental results show that the effectiveness and robustness of the proposed CPSO algorithm in comparison with other traditional algorithms.

Adaptive statistical pattern classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.

1975-01-01

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

The MIT Summit Speech Recognition System: A Progress Report

DTIC Science & Technology

1989-01-01

understanding of the human communication process. Despite recent development of some speech recognition systems with high accuracy, the performance of such...over the past four decades on human communication , in the hope that such systems will one day have a performance approaching that of humans. We are...optimize its use. Third, the system must have a stochastic component to deal with the present state of ignorance in our understanding of the human

Using genetic algorithm to solve a new multi-period stochastic optimization model

NASA Astrophysics Data System (ADS)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

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.

Sensor management in RADAR/IRST track fusion

NASA Astrophysics Data System (ADS)

Hu, Shi-qiang; Jing, Zhong-liang

2004-07-01

In this paper, a novel radar management strategy technique suitable for RADAR/IRST track fusion, which is based on Fisher Information Matrix (FIM) and fuzzy stochastic decision approach, is put forward. Firstly, optimal radar measurements' scheduling is obtained by the method of maximizing determinant of the Fisher information matrix of radar and IRST measurements, which is managed by the expert system. Then, suggested a "pseudo sensor" to predict the possible target position using the polynomial method based on the radar and IRST measurements, using "pseudo sensor" model to estimate the target position even if the radar is turned off. At last, based on the tracking performance and the state of target maneuver, fuzzy stochastic decision is used to adjust the optimal radar scheduling and retrieve the module parameter of "pseudo sensor". The experiment result indicates that the algorithm can not only limit Radar activity effectively but also keep the tracking accuracy of active/passive system well. And this algorithm eliminates the drawback of traditional Radar management methods that the Radar activity is fixed and not easy to control and protect.

Bayesian Lagrangian Data Assimilation and Drifter Deployment Strategies

NASA Astrophysics Data System (ADS)

Dutt, A.; Lermusiaux, P. F. J.

2017-12-01

Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials and other objects (e.g. pollutants, floating debris, search and rescue, etc.). Lagrangian Coherent Structures (LCSs) or the most influential/persistent material lines in a flow, provide a robust approach to characterize such Lagrangian transports and organize classic trajectories. Using the flow-map stochastic advection and a dynamically-orthogonal decomposition, we develop uncertainty prediction schemes for both Eulerian and Lagrangian variables. We then extend our Bayesian Gaussian Mixture Model (GMM)-DO filter to a joint Eulerian-Lagrangian Bayesian data assimilation scheme. The resulting nonlinear filter allows the simultaneous non-Gaussian estimation of Eulerian variables (e.g. velocity, temperature, salinity, etc.) and Lagrangian variables (e.g. drifter/float positions, trajectories, LCSs, etc.). Its results are showcased using a double-gyre flow with a random frequency, a stochastic flow past a cylinder, and realistic ocean examples. We further show how our Bayesian mutual information and adaptive sampling equations provide a rigorous efficient methodology to plan optimal drifter deployment strategies and predict the optimal times, locations, and types of measurements to be collected.

Water resources planning and management : A stochastic dual dynamic programming approach

NASA Astrophysics Data System (ADS)

Goor, Q.; Pinte, D.; Tilmant, A.

2008-12-01

Allocating water between different users and uses, including the environment, is one of the most challenging task facing water resources managers and has always been at the heart of Integrated Water Resources Management (IWRM). As water scarcity is expected to increase over time, allocation decisions among the different uses will have to be found taking into account the complex interactions between water and the economy. Hydro-economic optimization models can capture those interactions while prescribing efficient allocation policies. Many hydro-economic models found in the literature are formulated as large-scale non linear optimization problems (NLP), seeking to maximize net benefits from the system operation while meeting operational and/or institutional constraints, and describing the main hydrological processes. However, those models rarely incorporate the uncertainty inherent to the availability of water, essentially because of the computational difficulties associated stochastic formulations. The purpose of this presentation is to present a stochastic programming model that can identify economically efficient allocation policies in large-scale multipurpose multireservoir systems. The model is based on stochastic dual dynamic programming (SDDP), an extension of traditional SDP that is not affected by the curse of dimensionality. SDDP identify efficient allocation policies while considering the hydrologic uncertainty. The objective function includes the net benefits from the hydropower and irrigation sectors, as well as penalties for not meeting operational and/or institutional constraints. To be able to implement the efficient decomposition scheme that remove the computational burden, the one-stage SDDP problem has to be a linear program. Recent developments improve the representation of the non-linear and mildly non- convex hydropower function through a convex hull approximation of the true hydropower function. This model is illustrated on a cascade of 14 reservoirs on the Nile river basin.

Finding optimal vaccination strategies for pandemic influenza using genetic algorithms.

PubMed

Patel, Rajan; Longini, Ira M; Halloran, M Elizabeth

2005-05-21

In the event of pandemic influenza, only limited supplies of vaccine may be available. We use stochastic epidemic simulations, genetic algorithms (GA), and random mutation hill climbing (RMHC) to find optimal vaccine distributions to minimize the number of illnesses or deaths in the population, given limited quantities of vaccine. Due to the non-linearity, complexity and stochasticity of the epidemic process, it is not possible to solve for optimal vaccine distributions mathematically. However, we use GA and RMHC to find near optimal vaccine distributions. We model an influenza pandemic that has age-specific illness attack rates similar to the Asian pandemic in 1957-1958 caused by influenza A(H2N2), as well as a distribution similar to the Hong Kong pandemic in 1968-1969 caused by influenza A(H3N2). We find the optimal vaccine distributions given that the number of doses is limited over the range of 10-90% of the population. While GA and RMHC work well in finding optimal vaccine distributions, GA is significantly more efficient than RMHC. We show that the optimal vaccine distribution found by GA and RMHC is up to 84% more effective than random mass vaccination in the mid range of vaccine availability. GA is generalizable to the optimization of stochastic model parameters for other infectious diseases and population structures.

Effectiveness Testing of a Piezoelectric Energy Harvester for an Automobile Wheel Using Stochastic Resonance

PubMed Central

Zhang, Yunshun; Zheng, Rencheng; Shimono, Keisuke; Kaizuka, Tsutomu; Nakano, Kimihiko

2016-01-01

The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application. PMID:27763522

Effectiveness Testing of a Piezoelectric Energy Harvester for an Automobile Wheel Using Stochastic Resonance.

PubMed

Zhang, Yunshun; Zheng, Rencheng; Shimono, Keisuke; Kaizuka, Tsutomu; Nakano, Kimihiko

2016-10-17

The collection of clean power from ambient vibrations is considered a promising method for energy harvesting. For the case of wheel rotation, the present study investigates the effectiveness of a piezoelectric energy harvester, with the application of stochastic resonance to optimize the efficiency of energy harvesting. It is hypothesized that when the wheel rotates at variable speeds, the energy harvester is subjected to on-road noise as ambient excitations and a tangentially acting gravity force as a periodic modulation force, which can stimulate stochastic resonance. The energy harvester was miniaturized with a bistable cantilever structure, and the on-road noise was measured for the implementation of a vibrator in an experimental setting. A validation experiment revealed that the harvesting system was optimized to capture power that was approximately 12 times that captured under only on-road noise excitation and 50 times that captured under only the periodic gravity force. Moreover, the investigation of up-sweep excitations with increasing rotational frequency confirmed that stochastic resonance is effective in optimizing the performance of the energy harvester, with a certain bandwidth of vehicle speeds. An actual-vehicle experiment validates that the prototype harvester using stochastic resonance is capable of improving power generation performance for practical tire application.

Interrupted monitoring of a stochastic process

NASA Technical Reports Server (NTRS)

Palmer, E.

1977-01-01

Normative strategies are developed for tasks where the pilot must interrupt his monitoring of a stochastic process in order to attend to other duties. Results are given as to how characteristics of the stochastic process and the other tasks affect the optimal strategies. The optimum strategy is also compared to the strategies used by subjects in a pilot experiment.

A spatial stochastic programming model for timber and core area management under risk of fires

Treesearch

Yu Wei; Michael Bevers; Dung Nguyen; Erin Belval

2014-01-01

Previous stochastic models in harvest scheduling seldom address explicit spatial management concerns under the influence of natural disturbances. We employ multistage stochastic programming models to explore the challenges and advantages of building spatial optimization models that account for the influences of random stand-replacing fires. Our exploratory test models...

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Optimal mode transformations for linear-optical cluster-state generation

DOE PAGES

Uskov, Dmitry B.; Lougovski, Pavel; Alsing, Paul M.; ...

2015-06-15

In this paper, we analyze the generation of linear-optical cluster states (LOCSs) via sequential addition of one and two qubits. Existing approaches employ the stochastic linear-optical two-qubit controlled-Z (CZ) gate with success rate of 1/9 per operation. The question of optimality of the CZ gate with respect to LOCS generation has remained open. We report that there are alternative schemes to the CZ gate that are exponentially more efficient and show that sequential LOCS growth is indeed globally optimal. We find that the optimal cluster growth operation is a state transformation on a subspace of the full Hilbert space. Finally,more » we show that the maximal success rate of postselected entangling n photonic qubits or m Bell pairs into a cluster is (1/2) n-1 and (1/4) m-1, respectively, with no ancilla photons, and we give an explicit optical description of the optimal mode transformations.« less

Adaptive logical stochastic resonance in time-delayed synthetic genetic networks

NASA Astrophysics Data System (ADS)

Zhang, Lei; Zheng, Wenbin; Song, Aiguo

2018-04-01

In the paper, the concept of logical stochastic resonance is applied to implement logic operation and latch operation in time-delayed synthetic genetic networks derived from a bacteriophage λ. Clear logic operation and latch operation can be obtained when the network is tuned by modulated periodic force and time-delay. In contrast with the previous synthetic genetic networks based on logical stochastic resonance, the proposed system has two advantages. On one hand, adding modulated periodic force to the background noise can increase the length of the optimal noise plateau of obtaining desired logic response and make the system adapt to varying noise intensity. On the other hand, tuning time-delay can extend the optimal noise plateau to larger range. The result provides possible help for designing new genetic regulatory networks paradigm based on logical stochastic resonance.

Developments in Stochastic Fuel Efficient Cruise Control and Constrained Control with Applications to Aircraft

NASA Astrophysics Data System (ADS)

McDonough, Kevin K.

The dissertation presents contributions to fuel-efficient control of vehicle speed and constrained control with applications to aircraft. In the first part of this dissertation a stochastic approach to fuel-efficient vehicle speed control is developed. This approach encompasses stochastic modeling of road grade and traffic speed, modeling of fuel consumption through the use of a neural network, and the application of stochastic dynamic programming to generate vehicle speed control policies that are optimized for the trade-off between fuel consumption and travel time. The fuel economy improvements with the proposed policies are quantified through simulations and vehicle experiments. It is shown that the policies lead to the emergence of time-varying vehicle speed patterns that are referred to as time-varying cruise. Through simulations and experiments it is confirmed that these time-varying vehicle speed profiles are more fuel-efficient than driving at a comparable constant speed. Motivated by these results, a simpler implementation strategy that is more appealing for practical implementation is also developed. This strategy relies on a finite state machine and state transition threshold optimization, and its benefits are quantified through model-based simulations and vehicle experiments. Several additional contributions are made to approaches for stochastic modeling of road grade and vehicle speed that include the use of Kullback-Liebler divergence and divergence rate and a stochastic jump-like model for the behavior of the road grade. In the second part of the dissertation, contributions to constrained control with applications to aircraft are described. Recoverable sets and integral safe sets of initial states of constrained closed-loop systems are introduced first and computational procedures of such sets based on linear discrete-time models are given. The use of linear discrete-time models is emphasized as they lead to fast computational procedures. Examples of these sets for aircraft longitudinal and lateral aircraft dynamics are reported, and it is shown that these sets can be larger in size compared to the more commonly used safe sets. An approach to constrained maneuver planning based on chaining recoverable sets or integral safe sets is described and illustrated with a simulation example. To facilitate the application of this maneuver planning approach in aircraft loss of control (LOC) situations when the model is only identified at the current trim condition but when these sets need to be predicted at other flight conditions, the dependence trends of the safe and recoverable sets on aircraft flight conditions are characterized. The scaling procedure to estimate subsets of safe and recoverable sets at one trim condition based on their knowledge at another trim condition is defined. Finally, two control schemes that exploit integral safe sets are proposed. The first scheme, referred to as the controller state governor (CSG), resets the controller state (typically an integrator) to enforce the constraints and enlarge the set of plant states that can be recovered without constraint violation. The second scheme, referred to as the controller state and reference governor (CSRG), combines the controller state governor with the reference governor control architecture and provides the capability of simultaneously modifying the reference command and the controller state to enforce the constraints. Theoretical results that characterize the response properties of both schemes are presented. Examples are reported that illustrate the operation of these schemes on aircraft flight dynamics models and gas turbine engine dynamic models.

Stochastic modelling of turbulent combustion for design optimization of gas turbine combustors

NASA Astrophysics Data System (ADS)

Mehanna Ismail, Mohammed Ali

The present work covers the development and the implementation of an efficient algorithm for the design optimization of gas turbine combustors. The purpose is to explore the possibilities and indicate constructive suggestions for optimization techniques as alternative methods for designing gas turbine combustors. The algorithm is general to the extent that no constraints are imposed on the combustion phenomena or on the combustor configuration. The optimization problem is broken down into two elementary problems: the first is the optimum search algorithm, and the second is the turbulent combustion model used to determine the combustor performance parameters. These performance parameters constitute the objective and physical constraints in the optimization problem formulation. The examination of both turbulent combustion phenomena and the gas turbine design process suggests that the turbulent combustion model represents a crucial part of the optimization algorithm. The basic requirements needed for a turbulent combustion model to be successfully used in a practical optimization algorithm are discussed. In principle, the combustion model should comply with the conflicting requirements of high fidelity, robustness and computational efficiency. To that end, the problem of turbulent combustion is discussed and the current state of the art of turbulent combustion modelling is reviewed. According to this review, turbulent combustion models based on the composition PDF transport equation are found to be good candidates for application in the present context. However, these models are computationally expensive. To overcome this difficulty, two different models based on the composition PDF transport equation were developed: an improved Lagrangian Monte Carlo composition PDF algorithm and the generalized stochastic reactor model. Improvements in the Lagrangian Monte Carlo composition PDF model performance and its computational efficiency were achieved through the implementation of time splitting, variable stochastic fluid particle mass control, and a second order time accurate (predictor-corrector) scheme used for solving the stochastic differential equations governing the particles evolution. The model compared well against experimental data found in the literature for two different configurations: bluff body and swirl stabilized combustors. The generalized stochastic reactor is a newly developed model. This model relies on the generalization of the concept of the classical stochastic reactor theory in the sense that it accounts for both finite micro- and macro-mixing processes. (Abstract shortened by UMI.)

Influence of stochastic geometric imperfections on the load-carrying behaviour of thin-walled structures using constrained random fields

NASA Astrophysics Data System (ADS)

Lauterbach, S.; Fina, M.; Wagner, W.

2018-04-01

Since structural engineering requires highly developed and optimized structures, the thickness dependency is one of the most controversially debated topics. This paper deals with stability analysis of lightweight thin structures combined with arbitrary geometrical imperfections. Generally known design guidelines only consider imperfections for simple shapes and loading, whereas for complex structures the lower-bound design philosophy still holds. Herein, uncertainties are considered with an empirical knockdown factor representing a lower bound of existing measurements. To fully understand and predict expected bearable loads, numerical investigations are essential, including geometrical imperfections. These are implemented into a stand-alone program code with a stochastic approach to compute random fields as geometric imperfections that are applied to nodes of the finite element mesh of selected structural examples. The stochastic approach uses the Karhunen-Loève expansion for the random field discretization. For this approach, the so-called correlation length l_c controls the random field in a powerful way. This parameter has a major influence on the buckling shape, and also on the stability load. First, the impact of the correlation length is studied for simple structures. Second, since most structures for engineering devices are more complex and combined structures, these are intensively discussed with the focus on constrained random fields for e.g. flange-web-intersections. Specific constraints for those random fields are pointed out with regard to the finite element model. Further, geometrical imperfections vanish where the structure is supported.

Evaluating the influence of motor control on selective attention through a stochastic model: the paradigm of motor control dysfunction in cerebellar patient.

PubMed

Veneri, Giacomo; Federico, Antonio; Rufa, Alessandra

2014-01-01

Attention allows us to selectively process the vast amount of information with which we are confronted, prioritizing some aspects of information and ignoring others by focusing on a certain location or aspect of the visual scene. Selective attention is guided by two cognitive mechanisms: saliency of the image (bottom up) and endogenous mechanisms (top down). These two mechanisms interact to direct attention and plan eye movements; then, the movement profile is sent to the motor system, which must constantly update the command needed to produce the desired eye movement. A new approach is described here to study how the eye motor control could influence this selection mechanism in clinical behavior: two groups of patients (SCA2 and late onset cerebellar ataxia LOCA) with well-known problems of motor control were studied; patients performed a cognitively demanding task; the results were compared to a stochastic model based on Monte Carlo simulations and a group of healthy subjects. The analytical procedure evaluated some energy functions for understanding the process. The implemented model suggested that patients performed an optimal visual search, reducing intrinsic noise sources. Our findings theorize a strict correlation between the "optimal motor system" and the "optimal stimulus encoders."

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

DOE PAGES

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

2016-02-01

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

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

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

Feature selection with harmony search.

PubMed

Diao, Ren; Shen, Qiang

2012-12-01

Many search strategies have been exploited for the task of feature selection (FS), in an effort to identify more compact and better quality subsets. Such work typically involves the use of greedy hill climbing (HC), or nature-inspired heuristics, in order to discover the optimal solution without going through exhaustive search. In this paper, a novel FS approach based on harmony search (HS) is presented. It is a general approach that can be used in conjunction with many subset evaluation techniques. The simplicity of HS is exploited to reduce the overall complexity of the search process. The proposed approach is able to escape from local solutions and identify multiple solutions owing to the stochastic nature of HS. Additional parameter control schemes are introduced to reduce the effort and impact of parameter configuration. These can be further combined with the iterative refinement strategy, tailored to enforce the discovery of quality subsets. The resulting approach is compared with those that rely on HC, genetic algorithms, and particle swarm optimization, accompanied by in-depth studies of the suggested improvements.

Sensory Optimization by Stochastic Tuning

PubMed Central

Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees

2013-01-01

Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system’s preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit, and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: the higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics, and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PMID:24219849

A generic methodology for the optimisation of sewer systems using stochastic programming and self-optimizing control.

PubMed

Mauricio-Iglesias, Miguel; Montero-Castro, Ignacio; Mollerup, Ane L; Sin, Gürkan

2015-05-15

The design of sewer system control is a complex task given the large size of the sewer networks, the transient dynamics of the water flow and the stochastic nature of rainfall. This contribution presents a generic methodology for the design of a self-optimising controller in sewer systems. Such controller is aimed at keeping the system close to the optimal performance, thanks to an optimal selection of controlled variables. The definition of an optimal performance was carried out by a two-stage optimisation (stochastic and deterministic) to take into account both the overflow during the current rain event as well as the expected overflow given the probability of a future rain event. The methodology is successfully applied to design an optimising control strategy for a subcatchment area in Copenhagen. The results are promising and expected to contribute to the advance of the operation and control problem of sewer systems. Copyright © 2015 Elsevier Ltd. All rights reserved.

Optimization under variability and uncertainty: a case study for NOx emissions control for a gasification system.

PubMed

Chen, Jianjun; Frey, H Christopher

2004-12-15

Methods for optimization of process technologies considering the distinction between variability and uncertainty are developed and applied to case studies of NOx control for Integrated Gasification Combined Cycle systems. Existing methods of stochastic optimization (SO) and stochastic programming (SP) are demonstrated. A comparison of SO and SP results provides the value of collecting additional information to reduce uncertainty. For example, an expected annual benefit of 240,000 dollars is estimated if uncertainty can be reduced before a final design is chosen. SO and SP are typically applied to uncertainty. However, when applied to variability, the benefit of dynamic process control is obtained. For example, an annual savings of 1 million dollars could be achieved if the system is adjusted to changes in process conditions. When variability and uncertainty are treated distinctively, a coupled stochastic optimization and programming method and a two-dimensional stochastic programming method are demonstrated via a case study. For the case study, the mean annual benefit of dynamic process control is estimated to be 700,000 dollars, with a 95% confidence range of 500,000 dollars to 940,000 dollars. These methods are expected to be of greatest utility for problems involving a large commitment of resources, for which small differences in designs can produce large cost savings.

Stochastic Representation and Uncertainty Assessment of a Deep Geothermal Reservoir Using Cross-Borehole ERT: A 3D Synthetic Case

NASA Astrophysics Data System (ADS)

Brunet, P.; Gloaguen, E.

