A duality framework for stochastic optimal control of complex systems

DOE PAGES

Malikopoulos, Andreas A.

2016-01-01

In this study, we address the problem of minimizing the long-run expected average cost of a complex system consisting of interactive subsystems. We formulate a multiobjective optimization problem of the one-stage expected costs of the subsystems and provide a duality framework to prove that the control policy yielding the Pareto optimal solution minimizes the average cost criterion of the system. We provide the conditions of existence and a geometric interpretation of the solution. For practical situations having constraints consistent with those studied here, our results imply that the Pareto control policy may be of value when we seek to derivemore » online the optimal control policy in complex systems.« less

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.

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

Multiscale stochastic simulations of chemical reactions with regulated scale separation

NASA Astrophysics Data System (ADS)

Koumoutsakos, Petros; Feigelman, Justin

2013-07-01

We present a coupling of multiscale frameworks with accelerated stochastic simulation algorithms for systems of chemical reactions with disparate propensities. The algorithms regulate the propensities of the fast and slow reactions of the system, using alternating micro and macro sub-steps simulated with accelerated algorithms such as τ and R-leaping. The proposed algorithms are shown to provide significant speedups in simulations of stiff systems of chemical reactions with a trade-off in accuracy as controlled by a regulating parameter. More importantly, the error of the methods exhibits a cutoff phenomenon that allows for optimal parameter choices. Numerical experiments demonstrate that hybrid algorithms involving accelerated stochastic simulations can be, in certain cases, more accurate while faster, than their corresponding stochastic simulation algorithm counterparts.

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.

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.

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

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

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.

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).

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.

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.

Comparison of SVAT models for simulating and optimizing deficit irrigation systems in arid and semi-arid countries under climate variability

NASA Astrophysics Data System (ADS)

Kloss, Sebastian; Schuetze, Niels; Schmitz, Gerd H.

2010-05-01

The strong competition for fresh water in order to fulfill the increased demand for food worldwide has led to a renewed interest in techniques to improve water use efficiency (WUE) such as controlled deficit irrigation. Furthermore, as the implementation of crop models into complex decision support systems becomes more and more common, it is imperative to reliably predict the WUE as ratio of water consumption and yield. The objective of this paper is the assessment of the problems the crop models - such as FAO-33, DAISY, and APSIM in this study - face when maximizing the WUE. We applied these crop models for calculating the risk in yield reduction in view of different sources of uncertainty (e.g. climate) employing a stochastic framework for decision support for the planning of water supply in irrigation. The stochastic framework consists of: (i) a weather generator for simulating regional impacts of climate change; (ii) a new tailor-made evolutionary optimization algorithm for optimal irrigation scheduling with limited water supply; and (iii) the above mentioned models for simulating water transport and crop growth in a sound manner. The results present stochastic crop water production functions (SCWPF) for different crops which can be used as basic tools for assessing the impact of climate variability on the risk for the potential yield. Case studies from India, Oman, Malawi, and France are presented to assess the differences in modeling water stress and yield response for the different crop models.

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

Control of Networked Traffic Flow Distribution - A Stochastic Distribution System Perspective

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

Wang, Hong; Aziz, H M Abdul; Young, Stan

Networked traffic flow is a common scenario for urban transportation, where the distribution of vehicle queues either at controlled intersections or highway segments reflect the smoothness of the traffic flow in the network. At signalized intersections, the traffic queues are controlled by traffic signal control settings and effective traffic lights control would realize both smooth traffic flow and minimize fuel consumption. Funded by the Energy Efficient Mobility Systems (EEMS) program of the Vehicle Technologies Office of the US Department of Energy, we performed a preliminary investigation on the modelling and control framework in context of urban network of signalized intersections.more » In specific, we developed a recursive input-output traffic queueing models. The queue formation can be modeled as a stochastic process where the number of vehicles entering each intersection is a random number. Further, we proposed a preliminary B-Spline stochastic model for a one-way single-lane corridor traffic system based on theory of stochastic distribution control.. It has been shown that the developed stochastic model would provide the optimal probability density function (PDF) of the traffic queueing length as a dynamic function of the traffic signal setting parameters. Based upon such a stochastic distribution model, we have proposed a preliminary closed loop framework on stochastic distribution control for the traffic queueing system to make the traffic queueing length PDF follow a target PDF that potentially realizes the smooth traffic flow distribution in a concerned corridor.« less

Water and Power Systems Co-optimization under a High Performance Computing Framework

NASA Astrophysics Data System (ADS)

Xuan, Y.; Arumugam, S.; DeCarolis, J.; Mahinthakumar, K.

2016-12-01

Water and energy systems optimizations are traditionally being treated as two separate processes, despite their intrinsic interconnections (e.g., water is used for hydropower generation, and thermoelectric cooling requires a large amount of water withdrawal). Given the challenges of urbanization, technology uncertainty and resource constraints, and the imminent threat of climate change, a cyberinfrastructure is needed to facilitate and expedite research into the complex management of these two systems. To address these issues, we developed a High Performance Computing (HPC) framework for stochastic co-optimization of water and energy resources to inform water allocation and electricity demand. The project aims to improve conjunctive management of water and power systems under climate change by incorporating improved ensemble forecast models of streamflow and power demand. First, by downscaling and spatio-temporally disaggregating multimodel climate forecasts from General Circulation Models (GCMs), temperature and precipitation forecasts are obtained and input into multi-reservoir and power systems models. Extended from Optimus (Optimization Methods for Universal Simulators), the framework drives the multi-reservoir model and power system model, Temoa (Tools for Energy Model Optimization and Analysis), and uses Particle Swarm Optimization (PSO) algorithm to solve high dimensional stochastic problems. The utility of climate forecasts on the cost of water and power systems operations is assessed and quantified based on different forecast scenarios (i.e., no-forecast, multimodel forecast and perfect forecast). Analysis of risk management actions and renewable energy deployments will be investigated for the Catawba River basin, an area with adequate hydroclimate predicting skill and a critical basin with 11 reservoirs that supplies water and generates power for both North and South Carolina. Further research using this scalable decision supporting framework will provide understanding and elucidate the intricate and interdependent relationship between water and energy systems and enhance the security of these two critical public infrastructures.

A framework for quantifying and optimizing the value of seismic monitoring of infrastructure

NASA Astrophysics Data System (ADS)

Omenzetter, Piotr

2017-04-01

This paper outlines a framework for quantifying and optimizing the value of information from structural health monitoring (SHM) technology deployed on large infrastructure, which may sustain damage in a series of earthquakes (the main and the aftershocks). The evolution of the damage state of the infrastructure without or with SHM is presented as a time-dependent, stochastic, discrete-state, observable and controllable nonlinear dynamical system. The pre-posterior Bayesian analysis and the decision tree are used for quantifying and optimizing the value of SHM information. An optimality problem is then formulated how to decide on the adoption of SHM and how to manage optimally the usage and operations of the possibly damaged infrastructure and its repair schedule using the information from SHM. The objective function to minimize is the expected total cost or risk.

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.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

A stochastic discrete optimization model for designing container terminal facilities

NASA Astrophysics Data System (ADS)

Zukhruf, Febri; Frazila, Russ Bona; Burhani, Jzolanda Tsavalista

2017-11-01

As uncertainty essentially affect the total transportation cost, it remains important in the container terminal that incorporates several modes and transshipments process. This paper then presents a stochastic discrete optimization model for designing the container terminal, which involves the decision of facilities improvement action. The container terminal operation model is constructed by accounting the variation of demand and facilities performance. In addition, for illustrating the conflicting issue that practically raises in the terminal operation, the model also takes into account the possible increment delay of facilities due to the increasing number of equipment, especially the container truck. Those variations expectantly reflect the uncertainty issue in the container terminal operation. A Monte Carlo simulation is invoked to propagate the variations by following the observed distribution. The problem is constructed within the framework of the combinatorial optimization problem for investigating the optimal decision of facilities improvement. A new variant of glow-worm swarm optimization (GSO) is thus proposed for solving the optimization, which is rarely explored in the transportation field. The model applicability is tested by considering the actual characteristics of the container terminal.

StochKit2: software for discrete stochastic simulation of biochemical systems with events.

PubMed

Sanft, Kevin R; Wu, Sheng; Roh, Min; Fu, Jin; Lim, Rone Kwei; Petzold, Linda R

2011-09-01

StochKit2 is the first major upgrade of the popular StochKit stochastic simulation software package. StochKit2 provides highly efficient implementations of several variants of Gillespie's stochastic simulation algorithm (SSA), and tau-leaping with automatic step size selection. StochKit2 features include automatic selection of the optimal SSA method based on model properties, event handling, and automatic parallelism on multicore architectures. The underlying structure of the code has been completely updated to provide a flexible framework for extending its functionality. StochKit2 runs on Linux/Unix, Mac OS X and Windows. It is freely available under GPL version 3 and can be downloaded from http://sourceforge.net/projects/stochkit/. petzold@engineering.ucsb.edu.

Uncertainty, learning, and the optimal management of wildlife

USGS Publications Warehouse

Williams, B.K.

2001-01-01

Wildlife management is limited by uncontrolled and often unrecognized environmental variation, by limited capabilities to observe and control animal populations, and by a lack of understanding about the biological processes driving population dynamics. In this paper I describe a comprehensive framework for management that includes multiple models and likelihood values to account for structural uncertainty, along with stochastic factors to account for environmental variation, random sampling, and partial controllability. Adaptive optimization is developed in terms of the optimal control of incompletely understood populations, with the expected value of perfect information measuring the potential for improving control through learning. The framework for optimal adaptive control is generalized by including partial observability and non-adaptive, sample-based updating of model likelihoods. Passive adaptive management is derived as a special case of constrained adaptive optimization, representing a potentially efficient suboptimal alternative that nonetheless accounts for structural uncertainty.

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

Fully probabilistic control design in an adaptive critic framework.

PubMed

Herzallah, Randa; Kárný, Miroslav

2011-12-01

Optimal stochastic controller pushes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design (FPD) uses probabilistic description of the desired closed loop and minimizes Kullback-Leibler divergence of the closed-loop description to the desired one. Practical exploitation of the fully probabilistic design control theory continues to be hindered by the computational complexities involved in numerically solving the associated stochastic dynamic programming problem; in particular, very hard multivariate integration and an approximate interpolation of the involved multivariate functions. This paper proposes a new fully probabilistic control algorithm that uses the adaptive critic methods to circumvent the need for explicitly evaluating the optimal value function, thereby dramatically reducing computational requirements. This is a main contribution of this paper. Copyright © 2011 Elsevier Ltd. All rights reserved.

Stochastic optimization of broadband reflecting photonic structures.

PubMed

Estrada-Wiese, D; Del Río-Chanona, E A; Del Río, J A

2018-01-19

Photonic crystals (PCs) are built to control the propagation of light within their structure. These can be used for an assortment of applications where custom designed devices are of interest. Among them, one-dimensional PCs can be produced to achieve the reflection of specific and broad wavelength ranges. However, their design and fabrication are challenging due to the diversity of periodic arrangement and layer configuration that each different PC needs. In this study, we present a framework to design high reflecting PCs for any desired wavelength range. Our method combines three stochastic optimization algorithms (Random Search, Particle Swarm Optimization and Simulated Annealing) along with a reduced space-search methodology to obtain a custom and optimized PC configuration. The optimization procedure is evaluated through theoretical reflectance spectra calculated by using the Equispaced Thickness Method, which improves the simulations due to the consideration of incoherent light transmission. We prove the viability of our procedure by fabricating different reflecting PCs made of porous silicon and obtain good agreement between experiment and theory using a merit function. With this methodology, diverse reflecting PCs can be designed for any applications and fabricated with different materials.

FAST: a framework for simulation and analysis of large-scale protein-silicon biosensor circuits.

PubMed

Gu, Ming; Chakrabartty, Shantanu

2013-08-01

This paper presents a computer aided design (CAD) framework for verification and reliability analysis of protein-silicon hybrid circuits used in biosensors. It is envisioned that similar to integrated circuit (IC) CAD design tools, the proposed framework will be useful for system level optimization of biosensors and for discovery of new sensing modalities without resorting to laborious fabrication and experimental procedures. The framework referred to as FAST analyzes protein-based circuits by solving inverse problems involving stochastic functional elements that admit non-linear relationships between different circuit variables. In this regard, FAST uses a factor-graph netlist as a user interface and solving the inverse problem entails passing messages/signals between the internal nodes of the netlist. Stochastic analysis techniques like density evolution are used to understand the dynamics of the circuit and estimate the reliability of the solution. As an example, we present a complete design flow using FAST for synthesis, analysis and verification of our previously reported conductometric immunoassay that uses antibody-based circuits to implement forward error-correction (FEC).

Multi-tasking arbitration and behaviour design for human-interactive robots

NASA Astrophysics Data System (ADS)

Kobayashi, Yuichi; Onishi, Masaki; Hosoe, Shigeyuki; Luo, Zhiwei

2013-05-01

Robots that interact with humans in household environments are required to handle multiple real-time tasks simultaneously, such as carrying objects, collision avoidance and conversation with human. This article presents a design framework for the control and recognition processes to meet these requirements taking into account stochastic human behaviour. The proposed design method first introduces a Petri net for synchronisation of multiple tasks. The Petri net formulation is converted to Markov decision processes and processed in an optimal control framework. Three tasks (safety confirmation, object conveyance and conversation) interact and are expressed by the Petri net. Using the proposed framework, tasks that normally tend to be designed by integrating many if-then rules can be designed in a systematic manner in a state estimation and optimisation framework from the viewpoint of the shortest time optimal control. The proposed arbitration method was verified by simulations and experiments using RI-MAN, which was developed for interactive tasks with humans.

Ultimate open pit stochastic optimization

NASA Astrophysics Data System (ADS)

Marcotte, Denis; Caron, Josiane

2013-02-01

Classical open pit optimization (maximum closure problem) is made on block estimates, without directly considering the block grades uncertainty. We propose an alternative approach of stochastic optimization. The stochastic optimization is taken as the optimal pit computed on the block expected profits, rather than expected grades, computed from a series of conditional simulations. The stochastic optimization generates, by construction, larger ore and waste tonnages than the classical optimization. Contrary to the classical approach, the stochastic optimization is conditionally unbiased for the realized profit given the predicted profit. A series of simulated deposits with different variograms are used to compare the stochastic approach, the classical approach and the simulated approach that maximizes expected profit among simulated designs. Profits obtained with the stochastic optimization are generally larger than the classical or simulated pit. The main factor controlling the relative gain of stochastic optimization compared to classical approach and simulated pit is shown to be the information level as measured by the boreholes spacing/range ratio. The relative gains of the stochastic approach over the classical approach increase with the treatment costs but decrease with mining costs. The relative gains of the stochastic approach over the simulated pit approach increase both with the treatment and mining costs. At early stages of an open pit project, when uncertainty is large, the stochastic optimization approach appears preferable to the classical approach or the simulated pit approach for fair comparison of the values of alternative projects and for the initial design and planning of the open pit.

A Learning Framework for Winner-Take-All Networks with Stochastic Synapses.

PubMed

Mostafa, Hesham; Cauwenberghs, Gert

2018-06-01

Many recent generative models make use of neural networks to transform the probability distribution of a simple low-dimensional noise process into the complex distribution of the data. This raises the question of whether biological networks operate along similar principles to implement a probabilistic model of the environment through transformations of intrinsic noise processes. The intrinsic neural and synaptic noise processes in biological networks, however, are quite different from the noise processes used in current abstract generative networks. This, together with the discrete nature of spikes and local circuit interactions among the neurons, raises several difficulties when using recent generative modeling frameworks to train biologically motivated models. In this letter, we show that a biologically motivated model based on multilayer winner-take-all circuits and stochastic synapses admits an approximate analytical description. This allows us to use the proposed networks in a variational learning setting where stochastic backpropagation is used to optimize a lower bound on the data log likelihood, thereby learning a generative model of the data. We illustrate the generality of the proposed networks and learning technique by using them in a structured output prediction task and a semisupervised learning task. Our results extend the domain of application of modern stochastic network architectures to networks where synaptic transmission failure is the principal noise mechanism.

Method to Create Arbitrary Sidewall Geometries in 3-Dimensions Using Liga with a Stochastic Optimization Framework

NASA Technical Reports Server (NTRS)

Eyre, Francis B. (Inventor); Fink, Wolfgang (Inventor)

2011-01-01

Disclosed herein is a method of making a three dimensional mold comprising the steps of providing a mold substrate; exposing the substrate with an electromagnetic radiation source for a period of time sufficient to render the portion of the mold substrate susceptible to a developer to produce a modified mold substrate; and developing the modified mold with one or more developing reagents to remove the portion of the mold substrate rendered susceptible to the developer from the mold substrate, to produce the mold having a desired mold shape, wherein the electromagnetic radiation source has a fixed position, and wherein during the exposing step, the mold substrate is manipulated according to a manipulation algorithm in one or more dimensions relative to the electromagnetic radiation source; and wherein the manipulation algorithm is determined using stochastic optimization computations.

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

DOE PAGES

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...

2017-12-20

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

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

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

Stochastic fluctuations and the detectability limit of network communities.

PubMed

Floretta, Lucio; Liechti, Jonas; Flammini, Alessandro; De Los Rios, Paolo

2013-12-01

We have analyzed the detectability limits of network communities in the framework of the popular Girvan and Newman benchmark. By carefully taking into account the inevitable stochastic fluctuations that affect the construction of each and every instance of the benchmark, we come to the conclusion that the native, putative partition of the network is completely lost even before the in-degree/out-degree ratio becomes equal to that of a structureless Erdös-Rényi network. We develop a simple iterative scheme, analytically well described by an infinite branching process, to provide an estimate of the true detectability limit. Using various algorithms based on modularity optimization, we show that all of them behave (semiquantitatively) in the same way, with the same functional form of the detectability threshold as a function of the network parameters. Because the same behavior has also been found by further modularity-optimization methods and for methods based on different heuristics implementations, we conclude that indeed a correct definition of the detectability limit must take into account the stochastic fluctuations of the network construction.

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.

Incorporating prior knowledge induced from stochastic differential equations in the classification of stochastic observations.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2016-12-01

In classification, prior knowledge is incorporated in a Bayesian framework by assuming that the feature-label distribution belongs to an uncertainty class of feature-label distributions governed by a prior distribution. A posterior distribution is then derived from the prior and the sample data. An optimal Bayesian classifier (OBC) minimizes the expected misclassification error relative to the posterior distribution. From an application perspective, prior construction is critical. The prior distribution is formed by mapping a set of mathematical relations among the features and labels, the prior knowledge, into a distribution governing the probability mass across the uncertainty class. In this paper, we consider prior knowledge in the form of stochastic differential equations (SDEs). We consider a vector SDE in integral form involving a drift vector and dispersion matrix. Having constructed the prior, we develop the optimal Bayesian classifier between two models and examine, via synthetic experiments, the effects of uncertainty in the drift vector and dispersion matrix. We apply the theory to a set of SDEs for the purpose of differentiating the evolutionary history between two species.

Microgrid energy dispatching for industrial zones with renewable generations and electric vehicles via stochastic optimization and learning

NASA Astrophysics Data System (ADS)

Zhang, Kai; Li, Jingzhi; He, Zhubin; Yan, Wanfeng

2018-07-01

In this paper, a stochastic optimization framework is proposed to address the microgrid energy dispatching problem with random renewable generation and vehicle activity pattern, which is closer to the practical applications. The patterns of energy generation, consumption and storage availability are all random and unknown at the beginning, and the microgrid controller design (MCD) is formulated as a Markov decision process (MDP). Hence, an online learning-based control algorithm is proposed for the microgrid, which could adapt the control policy with increasing knowledge of the system dynamics and converges to the optimal algorithm. We adopt the linear approximation idea to decompose the original value functions as the summation of each per-battery value function. As a consequence, the computational complexity is significantly reduced from exponential growth to linear growth with respect to the size of battery states. Monte Carlo simulation of different scenarios demonstrates the effectiveness and efficiency of our algorithm.

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.

On the effect of response transformations in sequential parameter optimization.

PubMed

Wagner, Tobias; Wessing, Simon

2012-01-01

Parameter tuning of evolutionary algorithms (EAs) is attracting more and more interest. In particular, the sequential parameter optimization (SPO) framework for the model-assisted tuning of stochastic optimizers has resulted in established parameter tuning algorithms. In this paper, we enhance the SPO framework by introducing transformation steps before the response aggregation and before the actual modeling. Based on design-of-experiments techniques, we empirically analyze the effect of integrating different transformations. We show that in particular, a rank transformation of the responses provides significant improvements. A deeper analysis of the resulting models and additional experiments with adaptive procedures indicates that the rank and the Box-Cox transformation are able to improve the properties of the resultant distributions with respect to symmetry and normality of the residuals. Moreover, model-based effect plots document a higher discriminatory power obtained by the rank transformation.

Optimal design and uncertainty quantification in blood flow simulations for congenital heart disease

NASA Astrophysics Data System (ADS)

Marsden, Alison

2009-11-01

Recent work has demonstrated substantial progress in capabilities for patient-specific cardiovascular flow simulations. Recent advances include increasingly complex geometries, physiological flow conditions, and fluid structure interaction. However inputs to these simulations, including medical image data, catheter-derived pressures and material properties, can have significant uncertainties associated with them. For simulations to predict clinically useful and reliable output information, it is necessary to quantify the effects of input uncertainties on outputs of interest. In addition, blood flow simulation tools can now be efficiently coupled to shape optimization algorithms for surgery design applications, and these tools should incorporate uncertainty information. We present a unified framework to systematically and efficient account for uncertainties in simulations using adaptive stochastic collocation. In addition, we present a framework for derivative-free optimization of cardiovascular geometries, and layer these tools to perform optimization under uncertainty. These methods are demonstrated using simulations and surgery optimization to improve hemodynamics in pediatric cardiology applications.

A modeling framework for optimal long-term care insurance purchase decisions in retirement planning.

PubMed

Gupta, Aparna; Li, Lepeng

2004-05-01

The level of need and costs of obtaining long-term care (LTC) during retired life require that planning for it is an integral part of retirement planning. In this paper, we divide retirement planning into two phases, pre-retirement and post-retirement. On the basis of four interrelated models for health evolution, wealth evolution, LTC insurance premium and coverage, and LTC cost structure, a framework for optimal LTC insurance purchase decisions in the pre-retirement phase is developed. Optimal decisions are obtained by developing a trade-off between post-retirement LTC costs and LTC insurance premiums and coverage. Two-way branching models are used to model stochastic health events and asset returns. The resulting optimization problem is formulated as a dynamic programming problem. We compare the optimal decision under two insurance purchase scenarios: one assumes that insurance is purchased for good and other assumes it may be purchased, relinquished and re-purchased. Sensitivity analysis is performed for the retirement age.

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.

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.

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.

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.

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

Analyzing the carbon mitigation potential of tradable green certificates based on a TGC-FFSRO model: A case study in the Beijing-Tianjin-Hebei region, China.

PubMed

Chen, Cong; Zhu, Ying; Zeng, Xueting; Huang, Guohe; Li, Yongping

2018-07-15

Contradictions of increasing carbon mitigation pressure and electricity demand have been aggravated significantly. A heavy emphasis is placed on analyzing the carbon mitigation potential of electric energy systems via tradable green certificates (TGC). This study proposes a tradable green certificate (TGC)-fractional fuzzy stochastic robust optimization (FFSRO) model through integrating fuzzy possibilistic, two-stage stochastic and stochastic robust programming techniques into a linear fractional programming framework. The framework can address uncertainties expressed as stochastic and fuzzy sets, and effectively deal with issues of multi-objective tradeoffs between the economy and environment. The proposed model is applied to the major economic center of China, the Beijing-Tianjin-Hebei region. The generated results of proposed model indicate that a TGC mechanism is a cost-effective pathway to cope with carbon reduction and support the sustainable development pathway of electric energy systems. In detail, it can: (i) effectively promote renewable power development and reduce fossil fuel use; (ii) lead to higher CO 2 mitigation potential than non-TGC mechanism; and (iii) greatly alleviate financial pressure on the government to provide renewable energy subsidies. The TGC-FFSRO model can provide a scientific basis for making related management decisions of electric energy systems. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

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.

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 correlative firing for figure-ground segregation.

PubMed

Chen, Zhe

2005-03-01

Segregation of sensory inputs into separate objects is a central aspect of perception and arises in all sensory modalities. The figure-ground segregation problem requires identifying an object of interest in a complex scene, in many cases given binaural auditory or binocular visual observations. The computations required for visual and auditory figure-ground segregation share many common features and can be cast within a unified framework. Sensory perception can be viewed as a problem of optimizing information transmission. Here we suggest a stochastic correlative firing mechanism and an associative learning rule for figure-ground segregation in several classic sensory perception tasks, including the cocktail party problem in binaural hearing, binocular fusion of stereo images, and Gestalt grouping in motion perception.

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.

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.

Stochastic Analysis and Design of Heterogeneous Microstructural Materials System

NASA Astrophysics Data System (ADS)

Xu, Hongyi

Advanced materials system refers to new materials that are comprised of multiple traditional constituents but complex microstructure morphologies, which lead to superior properties over the conventional materials. To accelerate the development of new advanced materials system, the objective of this dissertation is to develop a computational design framework and the associated techniques for design automation of microstructure materials systems, with an emphasis on addressing the uncertainties associated with the heterogeneity of microstructural materials. Five key research tasks are identified: design representation, design evaluation, design synthesis, material informatics and uncertainty quantification. Design representation of microstructure includes statistical characterization and stochastic reconstruction. This dissertation develops a new descriptor-based methodology, which characterizes 2D microstructures using descriptors of composition, dispersion and geometry. Statistics of 3D descriptors are predicted based on 2D information to enable 2D-to-3D reconstruction. An efficient sequential reconstruction algorithm is developed to reconstruct statistically equivalent random 3D digital microstructures. In design evaluation, a stochastic decomposition and reassembly strategy is developed to deal with the high computational costs and uncertainties induced by material heterogeneity. The properties of Representative Volume Elements (RVE) are predicted by stochastically reassembling SVE elements with stochastic properties into a coarse representation of the RVE. In design synthesis, a new descriptor-based design framework is developed, which integrates computational methods of microstructure characterization and reconstruction, sensitivity analysis, Design of Experiments (DOE), metamodeling and optimization the enable parametric optimization of the microstructure for achieving the desired material properties. Material informatics is studied to efficiently reduce the dimension of microstructure design space. This dissertation develops a machine learning-based methodology to identify the key microstructure descriptors that highly impact properties of interest. In uncertainty quantification, a comparative study on data-driven random process models is conducted to provide guidance for choosing the most accurate model in statistical uncertainty quantification. Two new goodness-of-fit metrics are developed to provide quantitative measurements of random process models' accuracy. The benefits of the proposed methods are demonstrated by the example of designing the microstructure of polymer nanocomposites. This dissertation provides material-generic, intelligent modeling/design methodologies and techniques to accelerate the process of analyzing and designing new microstructural materials system.

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.

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.

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.

Stochastic information transfer from cochlear implant electrodes to auditory nerve fibers

NASA Astrophysics Data System (ADS)

Gao, Xiao; Grayden, David B.; McDonnell, Mark D.

2014-08-01

Cochlear implants, also called bionic ears, are implanted neural prostheses that can restore lost human hearing function by direct electrical stimulation of auditory nerve fibers. Previously, an information-theoretic framework for numerically estimating the optimal number of electrodes in cochlear implants has been devised. This approach relies on a model of stochastic action potential generation and a discrete memoryless channel model of the interface between the array of electrodes and the auditory nerve fibers. Using these models, the stochastic information transfer from cochlear implant electrodes to auditory nerve fibers is estimated from the mutual information between channel inputs (the locations of electrodes) and channel outputs (the set of electrode-activated nerve fibers). Here we describe a revised model of the channel output in the framework that avoids the side effects caused by an "ambiguity state" in the original model and also makes fewer assumptions about perceptual processing in the brain. A detailed comparison of how different assumptions on fibers and current spread modes impact on the information transfer in the original model and in the revised model is presented. We also mathematically derive an upper bound on the mutual information in the revised model, which becomes tighter as the number of electrodes increases. We found that the revised model leads to a significantly larger maximum mutual information and corresponding number of electrodes compared with the original model and conclude that the assumptions made in this part of the modeling framework are crucial to the model's overall utility.

A Multiobjective Optimization Framework for Online Stochastic Optimal Control in Hybrid Electric Vehicles

DOE PAGES

Malikopoulos, Andreas

2015-01-01

The increasing urgency to extract additional efficiency from hybrid propulsion systems has led to the development of advanced power management control algorithms. In this paper we address the problem of online optimization of the supervisory power management control in parallel hybrid electric vehicles (HEVs). We model HEV operation as a controlled Markov chain and we show that the control policy yielding the Pareto optimal solution minimizes online the long-run expected average cost per unit time criterion. The effectiveness of the proposed solution is validated through simulation and compared to the solution derived with dynamic programming using the average cost criterion.more » Both solutions achieved the same cumulative fuel consumption demonstrating that the online Pareto control policy is an optimal control policy.« less

A framework for modeling and optimizing dynamic systems under uncertainty

DOE PAGES

Nicholson, Bethany; Siirola, John

2017-11-11

Algebraic modeling languages (AMLs) have drastically simplified the implementation of algebraic optimization problems. However, there are still many classes of optimization problems that are not easily represented in most AMLs. These classes of problems are typically reformulated before implementation, which requires significant effort and time from the modeler and obscures the original problem structure or context. In this work we demonstrate how the Pyomo AML can be used to represent complex optimization problems using high-level modeling constructs. We focus on the operation of dynamic systems under uncertainty and demonstrate the combination of Pyomo extensions for dynamic optimization and stochastic programming.more » We use a dynamic semibatch reactor model and a large-scale bubbling fluidized bed adsorber model as test cases.« less

A framework for modeling and optimizing dynamic systems under uncertainty

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

Nicholson, Bethany; Siirola, John

Algebraic modeling languages (AMLs) have drastically simplified the implementation of algebraic optimization problems. However, there are still many classes of optimization problems that are not easily represented in most AMLs. These classes of problems are typically reformulated before implementation, which requires significant effort and time from the modeler and obscures the original problem structure or context. In this work we demonstrate how the Pyomo AML can be used to represent complex optimization problems using high-level modeling constructs. We focus on the operation of dynamic systems under uncertainty and demonstrate the combination of Pyomo extensions for dynamic optimization and stochastic programming.more » We use a dynamic semibatch reactor model and a large-scale bubbling fluidized bed adsorber model as test cases.« less

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.

Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

NASA Astrophysics Data System (ADS)

Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

2010-09-01

Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

Portable parallel portfolio optimization in the Aurora Financial Management System

NASA Astrophysics Data System (ADS)

Laure, Erwin; Moritsch, Hans

2001-07-01

Financial planning problems are formulated as large scale, stochastic, multiperiod, tree structured optimization problems. An efficient technique for solving this kind of problems is the nested Benders decomposition method. In this paper we present a parallel, portable, asynchronous implementation of this technique. To achieve our portability goals we elected the programming language Java for our implementation and used a high level Java based framework, called OpusJava, for expressing the parallelism potential as well as synchronization constraints. Our implementation is embedded within a modular decision support tool for portfolio and asset liability management, the Aurora Financial Management System.

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.

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.

Stochastic injection-strategy optimization for the preliminary assessment of candidate geological storage sites

NASA Astrophysics Data System (ADS)

Cody, Brent M.; Baù, Domenico; González-Nicolás, Ana

2015-09-01

Geological carbon sequestration (GCS) has been identified as having the potential to reduce increasing atmospheric concentrations of carbon dioxide (CO2). However, a global impact will only be achieved if GCS is cost-effectively and safely implemented on a massive scale. This work presents a computationally efficient methodology for identifying optimal injection strategies at candidate GCS sites having uncertainty associated with caprock permeability, effective compressibility, and aquifer permeability. A multi-objective evolutionary optimization algorithm is used to heuristically determine non-dominated solutions between the following two competing objectives: (1) maximize mass of CO2 sequestered and (2) minimize project cost. A semi-analytical algorithm is used to estimate CO2 leakage mass rather than a numerical model, enabling the study of GCS sites having vastly different domain characteristics. The stochastic optimization framework presented herein is applied to a feasibility study of GCS in a brine aquifer in the Michigan Basin (MB), USA. Eight optimization test cases are performed to investigate the impact of decision-maker (DM) preferences on Pareto-optimal objective-function values and carbon-injection strategies. This analysis shows that the feasibility of GCS at the MB test site is highly dependent upon the DM's risk-adversity preference and degree of uncertainty associated with caprock integrity. Finally, large gains in computational efficiency achieved using parallel processing and archiving are discussed.

Stochastic user equilibrium model with a tradable credit scheme and application in maximizing network reserve capacity

NASA Astrophysics Data System (ADS)

Han, Fei; Cheng, Lin

2017-04-01

The tradable credit scheme (TCS) outperforms congestion pricing in terms of social equity and revenue neutrality, apart from the same perfect performance on congestion mitigation. This article investigates the effectiveness and efficiency of TCS on enhancing transportation network capacity in a stochastic user equilibrium (SUE) modelling framework. First, the SUE and credit market equilibrium conditions are presented; then an equivalent general SUE model with TCS is established by virtue of two constructed functions, which can be further simplified under a specific probability distribution. To enhance the network capacity by utilizing TCS, a bi-level mathematical programming model is established for the optimal TCS design problem, with the upper level optimization objective maximizing network reserve capacity and lower level being the proposed SUE model. The heuristic sensitivity analysis-based algorithm is developed to solve the bi-level model. Three numerical examples are provided to illustrate the improvement effect of TCS on the network in different scenarios.

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.

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.

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.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

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.