2014-12-01

Designing and monitoring of geothermal systems is a complex task which requires a multidisciplinary approach. Deep geothermal reservoir models are prone to greater uncertainty, with a lack of direct data and lower resolution of surface geophysical methods. However, recent technical advances have enabled the potential use of permanent downhole vertical resistivity arrays for monitoring fluid injection. As electrical resistivity is sensitive to temperature changes, such data could provide valuable information for deep geothermal reservoir characterization. The objective of this study is to assess the potential of time-lapse cross-borehole ERT to constrain 3D realizations of geothermal reservoir properties. The synthetic case of a permeable geothermal reservoir in a sedimentary basin was set up, as a confined deep and saline sandstone aquifer with intermediate reservoir temperatures (150ºC), depth (1 km) and 30m thickness. The reservoir permeability distribution is heterogeneous, as the result of a fluvial depositional environment. The ERT monitoring system design is a triangular arrangement of 3 wells at 150 m spacing, including 1 injection and 1 extraction well. The optimal number and spacing of electrodes of the ERT array design is site-specific and has been assessed through a sensibility study. Dipole-dipole and pole-pole electrode configurations were used. The study workflow was the following: 1) Generation of a reference reservoir model and 100 stochastic realizations of permeability; 2) Simulation of saturated single-phase flow and heat transport of reinjection of cooled formation fluid (50ºC) with TOUGH2 software; 3) Time-lapse forward ERT modeling on the reference model and all realizations (observed and simulated apparent resistivity change); 4) heuristic optimization on ERT computed and calculated data. Preliminary results show significant reduction of parameter uncertainty, hence realization space, with assimilation of cross-borehole ERT data. Loss in sensitivity of ERT between boreholes is compensated here by the stochastic modeling approach, rather than using a deterministic inversion scheme. Our results suggest stochastic reservoir simulations, together with assimilation of cross-borehole ERT data, could be useful tools for design and monitoring of deep geothermal systems.

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.

Development Optimization and Uncertainty Analysis Methods for Oil and Gas Reservoirs

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

Ettehadtavakkol, Amin, E-mail: amin.ettehadtavakkol@ttu.edu; Jablonowski, Christopher; Lake, Larry

Uncertainty complicates the development optimization of oil and gas exploration and production projects, but methods have been devised to analyze uncertainty and its impact on optimal decision-making. This paper compares two methods for development optimization and uncertainty analysis: Monte Carlo (MC) simulation and stochastic programming. Two example problems for a gas field development and an oilfield development are solved and discussed to elaborate the advantages and disadvantages of each method. Development optimization involves decisions regarding the configuration of initial capital investment and subsequent operational decisions. Uncertainty analysis involves the quantification of the impact of uncertain parameters on the optimum designmore » concept. The gas field development problem is designed to highlight the differences in the implementation of the two methods and to show that both methods yield the exact same optimum design. The results show that both MC optimization and stochastic programming provide unique benefits, and that the choice of method depends on the goal of the analysis. While the MC method generates more useful information, along with the optimum design configuration, the stochastic programming method is more computationally efficient in determining the optimal solution. Reservoirs comprise multiple compartments and layers with multiphase flow of oil, water, and gas. We present a workflow for development optimization under uncertainty for these reservoirs, and solve an example on the design optimization of a multicompartment, multilayer oilfield development.« less

Gompertzian stochastic model with delay effect to cervical cancer growth

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

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

Efficient simulation of intrinsic, extrinsic and external noise in biochemical systems

PubMed Central

Pischel, Dennis; Sundmacher, Kai; Flassig, Robert J.

2017-01-01

Abstract Motivation: Biological cells operate in a noisy regime influenced by intrinsic, extrinsic and external noise, which leads to large differences of individual cell states. Stochastic effects must be taken into account to characterize biochemical kinetics accurately. Since the exact solution of the chemical master equation, which governs the underlying stochastic process, cannot be derived for most biochemical systems, approximate methods are used to obtain a solution. Results: In this study, a method to efficiently simulate the various sources of noise simultaneously is proposed and benchmarked on several examples. The method relies on the combination of the sigma point approach to describe extrinsic and external variability and the τ-leaping algorithm to account for the stochasticity due to probabilistic reactions. The comparison of our method to extensive Monte Carlo calculations demonstrates an immense computational advantage while losing an acceptable amount of accuracy. Additionally, the application to parameter optimization problems in stochastic biochemical reaction networks is shown, which is rarely applied due to its huge computational burden. To give further insight, a MATLAB script is provided including the proposed method applied to a simple toy example of gene expression. Availability and implementation: MATLAB code is available at Bioinformatics online. Contact: flassig@mpi-magdeburg.mpg.de Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881987

Spatially Controlled Relay Beamforming

NASA Astrophysics Data System (ADS)

Kalogerias, Dionysios

This thesis is about fusion of optimal stochastic motion control and physical layer communications. Distributed, networked communication systems, such as relay beamforming networks (e.g., Amplify & Forward (AF)), are typically designed without explicitly considering how the positions of the respective nodes might affect the quality of the communication. Optimum placement of network nodes, which could potentially improve the quality of the communication, is not typically considered. However, in most practical settings in physical layer communications, such as relay beamforming, the Channel State Information (CSI) observed by each node, per channel use, although it might be (modeled as) random, it is both spatially and temporally correlated. It is, therefore, reasonable to ask if and how the performance of the system could be improved by (predictively) controlling the positions of the network nodes (e.g., the relays), based on causal side (CSI) information, and exploitting the spatiotemporal dependencies of the wireless medium. In this work, we address this problem in the context of AF relay beamforming networks. This novel, cyber-physical system approach to relay beamforming is termed as "Spatially Controlled Relay Beamforming". First, we discuss wireless channel modeling, however, in a rigorous, Bayesian framework. Experimentally accurate and, at the same time, technically precise channel modeling is absolutely essential for designing and analyzing spatially controlled communication systems. In this work, we are interested in two distinct spatiotemporal statistical models, for describing the behavior of the log-scale magnitude of the wireless channel: 1. Stationary Gaussian Fields: In this case, the channel is assumed to evolve as a stationary, Gaussian stochastic field in continuous space and discrete time (say, for instance, time slots). Under such assumptions, spatial and temporal statistical interactions are determined by a set of time and space invariant parameters, which completely determine the mean and covariance of the underlying Gaussian measure. This model is relatively simple to describe, and can be sufficiently characterized, at least for our purposes, both statistically and topologically. Additionally, the model is rather versatile and there is existing experimental evidence, supporting its practical applicability. Our contributions are summarized in properly formulating the whole spatiotemporal model in a completely rigorous mathematical setting, under a convenient measure theoretic framework. Such framework greatly facilitates formulation of meaningful stochastic control problems, where the wireless channel field (or a function of it) can be regarded as a stochastic optimization surface.. 2. Conditionally Gaussian Fields, when conditioned on a Markovian channel state: This is a completely novel approach to wireless channel modeling. In this approach, the communication medium is assumed to behave as a partially observable (or hidden) system, where a hidden, global, temporally varying underlying stochastic process, called the channel state, affects the spatial interactions of the actual channel magnitude, evaluated at any set of locations in the plane. More specifically, we assume that, conditioned on the channel state, the wireless channel constitutes an observable, conditionally Gaussian stochastic process. The channel state evolves in time according to a known, possibly non stationary, non Gaussian, low dimensional Markov kernel. Recognizing the intractability of general nonlinear state estimation, we advocate the use of grid based approximate nonlinear filters as an effective and robust means for recursive tracking of the channel state. We also propose a sequential spatiotemporal predictor for tracking the channel gains at any point in time and space, providing real time sequential estimates for the respective channel gain map. In this context, our contributions are multifold. Except for the introduction of the layered channel model previously described, this line of research has resulted in a number of general, asymptotic convergence results, advancing the theory of grid-based approximate nonlinear stochastic filtering. In particular, sufficient conditions, ensuring asymptotic optimality are relaxed, and, at the same time, the mode of convergence is strengthened. Although the need for such results initiated as an attempt to theoretically characterize the performance of the proposed approximate methods for statistical inference, in regard to the proposed channel modeling approach, they turn out to be of fundamental importance in the areas of nonlinear estimation and stochastic control. The experimental validation of the proposed channel model, as well as the related parameter estimation problem, termed as "Markovian Channel Profiling (MCP)", fundamentally important for any practical deployment, are subject of current, ongoing research. Second, adopting the first of the two aforementioned channel modeling approaches, we consider the spatially controlled relay beamforming problem for an AF network with a single source, a single destination, and multiple, controlled at will, relay nodes. (Abstract shortened by ProQuest.).

Constructing probabilistic scenarios for wide-area solar power generation

DOE PAGES

Woodruff, David L.; Deride, Julio; Staid, Andrea; ...

2017-12-22

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions.more » Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.« less

Constructing probabilistic scenarios for wide-area solar power generation

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

Woodruff, David L.; Deride, Julio; Staid, Andrea

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions.more » Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.« less

A computational framework for prime implicants identification in noncoherent dynamic systems.

PubMed

Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

2015-01-01

Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

Complex Systems Simulation and Optimization | Computational Science | NREL

Science.gov Websites

account. Stochastic Optimization and Control: Formulation and implementation of advanced optimization and account uncertainty. Contact Wesley Jones Group Manager, Complex Systems Simulation and Optimiziation

Coupled stochastic soil moisture simulation-optimization model of deficit irrigation

NASA Astrophysics Data System (ADS)

Alizadeh, Hosein; Mousavi, S. Jamshid

2013-07-01

This study presents an explicit stochastic optimization-simulation model of short-term deficit irrigation management for large-scale irrigation districts. The model which is a nonlinear nonconvex program with an economic objective function is built on an agrohydrological simulation component. The simulation component integrates (1) an explicit stochastic model of soil moisture dynamics of the crop-root zone considering interaction of stochastic rainfall and irrigation with shallow water table effects, (2) a conceptual root zone salt balance model, and 3) the FAO crop yield model. Particle Swarm Optimization algorithm, linked to the simulation component, solves the resulting nonconvex program with a significantly better computational performance compared to a Monte Carlo-based implicit stochastic optimization model. The model has been tested first by applying it in single-crop irrigation problems through which the effects of the severity of water deficit on the objective function (net benefit), root-zone water balance, and irrigation water needs have been assessed. Then, the model has been applied in Dasht-e-Abbas and Ein-khosh Fakkeh Irrigation Districts (DAID and EFID) of the Karkheh Basin in southwest of Iran. While the maximum net benefit has been obtained for a stress-avoidance (SA) irrigation policy, the highest water profitability has been resulted when only about 60% of the water used in the SA policy is applied. The DAID with respectively 33% of total cultivated area and 37% of total applied water has produced only 14% of the total net benefit due to low-valued crops and adverse soil and shallow water table conditions.

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

K-Minimax Stochastic Programming Problems

NASA Astrophysics Data System (ADS)

Nedeva, C.

2007-10-01

The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.

Intrinsic optimization using stochastic nanomagnets

PubMed Central

Sutton, Brian; Camsari, Kerem Yunus; Behin-Aein, Behtash; Datta, Supriyo

2017-01-01

This paper draws attention to a hardware system which can be engineered so that its intrinsic physics is described by the generalized Ising model and can encode the solution to many important NP-hard problems as its ground state. The basic constituents are stochastic nanomagnets which switch randomly between the ±1 Ising states and can be monitored continuously with standard electronics. Their mutual interactions can be short or long range, and their strengths can be reconfigured as needed to solve specific problems and to anneal the system at room temperature. The natural laws of statistical mechanics guide the network of stochastic nanomagnets at GHz speeds through the collective states with an emphasis on the low energy states that represent optimal solutions. As proof-of-concept, we present simulation results for standard NP-complete examples including a 16-city traveling salesman problem using experimentally benchmarked models for spin-transfer torque driven stochastic nanomagnets. PMID:28295053

Intrinsic optimization using stochastic nanomagnets

NASA Astrophysics Data System (ADS)

Sutton, Brian; Camsari, Kerem Yunus; Behin-Aein, Behtash; Datta, Supriyo

2017-03-01

This paper draws attention to a hardware system which can be engineered so that its intrinsic physics is described by the generalized Ising model and can encode the solution to many important NP-hard problems as its ground state. The basic constituents are stochastic nanomagnets which switch randomly between the ±1 Ising states and can be monitored continuously with standard electronics. Their mutual interactions can be short or long range, and their strengths can be reconfigured as needed to solve specific problems and to anneal the system at room temperature. The natural laws of statistical mechanics guide the network of stochastic nanomagnets at GHz speeds through the collective states with an emphasis on the low energy states that represent optimal solutions. As proof-of-concept, we present simulation results for standard NP-complete examples including a 16-city traveling salesman problem using experimentally benchmarked models for spin-transfer torque driven stochastic nanomagnets.

Stochastic control and the second law of thermodynamics

NASA Technical Reports Server (NTRS)

Brockett, R. W.; Willems, J. C.

1979-01-01

The second law of thermodynamics is studied from the point of view of stochastic control theory. We find that the feedback control laws which are of interest are those which depend only on average values, and not on sample path behavior. We are lead to a criterion which, when satisfied, permits one to assign a temperature to a stochastic system in such a way as to have Carnot cycles be the optimal trajectories of optimal control problems. Entropy is also defined and we are able to prove an equipartition of energy theorem using this definition of temperature. Our formulation allows one to treat irreversibility in a quite natural and completely precise way.

A fast optimization approach for treatment planning of volumetric modulated arc therapy.

PubMed

Yan, Hui; Dai, Jian-Rong; Li, Ye-Xiong

2018-05-30

Volumetric modulated arc therapy (VMAT) is widely used in clinical practice. It not only significantly reduces treatment time, but also produces high-quality treatment plans. Current optimization approaches heavily rely on stochastic algorithms which are time-consuming and less repeatable. In this study, a novel approach is proposed to provide a high-efficient optimization algorithm for VMAT treatment planning. A progressive sampling strategy is employed for beam arrangement of VMAT planning. The initial beams with equal-space are added to the plan in a coarse sampling resolution. Fluence-map optimization and leaf-sequencing are performed for these beams. Then, the coefficients of fluence-maps optimization algorithm are adjusted according to the known fluence maps of these beams. In the next round the sampling resolution is doubled and more beams are added. This process continues until the total number of beams arrived. The performance of VMAT optimization algorithm was evaluated using three clinical cases and compared to those of a commercial planning system. The dosimetric quality of VMAT plans is equal to or better than the corresponding IMRT plans for three clinical cases. The maximum dose to critical organs is reduced considerably for VMAT plans comparing to those of IMRT plans, especially in the head and neck case. The total number of segments and monitor units are reduced for VMAT plans. For three clinical cases, VMAT optimization takes < 5 min accomplished using proposed approach and is 3-4 times less than that of the commercial system. The proposed VMAT optimization algorithm is able to produce high-quality VMAT plans efficiently and consistently. It presents a new way to accelerate current optimization process of VMAT planning.

Stochastic Models of Plant Diversity: Application to White Sands Missile Range

DTIC Science & Technology

2000-02-01

decades and its models have been well developed. These models fall in the categories: dynamic models and stochastic models. In their book , Modeling...Gelb 1974), and dendro- climatology (Visser and Molenaar 1988). Optimal Estimation An optimal estimator is a computational algorithm that...Evaluation, M.B. Usher, ed., Chapman and Hall, London. Visser, H., and J. Molenaar . 1990. "Estimating Trends in Tree-ring Data." For. Sei. 36(1): 87

Model-free uncertainty estimation in stochastical optical fluctuation imaging (SOFI) leads to a doubled temporal resolution

PubMed Central

Vandenberg, Wim; Duwé, Sam; Leutenegger, Marcel; Moeyaert, Benjamien; Krajnik, Bartosz; Lasser, Theo; Dedecker, Peter

2016-01-01

Stochastic optical fluctuation imaging (SOFI) is a super-resolution fluorescence imaging technique that makes use of stochastic fluctuations in the emission of the fluorophores. During a SOFI measurement multiple fluorescence images are acquired from the sample, followed by the calculation of the spatiotemporal cumulants of the intensities observed at each position. Compared to other techniques, SOFI works well under conditions of low signal-to-noise, high background, or high emitter densities. However, it can be difficult to unambiguously determine the reliability of images produced by any superresolution imaging technique. In this work we present a strategy that enables the estimation of the variance or uncertainty associated with each pixel in the SOFI image. In addition to estimating the image quality or reliability, we show that this can be used to optimize the signal-to-noise ratio (SNR) of SOFI images by including multiple pixel combinations in the cumulant calculation. We present an algorithm to perform this optimization, which automatically takes all relevant instrumental, sample, and probe parameters into account. Depending on the optical magnification of the system, this strategy can be used to improve the SNR of a SOFI image by 40% to 90%. This gain in information is entirely free, in the sense that it does not require additional efforts or complications. Alternatively our approach can be applied to reduce the number of fluorescence images to meet a particular quality level by about 30% to 50%, strongly improving the temporal resolution of SOFI imaging. PMID:26977356

An optimal repartitioning decision policy

NASA Technical Reports Server (NTRS)

Nicol, D. M.; Reynolds, P. F., Jr.

1986-01-01

A central problem to parallel processing is the determination of an effective partitioning of workload to processors. The effectiveness of any given partition is dependent on the stochastic nature of the workload. The problem of determining when and if the stochastic behavior of the workload has changed enough to warrant the calculation of a new partition is treated. The problem is modeled as a Markov decision process, and an optimal decision policy is derived. Quantification of this policy is usually intractable. A heuristic policy which performs nearly optimally is investigated empirically. The results suggest that the detection of change is the predominant issue in this problem.

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model

PubMed Central

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework. PMID:26543899

Optimizing Negotiation Conflict in the Cloud Service Negotiation Framework Using Probabilistic Decision Making Model.

PubMed

Rajavel, Rajkumar; Thangarathinam, Mala

2015-01-01

Optimization of negotiation conflict in the cloud service negotiation framework is identified as one of the major challenging issues. This negotiation conflict occurs during the bilateral negotiation process between the participants due to the misperception, aggressive behavior, and uncertain preferences and goals about their opponents. Existing research work focuses on the prerequest context of negotiation conflict optimization by grouping similar negotiation pairs using distance, binary, context-dependent, and fuzzy similarity approaches. For some extent, these approaches can maximize the success rate and minimize the communication overhead among the participants. To further optimize the success rate and communication overhead, the proposed research work introduces a novel probabilistic decision making model for optimizing the negotiation conflict in the long-term negotiation context. This decision model formulates the problem of managing different types of negotiation conflict that occurs during negotiation process as a multistage Markov decision problem. At each stage of negotiation process, the proposed decision model generates the heuristic decision based on the past negotiation state information without causing any break-off among the participants. In addition, this heuristic decision using the stochastic decision tree scenario can maximize the revenue among the participants available in the cloud service negotiation framework.

Estimator banks: a new tool for direction-of-arrival estimation

NASA Astrophysics Data System (ADS)

Gershman, Alex B.; Boehme, Johann F.

1997-10-01

A new powerful tool for improving the threshold performance of direction-of-arrival (DOA) estimation is considered. The essence of our approach is to reduce the number of outliers in the threshold domain using the so-called estimator bank containing multiple 'parallel' underlying DOA estimators which are based on pseudorandom resampling of the MUSIC spatial spectrum for given data batch or sample covariance matrix. To improve the threshold performance relative to conventional MUSIC, evolutionary principles are used, i.e., only 'successful' underlying estimators (having no failure in the preliminary estimated source localization sectors) are exploited in the final estimate. An efficient beamspace root implementation of the estimator bank approach is developed, combined with the array interpolation technique which enables the application to arbitrary arrays. A higher-order extension of our approach is also presented, where the cumulant-based MUSIC estimator is exploited as a basic technique for spatial spectrum resampling. Simulations and experimental data processing show that our algorithm performs well below the MUSIC threshold, namely, has the threshold performance similar to that of the stochastic ML method. At the same time, the computational cost of our algorithm is much lower than that of stochastic ML because no multidimensional optimization is involved.

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.

Bounded-Degree Approximations of Stochastic Networks

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

Quinn, Christopher J.; Pinar, Ali; Kiyavash, Negar

2017-06-01

We propose algorithms to approximate directed information graphs. Directed information graphs are probabilistic graphical models that depict causal dependencies between stochastic processes in a network. The proposed algorithms identify optimal and near-optimal approximations in terms of Kullback-Leibler divergence. The user-chosen sparsity trades off the quality of the approximation against visual conciseness and computational tractability. One class of approximations contains graphs with speci ed in-degrees. Another class additionally requires that the graph is connected. For both classes, we propose algorithms to identify the optimal approximations and also near-optimal approximations, using a novel relaxation of submodularity. We also propose algorithms to identifymore » the r-best approximations among these classes, enabling robust decision making.« less

Optimization of High-Dimensional Functions through Hypercube Evaluation

PubMed Central

Abiyev, Rahib H.; Tunay, Mustafa

2015-01-01

A novel learning algorithm for solving global numerical optimization problems is proposed. The proposed learning algorithm is intense stochastic search method which is based on evaluation and optimization of a hypercube and is called the hypercube optimization (HO) algorithm. The HO algorithm comprises the initialization and evaluation process, displacement-shrink process, and searching space process. The initialization and evaluation process initializes initial solution and evaluates the solutions in given hypercube. The displacement-shrink process determines displacement and evaluates objective functions using new points, and the search area process determines next hypercube using certain rules and evaluates the new solutions. The algorithms for these processes have been designed and presented in the paper. The designed HO algorithm is tested on specific benchmark functions. The simulations of HO algorithm have been performed for optimization of functions of 1000-, 5000-, or even 10000 dimensions. The comparative simulation results with other approaches demonstrate that the proposed algorithm is a potential candidate for optimization of both low and high dimensional functions. PMID:26339237

Expected p-values in light of an ROC curve analysis applied to optimal multiple testing procedures.