Optimal Control Inventory Stochastic With Production Deteriorating

NASA Astrophysics Data System (ADS)

Affandi, Pardi

2018-01-01

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

Active stability augmentation of large space structures: A stochastic control problem

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1987-01-01

A problem in SCOLE is that of slewing an offset antenna on a long flexible beam-like truss attached to the space shuttle, with rather stringent pointing accuracy requirements. The relevant methodology aspects in robust feedback-control design for stability augmentation of the beam using on-board sensors is examined. It is framed as a stochastic control problem, boundary control of a distributed parameter system described by partial differential equations. While the framework is mathematical, the emphasis is still on an engineering solution. An abstract mathematical formulation is developed as a nonlinear wave equation in a Hilbert space. That the system is controllable is shown and a feedback control law that is robust in the sense that it does not require quantitative knowledge of system parameters is developed. The stochastic control problem that arises in instrumenting this law using appropriate sensors is treated. Using an engineering first approximation which is valid for small damping, formulas for optimal choice of the control gain are developed.

Evolving cell models for systems and synthetic biology.

PubMed

Cao, Hongqing; Romero-Campero, Francisco J; Heeb, Stephan; Cámara, Miguel; Krasnogor, Natalio

2010-03-01

This paper proposes a new methodology for the automated design of cell models for systems and synthetic biology. Our modelling framework is based on P systems, a discrete, stochastic and modular formal modelling language. The automated design of biological models comprising the optimization of the model structure and its stochastic kinetic constants is performed using an evolutionary algorithm. The evolutionary algorithm evolves model structures by combining different modules taken from a predefined module library and then it fine-tunes the associated stochastic kinetic constants. We investigate four alternative objective functions for the fitness calculation within the evolutionary algorithm: (1) equally weighted sum method, (2) normalization method, (3) randomly weighted sum method, and (4) equally weighted product method. The effectiveness of the methodology is tested on four case studies of increasing complexity including negative and positive autoregulation as well as two gene networks implementing a pulse generator and a bandwidth detector. We provide a systematic analysis of the evolutionary algorithm's results as well as of the resulting evolved cell models.

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

An inventory-theory-based interval-parameter two-stage stochastic programming model for water resources management

NASA Astrophysics Data System (ADS)

Suo, M. Q.; Li, Y. P.; Huang, G. H.

2011-09-01

In this study, an inventory-theory-based interval-parameter two-stage stochastic programming (IB-ITSP) model is proposed through integrating inventory theory into an interval-parameter two-stage stochastic optimization framework. This method can not only address system uncertainties with complex presentation but also reflect transferring batch (the transferring quantity at once) and period (the corresponding cycle time) in decision making problems. A case of water allocation problems in water resources management planning is studied to demonstrate the applicability of this method. Under different flow levels, different transferring measures are generated by this method when the promised water cannot be met. Moreover, interval solutions associated with different transferring costs also have been provided. They can be used for generating decision alternatives and thus help water resources managers to identify desired policies. Compared with the ITSP method, the IB-ITSP model can provide a positive measure for solving water shortage problems and afford useful information for decision makers under uncertainty.

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

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.

Kernel-Based Approximate Dynamic Programming Using Bellman Residual Elimination

DTIC Science & Technology

2010-02-01

framework is the ability to utilize stochastic system models, thereby allowing the system to make sound decisions even if there is randomness in the system ...approximate policy when a system model is unavailable. We present theoretical analysis of all BRE algorithms proving convergence to the optimal policy in...policies based on MDPs is that there may be parameters of the system model that are poorly known and/or vary with time as the system operates. System

An application of different dioids in public key cryptography

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

Durcheva, Mariana I., E-mail: mdurcheva66@gmail.com

2014-11-18

Dioids provide a natural framework for analyzing a broad class of discrete event dynamical systems such as the design and analysis of bus and railway timetables, scheduling of high-throughput industrial processes, solution of combinatorial optimization problems, the analysis and improvement of flow systems in communication networks. They have appeared in several branches of mathematics such as functional analysis, optimization, stochastic systems and dynamic programming, tropical geometry, fuzzy logic. In this paper we show how to involve dioids in public key cryptography. The main goal is to create key – exchange protocols based on dioids. Additionally the digital signature scheme ismore » presented.« less

CO 2 water-alternating-gas injection for enhanced oil recovery: Optimal well controls and half-cycle lengths

DOE PAGES

Chen, Bailian; Reynolds, Albert C.

2018-03-11

We report that CO 2 water-alternating-gas (WAG) injection is an enhanced oil recovery method designed to improve sweep efficiency during CO 2 injection with the injected water to control the mobility of CO 2 and to stabilize the gas front. Optimization of CO 2 -WAG injection is widely regarded as a viable technique for controlling the CO 2 and oil miscible process. Poor recovery from CO 2 -WAG injection can be caused by inappropriately designed WAG parameters. In previous study (Chen and Reynolds, 2016), we proposed an algorithm to optimize the well controls which maximize the life-cycle net-present-value (NPV). However,more » the effect of injection half-cycle lengths for each injector on oil recovery or NPV has not been well investigated. In this paper, an optimization framework based on augmented Lagrangian method and the newly developed stochastic-simplex-approximate-gradient (StoSAG) algorithm is proposed to explore the possibility of simultaneous optimization of the WAG half-cycle lengths together with the well controls. Finally, the proposed framework is demonstrated with three reservoir examples.« less

CO 2 water-alternating-gas injection for enhanced oil recovery: Optimal well controls and half-cycle lengths

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

Chen, Bailian; Reynolds, Albert C.

We report that CO 2 water-alternating-gas (WAG) injection is an enhanced oil recovery method designed to improve sweep efficiency during CO 2 injection with the injected water to control the mobility of CO 2 and to stabilize the gas front. Optimization of CO 2 -WAG injection is widely regarded as a viable technique for controlling the CO 2 and oil miscible process. Poor recovery from CO 2 -WAG injection can be caused by inappropriately designed WAG parameters. In previous study (Chen and Reynolds, 2016), we proposed an algorithm to optimize the well controls which maximize the life-cycle net-present-value (NPV). However,more » the effect of injection half-cycle lengths for each injector on oil recovery or NPV has not been well investigated. In this paper, an optimization framework based on augmented Lagrangian method and the newly developed stochastic-simplex-approximate-gradient (StoSAG) algorithm is proposed to explore the possibility of simultaneous optimization of the WAG half-cycle lengths together with the well controls. Finally, the proposed framework is demonstrated with three reservoir examples.« less

Optimizing information flow in small genetic networks. IV. Spatial coupling

NASA Astrophysics Data System (ADS)

Sokolowski, Thomas R.; Tkačik, Gašper

2015-06-01

We typically think of cells as responding to external signals independently by regulating their gene expression levels, yet they often locally exchange information and coordinate. Can such spatial coupling be of benefit for conveying signals subject to gene regulatory noise? Here we extend our information-theoretic framework for gene regulation to spatially extended systems. As an example, we consider a lattice of nuclei responding to a concentration field of a transcriptional regulator (the input) by expressing a single diffusible target gene. When input concentrations are low, diffusive coupling markedly improves information transmission; optimal gene activation functions also systematically change. A qualitatively different regulatory strategy emerges where individual cells respond to the input in a nearly steplike fashion that is subsequently averaged out by strong diffusion. While motivated by early patterning events in the Drosophila embryo, our framework is generically applicable to spatially coupled stochastic gene expression models.

A stochastic global identification framework for aerospace structures operating under varying flight states

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotis; Nardari, Raphael; Li, Yu-Hung; Chang, Fu-Kuo

2018-01-01

In this work, a novel data-based stochastic "global" identification framework is introduced for aerospace structures operating under varying flight states and uncertainty. In this context, the term "global" refers to the identification of a model that is capable of representing the structure under any admissible flight state based on data recorded from a sample of these states. The proposed framework is based on stochastic time-series models for representing the structural dynamics and aeroelastic response under multiple flight states, with each state characterized by several variables, such as the airspeed, angle of attack, altitude and temperature, forming a flight state vector. The method's cornerstone lies in the new class of Vector-dependent Functionally Pooled (VFP) models which allow the explicit analytical inclusion of the flight state vector into the model parameters and, hence, system dynamics. This is achieved via the use of functional data pooling techniques for optimally treating - as a single entity - the data records corresponding to the various flight states. In this proof-of-concept study the flight state vector is defined by two variables, namely the airspeed and angle of attack of the vehicle. The experimental evaluation and assessment is based on a prototype bio-inspired self-sensing composite wing that is subjected to a series of wind tunnel experiments under multiple flight states. Distributed micro-sensors in the form of stretchable sensor networks are embedded in the composite layup of the wing in order to provide the sensing capabilities. Experimental data collected from piezoelectric sensors are employed for the identification of a stochastic global VFP model via appropriate parameter estimation and model structure selection methods. The estimated VFP model parameters constitute two-dimensional functions of the flight state vector defined by the airspeed and angle of attack. The identified model is able to successfully represent the wing's aeroelastic response under the admissible flight states via a minimum number of estimated parameters compared to standard identification approaches. The obtained results demonstrate the high accuracy and effectiveness of the proposed global identification framework, thus constituting a first step towards the next generation of "fly-by-feel" aerospace vehicles with state awareness capabilities.

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).

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.

Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for Detection System Design

DTIC Science & Technology

2013-11-01

STOCHASTIC RADIATIVE TRANSFER MODEL FOR CONTAMINATED ROUGH SURFACES: A...of law, no person shall be subject to any penalty for failing to comply with a collection of information if it does not display a currently valid ...COVERED (From - To) Jan 2013 - Sep 2013 4. TITLE AND SUBTITLE Stochastic Radiative Transfer Model for Contaminated Rough Surfaces: A Framework for

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

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

Status on the Development of a Modeling and Simulation Framework for the Economic Assessment of Nuclear Hybrid Energy Systems

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

Bragg-Sitton, Shannon Michelle; Rabiti, Cristian; Kinoshita, Robert Arthur

An effort to design and build a modeling and simulation framework to assess the economic viability of Nuclear Hybrid Energy Systems (NHES) was undertaken in fiscal year 2015 (FY15). The purpose of this report is to document the various tasks associated with the development of such a framework and to provide a status on its progress. Several tasks have been accomplished. First, starting from a simulation strategy, a rigorous mathematical formulation has been achieved in which the economic optimization of a Nuclear Hybrid Energy System is presented as a constrained robust (under uncertainty) optimization problem. Some possible algorithms for themore » solution of the optimization problem are presented. A variation of the Simultaneous Perturbation Stochastic Approximation algorithm has been implemented in RAVEN and preliminary tests have been performed. The development of the software infrastructure to support the simulation of the whole NHES has also moved forward. The coupling between RAVEN and an implementation of the Modelica language (OpenModelica) has been implemented, migrated under several operating systems and tested using an adapted model of a desalination plant. In particular, this exercise was focused on testing the coupling of the different code systems; testing parallel, computationally expensive simulations on the INL cluster; and providing a proof of concept for the possibility of using surrogate models to represent the different NHES subsystems. Another important step was the porting of the RAVEN code under the Windows™ operating system. This accomplishment makes RAVEN compatible with the development environment that is being used for dynamic simulation of NHES components. A very simplified model of a NHES on the electric market has been built in RAVEN to confirm expectations on the analysis capability of RAVEN to provide insight into system economics and to test the capability of RAVEN to identify limit surfaces even for stochastic constraints. This capability will be needed in the future to enforce the stochastic constraints on the electric demand coverage from the NHES. The development team gained experience with many of the tools that are currently envisioned for use in the economic analysis of NHES and completed several important steps. Given the complexity of the project, preference has been given to a structural approach in which several independent efforts have been used to build the cornerstone of the simulation framework. While this is good approach in establishing such a complex framework, it may delay reaching more complete results on the performance of analyzed system configurations. The integration of the previously reported exergy analysis approach was initially proposed as part of this milestone. However, in reality, the exergy-based apportioning of cost will take place only in a second stage of the implementation since it will be used to properly allocate cost among the different NHES subsystems. Therefore, exergy does not appear at the level of the main drivers in the analysis framework; the latter development of the base framework is the focus of this report.« less

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

The Automatic Neuroscientist: A framework for optimizing experimental design with closed-loop real-time fMRI

PubMed Central

Lorenz, Romy; Monti, Ricardo Pio; Violante, Inês R.; Anagnostopoulos, Christoforos; Faisal, Aldo A.; Montana, Giovanni; Leech, Robert

2016-01-01

Functional neuroimaging typically explores how a particular task activates a set of brain regions. Importantly though, the same neural system can be activated by inherently different tasks. To date, there is no approach available that systematically explores whether and how distinct tasks probe the same neural system. Here, we propose and validate an alternative framework, the Automatic Neuroscientist, which turns the standard fMRI approach on its head. We use real-time fMRI in combination with modern machine-learning techniques to automatically design the optimal experiment to evoke a desired target brain state. In this work, we present two proof-of-principle studies involving perceptual stimuli. In both studies optimization algorithms of varying complexity were employed; the first involved a stochastic approximation method while the second incorporated a more sophisticated Bayesian optimization technique. In the first study, we achieved convergence for the hypothesized optimum in 11 out of 14 runs in less than 10 min. Results of the second study showed how our closed-loop framework accurately and with high efficiency estimated the underlying relationship between stimuli and neural responses for each subject in one to two runs: with each run lasting 6.3 min. Moreover, we demonstrate that using only the first run produced a reliable solution at a group-level. Supporting simulation analyses provided evidence on the robustness of the Bayesian optimization approach for scenarios with low contrast-to-noise ratio. This framework is generalizable to numerous applications, ranging from optimizing stimuli in neuroimaging pilot studies to tailoring clinical rehabilitation therapy to patients and can be used with multiple imaging modalities in humans and animals. PMID:26804778

The Automatic Neuroscientist: A framework for optimizing experimental design with closed-loop real-time fMRI.

PubMed

Lorenz, Romy; Monti, Ricardo Pio; Violante, Inês R; Anagnostopoulos, Christoforos; Faisal, Aldo A; Montana, Giovanni; Leech, Robert

2016-04-01

Functional neuroimaging typically explores how a particular task activates a set of brain regions. Importantly though, the same neural system can be activated by inherently different tasks. To date, there is no approach available that systematically explores whether and how distinct tasks probe the same neural system. Here, we propose and validate an alternative framework, the Automatic Neuroscientist, which turns the standard fMRI approach on its head. We use real-time fMRI in combination with modern machine-learning techniques to automatically design the optimal experiment to evoke a desired target brain state. In this work, we present two proof-of-principle studies involving perceptual stimuli. In both studies optimization algorithms of varying complexity were employed; the first involved a stochastic approximation method while the second incorporated a more sophisticated Bayesian optimization technique. In the first study, we achieved convergence for the hypothesized optimum in 11 out of 14 runs in less than 10 min. Results of the second study showed how our closed-loop framework accurately and with high efficiency estimated the underlying relationship between stimuli and neural responses for each subject in one to two runs: with each run lasting 6.3 min. Moreover, we demonstrate that using only the first run produced a reliable solution at a group-level. Supporting simulation analyses provided evidence on the robustness of the Bayesian optimization approach for scenarios with low contrast-to-noise ratio. This framework is generalizable to numerous applications, ranging from optimizing stimuli in neuroimaging pilot studies to tailoring clinical rehabilitation therapy to patients and can be used with multiple imaging modalities in humans and animals. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

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.

Clustered-dot halftoning with direct binary search.

PubMed

Goyal, Puneet; Gupta, Madhur; Staelin, Carl; Fischer, Mani; Shacham, Omri; Allebach, Jan P

2013-02-01

In this paper, we present a new algorithm for aperiodic clustered-dot halftoning based on direct binary search (DBS). The DBS optimization framework has been modified for designing clustered-dot texture, by using filters with different sizes in the initialization and update steps of the algorithm. Following an intuitive explanation of how the clustered-dot texture results from this modified framework, we derive a closed-form cost metric which, when minimized, equivalently generates stochastic clustered-dot texture. An analysis of the cost metric and its influence on the texture quality is presented, which is followed by a modification to the cost metric to reduce computational cost and to make it more suitable for screen design.

Lie theory and control systems defined on spheres

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1972-01-01

It is shown that in constructing a theory for the most elementary class of control problems defined on spheres, some results from the Lie theory play a natural role. To understand controllability, optimal control, and certain properties of stochastic equations, Lie theoretic ideas are needed. The framework considered here is the most natural departure from the usual linear system/vector space problems which have dominated control systems literature. For this reason results are compared with those previously available for the finite dimensional vector space case.

Coordinating two-period ordering and advertising policies in a dynamic market with stochastic demand

NASA Astrophysics Data System (ADS)

Wang, Junping; Wang, Shengdong; Min, Jie

2015-03-01

In this paper, we study the optimal two-stage advertising and ordering policies and the channel coordination issues in a supply chain composed of one manufacturer and one retailer. The manufacturer sells a short-life-cycle product through the retailer facing stochastic demand in dynamic markets characterised by price declines and product obsolescence. Following a two-period newsvendor framework, we develop two members' optimal ordering and advertising models under both the centralised and decentralised settings, and present the closed-form solutions to the developed models as well. Moreover, we design a two-period revenue-sharing contract, and develop sufficient conditions such that the channel coordination can be achieved and a win-win outcome can be guaranteed. Our analysis suggests that the centralised decision creates an incentive for the retailer to increase the advertising investments in two periods and put the purchase forward, but the decentralised decision mechanism forces the retailer to decrease the advertising investments in two periods and postpone/reduce its purchase in the first period. This phenomenon becomes more evident when demand variability is high.

Optimal Computing Budget Allocation for Particle Swarm Optimization in Stochastic Optimization.

PubMed

Zhang, Si; Xu, Jie; Lee, Loo Hay; Chew, Ek Peng; Wong, Wai Peng; Chen, Chun-Hung

2017-04-01

Particle Swarm Optimization (PSO) is a popular metaheuristic for deterministic optimization. Originated in the interpretations of the movement of individuals in a bird flock or fish school, PSO introduces the concept of personal best and global best to simulate the pattern of searching for food by flocking and successfully translate the natural phenomena to the optimization of complex functions. Many real-life applications of PSO cope with stochastic problems. To solve a stochastic problem using PSO, a straightforward approach is to equally allocate computational effort among all particles and obtain the same number of samples of fitness values. This is not an efficient use of computational budget and leaves considerable room for improvement. This paper proposes a seamless integration of the concept of optimal computing budget allocation (OCBA) into PSO to improve the computational efficiency of PSO for stochastic optimization problems. We derive an asymptotically optimal allocation rule to intelligently determine the number of samples for all particles such that the PSO algorithm can efficiently select the personal best and global best when there is stochastic estimation noise in fitness values. We also propose an easy-to-implement sequential procedure. Numerical tests show that our new approach can obtain much better results using the same amount of computational effort.

Optimal Computing Budget Allocation for Particle Swarm Optimization in Stochastic Optimization

PubMed Central

Zhang, Si; Xu, Jie; Lee, Loo Hay; Chew, Ek Peng; Chen, Chun-Hung

2017-01-01

Particle Swarm Optimization (PSO) is a popular metaheuristic for deterministic optimization. Originated in the interpretations of the movement of individuals in a bird flock or fish school, PSO introduces the concept of personal best and global best to simulate the pattern of searching for food by flocking and successfully translate the natural phenomena to the optimization of complex functions. Many real-life applications of PSO cope with stochastic problems. To solve a stochastic problem using PSO, a straightforward approach is to equally allocate computational effort among all particles and obtain the same number of samples of fitness values. This is not an efficient use of computational budget and leaves considerable room for improvement. This paper proposes a seamless integration of the concept of optimal computing budget allocation (OCBA) into PSO to improve the computational efficiency of PSO for stochastic optimization problems. We derive an asymptotically optimal allocation rule to intelligently determine the number of samples for all particles such that the PSO algorithm can efficiently select the personal best and global best when there is stochastic estimation noise in fitness values. We also propose an easy-to-implement sequential procedure. Numerical tests show that our new approach can obtain much better results using the same amount of computational effort. PMID:29170617

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.

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

Inversion of Robin coefficient by a spectral stochastic finite element approach

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

Jin Bangti; Zou Jun

2008-03-01

This paper investigates a variational approach to the nonlinear stochastic inverse problem of probabilistically calibrating the Robin coefficient from boundary measurements for the steady-state heat conduction. The problem is formulated into an optimization problem, and mathematical properties relevant to its numerical computations are investigated. The spectral stochastic finite element method using polynomial chaos is utilized for the discretization of the optimization problem, and its convergence is analyzed. The nonlinear conjugate gradient method is derived for the optimization system. Numerical results for several two-dimensional problems are presented to illustrate the accuracy and efficiency of the stochastic finite element method.

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond.

PubMed

Perdikaris, Paris; Karniadakis, George Em

2016-05-01

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. © 2016 The Author(s).

Model inversion via multi-fidelity Bayesian optimization: a new paradigm for parameter estimation in haemodynamics, and beyond

PubMed Central

Perdikaris, Paris; Karniadakis, George Em

2016-01-01

We present a computational framework for model inversion based on multi-fidelity information fusion and Bayesian optimization. The proposed methodology targets the accurate construction of response surfaces in parameter space, and the efficient pursuit to identify global optima while keeping the number of expensive function evaluations at a minimum. We train families of correlated surrogates on available data using Gaussian processes and auto-regressive stochastic schemes, and exploit the resulting predictive posterior distributions within a Bayesian optimization setting. This enables a smart adaptive sampling procedure that uses the predictive posterior variance to balance the exploration versus exploitation trade-off, and is a key enabler for practical computations under limited budgets. The effectiveness of the proposed framework is tested on three parameter estimation problems. The first two involve the calibration of outflow boundary conditions of blood flow simulations in arterial bifurcations using multi-fidelity realizations of one- and three-dimensional models, whereas the last one aims to identify the forcing term that generated a particular solution to an elliptic partial differential equation. PMID:27194481

A Scalable Computational Framework for Establishing Long-Term Behavior of Stochastic Reaction Networks

PubMed Central

Khammash, Mustafa

2014-01-01

Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191

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.

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

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.

Fast cooling for a system of stochastic oscillators

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

Chen, Yongxin, E-mail: chen2468@umn.edu; Georgiou, Tryphon T., E-mail: tryphon@umn.edu; Pavon, Michele, E-mail: pavon@math.unipd.it

2015-11-15

We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired steady state corresponding to reduced thermal noise. Among the feedback controls achieving the desired asymptotic transfer, we find that the most efficient one from an energy point of view is characterized by time-reversibility. We also extend the theory of Schrödinger bridges to this model, thereby steering the system in finite time and with minimum effort to a target steady-state distribution. The system can then be maintained in this state through the optimal steady-state feedbackmore » control. The solution, in the finite-horizon case, involves a space-time harmonic function φ, and −logφ plays the role of an artificial, time-varying potential in which the desired evolution occurs. This framework appears extremely general and flexible and can be viewed as a considerable generalization of existing active control strategies such as macromolecular cooling. In the case of a quadratic potential, the results assume a form particularly attractive from the algorithmic viewpoint as the optimal control can be computed via deterministic matricial differential equations. An example involving inertial particles illustrates both transient and steady state optimal feedback control.« less

Vulnerability Assessment of Water Supply Systems: Status, Gaps and Opportunities

NASA Astrophysics Data System (ADS)

Wheater, H. S.

2015-12-01

Conventional frameworks for assessing the impacts of climate change on water resource systems use cascades of climate and hydrological models to provide 'top-down' projections of future water availability, but these are subject to high uncertainty and are model and scenario-specific. Hence there has been recent interest in 'bottom-up' frameworks, which aim to evaluate system vulnerability to change in the context of possible future climate and/or hydrological conditions. Such vulnerability assessments are generic, and can be combined with updated information from top-down assessments as they become available. While some vulnerability methods use hydrological models to estimate water availability, fully bottom-up schemes have recently been proposed that directly map system vulnerability as a function of feasible changes in water supply characteristics. These use stochastic algorithms, based on reconstruction or reshuffling methods, by which multiple water supply realizations can be generated under feasible ranges of change in water supply conditions. The paper reports recent successes, and points to areas of future improvement. Advances in stochastic modeling and optimization can address some technical limitations in flow reconstruction, while various data mining and system identification techniques can provide possibilities to better condition realizations for consistency with top-down scenarios. Finally, we show that probabilistic and Bayesian frameworks together can provide a potential basis to combine information obtained from fully bottom-up analyses with projections available from climate and/or hydrological models in a fully integrated risk assessment framework for deep uncertainty.

Pricing foreign equity option with stochastic volatility

NASA Astrophysics Data System (ADS)

Sun, Qi; Xu, Weidong

2015-11-01

In this paper we propose a general foreign equity option pricing framework that unifies the vast foreign equity option pricing literature and incorporates the stochastic volatility into foreign equity option pricing. Under our framework, the time-changed Lévy processes are used to model the underlying assets price of foreign equity option and the closed form pricing formula is obtained through the use of characteristic function methodology. Numerical tests indicate that stochastic volatility has a dramatic effect on the foreign equity option prices.

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).

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.

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

Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

NASA Astrophysics Data System (ADS)

Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.

2017-06-01

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

Stochastic optimization algorithms for barrier dividend strategies

NASA Astrophysics Data System (ADS)

Yin, G.; Song, Q. S.; Yang, H.

2009-01-01

This work focuses on finding optimal barrier policy for an insurance risk model when the dividends are paid to the share holders according to a barrier strategy. A new approach based on stochastic optimization methods is developed. Compared with the existing results in the literature, more general surplus processes are considered. Precise models of the surplus need not be known; only noise-corrupted observations of the dividends are used. Using barrier-type strategies, a class of stochastic optimization algorithms are developed. Convergence of the algorithm is analyzed; rate of convergence is also provided. Numerical results are reported to demonstrate the performance of the algorithm.

Minimizing Uncertainties Impact in Decision Making with an Applicability Study for Economic Power Dispatch

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

Wang, Hong; Wang, Shaobu; Fan, Rui

This report summaries the work performed under the LDRD project on the preliminary study on knowledge automation, where specific focus has been made on the investigation of the impact of uncertainties of human decision making onto the optimization of the process operation. At first the statistics on signals from the Brain-Computing Interface (BCI) is analyzed so as to obtain the uncertainties characterization of human operators during the decision making phase using the electroencephalogram (EEG) signals. This is then followed by the discussions of an architecture that reveals the equivalence between optimization and closed loop feedback control design, where it hasmore » been shown that all the optimization problems can be transferred into the control design problem for closed loop systems. This has led to a “closed loop” framework, where the structure of the decision making is shown to be subjected to both process disturbances and controller’s uncertainties. The latter can well represent the uncertainties or randomness occurred during human decision making phase. As a result, a stochastic optimization problem has been formulated and a novel solution has been proposed using probability density function (PDF) shaping for both the cost function and the constraints using stochastic distribution control concept. A sufficient condition has been derived that guarantees the convergence of the optimal solution and discussions have been made for both the total probabilistic solution and chanced constrained optimization which have been well-studied in optimal power flows (OPF) area. A simple case study has been carried out for the economic dispatch of powers for a grid system when there are distributed energy resources (DERs) in the system, and encouraging results have been obtained showing that a significant savings on the generation cost can be expected.« less

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem.

PubMed

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A; Hazen, Terry C; Tiedje, James M; Arkin, Adam P

2014-03-04

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession.

Stochastic derivative-free optimization using a trust region framework

DOE PAGES

Larson, Jeffrey; Billups, Stephen C.

2016-02-17

This study presents a trust region algorithm to minimize a function f when one has access only to noise-corrupted function values f¯. The model-based algorithm dynamically adjusts its step length, taking larger steps when the model and function agree and smaller steps when the model is less accurate. The method does not require the user to specify a fixed pattern of points used to build local models and does not repeatedly sample points. If f is sufficiently smooth and the noise is independent and identically distributed with mean zero and finite variance, we prove that our algorithm produces iterates suchmore » that the corresponding function gradients converge in probability to zero. As a result, we present a prototype of our algorithm that, while simplistic in its management of previously evaluated points, solves benchmark problems in fewer function evaluations than do existing stochastic approximation methods.« less

Stochastic Thermodynamics of a Particle in a Box.

PubMed

Gong, Zongping; Lan, Yueheng; Quan, H T

2016-10-28

The piston system (particles in a box) is the simplest paradigmatic model in traditional thermodynamics. However, the recently established framework of stochastic thermodynamics (ST) fails to apply to this model system due to the embedded singularity in the potential. In this Letter, we study the ST of a particle in a box by adopting a novel coordinate transformation technique. Through comparing with the exact solution of a breathing harmonic oscillator, we obtain analytical results of work distribution for an arbitrary protocol in the linear response regime and verify various predictions of the fluctuation-dissipation relation. When applying to the Brownian Szilard engine model, we obtain the optimal protocol λ_{t}=λ_{0}2^{t/τ} for a given sufficiently long total time τ. Our study not only establishes a paradigm for studying ST of a particle in a box but also bridges the long-standing gap in the development of ST.

Robust electromagnetically guided endoscopic procedure using enhanced particle swarm optimization for multimodal information fusion.

PubMed

Luo, Xiongbiao; Wan, Ying; He, Xiangjian

2015-04-01

Electromagnetically guided endoscopic procedure, which aims at accurately and robustly localizing the endoscope, involves multimodal sensory information during interventions. However, it still remains challenging in how to integrate these information for precise and stable endoscopic guidance. To tackle such a challenge, this paper proposes a new framework on the basis of an enhanced particle swarm optimization method to effectively fuse these information for accurate and continuous endoscope localization. The authors use the particle swarm optimization method, which is one of stochastic evolutionary computation algorithms, to effectively fuse the multimodal information including preoperative information (i.e., computed tomography images) as a frame of reference, endoscopic camera videos, and positional sensor measurements (i.e., electromagnetic sensor outputs). Since the evolutionary computation method usually limits its possible premature convergence and evolutionary factors, the authors introduce the current (endoscopic camera and electromagnetic sensor's) observation to boost the particle swarm optimization and also adaptively update evolutionary parameters in accordance with spatial constraints and the current observation, resulting in advantageous performance in the enhanced algorithm. The experimental results demonstrate that the authors' proposed method provides a more accurate and robust endoscopic guidance framework than state-of-the-art methods. The average guidance accuracy of the authors' framework was about 3.0 mm and 5.6° while the previous methods show at least 3.9 mm and 7.0°. The average position and orientation smoothness of their method was 1.0 mm and 1.6°, which is significantly better than the other methods at least with (2.0 mm and 2.6°). Additionally, the average visual quality of the endoscopic guidance was improved to 0.29. A robust electromagnetically guided endoscopy framework was proposed on the basis of an enhanced particle swarm optimization method with using the current observation information and adaptive evolutionary factors. The authors proposed framework greatly reduced the guidance errors from (4.3, 7.8) to (3.0 mm, 5.6°), compared to state-of-the-art methods.

Task-based image quality assessment in radiation therapy: initial characterization and demonstration with CT simulation images

NASA Astrophysics Data System (ADS)

Dolly, Steven R.; Anastasio, Mark A.; Yu, Lifeng; Li, Hua

2017-03-01

In current radiation therapy practice, image quality is still assessed subjectively or by utilizing physically-based metrics. Recently, a methodology for objective task-based image quality (IQ) assessment in radiation therapy was proposed by Barrett et al.1 In this work, we present a comprehensive implementation and evaluation of this new IQ assessment methodology. A modular simulation framework was designed to perform an automated, computer-simulated end-to-end radiation therapy treatment. A fully simulated framework was created that utilizes new learning-based stochastic object models (SOM) to obtain known organ boundaries, generates a set of images directly from the numerical phantoms created with the SOM, and automates the image segmentation and treatment planning steps of a radiation therapy work ow. By use of this computational framework, therapeutic operating characteristic (TOC) curves can be computed and the area under the TOC curve (AUTOC) can be employed as a figure-of-merit to guide optimization of different components of the treatment planning process. The developed computational framework is employed to optimize X-ray CT pre-treatment imaging. We demonstrate that use of the radiation therapy-based-based IQ measures lead to different imaging parameters than obtained by use of physical-based measures.

A Note on the Stochastic Nature of Feynman Quantum Paths

NASA Astrophysics Data System (ADS)

Botelho, Luiz C. L.

2016-11-01

We propose a Fresnel stochastic white noise framework to analyze the stochastic nature of the Feynman paths entering on the Feynman Path Integral expression for the Feynman Propagator of a particle quantum mechanically moving under a time-independent potential.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

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.

Towards Stability Analysis of Jump Linear Systems with State-Dependent and Stochastic Switching

NASA Technical Reports Server (NTRS)

Tejada, Arturo; Gonzalez, Oscar R.; Gray, W. Steven

2004-01-01

This paper analyzes the stability of hierarchical jump linear systems where the supervisor is driven by a Markovian stochastic process and by the values of the supervised jump linear system s states. The stability framework for this class of systems is developed over infinite and finite time horizons. The framework is then used to derive sufficient stability conditions for a specific class of hybrid jump linear systems with performance supervision. New sufficient stochastic stability conditions for discrete-time jump linear systems are also presented.

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.

An adaptive-management framework for optimal control of hiking near golden eagle nests in Denali National Park

USGS Publications Warehouse

Martin, Julien; Fackler, Paul L.; Nichols, James D.; Runge, Michael C.; McIntyre, Carol L.; Lubow, Bruce L.; McCluskie, Maggie C.; Schmutz, Joel A.

2011-01-01

Unintended effects of recreational activities in protected areas are of growing concern. We used an adaptive-management framework to develop guidelines for optimally managing hiking activities to maintain desired levels of territory occupancy and reproductive success of Golden Eagles (Aquila chrysaetos) in Denali National Park (Alaska, U.S.A.). The management decision was to restrict human access (hikers) to particular nesting territories to reduce disturbance. The management objective was to minimize restrictions on hikers while maintaining reproductive performance of eagles above some specified level. We based our decision analysis on predictive models of site occupancy of eagles developed using a combination of expert opinion and data collected from 93 eagle territories over 20 years. The best predictive model showed that restricting human access to eagle territories had little effect on occupancy dynamics. However, when considering important sources of uncertainty in the models, including environmental stochasticity, imperfect detection of hares on which eagles prey, and model uncertainty, restricting access of territories to hikers improved eagle reproduction substantially. An adaptive management framework such as ours may help reduce uncertainty of the effects of hiking activities on Golden Eagles

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

Adaptive Multi-Agent Systems for Constrained Optimization

NASA Technical Reports Server (NTRS)

Macready, William; Bieniawski, Stefan; Wolpert, David H.