PubMed

Vexler, Albert; Yu, Jihnhee; Zhao, Yang; Hutson, Alan D; Gurevich, Gregory

2017-01-01

Many statistical studies report p-values for inferential purposes. In several scenarios, the stochastic aspect of p-values is neglected, which may contribute to drawing wrong conclusions in real data experiments. The stochastic nature of p-values makes their use to examine the performance of given testing procedures or associations between investigated factors to be difficult. We turn our focus on the modern statistical literature to address the expected p-value (EPV) as a measure of the performance of decision-making rules. During the course of our study, we prove that the EPV can be considered in the context of receiver operating characteristic (ROC) curve analysis, a well-established biostatistical methodology. The ROC-based framework provides a new and efficient methodology for investigating and constructing statistical decision-making procedures, including: (1) evaluation and visualization of properties of the testing mechanisms, considering, e.g. partial EPVs; (2) developing optimal tests via the minimization of EPVs; (3) creation of novel methods for optimally combining multiple test statistics. We demonstrate that the proposed EPV-based approach allows us to maximize the integrated power of testing algorithms with respect to various significance levels. In an application, we use the proposed method to construct the optimal test and analyze a myocardial infarction disease dataset. We outline the usefulness of the "EPV/ROC" technique for evaluating different decision-making procedures, their constructions and properties with an eye towards practical applications.

Training-based descreening.

PubMed

Siddiqui, Hasib; Bouman, Charles A

2007-03-01

Conventional halftoning methods employed in electrophotographic printers tend to produce Moiré artifacts when used for printing images scanned from printed material, such as books and magazines. We present a novel approach for descreening color scanned documents aimed at providing an efficient solution to the Moiré problem in practical imaging devices, including copiers and multifunction printers. The algorithm works by combining two nonlinear image-processing techniques, resolution synthesis-based denoising (RSD), and modified smallest univalue segment assimilating nucleus (SUSAN) filtering. The RSD predictor is based on a stochastic image model whose parameters are optimized beforehand in a separate training procedure. Using the optimized parameters, RSD classifies the local window around the current pixel in the scanned image and applies filters optimized for the selected classes. The output of the RSD predictor is treated as a first-order estimate to the descreened image. The modified SUSAN filter uses the output of RSD for performing an edge-preserving smoothing on the raw scanned data and produces the final output of the descreening algorithm. Our method does not require any knowledge of the screening method, such as the screen frequency or dither matrix coefficients, that produced the printed original. The proposed scheme not only suppresses the Moiré artifacts, but, in addition, can be trained with intrinsic sharpening for deblurring scanned documents. Finally, once optimized for a periodic clustered-dot halftoning method, the same algorithm can be used to inverse halftone scanned images containing stochastic error diffusion halftone noise.

On the efficacy of stochastic collocation, stochastic Galerkin, and stochastic reduced order models for solving stochastic problems

DOE PAGES

Richard V. Field, Jr.; Emery, John M.; Grigoriu, Mircea Dan

2015-05-19

The stochastic collocation (SC) and stochastic Galerkin (SG) methods are two well-established and successful approaches for solving general stochastic problems. A recently developed method based on stochastic reduced order models (SROMs) can also be used. Herein we provide a comparison of the three methods for some numerical examples; our evaluation only holds for the examples considered in the paper. The purpose of the comparisons is not to criticize the SC or SG methods, which have proven very useful for a broad range of applications, nor is it to provide overall ratings of these methods as compared to the SROM method.more » Furthermore, our objectives are to present the SROM method as an alternative approach to solving stochastic problems and provide information on the computational effort required by the implementation of each method, while simultaneously assessing their performance for a collection of specific problems.« less

Optimizing conjunctive use of surface water and groundwater resources with stochastic dynamic programming

NASA Astrophysics Data System (ADS)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Rosbjerg, Dan; Bauer-Gottwein, Peter

2014-05-01

Optimal management of conjunctive use of surface water and groundwater has been attempted with different algorithms in the literature. In this study, a hydro-economic modelling approach to optimize conjunctive use of scarce surface water and groundwater resources under uncertainty is presented. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment costs. As in traditional SDP approaches, one step-ahead sub-problems are solved to find the optimal management at any time knowing the inflow scenario and reservoir/aquifer storage levels. These non-linear sub-problems are solved using a genetic algorithm (GA) that minimizes the sum of the immediate and future costs for given surface water reservoir and groundwater aquifer end storages. The immediate cost is found by solving a simple linear allocation sub-problem, and the future costs are assessed by interpolation in the total cost matrix from the following time step. Total costs for all stages, reservoir states, and inflow scenarios are used as future costs to drive a forward moving simulation under uncertain water availability. The use of a GA to solve the sub-problems is computationally more costly than a traditional SDP approach with linearly interpolated future costs. However, in a two-reservoir system the future cost function would have to be represented by a set of planes, and strict convexity in both the surface water and groundwater dimension cannot be maintained. The optimization framework based on the GA is still computationally feasible and represents a clean and customizable method. The method has been applied to the Ziya River basin, China. The basin is located on the North China Plain and is subject to severe water scarcity, which includes surface water droughts and groundwater over-pumping. The head-dependent groundwater pumping costs will enable assessment of the long-term effects of increased electricity prices on the groundwater pumping. The coupled optimization framework is used to assess realistic alternative development scenarios for the basin. In particular the potential for using electricity pricing policies to reach sustainable groundwater pumping is investigated.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using all three stochastic approaches to address model uncertainty. Results from the stochastic perturbation testing were compared to a baseline multi-physics control ensemble. For probabilistic forecast performance the Model Evaluation Tools (MET) verification package was used.

Optimization of contrast resolution by genetic algorithm in ultrasound tissue harmonic imaging.

PubMed

Ménigot, Sébastien; Girault, Jean-Marc

2016-09-01

The development of ultrasound imaging techniques such as pulse inversion has improved tissue harmonic imaging. Nevertheless, no recommendation has been made to date for the design of the waveform transmitted through the medium being explored. Our aim was therefore to find automatically the optimal "imaging" wave which maximized the contrast resolution without a priori information. To overcome assumption regarding the waveform, a genetic algorithm investigated the medium thanks to the transmission of stochastic "explorer" waves. Moreover, these stochastic signals could be constrained by the type of generator available (bipolar or arbitrary). To implement it, we changed the current pulse inversion imaging system by including feedback. Thus the method optimized the contrast resolution by adaptively selecting the samples of the excitation. In simulation, we benchmarked the contrast effectiveness of the best found transmitted stochastic commands and the usual fixed-frequency command. The optimization method converged quickly after around 300 iterations in the same optimal area. These results were confirmed experimentally. In the experimental case, the contrast resolution measured on a radiofrequency line could be improved by 6% with a bipolar generator and it could still increase by 15% with an arbitrary waveform generator. Copyright © 2016 Elsevier B.V. All rights reserved.

A Vision for Co-optimized T&D System Interaction with Renewables and Demand Response

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

Anderson, Lindsay; Zéphyr, Luckny; Cardell, Judith B.

The evolution of the power system to the reliable, efficient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. The use of demand response to counterbalance the intermittency of renewable generation brings the consumer into the spotlight. Though individual consumers are interconnected at the low-voltage distribution system, these resources are typically modeled as variables at the transmission network level. In this paper, a vision for cooptimized interaction of distribution systems, or microgrids, with the high-voltage transmission system is described. In this framework, microgrids encompass consumers, distributed renewables and storage. The energy managementmore » system of the microgrid can also sell (buy) excess (necessary) energy from the transmission system. Preliminary work explores price mechanisms to manage the microgrid and its interactions with the transmission system. Wholesale market operations are addressed through the development of scalable stochastic optimization methods that provide the ability to co-optimize interactions between the transmission and distribution systems. Modeling challenges of the co-optimization are addressed via solution methods for large-scale stochastic optimization, including decomposition and stochastic dual dynamic programming.« less

A Vision for Co-optimized T&D System Interaction with Renewables and Demand Response

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

Anderson, C. Lindsay; Zéphyr, Luckny; Liu, Jialin

The evolution of the power system to the reliable, effi- cient and sustainable system of the future will involve development of both demand- and supply-side technology and operations. The use of demand response to counterbalance the intermittency of re- newable generation brings the consumer into the spotlight. Though individual consumers are interconnected at the low-voltage distri- bution system, these resources are typically modeled as variables at the transmission network level. In this paper, a vision for co- optimized interaction of distribution systems, or microgrids, with the high-voltage transmission system is described. In this frame- work, microgrids encompass consumers, distributed renewablesmore » and storage. The energy management system of the microgrid can also sell (buy) excess (necessary) energy from the transmission system. Preliminary work explores price mechanisms to manage the microgrid and its interactions with the transmission system. Wholesale market operations are addressed through the devel- opment of scalable stochastic optimization methods that provide the ability to co-optimize interactions between the transmission and distribution systems. Modeling challenges of the co-optimization are addressed via solution methods for large-scale stochastic op- timization, including decomposition and stochastic dual dynamic programming.« less

Capacity improvement using simulation optimization approaches: A case study in the thermotechnology industry

NASA Astrophysics Data System (ADS)

Yelkenci Köse, Simge; Demir, Leyla; Tunalı, Semra; Türsel Eliiyi, Deniz

2015-02-01

In manufacturing systems, optimal buffer allocation has a considerable impact on capacity improvement. This study presents a simulation optimization procedure to solve the buffer allocation problem in a heat exchanger production plant so as to improve the capacity of the system. For optimization, three metaheuristic-based search algorithms, i.e. a binary-genetic algorithm (B-GA), a binary-simulated annealing algorithm (B-SA) and a binary-tabu search algorithm (B-TS), are proposed. These algorithms are integrated with the simulation model of the production line. The simulation model, which captures the stochastic and dynamic nature of the production line, is used as an evaluation function for the proposed metaheuristics. The experimental study with benchmark problem instances from the literature and the real-life problem show that the proposed B-TS algorithm outperforms B-GA and B-SA in terms of solution quality.

Particle swarm optimization and gravitational wave data analysis: Performance on a binary inspiral testbed

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

Wang Yan; Mohanty, Soumya D.; Center for Gravitational Wave Astronomy, Department of Physics and Astronomy, University of Texas at Brownsville, 80 Fort Brown, Brownsville, Texas 78520

2010-03-15

The detection and estimation of gravitational wave signals belonging to a parameterized family of waveforms requires, in general, the numerical maximization of a data-dependent function of the signal parameters. Because of noise in the data, the function to be maximized is often highly multimodal with numerous local maxima. Searching for the global maximum then becomes computationally expensive, which in turn can limit the scientific scope of the search. Stochastic optimization is one possible approach to reducing computational costs in such applications. We report results from a first investigation of the particle swarm optimization method in this context. The method ismore » applied to a test bed motivated by the problem of detection and estimation of a binary inspiral signal. Our results show that particle swarm optimization works well in the presence of high multimodality, making it a viable candidate method for further applications in gravitational wave data analysis.« less

Reflecting metallic metasurfaces designed with stochastic optimization as waveplates for manipulating light polarization

NASA Astrophysics Data System (ADS)

Haberko, Jakub; Wasylczyk, Piotr

2018-03-01

We demonstrate that a stochastic optimization algorithm with a properly chosen, weighted fitness function, following a global variation of parameters upon each step can be used to effectively design reflective polarizing optical elements. Two sub-wavelength metallic metasurfaces, corresponding to broadband half- and quarter-waveplates are demonstrated with simple structure topology, a uniform metallic coating and with the design suited for the currently available microfabrication techniques, such as ion milling or 3D printing.

Stochastic Resonance in Signal Detection and Human Perception

DTIC Science & Technology

2006-07-05

learning scheme performing a stochastic gradient ascent on the SNR to determine the optimal noise level based on the samples from the process. Rather than...produce some SR effect in threshold neurons and a new statistically robust learning law was proposed to find the optimal noise level. [McDonnell...Ultimately, we know that it is the brain that responds to a visual stimulus causing neurons to fire. Conceivably if we understood the effect of the noise PDF

Stochastic search in structural optimization - Genetic algorithms and simulated annealing

NASA Technical Reports Server (NTRS)

Hajela, Prabhat

1993-01-01

An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

Two Different Approaches to Nonzero-Sum Stochastic Differential Games

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

Rainer, Catherine

2007-06-15

We make the link between two approaches to Nash equilibria for nonzero-sum stochastic differential games: the first one using backward stochastic differential equations and the second one using strategies with delay. We prove that, when both exist, the two notions of Nash equilibria coincide.

Economic-Oriented Stochastic Optimization in Advanced Process Control of Chemical Processes

PubMed Central

Dobos, László; Király, András; Abonyi, János

2012-01-01

Finding the optimal operating region of chemical processes is an inevitable step toward improving economic performance. Usually the optimal operating region is situated close to process constraints related to product quality or process safety requirements. Higher profit can be realized only by assuring a relatively low frequency of violation of these constraints. A multilevel stochastic optimization framework is proposed to determine the optimal setpoint values of control loops with respect to predetermined risk levels, uncertainties, and costs of violation of process constraints. The proposed framework is realized as direct search-type optimization of Monte-Carlo simulation of the controlled process. The concept is illustrated throughout by a well-known benchmark problem related to the control of a linear dynamical system and the model predictive control of a more complex nonlinear polymerization process. PMID:23213298

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2014-10-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization

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

Liu, Guodong; Xu, Yan; Tomsovic, Kevin

In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less

Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization

DOE PAGES

Liu, Guodong; Xu, Yan; Tomsovic, Kevin

2016-01-01

In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less

Planning and Scheduling for Fleets of Earth Observing Satellites

NASA Technical Reports Server (NTRS)

Frank, Jeremy; Jonsson, Ari; Morris, Robert; Smith, David E.; Norvig, Peter (Technical Monitor)

2001-01-01

We address the problem of scheduling observations for a collection of earth observing satellites. This scheduling task is a difficult optimization problem, potentially involving many satellites, hundreds of requests, constraints on when and how to service each request, and resources such as instruments, recording devices, transmitters, and ground stations. High-fidelity models are required to ensure the validity of schedules; at the same time, the size and complexity of the problem makes it unlikely that systematic optimization search methods will be able to solve them in a reasonable time. This paper presents a constraint-based approach to solving the Earth Observing Satellites (EOS) scheduling problem, and proposes a stochastic heuristic search method for solving it.

Convex Optimization over Classes of Multiparticle Entanglement

NASA Astrophysics Data System (ADS)

Shang, Jiangwei; Gühne, Otfried

2018-02-01

A well-known strategy to characterize multiparticle entanglement utilizes the notion of stochastic local operations and classical communication (SLOCC), but characterizing the resulting entanglement classes is difficult. Given a multiparticle quantum state, we first show that Gilbert's algorithm can be adapted to prove separability or membership in a certain entanglement class. We then present two algorithms for convex optimization over SLOCC classes. The first algorithm uses a simple gradient approach, while the other one employs the accelerated projected-gradient method. For demonstration, the algorithms are applied to the likelihood-ratio test using experimental data on bound entanglement of a noisy four-photon Smolin state [Phys. Rev. Lett. 105, 130501 (2010), 10.1103/PhysRevLett.105.130501].

Cloud Model Bat Algorithm

PubMed Central

Zhou, Yongquan; Xie, Jian; Li, Liangliang; Ma, Mingzhi

2014-01-01

Bat algorithm (BA) is a novel stochastic global optimization algorithm. Cloud model is an effective tool in transforming between qualitative concepts and their quantitative representation. Based on the bat echolocation mechanism and excellent characteristics of cloud model on uncertainty knowledge representation, a new cloud model bat algorithm (CBA) is proposed. This paper focuses on remodeling echolocation model based on living and preying characteristics of bats, utilizing the transformation theory of cloud model to depict the qualitative concept: “bats approach their prey.” Furthermore, Lévy flight mode and population information communication mechanism of bats are introduced to balance the advantage between exploration and exploitation. The simulation results show that the cloud model bat algorithm has good performance on functions optimization. PMID:24967425

Linearly Adjustable International Portfolios

NASA Astrophysics Data System (ADS)

Fonseca, R. J.; Kuhn, D.; Rustem, B.

2010-09-01

We present an approach to multi-stage international portfolio optimization based on the imposition of a linear structure on the recourse decisions. Multiperiod decision problems are traditionally formulated as stochastic programs. Scenario tree based solutions however can become intractable as the number of stages increases. By restricting the space of decision policies to linear rules, we obtain a conservative tractable approximation to the original problem. Local asset prices and foreign exchange rates are modelled separately, which allows for a direct measure of their impact on the final portfolio value.

Self-organization, collective decision making and resource exploitation strategies in social insects

NASA Astrophysics Data System (ADS)

Nicolis, S. C.; Dussutour, A.

2008-10-01

Amplifying communications are a ubiquitous characteristic of group-living animals. This work is concerned with their role in the processes of food recruitment and resource exploitation by social insects. The collective choices made by ants faced with different food sources are analyzed using both a mean field description and a stochastic approach. Emphasis is placed on the possibility of optimizing the recruitment and exploitation strategies through an appropriate balance between individual variability, cooperative interactions and environmental constraints.

Sensory optimization by stochastic tuning.

PubMed

Jurica, Peter; Gepshtein, Sergei; Tyukin, Ivan; van Leeuwen, Cees

2013-10-01

Individually, visual neurons are each selective for several aspects of stimulation, such as stimulus location, frequency content, and speed. Collectively, the neurons implement the visual system's preferential sensitivity to some stimuli over others, manifested in behavioral sensitivity functions. We ask how the individual neurons are coordinated to optimize visual sensitivity. We model synaptic plasticity in a generic neural circuit and find that stochastic changes in strengths of synaptic connections entail fluctuations in parameters of neural receptive fields. The fluctuations correlate with uncertainty of sensory measurement in individual neurons: The higher the uncertainty the larger the amplitude of fluctuation. We show that this simple relationship is sufficient for the stochastic fluctuations to steer sensitivities of neurons toward a characteristic distribution, from which follows a sensitivity function observed in human psychophysics and which is predicted by a theory of optimal allocation of receptive fields. The optimal allocation arises in our simulations without supervision or feedback about system performance and independently of coupling between neurons, making the system highly adaptive and sensitive to prevailing stimulation. PsycINFO Database Record (c) 2013 APA, all rights reserved.

Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.

Inversion method based on stochastic optimization for particle sizing.

PubMed

Sánchez-Escobar, Juan Jaime; Barbosa-Santillán, Liliana Ibeth; Vargas-Ubera, Javier; Aguilar-Valdés, Félix

2016-08-01

A stochastic inverse method is presented based on a hybrid evolutionary optimization algorithm (HEOA) to retrieve a monomodal particle-size distribution (PSD) from the angular distribution of scattered light. By solving an optimization problem, the HEOA (with the Fraunhofer approximation) retrieves the PSD from an intensity pattern generated by Mie theory. The analyzed light-scattering pattern can be attributed to unimodal normal, gamma, or lognormal distribution of spherical particles covering the interval of modal size parameters 46≤α≤150. The HEOA ensures convergence to the near-optimal solution during the optimization of a real-valued objective function by combining the advantages of a multimember evolution strategy and locally weighted linear regression. The numerical results show that our HEOA can be satisfactorily applied to solve the inverse light-scattering problem.

Intercellular Variability in Protein Levels from Stochastic Expression and Noisy Cell Cycle Processes

PubMed Central

Soltani, Mohammad; Vargas-Garcia, Cesar A.; Antunes, Duarte; Singh, Abhyudai

2016-01-01

Inside individual cells, expression of genes is inherently stochastic and manifests as cell-to-cell variability or noise in protein copy numbers. Since proteins half-lives can be comparable to the cell-cycle length, randomness in cell-division times generates additional intercellular variability in protein levels. Moreover, as many mRNA/protein species are expressed at low-copy numbers, errors incurred in partitioning of molecules between two daughter cells are significant. We derive analytical formulas for the total noise in protein levels when the cell-cycle duration follows a general class of probability distributions. Using a novel hybrid approach the total noise is decomposed into components arising from i) stochastic expression; ii) partitioning errors at the time of cell division and iii) random cell-division events. These formulas reveal that random cell-division times not only generate additional extrinsic noise, but also critically affect the mean protein copy numbers and intrinsic noise components. Counter intuitively, in some parameter regimes, noise in protein levels can decrease as cell-division times become more stochastic. Computations are extended to consider genome duplication, where transcription rate is increased at a random point in the cell cycle. We systematically investigate how the timing of genome duplication influences different protein noise components. Intriguingly, results show that noise contribution from stochastic expression is minimized at an optimal genome-duplication time. Our theoretical results motivate new experimental methods for decomposing protein noise levels from synchronized and asynchronized single-cell expression data. Characterizing the contributions of individual noise mechanisms will lead to precise estimates of gene expression parameters and techniques for altering stochasticity to change phenotype of individual cells. PMID:27536771

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; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the 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 solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

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

Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em, E-mail: george_karniadakis@brown.edu

2014-08-01

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also themore » stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.« less

A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.

PubMed

Hu, Jingwen; Klinich, Kathleen D; Miller, Carl S; Rupp, Jonathan D; Nazmi, Giseli; Pearlman, Mark D; Schneider, Lawrence W

2011-03-01

Placental abruption is the most common cause of fetal deaths in motor-vehicle crashes, but studies on the mechanical properties of human placenta are rare. This study presents a new method of developing a stochastic visco-hyperelastic material model of human placenta tissue using a combination of uniaxial tensile testing, specimen-specific finite element (FE) modeling, and stochastic optimization techniques. In our previous study, uniaxial tensile tests of 21 placenta specimens have been performed using a strain rate of 12/s. In this study, additional uniaxial tensile tests were performed using strain rates of 1/s and 0.1/s on 25 placenta specimens. Response corridors for the three loading rates were developed based on the normalized data achieved by test reconstructions of each specimen using specimen-specific FE models. Material parameters of a visco-hyperelastic model and their associated standard deviations were tuned to match both the means and standard deviations of all three response corridors using a stochastic optimization method. The results show a very good agreement between the tested and simulated response corridors, indicating that stochastic analysis can improve estimation of variability in material model parameters. The proposed method can be applied to develop stochastic material models of other biological soft tissues.