2004-01-01

Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

Regionally Adaptable Ground Motion Prediction Equation (GMPE) from Empirical Models of Fourier and Duration of Ground Motion

NASA Astrophysics Data System (ADS)

Bora, Sanjay; Scherbaum, Frank; Kuehn, Nicolas; Stafford, Peter; Edwards, Benjamin

2016-04-01

The current practice of deriving empirical ground motion prediction equations (GMPEs) involves using ground motions recorded at multiple sites. However, in applications like site-specific (e.g., critical facility) hazard ground motions obtained from the GMPEs are need to be adjusted/corrected to a particular site/site-condition under investigation. This study presents a complete framework for developing a response spectral GMPE, within which the issue of adjustment of ground motions is addressed in a manner consistent with the linear system framework. The present approach is a two-step process in which the first step consists of deriving two separate empirical models, one for Fourier amplitude spectra (FAS) and the other for a random vibration theory (RVT) optimized duration (Drvto) of ground motion. In the second step the two models are combined within the RVT framework to obtain full response spectral amplitudes. Additionally, the framework also involves a stochastic model based extrapolation of individual Fourier spectra to extend the useable frequency limit of the empirically derived FAS model. The stochastic model parameters were determined by inverting the Fourier spectral data using an approach similar to the one as described in Edwards and Faeh (2013). Comparison of median predicted response spectra from present approach with those from other regional GMPEs indicates that the present approach can also be used as a stand-alone model. The dataset used for the presented analysis is a subset of the recently compiled database RESORCE-2012 across Europe, the Middle East and the Mediterranean region.

Distributed parallel computing in stochastic modeling of groundwater systems.

PubMed

Dong, Yanhui; Li, Guomin; Xu, Haizhen

2013-03-01

Stochastic modeling is a rapidly evolving, popular approach to the study of the uncertainty and heterogeneity of groundwater systems. However, the use of Monte Carlo-type simulations to solve practical groundwater problems often encounters computational bottlenecks that hinder the acquisition of meaningful results. To improve the computational efficiency, a system that combines stochastic model generation with MODFLOW-related programs and distributed parallel processing is investigated. The distributed computing framework, called the Java Parallel Processing Framework, is integrated into the system to allow the batch processing of stochastic models in distributed and parallel systems. As an example, the system is applied to the stochastic delineation of well capture zones in the Pinggu Basin in Beijing. Through the use of 50 processing threads on a cluster with 10 multicore nodes, the execution times of 500 realizations are reduced to 3% compared with those of a serial execution. Through this application, the system demonstrates its potential in solving difficult computational problems in practical stochastic modeling. © 2012, The Author(s). Groundwater © 2012, National Ground Water Association.

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.

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.

Implications of Preference and Problem Formulation on the Operating Policies of Complex Multi-Reservoir Systems

NASA Astrophysics Data System (ADS)

Quinn, J.; Reed, P. M.; Giuliani, M.; Castelletti, A.

2016-12-01

Optimizing the operations of multi-reservoir systems poses several challenges: 1) the high dimension of the problem's states and controls, 2) the need to balance conflicting multi-sector objectives, and 3) understanding how uncertainties impact system performance. These difficulties motivated the development of the Evolutionary Multi-Objective Direct Policy Search (EMODPS) framework, in which multi-reservoir operating policies are parameterized in a given family of functions and then optimized for multiple objectives through simulation over a set of stochastic inputs. However, properly framing these objectives remains a severe challenge and a neglected source of uncertainty. Here, we use EMODPS to optimize operating policies for a 4-reservoir system in the Red River Basin in Vietnam, exploring the consequences of optimizing to different sets of objectives related to 1) hydropower production, 2) meeting multi-sector water demands, and 3) providing flood protection to the capital city of Hanoi. We show how coordinated operation of the reservoirs can differ markedly depending on how decision makers weigh these concerns. Moreover, we illustrate how formulation choices that emphasize the mean, tail, or variability of performance across objective combinations must be evaluated carefully. Our results show that these choices can significantly improve attainable system performance, or yield severe unintended consequences. Finally, we show that satisfactory validation of the operating policies on a set of out-of-sample stochastic inputs depends as much or more on the formulation of the objectives as on effective optimization of the policies. These observations highlight the importance of carefully considering how we abstract stakeholders' objectives and of iteratively optimizing and visualizing multiple problem formulation hypotheses to ensure that we capture the most important tradeoffs that emerge from different stakeholder preferences.

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.

Implementation of equity in resource allocation for regional earthquake risk mitigation using two-stage stochastic programming.

PubMed

Zolfaghari, Mohammad R; Peyghaleh, Elnaz

2015-03-01

This article presents a new methodology to implement the concept of equity in regional earthquake risk mitigation programs using an optimization framework. It presents a framework that could be used by decisionmakers (government and authorities) to structure budget allocation strategy toward different seismic risk mitigation measures, i.e., structural retrofitting for different building structural types in different locations and planning horizons. A two-stage stochastic model is developed here to seek optimal mitigation measures based on minimizing mitigation expenditures, reconstruction expenditures, and especially large losses in highly seismically active countries. To consider fairness in the distribution of financial resources among different groups of people, the equity concept is incorporated using constraints in model formulation. These constraints limit inequity to the user-defined level to achieve the equity-efficiency tradeoff in the decision-making process. To present practical application of the proposed model, it is applied to a pilot area in Tehran, the capital city of Iran. Building stocks, structural vulnerability functions, and regional seismic hazard characteristics are incorporated to compile a probabilistic seismic risk model for the pilot area. Results illustrate the variation of mitigation expenditures by location and structural type for buildings. These expenditures are sensitive to the amount of available budget and equity consideration for the constant risk aversion. Most significantly, equity is more easily achieved if the budget is unlimited. Conversely, increasing equity where the budget is limited decreases the efficiency. The risk-return tradeoff, equity-reconstruction expenditures tradeoff, and variation of per-capita expected earthquake loss in different income classes are also presented. © 2015 Society for Risk Analysis.

Stochasticity, succession, and environmental perturbations in a fluidic ecosystem

PubMed Central

Zhou, Jizhong; Deng, Ye; Zhang, Ping; Xue, Kai; Liang, Yuting; Van Nostrand, Joy D.; Yang, Yunfeng; He, Zhili; Wu, Liyou; Stahl, David A.; Hazen, Terry C.; Tiedje, James M.; Arkin, Adam P.

2014-01-01

Unraveling the drivers of community structure and succession in response to environmental change is a central goal in ecology. Although the mechanisms shaping community structure have been intensively examined, those controlling ecological succession remain elusive. To understand the relative importance of stochastic and deterministic processes in mediating microbial community succession, a unique framework composed of four different cases was developed for fluidic and nonfluidic ecosystems. The framework was then tested for one fluidic ecosystem: a groundwater system perturbed by adding emulsified vegetable oil (EVO) for uranium immobilization. Our results revealed that groundwater microbial community diverged substantially away from the initial community after EVO amendment and eventually converged to a new community state, which was closely clustered with its initial state. However, their composition and structure were significantly different from each other. Null model analysis indicated that both deterministic and stochastic processes played important roles in controlling the assembly and succession of the groundwater microbial community, but their relative importance was time dependent. Additionally, consistent with the proposed conceptual framework but contradictory to conventional wisdom, the community succession responding to EVO amendment was primarily controlled by stochastic rather than deterministic processes. During the middle phase of the succession, the roles of stochastic processes in controlling community composition increased substantially, ranging from 81.3% to 92.0%. Finally, there are limited successional studies available to support different cases in the conceptual framework, but further well-replicated explicit time-series experiments are needed to understand the relative importance of deterministic and stochastic processes in controlling community succession. PMID:24550501

STOCHASTIC OPTICS: A SCATTERING MITIGATION FRAMEWORK FOR RADIO INTERFEROMETRIC IMAGING

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

Johnson, Michael D., E-mail: mjohnson@cfa.harvard.edu

2016-12-10

Just as turbulence in the Earth’s atmosphere can severely limit the angular resolution of optical telescopes, turbulence in the ionized interstellar medium fundamentally limits the resolution of radio telescopes. We present a scattering mitigation framework for radio imaging with very long baseline interferometry (VLBI) that partially overcomes this limitation. Our framework, “stochastic optics,” derives from a simplification of strong interstellar scattering to separate small-scale (“diffractive”) effects from large-scale (“refractive”) effects, thereby separating deterministic and random contributions to the scattering. Stochastic optics extends traditional synthesis imaging by simultaneously reconstructing an unscattered image and its refractive perturbations. Its advantages over direct imagingmore » come from utilizing the many deterministic properties of the scattering—such as the time-averaged “blurring,” polarization independence, and the deterministic evolution in frequency and time—while still accounting for the stochastic image distortions on large scales. These distortions are identified in the image reconstructions through regularization by their time-averaged power spectrum. Using synthetic data, we show that this framework effectively removes the blurring from diffractive scattering while reducing the spurious image features from refractive scattering. Stochastic optics can provide significant improvements over existing scattering mitigation strategies and is especially promising for imaging the Galactic Center supermassive black hole, Sagittarius A*, with the Global mm-VLBI Array and with the Event Horizon Telescope.« less

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.

A junction-tree based learning algorithm to optimize network wide traffic control: A coordinated multi-agent framework

DOE PAGES

Zhu, Feng; Aziz, H. M. Abdul; Qian, Xinwu; ...

2015-01-31

Our study develops a novel reinforcement learning algorithm for the challenging coordinated signal control problem. Traffic signals are modeled as intelligent agents interacting with the stochastic traffic environment. The model is built on the framework of coordinated reinforcement learning. The Junction Tree Algorithm (JTA) based reinforcement learning is proposed to obtain an exact inference of the best joint actions for all the coordinated intersections. Moreover, the algorithm is implemented and tested with a network containing 18 signalized intersections in VISSIM. Finally, our results show that the JTA based algorithm outperforms independent learning (Q-learning), real-time adaptive learning, and fixed timing plansmore » in terms of average delay, number of stops, and vehicular emissions at the network level.« less

Optimization Testbed Cometboards Extended into Stochastic Domain

NASA Technical Reports Server (NTRS)

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

2010-01-01

COMparative Evaluation Testbed of Optimization and Analysis Routines for the Design of Structures (CometBoards) is a multidisciplinary design optimization software. It was originally developed for deterministic calculation. It has now been extended into the stochastic domain for structural design problems. For deterministic problems, CometBoards is introduced through its subproblem solution strategy as well as the approximation concept in optimization. In the stochastic domain, a design is formulated as a function of the risk or reliability. Optimum solution including the weight of a structure, is also obtained as a function of reliability. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to 50 percent probability of success, or one failure in two samples. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure that corresponded to unity for reliability. Weight can be reduced to a small value for the most failure-prone design with a compromised reliability approaching zero. The stochastic design optimization (SDO) capability for an industrial problem was obtained by combining three codes: MSC/Nastran code was the deterministic analysis tool, fast probabilistic integrator, or the FPI module of the NESSUS software, was the probabilistic calculator, and 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 airframe component made of metallic and composite materials.

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...

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.

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.

Stochastic hybrid systems for studying biochemical processes.

PubMed

Singh, Abhyudai; Hespanha, João P

2010-11-13

Many protein and mRNA species occur at low molecular counts within cells, and hence are subject to large stochastic fluctuations in copy numbers over time. Development of computationally tractable frameworks for modelling stochastic fluctuations in population counts is essential to understand how noise at the cellular level affects biological function and phenotype. We show that stochastic hybrid systems (SHSs) provide a convenient framework for modelling the time evolution of population counts of different chemical species involved in a set of biochemical reactions. We illustrate recently developed techniques that allow fast computations of the statistical moments of the population count, without having to run computationally expensive Monte Carlo simulations of the biochemical reactions. Finally, we review different examples from the literature that illustrate the benefits of using SHSs for modelling biochemical processes.

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.

Strategic biopharmaceutical portfolio development: an analysis of constraint-induced implications.

PubMed

George, Edmund D; Farid, Suzanne S

2008-01-01

Optimizing the structure and development pathway of biopharmaceutical drug portfolios are core concerns to the developer that come with several attached complexities. These include strategic decisions for the choice of drugs, the scheduling of critical activities, and the possible involvement of third parties for development and manufacturing at various stages for each drug. Additional complexities that must be considered include the impact of making such decisions in an uncertain environment. Presented here is the development of a stochastic multi-objective optimization framework designed to address these issues. The framework harnesses the ability of Bayesian networks to characterize the probabilistic structure of superior decisions via machine learning and evolve them to multi-objective optimality. Case studies that entailed three- and five-drug portfolios alongside a range of cash flow constraints were constructed to derive insight from the framework where results demonstrate that a variety of options exist for formulating nondominated strategies in the objective space considered, giving the manufacturer a range of pursuable options. In all cases limitations on cash flow reduce the potential for generating profits for a given probability of success. For the sizes of portfolio considered, results suggest that naïvely applying strategies optimal for a particular size of portfolio to a portfolio of another size is inappropriate. For the five-drug portfolio the most preferred means for development across the set of optimized strategies is to fully integrate development and commercial activities in-house. For the three-drug portfolio, the preferred means of development involves a mixture of in-house, outsourced, and partnered activities. Also, the size of the portfolio appears to have a larger impact on strategy and the quality of objectives than the magnitude of cash flow constraint.

A framework for stochastic simulation of distribution practices for hotel reservations

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

Halkos, George E.; Tsilika, Kyriaki D.

The focus of this study is primarily on the Greek hotel industry. The objective is to design and develop a framework for stochastic simulation of reservation requests, reservation arrivals, cancellations and hotel occupancy with a planning horizon of a tourist season. In Greek hospitality industry there have been two competing policies for reservation planning process up to 2003: reservations coming directly from customers and a reservations management relying on tour operator(s). Recently the Internet along with other emerging technologies has offered the potential to disrupt enduring distribution arrangements. The focus of the study is on the choice of distribution intermediaries.more » We present an empirical model for the hotel reservation planning process that makes use of a symbolic simulation, Monte Carlo method, as, requests for reservations, cancellations, and arrival rates are all sources of uncertainty. We consider as a case study the problem of determining the optimal booking strategy for a medium size hotel in Skiathos Island, Greece. Probability distributions and parameters estimation result from the historical data available and by following suggestions made in the relevant literature. The results of this study may assist hotel managers define distribution strategies for hotel rooms and evaluate the performance of the reservations management system.« less

Initialization and Restart in Stochastic Local Search: Computing a Most Probable Explanation in Bayesian Networks

NASA Technical Reports Server (NTRS)

Mengshoel, Ole J.; Wilkins, David C.; Roth, Dan

2010-01-01

For hard computational problems, stochastic local search has proven to be a competitive approach to finding optimal or approximately optimal problem solutions. Two key research questions for stochastic local search algorithms are: Which algorithms are effective for initialization? When should the search process be restarted? In the present work we investigate these research questions in the context of approximate computation of most probable explanations (MPEs) in Bayesian networks (BNs). We introduce a novel approach, based on the Viterbi algorithm, to explanation initialization in BNs. While the Viterbi algorithm works on sequences and trees, our approach works on BNs with arbitrary topologies. We also give a novel formalization of stochastic local search, with focus on initialization and restart, using probability theory and mixture models. Experimentally, we apply our methods to the problem of MPE computation, using a stochastic local search algorithm known as Stochastic Greedy Search. By carefully optimizing both initialization and restart, we reduce the MPE search time for application BNs by several orders of magnitude compared to using uniform at random initialization without restart. On several BNs from applications, the performance of Stochastic Greedy Search is competitive with clique tree clustering, a state-of-the-art exact algorithm used for MPE computation in BNs.

A mapping from the unitary to doubly stochastic matrices and symbols on a finite set

NASA Astrophysics Data System (ADS)

Karabegov, Alexander V.

2008-11-01

We prove that the mapping from the unitary to doubly stochastic matrices that maps a unitary matrix (ukl) to the doubly stochastic matrix (|ukl|2) is a submersion at a generic unitary matrix. The proof uses the framework of operator symbols on a finite set.

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.

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.

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.

Impact of Coverage-Dependent Marginal Costs on Optimal HPV Vaccination Strategies

PubMed Central

Ryser, Marc D.; McGoff, Kevin; Herzog, David P.; Sivakoff, David J.; Myers, Evan R.

2015-01-01

The effectiveness of vaccinating males against the human papillomavirus (HPV) remains a controversial subject. Many existing studies conclude that increasing female coverage is more effective than diverting resources into male vaccination. Recently, several empirical studies on HPV immunization have been published, providing evidence of the fact that marginal vaccination costs increase with coverage. In this study, we use a stochastic agent-based modeling framework to revisit the male vaccination debate in light of these new findings. Within this framework, we assess the impact of coverage-dependent marginal costs of vaccine distribution on optimal immunization strategies against HPV. Focusing on the two scenarios of ongoing and new vaccination programs, we analyze different resource allocation policies and their effects on overall disease burden. Our results suggest that if the costs associated with vaccinating males are relatively close to those associated with vaccinating females, then coverage-dependent, increasing marginal costs may favor vaccination strategies that entail immunization of both genders. In particular, this study emphasizes the necessity for further empirical research on the nature of coverage-dependent vaccination costs. PMID:25979280

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.