Real-Time Optimal Flood Control Decision Making and Risk Propagation Under Multiple Uncertainties

NASA Astrophysics Data System (ADS)

Zhu, Feilin; Zhong, Ping-An; Sun, Yimeng; Yeh, William W.-G.

2017-12-01

Multiple uncertainties exist in the optimal flood control decision-making process, presenting risks involving flood control decisions. This paper defines the main steps in optimal flood control decision making that constitute the Forecast-Optimization-Decision Making (FODM) chain. We propose a framework for supporting optimal flood control decision making under multiple uncertainties and evaluate risk propagation along the FODM chain from a holistic perspective. To deal with uncertainties, we employ stochastic models at each link of the FODM chain. We generate synthetic ensemble flood forecasts via the martingale model of forecast evolution. We then establish a multiobjective stochastic programming with recourse model for optimal flood control operation. The Pareto front under uncertainty is derived via the constraint method coupled with a two-step process. We propose a novel SMAA-TOPSIS model for stochastic multicriteria decision making. Then we propose the risk assessment model, the risk of decision-making errors and rank uncertainty degree to quantify the risk propagation process along the FODM chain. We conduct numerical experiments to investigate the effects of flood forecast uncertainty on optimal flood control decision making and risk propagation. We apply the proposed methodology to a flood control system in the Daduhe River basin in China. The results indicate that the proposed method can provide valuable risk information in each link of the FODM chain and enable risk-informed decisions with higher reliability.

Minimum mean squared error (MSE) adjustment and the optimal Tykhonov-Phillips regularization parameter via reproducing best invariant quadratic uniformly unbiased estimates (repro-BIQUUE)

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard

2008-02-01

In a linear Gauss-Markov model, the parameter estimates from BLUUE (Best Linear Uniformly Unbiased Estimate) are not robust against possible outliers in the observations. Moreover, by giving up the unbiasedness constraint, the mean squared error (MSE) risk may be further reduced, in particular when the problem is ill-posed. In this paper, the α-weighted S-homBLE (Best homogeneously Linear Estimate) is derived via formulas originally used for variance component estimation on the basis of the repro-BIQUUE (reproducing Best Invariant Quadratic Uniformly Unbiased Estimate) principle in a model with stochastic prior information. In the present model, however, such prior information is not included, which allows the comparison of the stochastic approach (α-weighted S-homBLE) with the well-established algebraic approach of Tykhonov-Phillips regularization, also known as R-HAPS (Hybrid APproximation Solution), whenever the inverse of the “substitute matrix” S exists and is chosen as the R matrix that defines the relative impact of the regularizing term on the final result.

PIPS-SBB: A Parallel Distributed-Memory Branch-and-Bound Algorithm for Stochastic Mixed-Integer Programs

DOE PAGES

Munguia, Lluis-Miquel; Oxberry, Geoffrey; Rajan, Deepak

2016-05-01

Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve furthermore » as more functionality is added in the future.« less

Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

NASA Astrophysics Data System (ADS)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

Optimal crop selection and water allocation under limited water supply in irrigation

NASA Astrophysics Data System (ADS)

Stange, Peter; Grießbach, Ulrike; Schütze, Niels

2015-04-01

Due to climate change, extreme weather conditions such as droughts may have an increasing impact on irrigated agriculture. To cope with limited water resources in irrigation systems, a new decision support framework is developed which focuses on an integrated management of both irrigation water supply and demand at the same time. For modeling the regional water demand, local (and site-specific) water demand functions are used which are derived from optimized agronomic response on farms scale. To account for climate variability the agronomic response is represented by stochastic crop water production functions (SCWPF). These functions take into account different soil types, crops and stochastically generated climate scenarios. The SCWPF's are used to compute the water demand considering different conditions, e.g., variable and fixed costs. This generic approach enables the consideration of both multiple crops at farm scale as well as of the aggregated response to water pricing at a regional scale for full and deficit irrigation systems. Within the SAPHIR (SAxonian Platform for High Performance IRrigation) project a prototype of a decision support system is developed which helps to evaluate combined water supply and demand management policies.

A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem

NASA Astrophysics Data System (ADS)

Ozoe, Shunsuke; Tanaka, Yoichi; Fukushima, Masao

A “Smart House” is a highly energy-optimized house equipped with photovoltaic systems (PV systems), electric battery systems, fuel cell cogeneration systems (FC systems), electric vehicles (EVs) and so on. Smart houses are attracting much attention recently thanks to their enhanced ability to save energy by making full use of renewable energy and by achieving power grid stability despite an increased power draw for installed PV systems. Yet running a smart house's power system, with its multiple power sources and power storages, is no simple task. In this paper, we consider the problem of power scheduling for a smart house with a PV system, an FC system and an EV. We formulate the problem as a mixed integer programming problem, and then extend it to a stochastic programming problem involving recourse costs to cope with uncertain electricity demand, heat demand and PV power generation. Using our method, we seek to achieve the optimal power schedule running at the minimum expected operation cost. We present some results of numerical experiments with data on real-life demands and PV power generation to show the effectiveness of our method.

Adaptive grid based multi-objective Cauchy differential evolution for stochastic dynamic economic emission dispatch with wind power uncertainty

PubMed Central

Lei, Xiaohui; Wang, Chao; Yue, Dong; Xie, Xiangpeng

2017-01-01

Since wind power is integrated into the thermal power operation system, dynamic economic emission dispatch (DEED) has become a new challenge due to its uncertain characteristics. This paper proposes an adaptive grid based multi-objective Cauchy differential evolution (AGB-MOCDE) for solving stochastic DEED with wind power uncertainty. To properly deal with wind power uncertainty, some scenarios are generated to simulate those possible situations by dividing the uncertainty domain into different intervals, the probability of each interval can be calculated using the cumulative distribution function, and a stochastic DEED model can be formulated under different scenarios. For enhancing the optimization efficiency, Cauchy mutation operation is utilized to improve differential evolution by adjusting the population diversity during the population evolution process, and an adaptive grid is constructed for retaining diversity distribution of Pareto front. With consideration of large number of generated scenarios, the reduction mechanism is carried out to decrease the scenarios number with covariance relationships, which can greatly decrease the computational complexity. Moreover, the constraint-handling technique is also utilized to deal with the system load balance while considering transmission loss among thermal units and wind farms, all the constraint limits can be satisfied under the permitted accuracy. After the proposed method is simulated on three test systems, the obtained results reveal that in comparison with other alternatives, the proposed AGB-MOCDE can optimize the DEED problem while handling all constraint limits, and the optimal scheme of stochastic DEED can decrease the conservation of interval optimization, which can provide a more valuable optimal scheme for real-world applications. PMID:28961262

Developing interpretable models with optimized set reduction for identifying high risk software components

NASA Technical Reports Server (NTRS)

Briand, Lionel C.; Basili, Victor R.; Hetmanski, Christopher J.

1993-01-01

Applying equal testing and verification effort to all parts of a software system is not very efficient, especially when resources are limited and scheduling is tight. Therefore, one needs to be able to differentiate low/high fault frequency components so that testing/verification effort can be concentrated where needed. Such a strategy is expected to detect more faults and thus improve the resulting reliability of the overall system. This paper presents the Optimized Set Reduction approach for constructing such models, intended to fulfill specific software engineering needs. Our approach to classification is to measure the software system and build multivariate stochastic models for predicting high risk system components. We present experimental results obtained by classifying Ada components into two classes: is or is not likely to generate faults during system and acceptance test. Also, we evaluate the accuracy of the model and the insights it provides into the error making process.

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.

Inference of Stochastic Nonlinear Oscillators with Applications to Physiological Problems

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadim N.; Luchinsky, Dmitry G.

2004-01-01

A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of dynamical models. We illustrate the main ideas of the technique by inferencing a model of five globally and locally coupled noisy oscillators. Specific modifications of the technique for inferencing hidden degrees of freedom of coupled nonlinear oscillators is discussed in the context of physiological applications.

Control of Vibratory Energy Harvesters in the Presence of Nonlinearities and Power-Flow Constraints

NASA Astrophysics Data System (ADS)

Cassidy, Ian L.

Over the past decade, a significant amount of research activity has been devoted to developing electromechanical systems that can convert ambient mechanical vibrations into usable electric power. Such systems, referred to as vibratory energy harvesters, have a number of useful of applications, ranging in scale from self-powered wireless sensors for structural health monitoring in bridges and buildings to energy harvesting from ocean waves. One of the most challenging aspects of this technology concerns the efficient extraction and transmission of power from transducer to storage. Maximizing the rate of power extraction from vibratory energy harvesters is further complicated by the stochastic nature of the disturbance. The primary purpose of this dissertation is to develop feedback control algorithms which optimize the average power generated from stochastically-excited vibratory energy harvesters. This dissertation will illustrate the performance of various controllers using two vibratory energy harvesting systems: an electromagnetic transducer embedded within a flexible structure, and a piezoelectric bimorph cantilever beam. Compared with piezoelectric systems, large-scale electromagnetic systems have received much less attention in the literature despite their ability to generate power at the watt--kilowatt scale. Motivated by this observation, the first part of this dissertation focuses on developing an experimentally validated predictive model of an actively controlled electromagnetic transducer. Following this experimental analysis, linear-quadratic-Gaussian control theory is used to compute unconstrained state feedback controllers for two ideal vibratory energy harvesting systems. This theory is then augmented to account for competing objectives, nonlinearities in the harvester dynamics, and non-quadratic transmission loss models in the electronics. In many vibratory energy harvesting applications, employing a bi-directional power electronic drive to actively control the harvester is infeasible due to the high levels of parasitic power required to operate the drive. For the case where a single-directional drive is used, a constraint on the directionality of power-flow is imposed on the system, which necessitates the use of nonlinear feedback. As such, a sub-optimal controller for power-flow-constrained vibratory energy harvesters is presented, which is analytically guaranteed to outperform the optimal static admittance controller. Finally, the last section of this dissertation explores a numerical approach to compute optimal discretized control manifolds for systems with power-flow constraints. Unlike the sub-optimal nonlinear controller, the numerical controller satisfies the necessary conditions for optimality by solving the stochastic Hamilton-Jacobi equation.

Some Results of Weak Anticipative Concept Applied in Simulation Based Decision Support in Enterprise

NASA Astrophysics Data System (ADS)

Kljajić, Miroljub; Kofjač, Davorin; Kljajić Borštnar, Mirjana; Škraba, Andrej

2010-11-01

The simulation models are used as for decision support and learning in enterprises and in schools. Tree cases of successful applications demonstrate usefulness of weak anticipative information. Job shop scheduling production with makespan criterion presents a real case customized flexible furniture production optimization. The genetic algorithm for job shop scheduling optimization is presented. Simulation based inventory control for products with stochastic lead time and demand describes inventory optimization for products with stochastic lead time and demand. Dynamic programming and fuzzy control algorithms reduce the total cost without producing stock-outs in most cases. Values of decision making information based on simulation were discussed too. All two cases will be discussed from optimization, modeling and learning point of view.

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

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

Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms ofmore » a suggested framework model based on discrete event simulation.« less

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097

Stochastic optimal control of non-stationary response of a single-degree-of-freedom vehicle model

NASA Astrophysics Data System (ADS)

Narayanan, S.; Raju, G. V.

1990-09-01

An active suspension system to control the non-stationary response of a single-degree-of-freedom (sdf) vehicle model with variable velocity traverse over a rough road is investigated. The suspension is optimized with respect to ride comfort and road holding, using stochastic optimal control theory. The ground excitation is modelled as a spatial homogeneous random process, being the output of a linear shaping filter to white noise. The effect of the rolling contact of the tyre is considered by an additional filter in cascade. The non-stationary response with active suspension is compared with that of a passive system.

Stochastic Leader Gravitational Search Algorithm for Enhanced Adaptive Beamforming Technique

PubMed Central

Darzi, Soodabeh; Islam, Mohammad Tariqul; Tiong, Sieh Kiong; Kibria, Salehin; Singh, Mandeep

2015-01-01

In this paper, stochastic leader gravitational search algorithm (SL-GSA) based on randomized k is proposed. Standard GSA (SGSA) utilizes the best agents without any randomization, thus it is more prone to converge at suboptimal results. Initially, the new approach randomly choses k agents from the set of all agents to improve the global search ability. Gradually, the set of agents is reduced by eliminating the agents with the poorest performances to allow rapid convergence. The performance of the SL-GSA was analyzed for six well-known benchmark functions, and the results are compared with SGSA and some of its variants. Furthermore, the SL-GSA is applied to minimum variance distortionless response (MVDR) beamforming technique to ensure compatibility with real world optimization problems. The proposed algorithm demonstrates superior convergence rate and quality of solution for both real world problems and benchmark functions compared to original algorithm and other recent variants of SGSA. PMID:26552032

Spatial vs. individual variability with inheritance in a stochastic Lotka-Volterra system

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Tauber, Uwe C.

2012-02-01

We investigate a stochastic spatial Lotka-Volterra predator-prey model with randomized interaction rates that are either affixed to the lattice sites and quenched, and / or specific to individuals in either population. In the latter situation, we include rate inheritance with mutations from the particles' progenitors. Thus we arrive at a simple model for competitive evolution with environmental variability and selection pressure. We employ Monte Carlo simulations in zero and two dimensions to study the time evolution of both species' densities and their interaction rate distributions. The predator and prey concentrations in the ensuing steady states depend crucially on the environmental variability, whereas the temporal evolution of the individualized rate distributions leads to largely neutral optimization. Contrary to, e.g., linear gene expression models, this system does not experience fixation at extreme values. An approximate description of the resulting data is achieved by means of an effective master equation approach for the interaction rate distribution.

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

PubMed

Zhou, Jizhong; Ning, Daliang

2017-12-01

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

Efficient simulation of intrinsic, extrinsic and external noise in biochemical systems.

PubMed

Pischel, Dennis; Sundmacher, Kai; Flassig, Robert J

2017-07-15

Biological cells operate in a noisy regime influenced by intrinsic, extrinsic and external noise, which leads to large differences of individual cell states. Stochastic effects must be taken into account to characterize biochemical kinetics accurately. Since the exact solution of the chemical master equation, which governs the underlying stochastic process, cannot be derived for most biochemical systems, approximate methods are used to obtain a solution. In this study, a method to efficiently simulate the various sources of noise simultaneously is proposed and benchmarked on several examples. The method relies on the combination of the sigma point approach to describe extrinsic and external variability and the τ -leaping algorithm to account for the stochasticity due to probabilistic reactions. The comparison of our method to extensive Monte Carlo calculations demonstrates an immense computational advantage while losing an acceptable amount of accuracy. Additionally, the application to parameter optimization problems in stochastic biochemical reaction networks is shown, which is rarely applied due to its huge computational burden. To give further insight, a MATLAB script is provided including the proposed method applied to a simple toy example of gene expression. MATLAB code is available at Bioinformatics online. flassig@mpi-magdeburg.mpg.de. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

Using Cotton Model Simulations to Estimate Optimally Profitable Irrigation Strategies

NASA Astrophysics Data System (ADS)

Mauget, S. A.; Leiker, G.; Sapkota, P.; Johnson, J.; Maas, S.

2011-12-01

In recent decades irrigation pumping from the Ogallala Aquifer has led to declines in saturated thickness that have not been compensated for by natural recharge, which has led to questions about the long-term viability of agriculture in the cotton producing areas of west Texas. Adopting irrigation management strategies that optimize profitability while reducing irrigation waste is one way of conserving the aquifer's water resource. Here, a database of modeled cotton yields generated under drip and center pivot irrigated and dryland production scenarios is used in a stochastic dominance analysis that identifies such strategies under varying commodity price and pumping cost conditions. This database and analysis approach will serve as the foundation for a web-based decision support tool that will help producers identify optimal irrigation treatments under specified cotton price, electricity cost, and depth to water table conditions.

On Nash Equilibria in Stochastic Games

DTIC Science & Technology

2003-10-01

Traditionally automata theory and veri cation has considered zero sum or strictly competitive versions of stochastic games . In these games there are two players...zero- sum discrete-time stochastic dynamic games . SIAM J. Control and Optimization, 19(5):617{634, 1981. 18. R.J. Lipton, E . Markakis, and A. Mehta...Playing large games using simple strate- gies. In EC 03: Electronic Commerce, pages 36{41. ACM Press, 2003. 19. A. Maitra and W. Sudderth. Finitely

Analytical approach to cross-layer protocol optimization in wireless sensor networks

NASA Astrophysics Data System (ADS)

Hortos, William S.

2008-04-01

In the distributed operations of route discovery and maintenance, strong interaction occurs across mobile ad hoc network (MANET) protocol layers. Quality of service (QoS) requirements of multimedia service classes must be satisfied by the cross-layer protocol, along with minimization of the distributed power consumption at nodes and along routes to battery-limited energy constraints. In previous work by the author, cross-layer interactions in the MANET protocol are modeled in terms of a set of concatenated design parameters and associated resource levels by multivariate point processes (MVPPs). Determination of the "best" cross-layer design is carried out using the optimal control of martingale representations of the MVPPs. In contrast to the competitive interaction among nodes in a MANET for multimedia services using limited resources, the interaction among the nodes of a wireless sensor network (WSN) is distributed and collaborative, based on the processing of data from a variety of sensors at nodes to satisfy common mission objectives. Sensor data originates at the nodes at the periphery of the WSN, is successively transported to other nodes for aggregation based on information-theoretic measures of correlation and ultimately sent as information to one or more destination (decision) nodes. The "multimedia services" in the MANET model are replaced by multiple types of sensors, e.g., audio, seismic, imaging, thermal, etc., at the nodes; the QoS metrics associated with MANETs become those associated with the quality of fused information flow, i.e., throughput, delay, packet error rate, data correlation, etc. Significantly, the essential analytical approach to MANET cross-layer optimization, now based on the MVPPs for discrete random events occurring in the WSN, can be applied to develop the stochastic characteristics and optimality conditions for cross-layer designs of sensor network protocols. Functional dependencies of WSN performance metrics are described in terms of the concatenated protocol parameters. New source-to-destination routes are sought that optimize cross-layer interdependencies to achieve the "best available" performance in the WSN. The protocol design, modified from a known reactive protocol, adapts the achievable performance to the transient network conditions and resource levels. Control of network behavior is realized through the conditional rates of the MVPPs. Optimal cross-layer protocol parameters are determined by stochastic dynamic programming conditions derived from models of transient packetized sensor data flows. Moreover, the defining conditions for WSN configurations, grouping sensor nodes into clusters and establishing data aggregation at processing nodes within those clusters, lead to computationally tractable solutions to the stochastic differential equations that describe network dynamics. Closed-form solution characteristics provide an alternative to the "directed diffusion" methods for resource-efficient WSN protocols published previously by other researchers. Performance verification of the resulting cross-layer designs is found by embedding the optimality conditions for the protocols in actual WSN scenarios replicated in a wireless network simulation environment. Performance tradeoffs among protocol parameters remain for a sequel to the paper.

Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation

NASA Astrophysics Data System (ADS)

Bania, Piotr; Baranowski, Jerzy

2018-02-01

Quantisation of signals is a ubiquitous property of digital processing. In many cases, it introduces significant difficulties in state estimation and in consequence control. Popular approaches either do not address properly the problem of system disturbances or lead to biased estimates. Our intention was to find a method for state estimation for stochastic systems with quantised and discrete observation, that is free of the mentioned drawbacks. We have formulated a general form of the optimal filter derived by a solution of Fokker-Planck equation. We then propose the approximation method based on Galerkin projections. We illustrate the approach for the Ornstein-Uhlenbeck process, and derive analytic formulae for the approximated optimal filter, also extending the results for the variant with control. Operation is illustrated with numerical experiments and compared with classical discrete-continuous Kalman filter. Results of comparison are substantially in favour of our approach, with over 20 times lower mean squared error. The proposed filter is especially effective for signal amplitudes comparable to the quantisation thresholds. Additionally, it was observed that for high order of approximation, state estimate is very close to the true process value. The results open the possibilities of further analysis, especially for more complex processes.

The Aeronautical Data Link: Decision Framework for Architecture Analysis

NASA Technical Reports Server (NTRS)

Morris, A. Terry; Goode, Plesent W.

2003-01-01

A decision analytic approach that develops optimal data link architecture configuration and behavior to meet multiple conflicting objectives of concurrent and different airspace operations functions has previously been developed. The approach, premised on a formal taxonomic classification that correlates data link performance with operations requirements, information requirements, and implementing technologies, provides a coherent methodology for data link architectural analysis from top-down and bottom-up perspectives. This paper follows the previous research by providing more specific approaches for mapping and transitioning between the lower levels of the decision framework. The goal of the architectural analysis methodology is to assess the impact of specific architecture configurations and behaviors on the efficiency, capacity, and safety of operations. This necessarily involves understanding the various capabilities, system level performance issues and performance and interface concepts related to the conceptual purpose of the architecture and to the underlying data link technologies. Efficient and goal-directed data link architectural network configuration is conditioned on quantifying the risks and uncertainties associated with complex structural interface decisions. Deterministic and stochastic optimal design approaches will be discussed that maximize the effectiveness of architectural designs.

Formulating Spatially Varying Performance in the Statistical Fusion Framework

PubMed Central

Landman, Bennett A.

2012-01-01

To date, label fusion methods have primarily relied either on global (e.g. STAPLE, globally weighted vote) or voxelwise (e.g. locally weighted vote) performance models. Optimality of the statistical fusion framework hinges upon the validity of the stochastic model of how a rater errs (i.e., the labeling process model). Hitherto, approaches have tended to focus on the extremes of potential models. Herein, we propose an extension to the STAPLE approach to seamlessly account for spatially varying performance by extending the performance level parameters to account for a smooth, voxelwise performance level field that is unique to each rater. This approach, Spatial STAPLE, provides significant improvements over state-of-the-art label fusion algorithms in both simulated and empirical data sets. PMID:22438513

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2014-01-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

Improving Sensorimotor Function and Adaptation using Stochastic Vestibular Stimulation

NASA Technical Reports Server (NTRS)

Galvan, R. C.; Bloomberg, J. J.; Mulavara, A. P.; Clark, T. K.; Merfeld, D. M.; Oman, C. M.

2014-01-01

Astronauts experience sensorimotor changes during adaption to G-transitions that occur when entering and exiting microgravity. Post space flight, these sensorimotor disturbances can include postural and gait instability, visual performance changes, manual control disruptions, spatial disorientation, and motion sickness, all of which can hinder the operational capabilities of the astronauts. Crewmember safety would be significantly increased if sensorimotor changes brought on by gravitational changes could be mitigated and adaptation could be facilitated. The goal of this research is to investigate and develop the use of electrical stochastic vestibular stimulation (SVS) as a countermeasure to augment sensorimotor function and facilitate adaptation. For this project, SVS will be applied via electrodes on the mastoid processes at imperceptible amplitude levels. We hypothesize that SVS will improve sensorimotor performance through the phenomena of stochastic resonance, which occurs when the response of a nonlinear system to a weak input signal is optimized by the application of a particular nonzero level of noise. In line with the theory of stochastic resonance, a specific optimal level of SVS will be found and tested for each subject [1]. Three experiments are planned to investigate the use of SVS in sensory-dependent tasks and performance. The first experiment will aim to demonstrate stochastic resonance in the vestibular system through perception based motion recognition thresholds obtained using a 6-degree of freedom Stewart platform in the Jenks Vestibular Laboratory at Massachusetts Eye and Ear Infirmary. A range of SVS amplitudes will be applied to each subject and the subjectspecific optimal SVS level will be identified as that which results in the lowest motion recognition threshold, through previously established, well developed methods [2,3,4]. The second experiment will investigate the use of optimal SVS in facilitating sensorimotor adaptation to system disturbances. Subjects will adapt to wearing minifying glasses, resulting in decreased vestibular ocular reflex (VOR) gain. The VOR gain will then be intermittently measured while the subject readapts to normal vision, with and without optimal SVS. We expect that optimal SVS will cause a steepening of the adaptation curve. The third experiment will test the use of optimal SVS in an operationally relevant aerospace task, using the tilt translation sled at NASA Johnson Space Center, a test platform capable of recreating the tilt-gain and tilt-translation illusions associated with landing of a spacecraft post-space flight. In this experiment, a perception based manual control measure will be used to compare performance with and without optimal SVS. We expect performance to improve in this task when optimal SVS is applied. The ultimate goal of this work is to systematically investigate and further understand the potential benefits of stochastic vestibular stimulation in the context of human space flight so that it may be used in the future as a component of a comprehensive countermeasure plan for adaptation to G-transitions.

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game

PubMed Central

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions’ cooperative and noncooperative optimal emission paths, which maximize the regions’ discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games. PMID:26402322

Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game.

PubMed

Chang, Shuhua; Wang, Xinyu; Wang, Zheng

2015-01-01

Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.

Reconnecting Stochastic Methods With Hydrogeological Applications: A Utilitarian Uncertainty Analysis and Risk Assessment Approach for the Design of Optimal Monitoring Networks

NASA Astrophysics Data System (ADS)

Bode, Felix; Ferré, Ty; Zigelli, Niklas; Emmert, Martin; Nowak, Wolfgang

2018-03-01

Collaboration between academics and practitioners promotes knowledge transfer between research and industry, with both sides benefiting greatly. However, academic approaches are often not feasible given real-world limits on time, cost and data availability, especially for risk and uncertainty analyses. Although the need for uncertainty quantification and risk assessment are clear, there are few published studies examining how scientific methods can be used in practice. In this work, we introduce possible strategies for transferring and communicating academic approaches to real-world applications, countering the current disconnect between increasingly sophisticated academic methods and methods that work and are accepted in practice. We analyze a collaboration between academics and water suppliers in Germany who wanted to design optimal groundwater monitoring networks for drinking-water well catchments. Our key conclusions are: to prefer multiobjective over single-objective optimization; to replace Monte-Carlo analyses by scenario methods; and to replace data-hungry quantitative risk assessment by easy-to-communicate qualitative methods. For improved communication, it is critical to set up common glossaries of terms to avoid misunderstandings, use striking visualization to communicate key concepts, and jointly and continually revisit the project objectives. Ultimately, these approaches and recommendations are simple and utilitarian enough to be transferred directly to other practical water resource related problems.

Mapping current fluctuations of stochastic pumps to nonequilibrium steady states.

PubMed

Rotskoff, Grant M

2017-03-01

We show that current fluctuations in a stochastic pump can be robustly mapped to fluctuations in a corresponding time-independent nonequilibrium steady state. We thus refine a recently proposed mapping so that it ensures equivalence of not only the averages, but also optimal representation of fluctuations in currents and density. Our mapping leads to a natural decomposition of the entropy production in stochastic pumps similar to the "housekeeping" heat. As a consequence of the decomposition of entropy production, the current fluctuations in weakly perturbed stochastic pumps are shown to satisfy a universal bound determined by the steady state entropy production.

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.

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.

Memristor-based neural networks: Synaptic versus neuronal stochasticity

NASA Astrophysics Data System (ADS)

Naous, Rawan; AlShedivat, Maruan; Neftci, Emre; Cauwenberghs, Gert; Salama, Khaled Nabil

2016-11-01

In neuromorphic circuits, stochasticity in the cortex can be mapped into the synaptic or neuronal components. The hardware emulation of these stochastic neural networks are currently being extensively studied using resistive memories or memristors. The ionic process involved in the underlying switching behavior of the memristive elements is considered as the main source of stochasticity of its operation. Building on its inherent variability, the memristor is incorporated into abstract models of stochastic neurons and synapses. Two approaches of stochastic neural networks are investigated. Aside from the size and area perspective, the impact on the system performance, in terms of accuracy, recognition rates, and learning, among these two approaches and where the memristor would fall into place are the main comparison points to be considered.

Stochastic stability

NASA Technical Reports Server (NTRS)

Kushner, H. J.

1972-01-01

The field of stochastic stability is surveyed, with emphasis on the invariance theorems and their potential application to systems with randomly varying coefficients. Some of the basic ideas are reviewed, which underlie the stochastic Liapunov function approach to stochastic stability. The invariance theorems are discussed in detail.

Stochastic dynamics and combinatorial optimization

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Wang, Kang L.

2017-11-01

Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.

Stochastic control of smart home energy management with plug-in electric vehicle battery energy storage and photovoltaic array

NASA Astrophysics Data System (ADS)

Wu, Xiaohua; Hu, Xiaosong; Moura, Scott; Yin, Xiaofeng; Pickert, Volker

2016-11-01

Energy management strategies are instrumental in the performance and economy of smart homes integrating renewable energy and energy storage. This article focuses on stochastic energy management of a smart home with PEV (plug-in electric vehicle) energy storage and photovoltaic (PV) array. It is motivated by the challenges associated with sustainable energy supplies and the local energy storage opportunity provided by vehicle electrification. This paper seeks to minimize a consumer's energy charges under a time-of-use tariff, while satisfying home power demand and PEV charging requirements, and accommodating the variability of solar power. First, the random-variable models are developed, including Markov Chain model of PEV mobility, as well as predictive models of home power demand and PV power supply. Second, a stochastic optimal control problem is mathematically formulated for managing the power flow among energy sources in the smart home. Finally, based on time-varying electricity price, we systematically examine the performance of the proposed control strategy. As a result, the electric cost is 493.6% less for a Tesla Model S with optimal stochastic dynamic programming (SDP) control relative to the no optimal control case, and it is by 175.89% for a Nissan Leaf.

Global identification of stochastic dynamical systems under different pseudo-static operating conditions: The functionally pooled ARMAX case

NASA Astrophysics Data System (ADS)

Sakellariou, J. S.; Fassois, S. D.

2017-01-01

The identification of a single global model for a stochastic dynamical system operating under various conditions is considered. Each operating condition is assumed to have a pseudo-static effect on the dynamics and be characterized by a single measurable scheduling variable. Identification is accomplished within a recently introduced Functionally Pooled (FP) framework, which offers a number of advantages over Linear Parameter Varying (LPV) identification techniques. The focus of the work is on the extension of the framework to include the important FP-ARMAX model case. Compared to their simpler FP-ARX counterparts, FP-ARMAX models are much more general and offer improved flexibility in describing various types of stochastic noise, but at the same time lead to a more complicated, non-quadratic, estimation problem. Prediction Error (PE), Maximum Likelihood (ML), and multi-stage estimation methods are postulated, and the PE estimator optimality, in terms of consistency and asymptotic efficiency, is analytically established. The postulated estimators are numerically assessed via Monte Carlo experiments, while the effectiveness of the approach and its superiority over its FP-ARX counterpart are demonstrated via an application case study pertaining to simulated railway vehicle suspension dynamics under various mass loading conditions.

Optimizing ion channel models using a parallel genetic algorithm on graphical processors.

PubMed

Ben-Shalom, Roy; Aviv, Amit; Razon, Benjamin; Korngreen, Alon

2012-01-01

We have recently shown that we can semi-automatically constrain models of voltage-gated ion channels by combining a stochastic search algorithm with ionic currents measured using multiple voltage-clamp protocols. Although numerically successful, this approach is highly demanding computationally, with optimization on a high performance Linux cluster typically lasting several days. To solve this computational bottleneck we converted our optimization algorithm for work on a graphical processing unit (GPU) using NVIDIA's CUDA. Parallelizing the process on a Fermi graphic computing engine from NVIDIA increased the speed ∼180 times over an application running on an 80 node Linux cluster, considerably reducing simulation times. This application allows users to optimize models for ion channel kinetics on a single, inexpensive, desktop "super computer," greatly reducing the time and cost of building models relevant to neuronal physiology. We also demonstrate that the point of algorithm parallelization is crucial to its performance. We substantially reduced computing time by solving the ODEs (Ordinary Differential Equations) so as to massively reduce memory transfers to and from the GPU. This approach may be applied to speed up other data intensive applications requiring iterative solutions of ODEs. Copyright © 2012 Elsevier B.V. All rights reserved.

The performance of matched-field track-before-detect methods using shallow-water Pacific data.

PubMed

Tantum, Stacy L; Nolte, Loren W; Krolik, Jeffrey L; Harmanci, Kerem

2002-07-01

Matched-field track-before-detect processing, which extends the concept of matched-field processing to include modeling of the source dynamics, has recently emerged as a promising approach for maintaining the track of a moving source. In this paper, optimal Bayesian and minimum variance beamforming track-before-detect algorithms which incorporate a priori knowledge of the source dynamics in addition to the underlying uncertainties in the ocean environment are presented. A Markov model is utilized for the source motion as a means of capturing the stochastic nature of the source dynamics without assuming uniform motion. In addition, the relationship between optimal Bayesian track-before-detect processing and minimum variance track-before-detect beamforming is examined, revealing how an optimal tracking philosophy may be used to guide the modification of existing beamforming techniques to incorporate track-before-detect capabilities. Further, the benefits of implementing an optimal approach over conventional methods are illustrated through application of these methods to shallow-water Pacific data collected as part of the SWellEX-1 experiment. The results show that incorporating Markovian dynamics for the source motion provides marked improvement in the ability to maintain target track without the use of a uniform velocity hypothesis.

GIS-based approach for optimal siting and sizing of renewables considering techno-environmental constraints and the stochastic nature of meteorological inputs

NASA Astrophysics Data System (ADS)

Daskalou, Olympia; Karanastasi, Maria; Markonis, Yannis; Dimitriadis, Panayiotis; Koukouvinos, Antonis; Efstratiadis, Andreas; Koutsoyiannis, Demetris

2016-04-01

Following the legislative EU targets and taking advantage of its high renewable energy potential, Greece can obtain significant benefits from developing its water, solar and wind energy resources. In this context we present a GIS-based methodology for the optimal sizing and siting of solar and wind energy systems at the regional scale, which is tested in the Prefecture of Thessaly. First, we assess the wind and solar potential, taking into account the stochastic nature of the associated meteorological processes (i.e. wind speed and solar radiation, respectively), which is essential component for both planning (i.e., type selection and sizing of photovoltaic panels and wind turbines) and management purposes (i.e., real-time operation of the system). For the optimal siting, we assess the efficiency and economic performance of the energy system, also accounting for a number of constraints, associated with topographic limitations (e.g., terrain slope, proximity to road and electricity grid network, etc.), the environmental legislation and other land use constraints. Based on this analysis, we investigate favorable alternatives using technical, environmental as well as financial criteria. The final outcome is GIS maps that depict the available energy potential and the optimal layout for photovoltaic panels and wind turbines over the study area. We also consider a hypothetical scenario of future development of the study area, in which we assume the combined operation of the above renewables with major hydroelectric dams and pumped-storage facilities, thus providing a unique hybrid renewable system, extended at the regional scale.

Stimulus Characteristics for Vestibular Stochastic Resonance to Improve Balance Function

NASA Technical Reports Server (NTRS)

Mulavara, Ajitkumar; Fiedler, Matthew; Kofman, Igor; Peters, Brian; Wood, Scott; Serrado, Jorge; Cohen, Helen; Reschke, Millard; Bloomberg, Jacob

2010-01-01

Stochastic resonance (SR) is a mechanism by which noise can enhance the response of neural systems to relevant sensory signals. Studies have shown that imperceptible stochastic vestibular electrical stimulation, when applied to normal young and elderly subjects, significantly improved their ocular stabilization reflexes in response to whole-body tilt as well as balance performance during postural disturbances. The goal of this study was to optimize the amplitude characteristics of the stochastic vestibular signals for balance performance during standing on an unstable surface. Subjects performed a standard balance task of standing on a block of foam with their eyes closed. Bipolar stochastic electrical stimulation was applied to the vestibular system using constant current stimulation through electrodes placed over the mastoid process behind the ears. Amplitude of the signals varied in the range of 0-700 microamperes. Balance performance was measured using a force plate under the foam block, and inertial motion sensors were placed on the torso and head. Balance performance with stimulation was significantly greater (10%-25%) than with no stimulation. The signal amplitude at which performance was maximized was in the range of 100-300 microamperes. Optimization of the amplitude of the stochastic signals for maximizing balance performance will have a significant impact on development of vestibular SR as a unique system to aid recovery of function in astronauts after long-duration space flight or in patients with balance disorders.

The impact of short-term stochastic variability in solar irradiance on optimal microgrid design

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

Schittekatte, Tim; Stadler, Michael; Cardoso, Gonçalo

2016-07-01

This paper proposes a new methodology to capture the impact of fast moving clouds on utility power demand charges observed in microgrids with photovoltaic (PV) arrays, generators, and electrochemical energy storage. It consists of a statistical approach to introduce sub-hourly events in the hourly economic accounting process. The methodology is implemented in the Distributed Energy Resources Customer Adoption Model (DER-CAM), a state of the art mixed integer linear model used to optimally size DER in decentralized energy systems. Results suggest that previous iterations of DER-CAM could undersize battery capacities. The improved model depicts more accurately the economic value of PVmore » as well as the synergistic benefits of pairing PV with storage.« less

Epidemic extinction paths in complex networks

NASA Astrophysics Data System (ADS)

Hindes, Jason; Schwartz, Ira B.

2017-05-01

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

Epidemic extinction paths in complex networks.

PubMed

Hindes, Jason; Schwartz, Ira B

2017-05-01

We study the extinction of long-lived epidemics on finite complex networks induced by intrinsic noise. Applying analytical techniques to the stochastic susceptible-infected-susceptible model, we predict the distribution of large fluctuations, the most probable or optimal path through a network that leads to a disease-free state from an endemic state, and the average extinction time in general configurations. Our predictions agree with Monte Carlo simulations on several networks, including synthetic weighted and degree-distributed networks with degree correlations, and an empirical high school contact network. In addition, our approach quantifies characteristic scaling patterns for the optimal path and distribution of large fluctuations, both near and away from the epidemic threshold, in networks with heterogeneous eigenvector centrality and degree distributions.

A hybrid inventory management system respondingto regular demand and surge demand

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

Mohammad S. Roni; Mingzhou Jin; Sandra D. Eksioglu

2014-06-01

This paper proposes a hybrid policy for a stochastic inventory system facing regular demand and surge demand. The combination of two different demand patterns can be observed in many areas, such as healthcare inventory and humanitarian supply chain management. The surge demand has a lower arrival rate but higher demand volume per arrival. The solution approach proposed in this paper incorporates the level crossing method and mixed integer programming technique to optimize the hybrid inventory policy with both regular orders and emergency orders. The level crossing method is applied to obtain the equilibrium distributions of inventory levels under a givenmore » policy. The model is further transformed into a mixed integer program to identify an optimal hybrid policy. A sensitivity analysis is conducted to investigate the impact of parameters on the optimal inventory policy and minimum cost. Numerical results clearly show the benefit of using the proposed hybrid inventory model. The model and solution approach could help healthcare providers or humanitarian logistics providers in managing their emergency supplies in responding to surge demands.« less

Ant system: optimization by a colony of cooperating agents.

PubMed

Dorigo, M; Maniezzo, V; Colorni, A

1996-01-01

An analogy with the way ant colonies function has suggested the definition of a new computational paradigm, which we call ant system (AS). We propose it as a viable new approach to stochastic combinatorial optimization. The main characteristics of this model are positive feedback, distributed computation, and the use of a constructive greedy heuristic. Positive feedback accounts for rapid discovery of good solutions, distributed computation avoids premature convergence, and the greedy heuristic helps find acceptable solutions in the early stages of the search process. We apply the proposed methodology to the classical traveling salesman problem (TSP), and report simulation results. We also discuss parameter selection and the early setups of the model, and compare it with tabu search and simulated annealing using TSP. To demonstrate the robustness of the approach, we show how the ant system (AS) can be applied to other optimization problems like the asymmetric traveling salesman, the quadratic assignment and the job-shop scheduling. Finally we discuss the salient characteristics-global data structure revision, distributed communication and probabilistic transitions of the AS.

A random optimization approach for inherent optic properties of nearshore waters

NASA Astrophysics Data System (ADS)

Zhou, Aijun; Hao, Yongshuai; Xu, Kuo; Zhou, Heng

2016-10-01

Traditional method of water quality sampling is time-consuming and highly cost. It can not meet the needs of social development. Hyperspectral remote sensing technology has well time resolution, spatial coverage and more general segment information on spectrum. It has a good potential in water quality supervision. Via the method of semi-analytical, remote sensing information can be related with the water quality. The inherent optical properties are used to quantify the water quality, and an optical model inside the water is established to analysis the features of water. By stochastic optimization algorithm Threshold Acceptance, a global optimization of the unknown model parameters can be determined to obtain the distribution of chlorophyll, organic solution and suspended particles in water. Via the improvement of the optimization algorithm in the search step, the processing time will be obviously reduced, and it will create more opportunity for the increasing the number of parameter. For the innovation definition of the optimization steps and standard, the whole inversion process become more targeted, thus improving the accuracy of inversion. According to the application result for simulated data given by IOCCG and field date provided by NASA, the approach model get continuous improvement and enhancement. Finally, a low-cost, effective retrieval model of water quality from hyper-spectral remote sensing can be achieved.

Evaluation of traffic signal timing optimization methods using a stochastic and microscopic simulation program.

DOT National Transportation Integrated Search

2003-01-01

This study evaluated existing traffic signal optimization programs including Synchro,TRANSYT-7F, and genetic algorithm optimization using real-world data collected in Virginia. As a first step, a microscopic simulation model, VISSIM, was extensively ...

Search Planning Under Incomplete Information Using Stochastic Optimization and Regression

DTIC Science & Technology

2011-09-01

solve since they involve un- certainty and unknown parameters (see for example Shapiro et al., 2009; Wallace & Ziemba , 2005). One application area is...M16130.2E. 43 Wallace, S. W., & Ziemba , W. T. (2005). Applications of stochastic programming. Philadelphia, PA: Society for Industrial and Applied

Optimal sensor locations for the backward Lagrangian stochastic technique in measuring lagoon gas emission

USDA-ARS?s Scientific Manuscript database

This study evaluated the impact of gas concentration and wind sensor locations on the accuracy of the backward Lagrangian stochastic inverse-dispersion technique (bLS) for measuring gas emission rates from a typical lagoon environment. Path-integrated concentrations (PICs) and 3-dimensional (3D) wi...