Optimal policies of non-cross-resistant chemotherapy on Goldie and Coldman's cancer model.

PubMed

Chen, Jeng-Huei; Kuo, Ya-Hui; Luh, Hsing Paul

2013-10-01

Mathematical models can be used to study the chemotherapy on tumor cells. Especially, in 1979, Goldie and Coldman proposed the first mathematical model to relate the drug sensitivity of tumors to their mutation rates. Many scientists have since referred to this pioneering work because of its simplicity and elegance. Its original idea has also been extended and further investigated in massive follow-up studies of cancer modeling and optimal treatment. Goldie and Coldman, together with Guaduskas, later used their model to explain why an alternating non-cross-resistant chemotherapy is optimal with a simulation approach. Subsequently in 1983, Goldie and Coldman proposed an extended stochastic based model and provided a rigorous mathematical proof to their earlier simulation work when the extended model is approximated by its quasi-approximation. However, Goldie and Coldman's analytic study of optimal treatments majorly focused on a process with symmetrical parameter settings, and presented few theoretical results for asymmetrical settings. In this paper, we recast and restate Goldie, Coldman, and Guaduskas' model as a multi-stage optimization problem. Under an asymmetrical assumption, the conditions under which a treatment policy can be optimal are derived. The proposed framework enables us to consider some optimal policies on the model analytically. In addition, Goldie, Coldman and Guaduskas' work with symmetrical settings can be treated as a special case of our framework. Based on the derived conditions, this study provides an alternative proof to Goldie and Coldman's work. In addition to the theoretical derivation, numerical results are included to justify the correctness of our work. Copyright © 2013 Elsevier Inc. All rights reserved.

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

PubMed

Gomez, Christophe; Hartung, Niklas

2018-01-01

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

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 flexible Bayesian assessment for the expected impact of data on prediction confidence for optimal sampling designs

NASA Astrophysics Data System (ADS)

Leube, Philipp; Geiges, Andreas; Nowak, Wolfgang

2010-05-01

Incorporating hydrogeological data, such as head and tracer data, into stochastic models of subsurface flow and transport helps to reduce prediction uncertainty. Considering limited financial resources available for the data acquisition campaign, information needs towards the prediction goal should be satisfied in a efficient and task-specific manner. For finding the best one among a set of design candidates, an objective function is commonly evaluated, which measures the expected impact of data on prediction confidence, prior to their collection. An appropriate approach to this task should be stochastically rigorous, master non-linear dependencies between data, parameters and model predictions, and allow for a wide variety of different data types. Existing methods fail to fulfill all these requirements simultaneously. For this reason, we introduce a new method, denoted as CLUE (Cross-bred Likelihood Uncertainty Estimator), that derives the essential distributions and measures of data utility within a generalized, flexible and accurate framework. The method makes use of Bayesian GLUE (Generalized Likelihood Uncertainty Estimator) and extends it to an optimal design method by marginalizing over the yet unknown data values. Operating in a purely Bayesian Monte-Carlo framework, CLUE is a strictly formal information processing scheme free of linearizations. It provides full flexibility associated with the type of measurements (linear, non-linear, direct, indirect) and accounts for almost arbitrary sources of uncertainty (e.g. heterogeneity, geostatistical assumptions, boundary conditions, model concepts) via stochastic simulation and Bayesian model averaging. This helps to minimize the strength and impact of possible subjective prior assumptions, that would be hard to defend prior to data collection. Our study focuses on evaluating two different uncertainty measures: (i) expected conditional variance and (ii) expected relative entropy of a given prediction goal. The applicability and advantages are shown in a synthetic example. Therefor, we consider a contaminant source, posing a threat on a drinking water well in an aquifer. Furthermore, we assume uncertainty in geostatistical parameters, boundary conditions and hydraulic gradient. The two mentioned measures evaluate the sensitivity of (1) general prediction confidence and (2) exceedance probability of a legal regulatory threshold value on sampling locations.

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.;

Optimal CO2 mitigation under damage risk valuation

NASA Astrophysics Data System (ADS)

Crost, Benjamin; Traeger, Christian P.

2014-07-01

The current generation has to set mitigation policy under uncertainty about the economic consequences of climate change. This uncertainty governs both the level of damages for a given level of warming, and the steepness of the increase in damage per warming degree. Our model of climate and the economy is a stochastic version of a model employed in assessing the US Social Cost of Carbon (DICE). We compute the optimal carbon taxes and CO2 abatement levels that maximize welfare from economic consumption over time under different risk states. In accordance with recent developments in finance, we separate preferences about time and risk to improve the model's calibration of welfare to observed market interest. We show that introducing the modern asset pricing framework doubles optimal abatement and carbon taxation. Uncertainty over the level of damages at a given temperature increase can result in a slight increase of optimal emissions as compared to using expected damages. In contrast, uncertainty governing the steepness of the damage increase in temperature results in a substantially higher level of optimal mitigation.

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."

Robust electromagnetically guided endoscopic procedure using enhanced particle swarm optimization for multimodal information fusion

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

Luo, Xiongbiao, E-mail: xluo@robarts.ca, E-mail: Ying.Wan@student.uts.edu.au; Wan, Ying, E-mail: xluo@robarts.ca, E-mail: Ying.Wan@student.uts.edu.au; He, Xiangjian

Purpose: Electromagnetically guided endoscopic procedure, which aims at accurately and robustly localizing the endoscope, involves multimodal sensory information during interventions. However, it still remains challenging in how to integrate these information for precise and stable endoscopic guidance. To tackle such a challenge, this paper proposes a new framework on the basis of an enhanced particle swarm optimization method to effectively fuse these information for accurate and continuous endoscope localization. Methods: The authors use the particle swarm optimization method, which is one of stochastic evolutionary computation algorithms, to effectively fuse the multimodal information including preoperative information (i.e., computed tomography images) asmore » a frame of reference, endoscopic camera videos, and positional sensor measurements (i.e., electromagnetic sensor outputs). Since the evolutionary computation method usually limits its possible premature convergence and evolutionary factors, the authors introduce the current (endoscopic camera and electromagnetic sensor’s) observation to boost the particle swarm optimization and also adaptively update evolutionary parameters in accordance with spatial constraints and the current observation, resulting in advantageous performance in the enhanced algorithm. Results: The experimental results demonstrate that the authors’ proposed method provides a more accurate and robust endoscopic guidance framework than state-of-the-art methods. The average guidance accuracy of the authors’ framework was about 3.0 mm and 5.6° while the previous methods show at least 3.9 mm and 7.0°. The average position and orientation smoothness of their method was 1.0 mm and 1.6°, which is significantly better than the other methods at least with (2.0 mm and 2.6°). Additionally, the average visual quality of the endoscopic guidance was improved to 0.29. Conclusions: A robust electromagnetically guided endoscopy framework was proposed on the basis of an enhanced particle swarm optimization method with using the current observation information and adaptive evolutionary factors. The authors proposed framework greatly reduced the guidance errors from (4.3, 7.8) to (3.0 mm, 5.6°), compared to state-of-the-art methods.« 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.

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 noisy chaotic neural network for solving combinatorial optimization problems: stochastic chaotic simulated annealing.

PubMed

Wang, Lipo; Li, Sa; Tian, Fuyu; Fu, Xiuju

2004-10-01

Recently Chen and Aihara have demonstrated both experimentally and mathematically that their chaotic simulated annealing (CSA) has better search ability for solving combinatorial optimization problems compared to both the Hopfield-Tank approach and stochastic simulated annealing (SSA). However, CSA may not find a globally optimal solution no matter how slowly annealing is carried out, because the chaotic dynamics are completely deterministic. In contrast, SSA tends to settle down to a global optimum if the temperature is reduced sufficiently slowly. Here we combine the best features of both SSA and CSA, thereby proposing a new approach for solving optimization problems, i.e., stochastic chaotic simulated annealing, by using a noisy chaotic neural network. We show the effectiveness of this new approach with two difficult combinatorial optimization problems, i.e., a traveling salesman problem and a channel assignment problem for cellular mobile communications.

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.

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.).

Optimality in mono- and multisensory map formation.

PubMed

Bürck, Moritz; Friedel, Paul; Sichert, Andreas B; Vossen, Christine; van Hemmen, J Leo

2010-07-01

In the struggle for survival in a complex and dynamic environment, nature has developed a multitude of sophisticated sensory systems. In order to exploit the information provided by these sensory systems, higher vertebrates reconstruct the spatio-temporal environment from each of the sensory systems they have at their disposal. That is, for each modality the animal computes a neuronal representation of the outside world, a monosensory neuronal map. Here we present a universal framework that allows to calculate the specific layout of the involved neuronal network by means of a general mathematical principle, viz., stochastic optimality. In order to illustrate the use of this theoretical framework, we provide a step-by-step tutorial of how to apply our model. In so doing, we present a spatial and a temporal example of optimal stimulus reconstruction which underline the advantages of our approach. That is, given a known physical signal transmission and rudimental knowledge of the detection process, our approach allows to estimate the possible performance and to predict neuronal properties of biological sensory systems. Finally, information from different sensory modalities has to be integrated so as to gain a unified perception of reality for further processing, e.g., for distinct motor commands. We briefly discuss concepts of multimodal interaction and how a multimodal space can evolve by alignment of monosensory maps.

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.

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.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

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

Sousedík, Bedřich, E-mail: sousedik@umbc.edu; Elman, Howard C., E-mail: elman@cs.umd.edu

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Fast and Efficient Stochastic Optimization for Analytic Continuation

DOE PAGES

Bao, Feng; Zhang, Guannan; Webster, Clayton G; ...

2016-09-28

In this analytic continuation of imaginary-time quantum Monte Carlo data to extract real-frequency spectra remains a key problem in connecting theory with experiment. Here we present a fast and efficient stochastic optimization method (FESOM) as a more accessible variant of the stochastic optimization method introduced by Mishchenko et al. [Phys. Rev. B 62, 6317 (2000)], and we benchmark the resulting spectra with those obtained by the standard maximum entropy method for three representative test cases, including data taken from studies of the two-dimensional Hubbard model. Genearally, we find that our FESOM approach yields spectra similar to the maximum entropy results.more » In particular, while the maximum entropy method yields superior results when the quality of the data is strong, we find that FESOM is able to resolve fine structure with more detail when the quality of the data is poor. In addition, because of its stochastic nature, the method provides detailed information on the frequency-dependent uncertainty of the resulting spectra, while the maximum entropy method does so only for the spectral weight integrated over a finite frequency region. Therefore, we believe that this variant of the stochastic optimization approach provides a viable alternative to the routinely used maximum entropy method, especially for data of poor quality.« less

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.

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.

A MULTISCALE FRAMEWORK FOR THE STOCHASTIC ASSIMILATION AND MODELING OF UNCERTAINTY ASSOCIATED NCF COMPOSITE MATERIALS

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

Mehrez, Loujaine; Ghanem, Roger; McAuliffe, Colin

multiscale framework to construct stochastic macroscopic constitutive material models is proposed. A spectral projection approach, specifically polynomial chaos expansion, has been used to construct explicit functional relationships between the homogenized properties and input parameters from finer scales. A homogenization engine embedded in Multiscale Designer, software for composite materials, has been used for the upscaling process. The framework is demonstrated using non-crimp fabric composite materials by constructing probabilistic models of the homogenized properties of a non-crimp fabric laminate in terms of the input parameters together with the homogenized properties from finer scales.

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)

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.

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.

A coupled stochastic inverse-management framework for dealing with nonpoint agriculture pollution under groundwater parameter uncertainty

NASA Astrophysics Data System (ADS)

Llopis-Albert, Carlos; Palacios-Marqués, Daniel; Merigó, José M.

2014-04-01

In this paper a methodology for the stochastic management of groundwater quality problems is presented, which can be used to provide agricultural advisory services. A stochastic algorithm to solve the coupled flow and mass transport inverse problem is combined with a stochastic management approach to develop methods for integrating uncertainty; thus obtaining more reliable policies on groundwater nitrate pollution control from agriculture. The stochastic inverse model allows identifying non-Gaussian parameters and reducing uncertainty in heterogeneous aquifers by constraining stochastic simulations to data. The management model determines the spatial and temporal distribution of fertilizer application rates that maximizes net benefits in agriculture constrained by quality requirements in groundwater at various control sites. The quality constraints can be taken, for instance, by those given by water laws such as the EU Water Framework Directive (WFD). Furthermore, the methodology allows providing the trade-off between higher economic returns and reliability in meeting the environmental standards. Therefore, this new technology can help stakeholders in the decision-making process under an uncertainty environment. The methodology has been successfully applied to a 2D synthetic aquifer, where an uncertainty assessment has been carried out by means of Monte Carlo simulation techniques.

Energy Storage Applications in Power Systems with Renewable Energy Generation

NASA Astrophysics Data System (ADS)

Ghofrani, Mahmoud

In this dissertation, we propose new operational and planning methodologies for power systems with renewable energy sources. A probabilistic optimal power flow (POPF) is developed to model wind power variations and evaluate the power system operation with intermittent renewable energy generation. The methodology is used to calculate the operating and ramping reserves that are required to compensate for power system uncertainties. Distributed wind generation is introduced as an operational scheme to take advantage of the spatial diversity of renewable energy resources and reduce wind power fluctuations using low or uncorrelated wind farms. The POPF is demonstrated using the IEEE 24-bus system where the proposed operational scheme reduces the operating and ramping reserve requirements and operation and congestion cost of the system as compared to operational practices available in the literature. A stochastic operational-planning framework is also proposed to adequately size, optimally place and schedule storage units within power systems with high wind penetrations. The method is used for different applications of energy storage systems for renewable energy integration. These applications include market-based opportunities such as renewable energy time-shift, renewable capacity firming, and transmission and distribution upgrade deferral in the form of revenue or reduced cost and storage-related societal benefits such as integration of more renewables, reduced emissions and improved utilization of grid assets. A power-pool model which incorporates the one-sided auction market into POPF is developed. The model considers storage units as market participants submitting hourly price bids in the form of marginal costs. This provides an accurate market-clearing process as compared to the 'price-taker' analysis available in the literature where the effects of large-scale storage units on the market-clearing prices are neglected. Different case studies are provided to demonstrate our operational-planning framework and economic justification for different storage applications. A new reliability model is proposed for security and adequacy assessment of power networks containing renewable resources and energy storage systems. The proposed model is used in combination with the operational-planning framework to enhance the reliability and operability of wind integration. The proposed framework optimally utilizes the storage capacity for reliability applications of wind integration. This is essential for justification of storage deployment within regulated utilities where the absence of market opportunities limits the economic advantage of storage technologies over gas-fired generators. A control strategy is also proposed to achieve the maximum reliability using energy storage systems. A cost-benefit analysis compares storage technologies and conventional alternatives to reliably and efficiently integrate different wind penetrations and determines the most economical design. Our simulation results demonstrate the necessity of optimal storage placement for different wind applications. This dissertation also proposes a new stochastic framework to optimally charge and discharge electric vehicles (EVs) to mitigate the effects of wind power uncertainties. Vehicle-to-grid (V2G) service for hedging against wind power imbalances is introduced as a novel application for EVs. This application enhances the predictability of wind power and reduces the power imbalances between the scheduled output and actual power. An Auto Regressive Moving Average (ARMA) wind speed model is developed to forecast the wind power output. Driving patterns of EVs are stochastically modeled and the EVs are clustered in the fleets of similar daily driving patterns. Monte Carlo Simulation (MCS) simulates the system behavior by generating samples of system states using the wind ARMA model and EVs driving patterns. A Genetic Algorithm (GA) is used in combination with MCS to optimally coordinate the EV fleets for their V2G services and minimize the penalty cost associated with wind power imbalances. The economic characteristics of automotive battery technologies and costs of V2G service are incorporated into a cost-benefit analysis which evaluates the economic justification of the proposed V2G application. Simulation results demonstrate that the developed algorithm enhances wind power utilization and reduces the penalty cost for wind power under-/over-production. This offers potential revenues for the wind producer. Our cost-benefit analysis also demonstrates that the proposed algorithm will provide the EV owners with economic incentives to participate in V2G services. The proposed smart scheduling strategy develops a sustainable integrated electricity and transportation infrastructure.

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.

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

PubMed

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

Fractional noise destroys or induces a stochastic bifurcation

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

Yang, Qigui, E-mail: qgyang@scut.edu.cn; Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640

2013-12-15

Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

Time-ordered product expansions for computational stochastic system biology.

PubMed

Mjolsness, Eric

2013-06-01

The time-ordered product framework of quantum field theory can also be used to understand salient phenomena in stochastic biochemical networks. It is used here to derive Gillespie's stochastic simulation algorithm (SSA) for chemical reaction networks; consequently, the SSA can be interpreted in terms of Feynman diagrams. It is also used here to derive other, more general simulation and parameter-learning algorithms including simulation algorithms for networks of stochastic reaction-like processes operating on parameterized objects, and also hybrid stochastic reaction/differential equation models in which systems of ordinary differential equations evolve the parameters of objects that can also undergo stochastic reactions. Thus, the time-ordered product expansion can be used systematically to derive simulation and parameter-fitting algorithms for stochastic systems.

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.

Noise in Neuronal and Electronic Circuits: A General Modeling Framework and Non-Monte Carlo Simulation Techniques.

PubMed

Kilinc, Deniz; Demir, Alper

2017-08-01

The brain is extremely energy efficient and remarkably robust in what it does despite the considerable variability and noise caused by the stochastic mechanisms in neurons and synapses. Computational modeling is a powerful tool that can help us gain insight into this important aspect of brain mechanism. A deep understanding and computational design tools can help develop robust neuromorphic electronic circuits and hybrid neuroelectronic systems. In this paper, we present a general modeling framework for biological neuronal circuits that systematically captures the nonstationary stochastic behavior of ion channels and synaptic processes. In this framework, fine-grained, discrete-state, continuous-time Markov chain models of both ion channels and synaptic processes are treated in a unified manner. Our modeling framework features a mechanism for the automatic generation of the corresponding coarse-grained, continuous-state, continuous-time stochastic differential equation models for neuronal variability and noise. Furthermore, we repurpose non-Monte Carlo noise analysis techniques, which were previously developed for analog electronic circuits, for the stochastic characterization of neuronal circuits both in time and frequency domain. We verify that the fast non-Monte Carlo analysis methods produce results with the same accuracy as computationally expensive Monte Carlo simulations. We have implemented the proposed techniques in a prototype simulator, where both biological neuronal and analog electronic circuits can be simulated together in a coupled manner.

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.

A multi-sensor RSS spatial sensing-based robust stochastic optimization algorithm for enhanced wireless tethering.

PubMed

Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel

2014-12-12

The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the "server-relay-client" framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions.

A Multi-Sensor RSS Spatial Sensing-Based Robust Stochastic Optimization Algorithm for Enhanced Wireless Tethering

PubMed Central

Parasuraman, Ramviyas; Fabry, Thomas; Molinari, Luca; Kershaw, Keith; Di Castro, Mario; Masi, Alessandro; Ferre, Manuel

2014-01-01

The reliability of wireless communication in a network of mobile wireless robot nodes depends on the received radio signal strength (RSS). When the robot nodes are deployed in hostile environments with ionizing radiations (such as in some scientific facilities), there is a possibility that some electronic components may fail randomly (due to radiation effects), which causes problems in wireless connectivity. The objective of this paper is to maximize robot mission capabilities by maximizing the wireless network capacity and to reduce the risk of communication failure. Thus, in this paper, we consider a multi-node wireless tethering structure called the “server-relay-client” framework that uses (multiple) relay nodes in between a server and a client node. We propose a robust stochastic optimization (RSO) algorithm using a multi-sensor-based RSS sampling method at the relay nodes to efficiently improve and balance the RSS between the source and client nodes to improve the network capacity and to provide redundant networking abilities. We use pre-processing techniques, such as exponential moving averaging and spatial averaging filters on the RSS data for smoothing. We apply a receiver spatial diversity concept and employ a position controller on the relay node using a stochastic gradient ascent method for self-positioning the relay node to achieve the RSS balancing task. The effectiveness of the proposed solution is validated by extensive simulations and field experiments in CERN facilities. For the field trials, we used a youBot mobile robot platform as the relay node, and two stand-alone Raspberry Pi computers as the client and server nodes. The algorithm has been proven to be robust to noise in the radio signals and to work effectively even under non-line-of-sight conditions. PMID:25615734

Sequential state estimation of nonlinear/non-Gaussian systems with stochastic input for turbine degradation estimation

NASA Astrophysics Data System (ADS)

Hanachi, Houman; Liu, Jie; Banerjee, Avisekh; Chen, Ying

2016-05-01

Health state estimation of inaccessible components in complex systems necessitates effective state estimation techniques using the observable variables of the system. The task becomes much complicated when the system is nonlinear/non-Gaussian and it receives stochastic input. In this work, a novel sequential state estimation framework is developed based on particle filtering (PF) scheme for state estimation of general class of nonlinear dynamical systems with stochastic input. Performance of the developed framework is then validated with simulation on a Bivariate Non-stationary Growth Model (BNGM) as a benchmark. In the next step, three-year operating data of an industrial gas turbine engine (GTE) are utilized to verify the effectiveness of the developed framework. A comprehensive thermodynamic model for the GTE is therefore developed to formulate the relation of the observable parameters and the dominant degradation symptoms of the turbine, namely, loss of isentropic efficiency and increase of the mass flow. The results confirm the effectiveness of the developed framework for simultaneous estimation of multiple degradation symptoms in complex systems with noisy measured inputs.

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.

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.

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

Balancing Exploration, Uncertainty Representation and Computational Time in Many-Objective Reservoir Policy Optimization

NASA Astrophysics Data System (ADS)

Zatarain-Salazar, J.; Reed, P. M.; Quinn, J.; Giuliani, M.; Castelletti, A.

2016-12-01

As we confront the challenges of managing river basin systems with a large number of reservoirs and increasingly uncertain tradeoffs impacting their operations (due to, e.g. climate change, changing energy markets, population pressures, ecosystem services, etc.), evolutionary many-objective direct policy search (EMODPS) solution strategies will need to address the computational demands associated with simulating more uncertainties and therefore optimizing over increasingly noisy objective evaluations. Diagnostic assessments of state-of-the-art many-objective evolutionary algorithms (MOEAs) to support EMODPS have highlighted that search time (or number of function evaluations) and auto-adaptive search are key features for successful optimization. Furthermore, auto-adaptive MOEA search operators are themselves sensitive to having a sufficient number of function evaluations to learn successful strategies for exploring complex spaces and for escaping from local optima when stagnation is detected. Fortunately, recent parallel developments allow coordinated runs that enhance auto-adaptive algorithmic learning and can handle scalable and reliable search with limited wall-clock time, but at the expense of the total number of function evaluations. In this study, we analyze this tradeoff between parallel coordination and depth of search using different parallelization schemes of the Multi-Master Borg on a many-objective stochastic control problem. We also consider the tradeoff between better representing uncertainty in the stochastic optimization, and simplifying this representation to shorten the function evaluation time and allow for greater search. Our analysis focuses on the Lower Susquehanna River Basin (LSRB) system where multiple competing objectives for hydropower production, urban water supply, recreation and environmental flows need to be balanced. Our results provide guidance for balancing exploration, uncertainty, and computational demands when using the EMODPS framework to discover key tradeoffs within the LSRB system.

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.

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.

On the Probabilistic Deployment of Smart Grid Networks in TV White Space.

PubMed

Cacciapuoti, Angela Sara; Caleffi, Marcello; Paura, Luigi

2016-05-10

To accommodate the rapidly increasing demand for wireless broadband communications in Smart Grid (SG) networks, research efforts are currently ongoing to enable the SG networks to utilize the TV spectrum according to the Cognitive Radio paradigm. To this aim, in this letter, we develop an analytical framework for the optimal deployment of multiple closely-located SG Neighborhood Area Networks (NANs) concurrently using the same TV spectrum. The objective is to derive the optimal values for both the number of NANs and their coverage. More specifically, regarding the number of NANs, we derive the optimal closed-form expression, i.e., the closed-form expression that assures the deployment of the maximum number of NANs in the considered region satisfying a given collision constraint on the transmissions of the NANs. Regarding the NAN coverage, we derive the optimal closed-form expression, i.e., the closed-form expression of the NAN transmission range that assures the maximum coverage of each NAN in the considered region satisfying the given collision constraint. All the theoretical results are derived by adopting a stochastic approach. Finally, numerical results validate the theoretical analysis.

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

Baker, Kyri; Toomey, Bridget

Evolving power systems with increasing levels of stochasticity call for a need to solve optimal power flow problems with large quantities of random variables. Weather forecasts, electricity prices, and shifting load patterns introduce higher levels of uncertainty and can yield optimization problems that are difficult to solve in an efficient manner. Solution methods for single chance constraints in optimal power flow problems have been considered in the literature, ensuring single constraints are satisfied with a prescribed probability; however, joint chance constraints, ensuring multiple constraints are simultaneously satisfied, have predominantly been solved via scenario-based approaches or by utilizing Boole's inequality asmore » an upper bound. In this paper, joint chance constraints are used to solve an AC optimal power flow problem while preventing overvoltages in distribution grids under high penetrations of photovoltaic systems. A tighter version of Boole's inequality is derived and used to provide a new upper bound on the joint chance constraint, and simulation results are shown demonstrating the benefit of the proposed upper bound. The new framework allows for a less conservative and more computationally efficient solution to considering joint chance constraints, specifically regarding preventing overvoltages.« less

Optimizing spectral CT parameters for material classification tasks

NASA Astrophysics Data System (ADS)

Rigie, D. S.; La Rivière, P. J.

2016-06-01

In this work, we propose a framework for optimizing spectral CT imaging parameters and hardware design with regard to material classification tasks. Compared with conventional CT, many more parameters must be considered when designing spectral CT systems and protocols. These choices will impact material classification performance in a non-obvious, task-dependent way with direct implications for radiation dose reduction. In light of this, we adapt Hotelling Observer formalisms typically applied to signal detection tasks to the spectral CT, material-classification problem. The result is a rapidly computable metric that makes it possible to sweep out many system configurations, generating parameter optimization curves (POC’s) that can be used to select optimal settings. The proposed model avoids restrictive assumptions about the basis-material decomposition (e.g. linearity) and incorporates signal uncertainty with a stochastic object model. This technique is demonstrated on dual-kVp and photon-counting systems for two different, clinically motivated material classification tasks (kidney stone classification and plaque removal). We show that the POC’s predicted with the proposed analytic model agree well with those derived from computationally intensive numerical simulation studies.

Optimizing Spectral CT Parameters for Material Classification Tasks

PubMed Central

Rigie, D. S.; La Rivière, P. J.

2017-01-01

In this work, we propose a framework for optimizing spectral CT imaging parameters and hardware design with regard to material classification tasks. Compared with conventional CT, many more parameters must be considered when designing spectral CT systems and protocols. These choices will impact material classification performance in a non-obvious, task-dependent way with direct implications for radiation dose reduction. In light of this, we adapt Hotelling Observer formalisms typically applied to signal detection tasks to the spectral CT, material-classification problem. The result is a rapidly computable metric that makes it possible to sweep out many system configurations, generating parameter optimization curves (POC’s) that can be used to select optimal settings. The proposed model avoids restrictive assumptions about the basis-material decomposition (e.g. linearity) and incorporates signal uncertainty with a stochastic object model. This technique is demonstrated on dual-kVp and photon-counting systems for two different, clinically motivated material classification tasks (kidney stone classification and plaque removal). We show that the POC’s predicted with the proposed analytic model agree well with those derived from computationally intensive numerical simulation studies. PMID:27227430

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.

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.

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.

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.

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.

Simulation of lithium ion battery replacement in a battery pack for application in electric vehicles

NASA Astrophysics Data System (ADS)

Mathew, M.; Kong, Q. H.; McGrory, J.; Fowler, M.

2017-05-01

The design and optimization of the battery pack in an electric vehicle (EV) is essential for continued integration of EVs into the global market. Reconfigurable battery packs are of significant interest lately as they allow for damaged cells to be removed from the circuit, limiting their impact on the entire pack. This paper provides a simulation framework that models a battery pack and examines the effect of replacing damaged cells with new ones. The cells within the battery pack vary stochastically and the performance of the entire pack is evaluated under different conditions. The results show that by changing out cells in the battery pack, the state of health of the pack can be consistently maintained above a certain threshold value selected by the user. In situations where the cells are checked for replacement at discrete intervals, referred to as maintenance event intervals, it is found that the length of the interval is dependent on the mean time to failure of the individual cells. The simulation framework as well as the results from this paper can be utilized to better optimize lithium ion battery pack design in EVs and make long term deployment of EVs more economically feasible.

Analytically exploiting noise correlations inside the feedback loop to improve locked-oscillator performance.

PubMed

Sastrawan, J; Jones, C; Akhalwaya, I; Uys, H; Biercuk, M J

2016-08-01

We introduce concepts from optimal estimation to the stabilization of precision frequency standards limited by noisy local oscillators. We develop a theoretical framework casting various measures for frequency standard variance in terms of frequency-domain transfer functions, capturing the effects of feedback stabilization via a time series of Ramsey measurements. Using this framework, we introduce an optimized hybrid predictive feedforward measurement protocol that employs results from multiple past measurements and transfer-function-based calculations of measurement covariance to improve the accuracy of corrections within the feedback loop. In the presence of common non-Markovian noise processes these measurements will be correlated in a calculable manner, providing a means to capture the stochastic evolution of the local oscillator frequency during the measurement cycle. We present analytic calculations and numerical simulations of oscillator performance under competing feedback schemes and demonstrate benefits in both correction accuracy and long-term oscillator stability using hybrid feedforward. Simulations verify that in the presence of uncompensated dead time and noise with significant spectral weight near the inverse cycle time predictive feedforward outperforms traditional feedback, providing a path towards developing a class of stabilization software routines for frequency standards limited by noisy local oscillators.

The diffusive finite state projection algorithm for efficient simulation of the stochastic reaction-diffusion master equation.

PubMed

Drawert, Brian; Lawson, Michael J; Petzold, Linda; Khammash, Mustafa

2010-02-21

We have developed a computational framework for accurate and efficient simulation of stochastic spatially inhomogeneous biochemical systems. The new computational method employs a fractional step hybrid strategy. A novel formulation of the finite state projection (FSP) method, called the diffusive FSP method, is introduced for the efficient and accurate simulation of diffusive transport. Reactions are handled by the stochastic simulation algorithm.

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance

DTIC Science & Technology

2003-07-21

Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance Vincent A. Cicirello CMU-RI-TR-03-27 Submitted in partial fulfillment...AND SUBTITLE Boosting Stochastic Problem Solvers Through Online Self-Analysis of Performance 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM...lead to the development of a search control framework, called QD-BEACON that uses online -generated statistical models of search performance to

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

The Witness-Voting System

NASA Astrophysics Data System (ADS)

Gerck, Ed

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

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

NASA Astrophysics Data System (ADS)

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

2014-02-01

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

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.

Status on the Development of a Modeling and Simulation Framework for the Economic Assessment of Nuclear Hybrid Energy

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

Epiney, Aaron Simon; Chen, Jun; Rabiti, Cristian

Continued effort to design and build a modeling and simulation framework to assess the economic viability of Nuclear Hybrid Energy Systems (NHES) was undertaken in fiscal year (FY) 2016. The purpose of this report is to document the various tasks associated with the development of such a framework and to provide a status of their progress. Several tasks have been accomplished. First, a synthetic time history generator has been developed in RAVEN, which consists of Fourier series and autoregressive moving average model. The former is used to capture the seasonal trend in historical data, while the latter is to characterizemore » the autocorrelation in residue time series (e.g., measurements with seasonal trends subtracted). As demonstration, both synthetic wind speed and grid demand are generated, showing matching statistics with database. In order to build a design and operations optimizer in RAVEN, a new type of sampler has been developed with highly object-oriented design. In particular, simultaneous perturbation stochastic approximation algorithm is implemented. The optimizer is capable to drive the model to optimize a scalar objective function without constraint in the input space, while the constraints handling is a work in progress and will be implemented to improve the optimization capability. Furthermore, a simplified cash flow model of the performance of an NHES in the electric market has been developed in Python and used as external model in RAVEN to confirm expectations on the analysis capability of RAVEN to provide insight into system economics and to test the capability of RAVEN to identify limit surfaces. Finally, an example calculation is performed that shows the integration and proper data passing in RAVEN of the synthetic time history generator, the cash flow model and the optimizer. It has been shown that the developed Python models external to RAVEN are able to communicate with RAVEN and each other through the newly developed RAVEN capability called “EnsembleModel”.« less

SDE decomposition and A-type stochastic interpretation in nonequilibrium processes

NASA Astrophysics Data System (ADS)

Yuan, Ruoshi; Tang, Ying; Ao, Ping

2017-12-01

An innovative theoretical framework for stochastic dynamics based on the decomposition of a stochastic differential equation (SDE) into a dissipative component, a detailed-balance-breaking component, and a dual-role potential landscape has been developed, which has fruitful applications in physics, engineering, chemistry, and biology. It introduces the A-type stochastic interpretation of the SDE beyond the traditional Ito or Stratonovich interpretation or even the α-type interpretation for multidimensional systems. The potential landscape serves as a Hamiltonian-like function in nonequilibrium processes without detailed balance, which extends this important concept from equilibrium statistical physics to the nonequilibrium region. A question on the uniqueness of the SDE decomposition was recently raised. Our review of both the mathematical and physical aspects shows that uniqueness is guaranteed. The demonstration leads to a better understanding of the robustness of the novel framework. In addition, we discuss related issues including the limitations of an approach to obtaining the potential function from a steady-state distribution.