Towards resiliency with micro-grids: Portfolio optimization and investment under uncertainty

NASA Astrophysics Data System (ADS)

Gharieh, Kaveh

Energy security and sustained supply of power are critical for community welfare and economic growth. In the face of the increased frequency and intensity of extreme weather conditions which can result in power grid outage, the value of micro-grids to improve the communities' power reliability and resiliency is becoming more important. Micro-grids capability to operate in islanded mode in stressed-out conditions, dramatically decreases the economic loss of critical infrastructure in power shortage occasions. More wide-spread participation of micro-grids in the wholesale energy market in near future, makes the development of new investment models necessary. However, market and price risks in short term and long term along with risk factors' impacts shall be taken into consideration in development of new investment models. This work proposes a set of models and tools to address different problems associated with micro-grid assets including optimal portfolio selection, investment and financing in both community and a sample critical infrastructure (i.e. wastewater treatment plant) levels. The models account for short-term operational volatilities and long-term market uncertainties. A number of analytical methodologies and financial concepts have been adopted to develop the aforementioned models as follows. (1) Capital budgeting planning and portfolio optimization models with Monte Carlo stochastic scenario generation are applied to derive the optimal investment decision for a portfolio of micro-grid assets considering risk factors and multiple sources of uncertainties. (2) Real Option theory, Monte Carlo simulation and stochastic optimization techniques are applied to obtain optimal modularized investment decisions for hydrogen tri-generation systems in wastewater treatment facilities, considering multiple sources of uncertainty. (3) Public Private Partnership (PPP) financing concept coupled with investment horizon approach are applied to estimate public and private parties' revenue shares from a community-level micro-grid project over the course of assets' lifetime considering their optimal operation under uncertainty.

Optimal marker-assisted selection to increase the effective size of small populations.

PubMed

Wang, J

2001-02-01

An approach to the optimal utilization of marker and pedigree information in minimizing the rates of inbreeding and genetic drift at the average locus of the genome (not just the marked loci) in a small diploid population is proposed, and its efficiency is investigated by stochastic simulations. The approach is based on estimating the expected pedigree of each chromosome by using marker and individual pedigree information and minimizing the average coancestry of selected chromosomes by quadratic integer programming. It is shown that the approach is much more effective and much less computer demanding in implementation than previous ones. For pigs with 10 offspring per mother genotyped for two markers (each with four alleles at equal initial frequency) per chromosome of 100 cM, the approach can increase the average effective size for the whole genome by approximately 40 and 55% if mating ratios (the number of females mated with a male) are 3 and 12, respectively, compared with the corresponding values obtained by optimizing between-family selection using pedigree information only. The efficiency of the marker-assisted selection method increases with increasing amount of marker information (number of markers per chromosome, heterozygosity per marker) and family size, but decreases with increasing genome size. For less prolific species, the approach is still effective if the mating ratio is large so that a high marker-assisted selection pressure on the rarer sex can be maintained.

Stochastic simulation and robust design optimization of integrated photonic filters

NASA Astrophysics Data System (ADS)

Weng, Tsui-Wei; Melati, Daniele; Melloni, Andrea; Daniel, Luca

2017-01-01

Manufacturing variations are becoming an unavoidable issue in modern fabrication processes; therefore, it is crucial to be able to include stochastic uncertainties in the design phase. In this paper, integrated photonic coupled ring resonator filters are considered as an example of significant interest. The sparsity structure in photonic circuits is exploited to construct a sparse combined generalized polynomial chaos model, which is then used to analyze related statistics and perform robust design optimization. Simulation results show that the optimized circuits are more robust to fabrication process variations and achieve a reduction of 11%-35% in the mean square errors of the 3 dB bandwidth compared to unoptimized nominal designs.

Stochastic resonance algorithm applied to quantitative analysis for weak chromatographic signals of alkyl halides and alkyl benzenes in water samples.

PubMed

Xiang, Suyun; Wang, Wei; Xia, Jia; Xiang, Bingren; Ouyang, Pingkai

2009-09-01

The stochastic resonance algorithm is applied to the trace analysis of alkyl halides and alkyl benzenes in water samples. Compared to encountering a single signal when applying the algorithm, the optimization of system parameters for a multicomponent is more complex. In this article, the resolution of adjacent chromatographic peaks is first involved in the optimization of parameters. With the optimized parameters, the algorithm gave an ideal output with good resolution as well as enhanced signal-to-noise ratio. Applying the enhanced signals, the method extended the limit of detection and exhibited good linearity, which ensures accurate determination of the multicomponent.

Mice take calculated risks.

PubMed

Kheifets, Aaron; Gallistel, C R

2012-05-29

Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain.

Mice take calculated risks

PubMed Central

Kheifets, Aaron; Gallistel, C. R.

2012-01-01

Animals successfully navigate the world despite having only incomplete information about behaviorally important contingencies. It is an open question to what degree this behavior is driven by estimates of stochastic parameters (brain-constructed models of the experienced world) and to what degree it is directed by reinforcement-driven processes that optimize behavior in the limit without estimating stochastic parameters (model-free adaptation processes, such as associative learning). We find that mice adjust their behavior in response to a change in probability more quickly and abruptly than can be explained by differential reinforcement. Our results imply that mice represent probabilities and perform calculations over them to optimize their behavior, even when the optimization produces negligible material gain. PMID:22592792

Ligand-protein docking using a quantum stochastic tunneling optimization method.

PubMed

Mancera, Ricardo L; Källblad, Per; Todorov, Nikolay P

2004-04-30

A novel hybrid optimization method called quantum stochastic tunneling has been recently introduced. Here, we report its implementation within a new docking program called EasyDock and a validation with the CCDC/Astex data set of ligand-protein complexes using the PLP score to represent the ligand-protein potential energy surface and ScreenScore to score the ligand-protein binding energies. When taking the top energy-ranked ligand binding mode pose, we were able to predict the correct crystallographic ligand binding mode in up to 75% of the cases. By using this novel optimization method run times for typical docking simulations are significantly shortened. Copyright 2004 Wiley Periodicals, Inc. J Comput Chem 25: 858-864, 2004

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.

Fractional Brownian motors and stochastic resonance

NASA Astrophysics Data System (ADS)

Goychuk, Igor; Kharchenko, Vasyl

2012-05-01

We study fluctuating tilt Brownian ratchets based on fractional subdiffusion in sticky viscoelastic media characterized by a power law memory kernel. Unlike the normal diffusion case, the rectification effect vanishes in the adiabatically slow modulation limit and optimizes in a driving frequency range. It is shown also that the anomalous rectification effect is maximal (stochastic resonance effect) at optimal temperature and can be of surprisingly good quality. Moreover, subdiffusive current can flow in the counterintuitive direction upon a change of temperature or driving frequency. The dependence of anomalous transport on load exhibits a remarkably simple universality.

Finite-Dimensional Representations for Controlled Diffusions with Delay

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

Federico, Salvatore, E-mail: salvatore.federico@unimi.it; Tankov, Peter, E-mail: tankov@math.univ-paris-diderot.fr

2015-02-15

We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which the solution of the SDDE and a linear path functional of it admit a finite-dimensional Markovian representation. As a second contribution, we show how approximate finite-dimensional Markovian representations may be constructed when these conditions are not satisfied, and provide an estimate of the error corresponding to these approximations. These results are applied to optimal control and optimal stopping problems for stochastic systems with delay.

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

Stochastic modeling of consumer preferences for health care institutions.

PubMed

Malhotra, N K

1983-01-01

This paper proposes a stochastic procedure for modeling consumer preferences via LOGIT analysis. First, a simple, non-technical exposition of the use of a stochastic approach in health care marketing is presented. Second, a study illustrating the application of the LOGIT model in assessing consumer preferences for hospitals is given. The paper concludes with several implications of the proposed approach.

Pavement maintenance optimization model using Markov Decision Processes

NASA Astrophysics Data System (ADS)

Mandiartha, P.; Duffield, C. F.; Razelan, I. S. b. M.; Ismail, A. b. H.

2017-09-01

This paper presents an optimization model for selection of pavement maintenance intervention using a theory of Markov Decision Processes (MDP). There are some particular characteristics of the MDP developed in this paper which distinguish it from other similar studies or optimization models intended for pavement maintenance policy development. These unique characteristics include a direct inclusion of constraints into the formulation of MDP, the use of an average cost method of MDP, and the policy development process based on the dual linear programming solution. The limited information or discussions that are available on these matters in terms of stochastic based optimization model in road network management motivates this study. This paper uses a data set acquired from road authorities of state of Victoria, Australia, to test the model and recommends steps in the computation of MDP based stochastic optimization model, leading to the development of optimum pavement maintenance policy.

Issues and Strategies in Solving Multidisciplinary Optimization Problems

NASA Technical Reports Server (NTRS)

Patnaik, Surya

2013-01-01

Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. The accumulated multidisciplinary design activity is collected under a testbed entitled COMETBOARDS. Several issues were encountered during the solution of the problems. Four issues and the strategies adapted for their resolution are discussed. This is followed by a discussion on analytical methods that is limited to structural design application. An optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. Optimum solutions obtained were infeasible for aircraft and airbreathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through a set of problems: Design of an engine component, Synthesis of a subsonic aircraft, Operation optimization of a supersonic engine, Design of a wave-rotor-topping device, Profile optimization of a cantilever beam, and Design of a cylindrical shell. This chapter provides a cursory account of the issues. Cited references provide detailed discussion on the topics. Design of a structure can also be generated by traditional method and the stochastic design concept. Merits and limitations of the three methods (traditional method, optimization method and stochastic concept) are illustrated. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions can be produced by all the three methods. The variation in the weight calculated by the methods was found to be modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

Mapping current fluctuations of stochastic pumps to nonequilibrium steady states.

NASA Astrophysics Data System (ADS)

Rotskoff, Grant

We show that current fluctuations in stochastic pumps can be robustly mapped to fluctuations in a corresponding time-independent non-equilibrium steady state. We thus refine a recently proposed mapping so that it ensures equivalence of not only the averages, but also the optimal representation of fluctuations in currents and density. Our mapping leads to a natural decomposition of the entropy production in stochastic pumps, similar to the ``housekeeping'' heat. As a consequence of the decomposition of entropy production, the current fluctuations in weakly perturbed stochastic pumps satisfy a universal bound determined by the steady state entropy production. National Science Foundation Graduate Research Fellowship.

Stochastic growth logistic model with aftereffect for batch fermentation process

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

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah

2014-06-19

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Stochastic system identification in structural dynamics

USGS Publications Warehouse

Safak, Erdal

1988-01-01

Recently, new identification methods have been developed by using the concept of optimal-recursive filtering and stochastic approximation. These methods, known as stochastic identification, are based on the statistical properties of the signal and noise, and do not require the assumptions of current methods. The criterion for stochastic system identification is that the difference between the recorded output and the output from the identified system (i.e., the residual of the identification) should be equal to white noise. In this paper, first a brief review of the theory is given. Then, an application of the method is presented by using ambient vibration data from a nine-story building.

Stochastic growth logistic model with aftereffect for batch fermentation process

NASA Astrophysics Data System (ADS)

Rosli, Norhayati; Ayoubi, Tawfiqullah; Bahar, Arifah; Rahman, Haliza Abdul; Salleh, Madihah Md

2014-06-01

In this paper, the stochastic growth logistic model with aftereffect for the cell growth of C. acetobutylicum P262 and Luedeking-Piret equations for solvent production in batch fermentation system is introduced. The parameters values of the mathematical models are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic models numerically. The effciency of mathematical models is measured by comparing the simulated result and the experimental data of the microbial growth and solvent production in batch system. Low values of Root Mean-Square Error (RMSE) of stochastic models with aftereffect indicate good fits.

Joint pricing, inventory, and preservation decisions for deteriorating items with stochastic demand and promotional efforts

NASA Astrophysics Data System (ADS)

Soni, Hardik N.; Chauhan, Ashaba D.

2018-03-01

This study models a joint pricing, inventory, and preservation decision-making problem for deteriorating items subject to stochastic demand and promotional effort. The generalized price-dependent stochastic demand, time proportional deterioration, and partial backlogging rates are used to model the inventory system. The objective is to find the optimal pricing, replenishment, and preservation technology investment strategies while maximizing the total profit per unit time. Based on the partial backlogging and lost sale cases, we first deduce the criterion for optimal replenishment schedules for any given price and technology investment cost. Second, we show that, respectively, total profit per time unit is concave function of price and preservation technology cost. At the end, some numerical examples and the results of a sensitivity analysis are used to illustrate the features of the proposed model.

Stochastic optimization of GeantV code by use of genetic algorithms

DOE PAGES

Amadio, G.; Apostolakis, J.; Bandieramonte, M.; ...

2017-10-01

GeantV is a complex system based on the interaction of different modules needed for detector simulation, which include transport of particles in fields, physics models simulating their interactions with matter and a geometrical modeler library for describing the detector and locating the particles and computing the path length to the current volume boundary. The GeantV project is recasting the classical simulation approach to get maximum benefit from SIMD/MIMD computational architectures and highly massive parallel systems. This involves finding the appropriate balance between several aspects influencing computational performance (floating-point performance, usage of off-chip memory bandwidth, specification of cache hierarchy, etc.) andmore » handling a large number of program parameters that have to be optimized to achieve the best simulation throughput. This optimization task can be treated as a black-box optimization problem, which requires searching the optimum set of parameters using only point-wise function evaluations. Here, the goal of this study is to provide a mechanism for optimizing complex systems (high energy physics particle transport simulations) with the help of genetic algorithms and evolution strategies as tuning procedures for massive parallel simulations. One of the described approaches is based on introducing a specific multivariate analysis operator that could be used in case of resource expensive or time consuming evaluations of fitness functions, in order to speed-up the convergence of the black-box optimization problem.« less

Stochastic optimization of GeantV code by use of genetic algorithms

NASA Astrophysics Data System (ADS)

Amadio, G.; Apostolakis, J.; Bandieramonte, M.; Behera, S. P.; Brun, R.; Canal, P.; Carminati, F.; Cosmo, G.; Duhem, L.; Elvira, D.; Folger, G.; Gheata, A.; Gheata, M.; Goulas, I.; Hariri, F.; Jun, S. Y.; Konstantinov, D.; Kumawat, H.; Ivantchenko, V.; Lima, G.; Nikitina, T.; Novak, M.; Pokorski, W.; Ribon, A.; Seghal, R.; Shadura, O.; Vallecorsa, S.; Wenzel, S.

2017-10-01

GeantV is a complex system based on the interaction of different modules needed for detector simulation, which include transport of particles in fields, physics models simulating their interactions with matter and a geometrical modeler library for describing the detector and locating the particles and computing the path length to the current volume boundary. The GeantV project is recasting the classical simulation approach to get maximum benefit from SIMD/MIMD computational architectures and highly massive parallel systems. This involves finding the appropriate balance between several aspects influencing computational performance (floating-point performance, usage of off-chip memory bandwidth, specification of cache hierarchy, etc.) and handling a large number of program parameters that have to be optimized to achieve the best simulation throughput. This optimization task can be treated as a black-box optimization problem, which requires searching the optimum set of parameters using only point-wise function evaluations. The goal of this study is to provide a mechanism for optimizing complex systems (high energy physics particle transport simulations) with the help of genetic algorithms and evolution strategies as tuning procedures for massive parallel simulations. One of the described approaches is based on introducing a specific multivariate analysis operator that could be used in case of resource expensive or time consuming evaluations of fitness functions, in order to speed-up the convergence of the black-box optimization problem.

Stochastic optimization of GeantV code by use of genetic algorithms

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

Amadio, G.; Apostolakis, J.; Bandieramonte, M.

GeantV is a complex system based on the interaction of different modules needed for detector simulation, which include transport of particles in fields, physics models simulating their interactions with matter and a geometrical modeler library for describing the detector and locating the particles and computing the path length to the current volume boundary. The GeantV project is recasting the classical simulation approach to get maximum benefit from SIMD/MIMD computational architectures and highly massive parallel systems. This involves finding the appropriate balance between several aspects influencing computational performance (floating-point performance, usage of off-chip memory bandwidth, specification of cache hierarchy, etc.) andmore » handling a large number of program parameters that have to be optimized to achieve the best simulation throughput. This optimization task can be treated as a black-box optimization problem, which requires searching the optimum set of parameters using only point-wise function evaluations. Here, the goal of this study is to provide a mechanism for optimizing complex systems (high energy physics particle transport simulations) with the help of genetic algorithms and evolution strategies as tuning procedures for massive parallel simulations. One of the described approaches is based on introducing a specific multivariate analysis operator that could be used in case of resource expensive or time consuming evaluations of fitness functions, in order to speed-up the convergence of the black-box optimization problem.« less

Using a derivative-free optimization method for multiple solutions of inverse transport problems

DOE PAGES

Armstrong, Jerawan C.; Favorite, Jeffrey A.

2016-01-14

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a meshmore » adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.« less

Quadruped Robot Locomotion using a Global Optimization Stochastic Algorithm

NASA Astrophysics Data System (ADS)

Oliveira, Miguel; Santos, Cristina; Costa, Lino; Ferreira, Manuel

2011-09-01

The problem of tuning nonlinear dynamical systems parameters, such that the attained results are considered good ones, is a relevant one. This article describes the development of a gait optimization system that allows a fast but stable robot quadruped crawl gait. We combine bio-inspired Central Patterns Generators (CPGs) and Genetic Algorithms (GA). CPGs are modelled as autonomous differential equations, that generate the necessar y limb movement to perform the required walking gait. The GA finds parameterizations of the CPGs parameters which attain good gaits in terms of speed, vibration and stability. Moreover, two constraint handling techniques based on tournament selection and repairing mechanism are embedded in the GA to solve the proposed constrained optimization problem and make the search more efficient. The experimental results, performed on a simulated Aibo robot, demonstrate that our approach allows low vibration with a high velocity and wide stability margin for a quadruped slow crawl gait.

Stochastic Optimal Control via Bellman's Principle

NASA Technical Reports Server (NTRS)

Crespo, Luis G.; Sun, Jian Q.

2003-01-01

This paper presents a method for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman's Principle of optimality, the Gaussian closure and the Short-time Gaussian approximation. Examples include a system with a state-dependent diffusion term, a system in which the infinite hierarchy of moment equations cannot be analytically closed, and an impact system with a elastic boundary. The uncontrolled and controlled dynamics are studied by creating a Markov chain with a control dependent transition probability matrix via the Generalized Cell Mapping method. In this fashion, both the transient and stationary controlled responses are evaluated. The results show excellent control performances.

Economic Risk Analysis of Agricultural Tillage Systems Using the SMART Stochastic Efficiency Software Package

USDA-ARS?s Scientific Manuscript database

Recently, a variant of stochastic dominance called stochastic efficiency with respect to a function (SERF) has been developed and applied. Unlike traditional stochastic dominance approaches, SERF uses the concept of certainty equivalents (CEs) to rank a set of risk-efficient alternatives instead of...

Essays on the Economics of Climate Change, Biofuel and Food Prices

NASA Astrophysics Data System (ADS)

Seguin, Charles

Climate change is likely to be the most important global pollution problem that humanity has had to face so far. In this dissertation, I tackle issues directly and indirectly related to climate change, bringing my modest contribution to the body of human creativity trying to deal with climate change. First, I look at the impact of non-convex feedbacks on the optimal climate policy. Second, I try to derive the optimal biofuel policy acknowledging the potential negative impacts that biofuel production might have on food supply. Finally, I test empirically for the presence of loss aversion in food purchases, which might play a role in the consumer response to food price changes brought about by biofuel production. Non-convexities in feedback processes are increasingly found to be important in the climate system. To evaluate their impact on the optimal greenhouse gas (GHG) abate- ment policy, I introduce non-convex feedbacks in a stochastic pollution control model. I numerically calibrate the model to represent the mitigation of greenhouse gas (GHG) emissions contributing to global climate change. This approach makes two contributions to the literature. First, it develops a framework to tackle stochastic non-convex pollu- tion management problems. Second, it applies this framework to the problem of climate change. This approach is in contrast to most of the economic literature on climate change that focuses either on linear feedbacks or environmental thresholds. I find that non-convex feedbacks lead to a decision threshold in the optimal mitigation policy, and I characterize how this threshold depends on feedback parameters and stochasticity. There is great hope that biofuel can help reduce greenhouse gas emissions from fossil fuel. However, there are some concerns that biofuel would increase food prices. In an optimal control model, a co-author and I look at the optimal biofuel production when it competes for land with food production. In addition oil is not exhaustible and output is subject to climate change induced damages. We find that the competitive outcome does not necessarily yield an underproduction of biofuels, but when it does, second best policies like subsidies and mandates can improve welfare. In marketing, there has been extensive empirical research to ascertain whether there is evidence of loss aversion as predicted by several reference price preference theories. Most of that literature finds that there is indeed evidence of loss aversion for many different goods. I argue that it is possible that some of that evidence seemingly supporting loss aversion arises because price endogeneity is not properly taken into account. Using scanner data I study four product categories: bread, chicken, corn and tortilla chips, and pasta. Taking prices as exogenous, I find evidence of loss aversion for bread and corn and tortilla chips. However, when instrumenting prices, the "loss aversion evidence" disappears.

Data centers as dispatchable loads to harness stranded power

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

Kim, Kibaek; Yang, Fan; Zavala, Victor M.

Here, we analyze how traditional data center placement and optimal placement of dispatchable data centers affect power grid efficiency. We use detailed network models, stochastic optimization formulations, and diverse renewable generation scenarios to perform our analysis. Our results reveal that significant spillage and stranded power will persist in power grids as wind power levels are increased. A counter-intuitive finding is that collocating data centers with inflexible loads next to wind farms has limited impacts on renewable portfolio standard (RPS) goals because it provides limited system-level flexibility. Such an approach can, in fact, increase stranded power and fossil-fueled generation. In contrast,more » optimally placing data centers that are dispatchable provides system-wide flexibility, reduces stranded power, and improves efficiency. In short, optimally placed dispatchable computing loads can enable better scaling to high RPS. In our case study, we find that these dispatchable computing loads are powered to 60-80% of their requested capacity, indicating that there are significant economic incentives provided by stranded power.« less

Data centers as dispatchable loads to harness stranded power

DOE PAGES

Kim, Kibaek; Yang, Fan; Zavala, Victor M.; ...

2016-07-20

Here, we analyze how traditional data center placement and optimal placement of dispatchable data centers affect power grid efficiency. We use detailed network models, stochastic optimization formulations, and diverse renewable generation scenarios to perform our analysis. Our results reveal that significant spillage and stranded power will persist in power grids as wind power levels are increased. A counter-intuitive finding is that collocating data centers with inflexible loads next to wind farms has limited impacts on renewable portfolio standard (RPS) goals because it provides limited system-level flexibility. Such an approach can, in fact, increase stranded power and fossil-fueled generation. In contrast,more » optimally placing data centers that are dispatchable provides system-wide flexibility, reduces stranded power, and improves efficiency. In short, optimally placed dispatchable computing loads can enable better scaling to high RPS. In our case study, we find that these dispatchable computing loads are powered to 60-80% of their requested capacity, indicating that there are significant economic incentives provided by stranded power.« less

Systematic parameter inference in stochastic mesoscopic modeling

NASA Astrophysics Data System (ADS)

Lei, Huan; Yang, Xiu; Li, Zhen; Karniadakis, George Em

2017-02-01

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are "sparse". The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.

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

Algebraic, geometric, and stochastic aspects of genetic operators

NASA Technical Reports Server (NTRS)

Foo, N. Y.; Bosworth, J. L.

1972-01-01

Genetic algorithms for function optimization employ genetic operators patterned after those observed in search strategies employed in natural adaptation. Two of these operators, crossover and inversion, are interpreted in terms of their algebraic and geometric properties. Stochastic models of the operators are developed which are employed in Monte Carlo simulations of their behavior.

Periodic modulation-based stochastic resonance algorithm applied to quantitative analysis for weak liquid chromatography-mass spectrometry signal of granisetron in plasma

NASA Astrophysics Data System (ADS)

Xiang, Suyun; Wang, Wei; Xiang, Bingren; Deng, Haishan; Xie, Shaofei

2007-05-01

The periodic modulation-based stochastic resonance algorithm (PSRA) was used to amplify and detect the weak liquid chromatography-mass spectrometry (LC-MS) signal of granisetron in plasma. In the algorithm, the stochastic resonance (SR) was achieved by introducing an external periodic force to the nonlinear system. The optimization of parameters was carried out in two steps to give attention to both the signal-to-noise ratio (S/N) and the peak shape of output signal. By applying PSRA with the optimized parameters, the signal-to-noise ratio of LC-MS peak was enhanced significantly and distorted peak shape that often appeared in the traditional stochastic resonance algorithm was corrected by the added periodic force. Using the signals enhanced by PSRA, this method extended the limit of detection (LOD) and limit of quantification (LOQ) of granisetron in plasma from 0.05 and 0.2 ng/mL, respectively, to 0.01 and 0.02 ng/mL, and exhibited good linearity, accuracy and precision, which ensure accurate determination of the target analyte.

Scope of Gradient and Genetic Algorithms in Multivariable Function Optimization

NASA Technical Reports Server (NTRS)

Shaykhian, Gholam Ali; Sen, S. K.

2007-01-01

Global optimization of a multivariable function - constrained by bounds specified on each variable and also unconstrained - is an important problem with several real world applications. Deterministic methods such as the gradient algorithms as well as the randomized methods such as the genetic algorithms may be employed to solve these problems. In fact, there are optimization problems where a genetic algorithm/an evolutionary approach is preferable at least from the quality (accuracy) of the results point of view. From cost (complexity) point of view, both gradient and genetic approaches are usually polynomial-time; there are no serious differences in this regard, i.e., the computational complexity point of view. However, for certain types of problems, such as those with unacceptably erroneous numerical partial derivatives and those with physically amplified analytical partial derivatives whose numerical evaluation involves undesirable errors and/or is messy, a genetic (stochastic) approach should be a better choice. We have presented here the pros and cons of both the approaches so that the concerned reader/user can decide which approach is most suited for the problem at hand. Also for the function which is known in a tabular form, instead of an analytical form, as is often the case in an experimental environment, we attempt to provide an insight into the approaches focusing our attention toward accuracy. Such an insight will help one to decide which method, out of several available methods, should be employed to obtain the best (least error) output. *

AESS: Accelerated Exact Stochastic Simulation

NASA Astrophysics Data System (ADS)

Jenkins, David D.; Peterson, Gregory D.

2011-12-01

The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution method: The Accelerated Exact Stochastic Simulation (AESS) tool provides implementations of a wide variety of popular variations on the Gillespie method. Users can select the specific algorithm considered most appropriate. Comparisons between the methods and with other available implementations indicate that AESS provides the fastest known implementation of Gillespie's method for a variety of test models. Users may wish to execute ensembles of simulations to sweep parameters or to obtain better statistical results, so AESS supports acceleration of ensembles of simulation using parallel processing with MPI, SSE vector units on x86 processors, and/or using NVIDIA GPUs with CUDA.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

Online stochastic optimization of radiotherapy patient scheduling.

PubMed

Legrain, Antoine; Fortin, Marie-Andrée; Lahrichi, Nadia; Rousseau, Louis-Martin

2015-06-01

The effective management of a cancer treatment facility for radiation therapy depends mainly on optimizing the use of the linear accelerators. In this project, we schedule patients on these machines taking into account their priority for treatment, the maximum waiting time before the first treatment, and the treatment duration. We collaborate with the Centre Intégré de Cancérologie de Laval to determine the best scheduling policy. Furthermore, we integrate the uncertainty related to the arrival of patients at the center. We develop a hybrid method combining stochastic optimization and online optimization to better meet the needs of central planning. We use information on the future arrivals of patients to provide an accurate picture of the expected utilization of resources. Results based on real data show that our method outperforms the policies typically used in treatment centers.

Stochastic optimal preview control of a vehicle suspension

NASA Astrophysics Data System (ADS)

Marzbanrad, Javad; Ahmadi, Goodarz; Zohoor, Hassan; Hojjat, Yousef

2004-08-01

Stochastic optimal control of a vehicle suspension on a random road is studied. The road roughness height is modelled as a filtered white noise stochastic process and a four-degree-of-freedom half-car model is used in the analysis. It is assumed that a sensor is mounted in the front bumper that measures the road irregularity at some distances in the front of the vehicle. Two other sensors also measure relative velocities of the vehicle body with respect to the unsprung masses in the vehicle suspension spaces. All measurements are assumed to be conducted in a noisy environment. The state variables of the vehicle system are estimated using a method similar to the Kalman filter. The suspension system is optimized by minimizing the performance index containing the mean-square values of body accelerations (including effects of heave and pitch), tire deflections and front and rear suspension rattle spaces. The effect of delay between front and rear wheels is included in the analysis. For stochastic active control with and without preview, the suspension performance and the power demand are evaluated and compared with those of the passive system. The results show that the inclusion of time delay between the front and rear axles and the preview information measured by the sensor mounted on the vehicle improves all aspects of the suspension performance, while reducing the energy consumption.

The effect of stochastic modeling of ionospheric effect on the various lengths of baseline determination

NASA Astrophysics Data System (ADS)

Kwon, J.; Yang, H.

2006-12-01

Although GPS provides continuous and accurate position information, there are still some rooms for improvement of its positional accuracy, especially in the medium and long range baseline determination. In general, in case of more than 50 km baseline length, the effect of ionospheric delay is the one causing the largest degradation in positional accuracy. For example, the ionospheric delay in terms of double differenced mode easily reaches 10 cm with baseline length of 101 km. Therefore, many researchers have been tried to mitigate/reduce the effect using various modeling methods. In this paper, the optimal stochastic modeling of the ionospheric delay in terms of baseline length is presented. The data processing has been performed by constructing a Kalman filter with states of positions, ambiguities, and the ionospheric delays in the double differenced mode. Considering the long baseline length, both double differenced GPS phase and code observations are used as observables and LAMBDA has been applied to fix the ambiguities. Here, the ionospheric delay is stochastically modeled by well-known Gaussian, 1st and 3rd order Gauss-Markov process. The parameters required in those models such as correlation distance and time is determined by the least-square adjustment using ionosphere-only observables. Mainly the results and analysis from this study show the effect of stochastic models of the ionospheric delay in terms of the baseline length, models, and parameters used. In the above example with 101 km baseline length, it was found that the positional accuracy with appropriate ionospheric modeling (Gaussian) was about ±2 cm whereas it reaches about ±15 cm with no stochastic modeling. It is expected that the approach in this study contributes to improve positional accuracy, especially in medium and long range baseline determination.

Feasibility of Stochastic Voltage/VAr Optimization Considering Renewable Energy Resources for Smart Grid

NASA Astrophysics Data System (ADS)

Momoh, James A.; Salkuti, Surender Reddy

2016-06-01

This paper proposes a stochastic optimization technique for solving the Voltage/VAr control problem including the load demand and Renewable Energy Resources (RERs) variation. The RERs often take along some inputs like stochastic behavior. One of the important challenges i. e., Voltage/VAr control is a prime source for handling power system complexity and reliability, hence it is the fundamental requirement for all the utility companies. There is a need for the robust and efficient Voltage/VAr optimization technique to meet the peak demand and reduction of system losses. The voltages beyond the limit may damage costly sub-station devices and equipments at consumer end as well. Especially, the RERs introduces more disturbances and some of the RERs are not even capable enough to meet the VAr demand. Therefore, there is a strong need for the Voltage/VAr control in RERs environment. This paper aims at the development of optimal scheme for Voltage/VAr control involving RERs. In this paper, Latin Hypercube Sampling (LHS) method is used to cover full range of variables by maximally satisfying the marginal distribution. Here, backward scenario reduction technique is used to reduce the number of scenarios effectively and maximally retain the fitting accuracy of samples. The developed optimization scheme is tested on IEEE 24 bus Reliability Test System (RTS) considering the load demand and RERs variation.

Optimal investment horizons

NASA Astrophysics Data System (ADS)

Simonsen, I.; Jensen, M. H.; Johansen, A.

2002-06-01

In stochastic finance, one traditionally considers the return as a competitive measure of an asset, i.e., the profit generated by that asset after some fixed time span Δt, say one week or one year. This measures how well (or how bad) the asset performs over that given period of time. It has been established that the distribution of returns exhibits ``fat tails'' indicating that large returns occur more frequently than what is expected from standard Gaussian stochastic processes [1-3]. Instead of estimating this ``fat tail'' distribution of returns, we propose here an alternative approach, which is outlined by addressing the following question: What is the smallest time interval needed for an asset to cross a fixed return level of say 10%? For a particular asset, we refer to this time as the investment horizon and the corresponding distribution as the investment horizon distribution. This latter distribution complements that of returns and provides new and possibly crucial information for portfolio design and risk-management, as well as for pricing of more exotic options. By considering historical financial data, exemplified by the Dow Jones Industrial Average, we obtain a novel set of probability distributions for the investment horizons which can be used to estimate the optimal investment horizon for a stock or a future contract.

Solving geosteering inverse problems by stochastic Hybrid Monte Carlo method

DOE PAGES

Shen, Qiuyang; Wu, Xuqing; Chen, Jiefu; ...

2017-11-20

The inverse problems arise in almost all fields of science where the real-world parameters are extracted from a set of measured data. The geosteering inversion plays an essential role in the accurate prediction of oncoming strata as well as a reliable guidance to adjust the borehole position on the fly to reach one or more geological targets. This mathematical treatment is not easy to solve, which requires finding an optimum solution among a large solution space, especially when the problem is non-linear and non-convex. Nowadays, a new generation of logging-while-drilling (LWD) tools has emerged on the market. The so-called azimuthalmore » resistivity LWD tools have azimuthal sensitivity and a large depth of investigation. Hence, the associated inverse problems become much more difficult since the earth model to be inverted will have more detailed structures. The conventional deterministic methods are incapable to solve such a complicated inverse problem, where they suffer from the local minimum trap. Alternatively, stochastic optimizations are in general better at finding global optimal solutions and handling uncertainty quantification. In this article, we investigate the Hybrid Monte Carlo (HMC) based statistical inversion approach and suggest that HMC based inference is more efficient in dealing with the increased complexity and uncertainty faced by the geosteering problems.« less

Optimal Search for an Astrophysical Gravitational-Wave Background

NASA Astrophysics Data System (ADS)

Smith, Rory; Thrane, Eric

2018-04-01

Roughly every 2-10 min, a pair of stellar-mass black holes merge somewhere in the Universe. A small fraction of these mergers are detected as individually resolvable gravitational-wave events by advanced detectors such as LIGO and Virgo. The rest contribute to a stochastic background. We derive the statistically optimal search strategy (producing minimum credible intervals) for a background of unresolved binaries. Our method applies Bayesian parameter estimation to all available data. Using Monte Carlo simulations, we demonstrate that the search is both "safe" and effective: it is not fooled by instrumental artifacts such as glitches and it recovers simulated stochastic signals without bias. Given realistic assumptions, we estimate that the search can detect the binary black hole background with about 1 day of design sensitivity data versus ≈40 months using the traditional cross-correlation search. This framework independently constrains the merger rate and black hole mass distribution, breaking a degeneracy present in the cross-correlation approach. The search provides a unified framework for population studies of compact binaries, which is cast in terms of hyperparameter estimation. We discuss a number of extensions and generalizations, including application to other sources (such as binary neutron stars and continuous-wave sources), simultaneous estimation of a continuous Gaussian background, and applications to pulsar timing.

Stochastic seismic inversion based on an improved local gradual deformation method

NASA Astrophysics Data System (ADS)

Yang, Xiuwei; Zhu, Peimin

2017-12-01

A new stochastic seismic inversion method based on the local gradual deformation method is proposed, which can incorporate seismic data, well data, geology and their spatial correlations into the inversion process. Geological information, such as sedimentary facies and structures, could provide significant a priori information to constrain an inversion and arrive at reasonable solutions. The local a priori conditional cumulative distributions at each node of model to be inverted are first established by indicator cokriging, which integrates well data as hard data and geological information as soft data. Probability field simulation is used to simulate different realizations consistent with the spatial correlations and local conditional cumulative distributions. The corresponding probability field is generated by the fast Fourier transform moving average method. Then, optimization is performed to match the seismic data via an improved local gradual deformation method. Two improved strategies are proposed to be suitable for seismic inversion. The first strategy is that we select and update local areas of bad fitting between synthetic seismic data and real seismic data. The second one is that we divide each seismic trace into several parts and obtain the optimal parameters for each part individually. The applications to a synthetic example and a real case study demonstrate that our approach can effectively find fine-scale acoustic impedance models and provide uncertainty estimations.

Quantum-field-theoretical approach to phase-space techniques: Generalizing the positive-P representation

NASA Astrophysics Data System (ADS)

Plimak, L. I.; Fleischhauer, M.; Olsen, M. K.; Collett, M. J.

2003-01-01

We present an introduction to phase-space techniques (PST) based on a quantum-field-theoretical (QFT) approach. In addition to bridging the gap between PST and QFT, our approach results in a number of generalizations of the PST. First, for problems where the usual PST do not result in a genuine Fokker-Planck equation (even after phase-space doubling) and hence fail to produce a stochastic differential equation (SDE), we show how the system in question may be approximated via stochastic difference equations (SΔE). Second, we show that introducing sources into the SDE’s (or SΔE’s) generalizes them to a full quantum nonlinear stochastic response problem (thus generalizing Kubo’s linear reaction theory to a quantum nonlinear stochastic response theory). Third, we establish general relations linking quantum response properties of the system in question to averages of operator products ordered in a way different from time normal. This extends PST to a much wider assemblage of operator products than are usually considered in phase-space approaches. In all cases, our approach yields a very simple and straightforward way of deriving stochastic equations in phase space.

On square-wave-driven stochastic resonance for energy harvesting in a bistable system

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

Su, Dongxu, E-mail: sudx@iis.u-tokyo.ac.jp; Zheng, Rencheng; Nakano, Kimihiko

Stochastic resonance is a physical phenomenon through which the throughput of energy within an oscillator excited by a stochastic source can be boosted by adding a small modulating excitation. This study investigates the feasibility of implementing square-wave-driven stochastic resonance to enhance energy harvesting. The motivating hypothesis was that such stochastic resonance can be efficiently realized in a bistable mechanism. However, the condition for the occurrence of stochastic resonance is conventionally defined by the Kramers rate. This definition is inadequate because of the necessity and difficulty in estimating white noise density. A bistable mechanism has been designed using an explicit analyticalmore » model which implies a new approach for achieving stochastic resonance in the paper. Experimental tests confirm that the addition of a small-scale force to the bistable system excited by a random signal apparently leads to a corresponding amplification of the response that we now term square-wave-driven stochastic resonance. The study therefore indicates that this approach may be a promising way to improve the performance of an energy harvester under certain forms of random excitation.« less

Optimal control of switching time in switched stochastic systems with multi-switching times and different costs

NASA Astrophysics Data System (ADS)

Liu, Xiaomei; Li, Shengtao; Zhang, Kanjian

2017-08-01

In this paper, we solve an optimal control problem for a class of time-invariant switched stochastic systems with multi-switching times, where the objective is to minimise a cost functional with different costs defined on the states. In particular, we focus on problems in which a pre-specified sequence of active subsystems is given and the switching times are the only control variables. Based on the calculus of variation, we derive the gradient of the cost functional with respect to the switching times on an especially simple form, which can be directly used in gradient descent algorithms to locate the optimal switching instants. Finally, a numerical example is given, highlighting the validity of the proposed methodology.

Approaches for modeling within subject variability in pharmacometric count data analysis: dynamic inter-occasion variability and stochastic differential equations.

PubMed

Deng, Chenhui; Plan, Elodie L; Karlsson, Mats O

2016-06-01

Parameter variation in pharmacometric analysis studies can be characterized as within subject parameter variability (WSV) in pharmacometric models. WSV has previously been successfully modeled using inter-occasion variability (IOV), but also stochastic differential equations (SDEs). In this study, two approaches, dynamic inter-occasion variability (dIOV) and adapted stochastic differential equations, were proposed to investigate WSV in pharmacometric count data analysis. These approaches were applied to published count models for seizure counts and Likert pain scores. Both approaches improved the model fits significantly. In addition, stochastic simulation and estimation were used to explore further the capability of the two approaches to diagnose and improve models where existing WSV is not recognized. The results of simulations confirmed the gain in introducing WSV as dIOV and SDEs when parameters vary randomly over time. Further, the approaches were also informative as diagnostics of model misspecification, when parameters changed systematically over time but this was not recognized in the structural model. The proposed approaches in this study offer strategies to characterize WSV and are not restricted to count data.

Optimal information transfer in enzymatic networks: A field theoretic formulation

NASA Astrophysics Data System (ADS)

Samanta, Himadri S.; Hinczewski, Michael; Thirumalai, D.

2017-07-01

Signaling in enzymatic networks is typically triggered by environmental fluctuations, resulting in a series of stochastic chemical reactions, leading to corruption of the signal by noise. For example, information flow is initiated by binding of extracellular ligands to receptors, which is transmitted through a cascade involving kinase-phosphatase stochastic chemical reactions. For a class of such networks, we develop a general field-theoretic approach to calculate the error in signal transmission as a function of an appropriate control variable. Application of the theory to a simple push-pull network, a module in the kinase-phosphatase cascade, recovers the exact results for error in signal transmission previously obtained using umbral calculus [Hinczewski and Thirumalai, Phys. Rev. X 4, 041017 (2014), 10.1103/PhysRevX.4.041017]. We illustrate the generality of the theory by studying the minimal errors in noise reduction in a reaction cascade with two connected push-pull modules. Such a cascade behaves as an effective three-species network with a pseudointermediate. In this case, optimal information transfer, resulting in the smallest square of the error between the input and output, occurs with a time delay, which is given by the inverse of the decay rate of the pseudointermediate. Surprisingly, in these examples the minimum error computed using simulations that take nonlinearities and discrete nature of molecules into account coincides with the predictions of a linear theory. In contrast, there are substantial deviations between simulations and predictions of the linear theory in error in signal propagation in an enzymatic push-pull network for a certain range of parameters. Inclusion of second-order perturbative corrections shows that differences between simulations and theoretical predictions are minimized. Our study establishes that a field theoretic formulation of stochastic biological signaling offers a systematic way to understand error propagation in networks of arbitrary complexity.

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Stochastic Set-Based Particle Swarm Optimization Based on Local Exploration for Solving the Carpool Service Problem.

PubMed

Chou, Sheng-Kai; Jiau, Ming-Kai; Huang, Shih-Chia

2016-08-01

The growing ubiquity of vehicles has led to increased concerns about environmental issues. These concerns can be mitigated by implementing an effective carpool service. In an intelligent carpool system, an automated service process assists carpool participants in determining routes and matches. It is a discrete optimization problem that involves a system-wide condition as well as participants' expectations. In this paper, we solve the carpool service problem (CSP) to provide satisfactory ride matches. To this end, we developed a particle swarm carpool algorithm based on stochastic set-based particle swarm optimization (PSO). Our method introduces stochastic coding to augment traditional particles, and uses three terminologies to represent a particle: 1) particle position; 2) particle view; and 3) particle velocity. In this way, the set-based PSO (S-PSO) can be realized by local exploration. In the simulation and experiments, two kind of discrete PSOs-S-PSO and binary PSO (BPSO)-and a genetic algorithm (GA) are compared and examined using tested benchmarks that simulate a real-world metropolis. We observed that the S-PSO outperformed the BPSO and the GA thoroughly. Moreover, our method yielded the best result in a statistical test and successfully obtained numerical results for meeting the optimization objectives of the CSP.

Optimal error functional for parameter identification in anisotropic finite strain elasto-plasticity

NASA Astrophysics Data System (ADS)

Shutov, A. V.; Kaygorodtseva, A. A.; Dranishnikov, N. S.

2017-10-01

A problem of parameter identification for a model of finite strain elasto-plasticity is discussed. The utilized phenomenological material model accounts for nonlinear isotropic and kinematic hardening; the model kinematics is described by a nested multiplicative split of the deformation gradient. A hierarchy of optimization problems is considered. First, following the standard procedure, the material parameters are identified through minimization of a certain least square error functional. Next, the focus is placed on finding optimal weighting coefficients which enter the error functional. Toward that end, a stochastic noise with systematic and non-systematic components is introduced to the available measurement results; a superordinate optimization problem seeks to minimize the sensitivity of the resulting material parameters to the introduced noise. The advantage of this approach is that no additional experiments are required; it also provides an insight into the robustness of the identification procedure. As an example, experimental data for the steel 42CrMo4 are considered and a set of weighting coefficients is found, which is optimal in a certain class.

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

Asynchronous Incremental Stochastic Dual Descent Algorithm for Network Resource Allocation

NASA Astrophysics Data System (ADS)

Bedi, Amrit Singh; Rajawat, Ketan

2018-05-01

Stochastic network optimization problems entail finding resource allocation policies that are optimum on an average but must be designed in an online fashion. Such problems are ubiquitous in communication networks, where resources such as energy and bandwidth are divided among nodes to satisfy certain long-term objectives. This paper proposes an asynchronous incremental dual decent resource allocation algorithm that utilizes delayed stochastic {gradients} for carrying out its updates. The proposed algorithm is well-suited to heterogeneous networks as it allows the computationally-challenged or energy-starved nodes to, at times, postpone the updates. The asymptotic analysis of the proposed algorithm is carried out, establishing dual convergence under both, constant and diminishing step sizes. It is also shown that with constant step size, the proposed resource allocation policy is asymptotically near-optimal. An application involving multi-cell coordinated beamforming is detailed, demonstrating the usefulness of the proposed algorithm.

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.

A cholinergic feedback circuit to regulate striatal population uncertainty and optimize reinforcement learning.

PubMed

Franklin, Nicholas T; Frank, Michael J

2015-12-25

Convergent evidence suggests that the basal ganglia support reinforcement learning by adjusting action values according to reward prediction errors. However, adaptive behavior in stochastic environments requires the consideration of uncertainty to dynamically adjust the learning rate. We consider how cholinergic tonically active interneurons (TANs) may endow the striatum with such a mechanism in computational models spanning three Marr's levels of analysis. In the neural model, TANs modulate the excitability of spiny neurons, their population response to reinforcement, and hence the effective learning rate. Long TAN pauses facilitated robustness to spurious outcomes by increasing divergence in synaptic weights between neurons coding for alternative action values, whereas short TAN pauses facilitated stochastic behavior but increased responsiveness to change-points in outcome contingencies. A feedback control system allowed TAN pauses to be dynamically modulated by uncertainty across the spiny neuron population, allowing the system to self-tune and optimize performance across stochastic environments.

Parameter-induced stochastic resonance with a periodic signal

NASA Astrophysics Data System (ADS)

Li, Jian-Long; Xu, Bo-Hou

2006-12-01

In this paper conventional stochastic resonance (CSR) is realized by adding the noise intensity. This demonstrates that tuning the system parameters with fixed noise can make the noise play a constructive role and realize parameter-induced stochastic resonance (PSR). PSR can be interpreted as changing the intrinsic characteristic of the dynamical system to yield the cooperative effect between the stochastic-subjected nonlinear system and the external periodic force. This can be realized at any noise intensity, which greatly differs from CSR that is realized under the condition of the initial noise intensity not greater than the resonance level. Moreover, it is proved that PSR is different from the optimization of system parameters.

Doubly stochastic radial basis function methods

NASA Astrophysics Data System (ADS)

Yang, Fenglian; Yan, Liang; Ling, Leevan

2018-06-01

We propose a doubly stochastic radial basis function (DSRBF) method for function recoveries. Instead of a constant, we treat the RBF shape parameters as stochastic variables whose distribution were determined by a stochastic leave-one-out cross validation (LOOCV) estimation. A careful operation count is provided in order to determine the ranges of all the parameters in our methods. The overhead cost for setting up the proposed DSRBF method is O (n2) for function recovery problems with n basis. Numerical experiments confirm that the proposed method not only outperforms constant shape parameter formulation (in terms of accuracy with comparable computational cost) but also the optimal LOOCV formulation (in terms of both accuracy and computational cost).

Modeling Self-Healing of Concrete Using Hybrid Genetic Algorithm–Artificial Neural Network

PubMed Central

Ramadan Suleiman, Ahmed; Nehdi, Moncef L.

2017-01-01

This paper presents an approach to predicting the intrinsic self-healing in concrete using a hybrid genetic algorithm–artificial neural network (GA–ANN). A genetic algorithm was implemented in the network as a stochastic optimizing tool for the initial optimal weights and biases. This approach can assist the network in achieving a global optimum and avoid the possibility of the network getting trapped at local optima. The proposed model was trained and validated using an especially built database using various experimental studies retrieved from the open literature. The model inputs include the cement content, water-to-cement ratio (w/c), type and dosage of supplementary cementitious materials, bio-healing materials, and both expansive and crystalline additives. Self-healing indicated by means of crack width is the model output. The results showed that the proposed GA–ANN model is capable of capturing the complex effects of various self-healing agents (e.g., biochemical material, silica-based additive, expansive and crystalline components) on the self-healing performance in cement-based materials. PMID:28772495

Modeling Self-Healing of Concrete Using Hybrid Genetic Algorithm-Artificial Neural Network.

PubMed

Ramadan Suleiman, Ahmed; Nehdi, Moncef L

2017-02-07

This paper presents an approach to predicting the intrinsic self-healing in concrete using a hybrid genetic algorithm-artificial neural network (GA-ANN). A genetic algorithm was implemented in the network as a stochastic optimizing tool for the initial optimal weights and biases. This approach can assist the network in achieving a global optimum and avoid the possibility of the network getting trapped at local optima. The proposed model was trained and validated using an especially built database using various experimental studies retrieved from the open literature. The model inputs include the cement content, water-to-cement ratio (w/c), type and dosage of supplementary cementitious materials, bio-healing materials, and both expansive and crystalline additives. Self-healing indicated by means of crack width is the model output. The results showed that the proposed GA-ANN model is capable of capturing the complex effects of various self-healing agents (e.g., biochemical material, silica-based additive, expansive and crystalline components) on the self-healing performance in cement-based materials.

A framework for sensitivity analysis of decision trees.

PubMed

Kamiński, Bogumił; Jakubczyk, Michał; Szufel, Przemysław

2018-01-01

In the paper, we consider sequential decision problems with uncertainty, represented as decision trees. Sensitivity analysis is always a crucial element of decision making and in decision trees it often focuses on probabilities. In the stochastic model considered, the user often has only limited information about the true values of probabilities. We develop a framework for performing sensitivity analysis of optimal strategies accounting for this distributional uncertainty. We design this robust optimization approach in an intuitive and not overly technical way, to make it simple to apply in daily managerial practice. The proposed framework allows for (1) analysis of the stability of the expected-value-maximizing strategy and (2) identification of strategies which are robust with respect to pessimistic/optimistic/mode-favoring perturbations of probabilities. We verify the properties of our approach in two cases: (a) probabilities in a tree are the primitives of the model and can be modified independently; (b) probabilities in a tree reflect some underlying, structural probabilities, and are interrelated. We provide a free software tool implementing the methods described.

Optimal harvesting policy of a stochastic two-species competitive model with Lévy noise in a polluted environment

NASA Astrophysics Data System (ADS)

Zhao, Yu; Yuan, Sanling

2017-07-01

As well known that the sudden environmental shocks and toxicant can affect the population dynamics of fish species, a mechanistic understanding of how sudden environmental change and toxicant influence the optimal harvesting policy requires development. This paper presents the optimal harvesting of a stochastic two-species competitive model with Lévy noise in a polluted environment, where the Lévy noise is used to describe the sudden climate change. Due to the discontinuity of the Lévy noise, the classical optimal harvesting methods based on the explicit solution of the corresponding Fokker-Planck equation are invalid. The object of this paper is to fill up this gap and establish the optimal harvesting policy. By using of aggregation and ergodic methods, the approximation of the optimal harvesting effort and maximum expectation of sustainable yields are obtained. Numerical simulations are carried out to support these theoretical results. Our analysis shows that the Lévy noise and the mean stress measure of toxicant in organism may affect the optimal harvesting policy significantly.

Integrated Arrival and Departure Schedule Optimization Under Uncertainty

NASA Technical Reports Server (NTRS)

Xue, Min; Zelinski, Shannon

2014-01-01

In terminal airspace, integrating arrivals and departures with shared waypoints provides the potential of improving operational efficiency by allowing direct routes when possible. Incorporating stochastic evaluation as a post-analysis process of deterministic optimization, and imposing a safety buffer in deterministic optimization, are two ways to learn and alleviate the impact of uncertainty and to avoid unexpected outcomes. This work presents a third and direct way to take uncertainty into consideration during the optimization. The impact of uncertainty was incorporated into cost evaluations when searching for the optimal solutions. The controller intervention count was computed using a heuristic model and served as another stochastic cost besides total delay. Costs under uncertainty were evaluated using Monte Carlo simulations. The Pareto fronts that contain a set of solutions were identified and the trade-off between delays and controller intervention count was shown. Solutions that shared similar delays but had different intervention counts were investigated. The results showed that optimization under uncertainty could identify compromise solutions on Pareto fonts, which is better than deterministic optimization with extra safety buffers. It helps decision-makers reduce controller intervention while achieving low delays.

Sensitivity Analysis and Optimization of the Nuclear Fuel Cycle: A Systematic Approach

NASA Astrophysics Data System (ADS)

Passerini, Stefano

For decades, nuclear energy development was based on the expectation that recycling of the fissionable materials in the used fuel from today's light water reactors into advanced (fast) reactors would be implemented as soon as technically feasible in order to extend the nuclear fuel resources. More recently, arguments have been made for deployment of fast reactors in order to reduce the amount of higher actinides, hence the longevity of radioactivity, in the materials destined to a geologic repository. The cost of the fast reactors, together with concerns about the proliferation of the technology of extraction of plutonium from used LWR fuel as well as the large investments in construction of reprocessing facilities have been the basis for arguments to defer the introduction of recycling technologies in many countries including the US. In this thesis, the impacts of alternative reactor technologies on the fuel cycle are assessed. Additionally, metrics to characterize the fuel cycles and systematic approaches to using them to optimize the fuel cycle are presented. The fuel cycle options of the 2010 MIT fuel cycle study are re-examined in light of the expected slower rate of growth in nuclear energy today, using the CAFCA (Code for Advanced Fuel Cycle Analysis). The Once Through Cycle (OTC) is considered as the base-line case, while advanced technologies with fuel recycling characterize the alternative fuel cycle options available in the future. The options include limited recycling in L WRs and full recycling in fast reactors and in high conversion LWRs. Fast reactor technologies studied include both oxide and metal fueled reactors. Additional fuel cycle scenarios presented for the first time in this work assume the deployment of innovative recycling reactor technologies such as the Reduced Moderation Boiling Water Reactors and Uranium-235 initiated Fast Reactors. A sensitivity study focused on system and technology parameters of interest has been conducted to test the robustness of the conclusions presented in the MIT Fuel Cycle Study. These conclusions are found to still hold, even when considering alternative technologies and different sets of simulation assumptions. Additionally, a first of a kind optimization scheme for the nuclear fuel cycle analysis is proposed and the applications of such an optimization are discussed. Optimization metrics of interest for different stakeholders in the fuel cycle (economics, fuel resource utilization, high level waste, transuranics/proliferation management, and environmental impact) are utilized for two different optimization techniques: a linear one and a stochastic one. Stakeholder elicitation provided sets of relative weights for the identified metrics appropriate to each stakeholder group, which were then successfully used to arrive at optimum fuel cycle configurations for recycling technologies. The stochastic optimization tool, based on a genetic algorithm, was used to identify non-inferior solutions according to Pareto's dominance approach to optimization. The main tradeoff for fuel cycle optimization was found to be between economics and most of the other identified metrics. (Copies available exclusively from MIT Libraries, libraries.mit.edu/docs - docs mit.edu)

Stochastic approach for an unbiased estimation of the probability of a successful separation in conventional chromatography and sequential elution liquid chromatography.

PubMed

Ennis, Erin J; Foley, Joe P

2016-07-15

A stochastic approach was utilized to estimate the probability of a successful isocratic or gradient separation in conventional chromatography for numbers of sample components, peak capacities, and saturation factors ranging from 2 to 30, 20-300, and 0.017-1, respectively. The stochastic probabilities were obtained under conditions of (i) constant peak width ("gradient" conditions) and (ii) peak width increasing linearly with time ("isocratic/constant N" conditions). The isocratic and gradient probabilities obtained stochastically were compared with the probabilities predicted by Martin et al. [Anal. Chem., 58 (1986) 2200-2207] and Davis and Stoll [J. Chromatogr. A, (2014) 128-142]; for a given number of components and peak capacity the same trend is always observed: probability obtained with the isocratic stochastic approach

Scenario Decomposition for 0-1 Stochastic Programs: Improvements and Asynchronous Implementation

DOE PAGES

Ryan, Kevin; Rajan, Deepak; Ahmed, Shabbir

2016-05-01

We recently proposed scenario decomposition algorithm for stochastic 0-1 programs finds an optimal solution by evaluating and removing individual solutions that are discovered by solving scenario subproblems. In our work, we develop an asynchronous, distributed implementation of the algorithm which has computational advantages over existing synchronous implementations of the algorithm. Improvements to both the synchronous and asynchronous algorithm are proposed. We also test the results on well known stochastic 0-1 programs from the SIPLIB test library and is able to solve one previously unsolved instance from the test set.

Low-rank separated representation surrogates of high-dimensional stochastic functions: Application in Bayesian inference

NASA Astrophysics Data System (ADS)

Validi, AbdoulAhad

2014-03-01

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector-valued separated representation-based model, in comparison to the available scalar-valued case, leads to a significant reduction in the cost of approximation by an order of magnitude equal to the vector size. The performance of the method is studied through its application to three numerical examples including a 41-dimensional elliptic PDE and a 21-dimensional cavity flow.

Solving Constraint Satisfaction Problems with Networks of Spiking Neurons

PubMed Central

Jonke, Zeno; Habenschuss, Stefan; Maass, Wolfgang

2016-01-01

Network of neurons in the brain apply—unlike processors in our current generation of computer hardware—an event-based processing strategy, where short pulses (spikes) are emitted sparsely by neurons to signal the occurrence of an event at a particular point in time. Such spike-based computations promise to be substantially more power-efficient than traditional clocked processing schemes. However, it turns out to be surprisingly difficult to design networks of spiking neurons that can solve difficult computational problems on the level of single spikes, rather than rates of spikes. We present here a new method for designing networks of spiking neurons via an energy function. Furthermore, we show how the energy function of a network of stochastically firing neurons can be shaped in a transparent manner by composing the networks of simple stereotypical network motifs. We show that this design approach enables networks of spiking neurons to produce approximate solutions to difficult (NP-hard) constraint satisfaction problems from the domains of planning/optimization and verification/logical inference. The resulting networks employ noise as a computational resource. Nevertheless, the timing of spikes plays an essential role in their computations. Furthermore, networks of spiking neurons carry out for the Traveling Salesman Problem a more efficient stochastic search for good solutions compared with stochastic artificial neural networks (Boltzmann machines) and Gibbs sampling. PMID:27065785

Fish Processed Production Planning Using Integer Stochastic Programming Model

NASA Astrophysics Data System (ADS)

Firmansyah, Mawengkang, Herman

2011-06-01

Fish and its processed products are the most affordable source of animal protein in the diet of most people in Indonesia. The goal in production planning is to meet customer demand over a fixed time horizon divided into planning periods by optimizing the trade-off between economic objectives such as production cost and customer satisfaction level. The major decisions are production and inventory levels for each product and the number of workforce in each planning period. In this paper we consider the management of small scale traditional business at North Sumatera Province which performs processing fish into several local seafood products. The inherent uncertainty of data (e.g. demand, fish availability), together with the sequential evolution of data over time leads the production planning problem to a nonlinear mixed-integer stochastic programming model. We use scenario generation based approach and feasible neighborhood search for solving the model. The results which show the amount of each fish processed product and the number of workforce needed in each horizon planning are presented.

Optimizing Multi-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishments

NASA Astrophysics Data System (ADS)

Allah Taleizadeh, Ata; Aryanezhad, Mir-Bahador; Niaki, Seyed Taghi Akhavan

Multi-periodic inventory control problems are mainly studied employing two assumptions. The first is the continuous review, where depending on the inventory level orders can happen at any time and the other is the periodic review, where orders can only happen at the beginning of each period. In this study, we relax these assumptions and assume that the periodic replenishments are stochastic in nature. Furthermore, we assume that the periods between two replenishments are independent and identically random variables. For the problem at hand, the decision variables are of integer-type and there are two kinds of space and service level constraints for each product. We develop a model of the problem in which a combination of back-order and lost-sales are considered for the shortages. Then, we show that the model is of an integer-nonlinear-programming type and in order to solve it, a search algorithm can be utilized. We employ a simulated annealing approach and provide a numerical example to demonstrate the applicability of the proposed methodology.

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

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

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

Antoine, Nicolas E.; Bieniawski, Stefan R.; Kroo, Ilan M.; Wolpert, David H.

2004-01-01

Product distribution theory is a new collective intelligence-based framework for analyzing and controlling distributed systems. Its usefulness in distributed stochastic optimization is illustrated here through an airline fleet assignment problem. This problem involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of linear and non-linear constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of this new stochastic optimization algorithm to a non-linear objective cold start fleet assignment problem. Results show that the optimizer can successfully solve such highly-constrained problems (130 variables, 184 constraints).

Optimization in the utility maximization framework for conservation planning: a comparison of solution procedures in a study of multifunctional agriculture

PubMed Central

Stoms, David M.; Davis, Frank W.

2014-01-01

Quantitative methods of spatial conservation prioritization have traditionally been applied to issues in conservation biology and reserve design, though their use in other types of natural resource management is growing. The utility maximization problem is one form of a covering problem where multiple criteria can represent the expected social benefits of conservation action. This approach allows flexibility with a problem formulation that is more general than typical reserve design problems, though the solution methods are very similar. However, few studies have addressed optimization in utility maximization problems for conservation planning, and the effect of solution procedure is largely unquantified. Therefore, this study mapped five criteria describing elements of multifunctional agriculture to determine a hypothetical conservation resource allocation plan for agricultural land conservation in the Central Valley of CA, USA. We compared solution procedures within the utility maximization framework to determine the difference between an open source integer programming approach and a greedy heuristic, and find gains from optimization of up to 12%. We also model land availability for conservation action as a stochastic process and determine the decline in total utility compared to the globally optimal set using both solution algorithms. Our results are comparable to other studies illustrating the benefits of optimization for different conservation planning problems, and highlight the importance of maximizing the effectiveness of limited funding for conservation and natural resource management. PMID:25538868

Optimization in the utility maximization framework for conservation planning: a comparison of solution procedures in a study of multifunctional agriculture

USGS Publications Warehouse

Kreitler, Jason R.; Stoms, David M.; Davis, Frank W.

2014-01-01

Quantitative methods of spatial conservation prioritization have traditionally been applied to issues in conservation biology and reserve design, though their use in other types of natural resource management is growing. The utility maximization problem is one form of a covering problem where multiple criteria can represent the expected social benefits of conservation action. This approach allows flexibility with a problem formulation that is more general than typical reserve design problems, though the solution methods are very similar. However, few studies have addressed optimization in utility maximization problems for conservation planning, and the effect of solution procedure is largely unquantified. Therefore, this study mapped five criteria describing elements of multifunctional agriculture to determine a hypothetical conservation resource allocation plan for agricultural land conservation in the Central Valley of CA, USA. We compared solution procedures within the utility maximization framework to determine the difference between an open source integer programming approach and a greedy heuristic, and find gains from optimization of up to 12%. We also model land availability for conservation action as a stochastic process and determine the decline in total utility compared to the globally optimal set using both solution algorithms. Our results are comparable to other studies illustrating the benefits of optimization for different conservation planning problems, and highlight the importance of maximizing the effectiveness of limited funding for conservation and natural resource management.