Statistical Mechanics of the Delayed Reward-Based Learning with Node Perturbation

NASA Astrophysics Data System (ADS)

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

2010-06-01

In reward-based learning, reward is typically given with some delay after a behavior that causes the reward. In machine learning literature, the framework of the eligibility trace has been used as one of the solutions to handle the delayed reward in reinforcement learning. In recent studies, the eligibility trace is implied to be important for difficult neuroscience problem known as the “distal reward problem”. Node perturbation is one of the stochastic gradient methods from among many kinds of reinforcement learning implementations, and it searches the approximate gradient by introducing perturbation to a network. Since the stochastic gradient method does not require a objective function differential, it is expected to be able to account for the learning mechanism of a complex system, like a brain. We study the node perturbation with the eligibility trace as a specific example of delayed reward-based learning, and analyzed it using a statistical mechanics approach. As a result, we show the optimal time constant of the eligibility trace respect to the reward delay and the existence of unlearnable parameter configurations.

A Stochastic Water Balance Framework for Lowland Watersheds

NASA Astrophysics Data System (ADS)

Thompson, Sally; MacVean, Lissa; Sivapalan, Murugesu

2017-11-01

The water balance dynamics in lowland watersheds are influenced not only by local hydroclimatic controls on energy and water availability, but also by imports of water from the upstream watershed. These imports result in a stochastic extent of inundation in lowland watersheds that is determined by the local flood regime, watershed topography, and the rate of loss processes such as drainage and evaporation. Thus, lowland watershed water balances depend on two stochastic processes—rainfall and local inundation dynamics. Lowlands are high productivity environments that are disproportionately associated with urbanization, high productivity agriculture, biodiversity, and flood risk. Consequently, they are being rapidly altered by human development—generally with clear economic and social motivation—but also with significant trade-offs in ecosystem services provision, directly related to changes in the components and variability of the lowland water balance. We present a stochastic framework to assess the lowland water balance and its sensitivity to two common human interventions—replacement of native vegetation with alternative land uses, and construction of local flood protection levees. By providing analytical solutions for the mean and PDF of the water balance components, the proposed framework provides a mechanism to connect human interventions to hydrologic outcomes, and, in conjunction with ecosystem service production estimates, to evaluate trade-offs associated with lowland watershed development.

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.

On the pth moment estimates of solutions to stochastic functional differential equations in the G-framework.

PubMed

Faizullah, Faiz

2016-01-01

The aim of the current paper is to present the path-wise and moment estimates for solutions to stochastic functional differential equations with non-linear growth condition in the framework of G-expectation and G-Brownian motion. Under the nonlinear growth condition, the pth moment estimates for solutions to SFDEs driven by G-Brownian motion are proved. The properties of G-expectations, Hölder's inequality, Bihari's inequality, Gronwall's inequality and Burkholder-Davis-Gundy inequalities are used to develop the above mentioned theory. In addition, the path-wise asymptotic estimates and continuity of pth moment for the solutions to SFDEs in the G-framework, with non-linear growth condition are shown.

An efficient framework for optimization and parameter sensitivity analysis in arterial growth and remodeling computations

PubMed Central

Sankaran, Sethuraman; Humphrey, Jay D.; Marsden, Alison L.

2013-01-01

Computational models for vascular growth and remodeling (G&R) are used to predict the long-term response of vessels to changes in pressure, flow, and other mechanical loading conditions. Accurate predictions of these responses are essential for understanding numerous disease processes. Such models require reliable inputs of numerous parameters, including material properties and growth rates, which are often experimentally derived, and inherently uncertain. While earlier methods have used a brute force approach, systematic uncertainty quantification in G&R models promises to provide much better information. In this work, we introduce an efficient framework for uncertainty quantification and optimal parameter selection, and illustrate it via several examples. First, an adaptive sparse grid stochastic collocation scheme is implemented in an established G&R solver to quantify parameter sensitivities, and near-linear scaling with the number of parameters is demonstrated. This non-intrusive and parallelizable algorithm is compared with standard sampling algorithms such as Monte-Carlo. Second, we determine optimal arterial wall material properties by applying robust optimization. We couple the G&R simulator with an adaptive sparse grid collocation approach and a derivative-free optimization algorithm. We show that an artery can achieve optimal homeostatic conditions over a range of alterations in pressure and flow; robustness of the solution is enforced by including uncertainty in loading conditions in the objective function. We then show that homeostatic intramural and wall shear stress is maintained for a wide range of material properties, though the time it takes to achieve this state varies. We also show that the intramural stress is robust and lies within 5% of its mean value for realistic variability of the material parameters. We observe that prestretch of elastin and collagen are most critical to maintaining homeostasis, while values of the material properties are most critical in determining response time. Finally, we outline several challenges to the G&R community for future work. We suggest that these tools provide the first systematic and efficient framework to quantify uncertainties and optimally identify G&R model parameters. PMID:23626380

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.

Risk-aware multi-armed bandit problem with application to portfolio selection

PubMed Central

Huo, Xiaoguang

2017-01-01

Sequential portfolio selection has attracted increasing interest in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential decision-making under uncertainty, namely the exploration versus exploitation dilemma, and therefore provides a natural connection to portfolio selection. In this paper, we incorporate risk awareness into the classic multi-armed bandit setting and introduce an algorithm to construct portfolio. Through filtering assets based on the topological structure of the financial market and combining the optimal multi-armed bandit policy with the minimization of a coherent risk measure, we achieve a balance between risk and return. PMID:29291122

Risk-aware multi-armed bandit problem with application to portfolio selection.

PubMed

Huo, Xiaoguang; Fu, Feng

2017-11-01

Sequential portfolio selection has attracted increasing interest in the machine learning and quantitative finance communities in recent years. As a mathematical framework for reinforcement learning policies, the stochastic multi-armed bandit problem addresses the primary difficulty in sequential decision-making under uncertainty, namely the exploration versus exploitation dilemma, and therefore provides a natural connection to portfolio selection. In this paper, we incorporate risk awareness into the classic multi-armed bandit setting and introduce an algorithm to construct portfolio. Through filtering assets based on the topological structure of the financial market and combining the optimal multi-armed bandit policy with the minimization of a coherent risk measure, we achieve a balance between risk and return.

Statement Verification: A Stochastic Model of Judgment and Response.

ERIC Educational Resources Information Center

Wallsten, Thomas S.; Gonzalez-Vallejo, Claudia

1994-01-01

A stochastic judgment model (SJM) is presented as a framework for addressing issues in statement verification and probability judgment. Results of 5 experiments with 264 undergraduates support the validity of the model and provide new information that is interpreted in terms of the SJM. (SLD)

Debates - Stochastic subsurface hydrology from theory to practice: Introduction

NASA Astrophysics Data System (ADS)

Rajaram, Harihar

2016-12-01

This paper introduces the papers in the "Debates - Stochastic Subsurface Hydrology from Theory to Practice" series. Beginning in the 1970s, the field of stochastic subsurface hydrology has been an active field of research, with over 3500 journal publications, of which over 850 have appeared in Water Resources Research. We are fortunate to have insightful contributions from four groups of distinguished authors who discuss the reasons why the advanced research framework established in stochastic subsurface hydrology has not impacted the practice of groundwater flow and transport modeling and design significantly. There is reasonable consensus that a community effort aimed at developing "toolboxes" for applications of stochastic methods will make them more accessible and encourage practical applications.

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.

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.

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.

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.

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.)

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.

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.

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

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.

Stochastic foundations of undulatory transport phenomena: generalized Poisson-Kac processes—part III extensions and applications to kinetic theory and transport

NASA Astrophysics Data System (ADS)

Giona, Massimiliano; Brasiello, Antonio; Crescitelli, Silvestro

2017-08-01

This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the stochastic velocity, transition rates) of the stochastic perturbation on the state variable, similarly to the case of nonlinear Langevin equations, and (ii) as the dependence of the stochastic microdynamic equations of motion on the statistical description of the process itself (nonlinear Fokker-Planck-Kac models). Several numerical and physical examples illustrate the theory. Gathering nonlinearity and a continuum of states, GPK theory provides a stochastic derivation of the nonlinear Boltzmann equation, furnishing a positive answer to the Kac’s program in kinetic theory. The transition from stochastic microdynamics to transport theory within the framework of the GPK paradigm is also addressed.

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.

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.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

DOE PAGES

Hagos, Samson; Feng, Zhe; Plant, Robert S.; ...

2018-02-20

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

NASA Astrophysics Data System (ADS)

Hagos, Samson; Feng, Zhe; Plant, Robert S.; Houze, Robert A.; Xiao, Heng

2018-02-01

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii) the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. In addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

Hagos, Samson; Feng, Zhe; Plant, Robert S.

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The framework follows the nonequilibrium statistical mechanical approach to constructing a master equation for representing the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics of convective cells: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and the cloud-base mass flux is a nonlinear function of convective cell area, the mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated cloud-base mass flux variability under diurnally varying forcing. Finally, in addition to its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to serve as a nonequilibrium closure formulations for spectral mass flux parameterizations.« less

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less

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

DG-IMEX Stochastic Galerkin Schemes for Linear Transport Equation with Random Inputs and Diffusive Scalings

DOE PAGES

Chen, Zheng; Liu, Liu; Mu, Lin

2017-05-03

In this paper, we consider the linear transport equation under diffusive scaling and with random inputs. The method is based on the generalized polynomial chaos approach in the stochastic Galerkin framework. Several theoretical aspects will be addressed. Additionally, a uniform numerical stability with respect to the Knudsen number ϵ, and a uniform in ϵ error estimate is given. For temporal and spatial discretizations, we apply the implicit–explicit scheme under the micro–macro decomposition framework and the discontinuous Galerkin method, as proposed in Jang et al. (SIAM J Numer Anal 52:2048–2072, 2014) for deterministic problem. Lastly, we provide a rigorous proof ofmore » the stochastic asymptotic-preserving (sAP) property. Extensive numerical experiments that validate the accuracy and sAP of the method are conducted.« 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.

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.

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

Bayesian assessment of the expected data impact on prediction confidence in optimal sampling design

NASA Astrophysics Data System (ADS)

Leube, P. C.; Geiges, A.; Nowak, W.

2012-02-01

Incorporating hydro(geo)logical data, such as head and tracer data, into stochastic models of (subsurface) flow and transport helps to reduce prediction uncertainty. Because of financial limitations for investigation campaigns, information needs toward modeling or prediction goals should be satisfied efficiently and rationally. Optimal design techniques find the best one among a set of investigation strategies. They optimize the expected impact of data on prediction confidence or related objectives prior to data collection. We introduce a new optimal design method, called PreDIA(gnosis) (Preposterior Data Impact Assessor). PreDIA derives the relevant probability distributions and measures of data utility within a fully Bayesian, generalized, flexible, and accurate framework. It extends the bootstrap filter (BF) and related frameworks to optimal design by marginalizing utility measures over the yet unknown data values. PreDIA is a strictly formal information-processing scheme free of linearizations. It works with arbitrary simulation tools, provides full flexibility concerning measurement types (linear, nonlinear, direct, indirect), allows for any desired task-driven formulations, and can account for various sources of uncertainty (e.g., heterogeneity, geostatistical assumptions, boundary conditions, measurement values, model structure uncertainty, a large class of model errors) via Bayesian geostatistics and model averaging. Existing methods fail to simultaneously provide these crucial advantages, which our method buys at relatively higher-computational costs. We demonstrate the applicability and advantages of PreDIA over conventional linearized methods in a synthetic example of subsurface transport. In the example, we show that informative data is often invisible for linearized methods that confuse zero correlation with statistical independence. Hence, PreDIA will often lead to substantially better sampling designs. Finally, we extend our example to specifically highlight the consideration of conceptual model uncertainty.

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.

Path optimization with limited sensing ability

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

Kang, Sung Ha, E-mail: kang@math.gatech.edu; Kim, Seong Jun, E-mail: skim396@math.gatech.edu; Zhou, Haomin, E-mail: hmzhou@math.gatech.edu

2015-10-15

We propose a computational strategy to find the optimal path for a mobile sensor with limited coverage to traverse a cluttered region. The goal is to find one of the shortest feasible paths to achieve the complete scan of the environment. We pose the problem in the level set framework, and first consider a related question of placing multiple stationary sensors to obtain the full surveillance of the environment. By connecting the stationary locations using the nearest neighbor strategy, we form the initial guess for the path planning problem of the mobile sensor. Then the path is optimized by reducingmore » its length, via solving a system of ordinary differential equations (ODEs), while maintaining the complete scan of the environment. Furthermore, we use intermittent diffusion, which converts the ODEs into stochastic differential equations (SDEs), to find an optimal path whose length is globally minimal. To improve the computation efficiency, we introduce two techniques, one to remove redundant connecting points to reduce the dimension of the system, and the other to deal with the entangled path so the solution can escape the local traps. Numerical examples are shown to illustrate the effectiveness of the proposed method.« less

Stochastic thermodynamics

NASA Astrophysics Data System (ADS)

Eichhorn, Ralf; Aurell, Erik

2014-04-01

'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response theory for small deviations from equilibrium, in which a general framework is constructed from the analysis of non-equilibrium states close to equilibrium. In a next step, Prigogine and others developed linear irreversible thermodynamics, which establishes relations between transport coefficients and entropy production on a phenomenological level in terms of thermodynamic forces and fluxes. However, beyond the realm of linear response no general theoretical results were available for quite a long time. This situation has changed drastically over the last 20 years with the development of stochastic thermodynamics, revealing that the range of validity of thermodynamic statements can indeed be extended deep into the non-equilibrium regime. Early developments in that direction trace back to the observations of symmetry relations between the probabilities for entropy production and entropy annihilation in non-equilibrium steady states [5-8] (nowadays categorized in the class of so-called detailed fluctuation theorems), and the derivations of the Bochkov-Kuzovlev [9, 10] and Jarzynski relations [11] (which are now classified as so-called integral fluctuation theorems). Apart from its fundamental theoretical interest, the developments in stochastic thermodynamics have experienced an additional boost from the recent experimental progress in fabricating, manipulating, controlling and observing systems on the micro- and nano-scale. These advances are not only of formidable use for probing and monitoring biological processes on the cellular, sub-cellular and molecular level, but even include the realization of a microscopic thermodynamic heat engine [12] or the experimental verification of Landauer's principle in a colloidal system [13]. The scientific program Stochastic Thermodynamics held between 4 and 15 March 2013, and hosted by The Nordic Institute for Theoretical Physics (Nordita), was attended by more than 50 scientists from the Nordic countries and elsewhere, amongst them many leading experts in the field. During the program, the most recent developments, open questions and new ideas in stochastic thermodynamics were presented and discussed. From the talks and debates, the notion of information in stochastic thermodynamics, the fundamental properties of entropy production (rate) in non-equilibrium, the efficiency of small thermodynamic machines and the characteristics of optimal protocols for the applied (cyclic) forces were crystallizing as main themes. Surprisingly, the long-studied adiabatic piston, its peculiarities and its relation to stochastic thermodynamics were also the subject of intense discussions. The comment on the Nordita program Stochastic Thermodynamics published in this issue of Physica Scripta exploits the Jarzynski relation for determining free energy differences in the adiabatic piston. This scientific program and the contribution presented here were made possible by the financial and administrative support of The Nordic Institute for Theoretical Physics.

Compressing random microstructures via stochastic Wang tilings.

PubMed

Novák, Jan; Kučerová, Anna; Zeman, Jan

2012-10-01

This Rapid Communication presents a stochastic Wang tiling-based technique to compress or reconstruct disordered microstructures on the basis of given spatial statistics. Unlike the existing approaches based on a single unit cell, it utilizes a finite set of tiles assembled by a stochastic tiling algorithm, thereby allowing to accurately reproduce long-range orientation orders in a computationally efficient manner. Although the basic features of the method are demonstrated for a two-dimensional particulate suspension, the present framework is fully extensible to generic multidimensional media.

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.

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

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

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

DOE PAGES

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

2016-11-21

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

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

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

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

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

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.

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.

Determining Reduced Order Models for Optimal Stochastic Reduced Order Models

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

Bonney, Matthew S.; Brake, Matthew R.W.

2015-08-01

The use of parameterized reduced order models(PROMs) within the stochastic reduced order model (SROM) framework is a logical progression for both methods. In this report, five different parameterized reduced order models are selected and critiqued against the other models along with truth model for the example of the Brake-Reuss beam. The models are: a Taylor series using finite difference, a proper orthogonal decomposition of the the output, a Craig-Bampton representation of the model, a method that uses Hyper-Dual numbers to determine the sensitivities, and a Meta-Model method that uses the Hyper-Dual results and constructs a polynomial curve to better representmore » the output data. The methods are compared against a parameter sweep and a distribution propagation where the first four statistical moments are used as a comparison. Each method produces very accurate results with the Craig-Bampton reduction having the least accurate results. The models are also compared based on time requirements for the evaluation of each model where the Meta- Model requires the least amount of time for computation by a significant amount. Each of the five models provided accurate results in a reasonable time frame. The determination of which model to use is dependent on the availability of the high-fidelity model and how many evaluations can be performed. Analysis of the output distribution is examined by using a large Monte-Carlo simulation along with a reduced simulation using Latin Hypercube and the stochastic reduced order model sampling technique. Both techniques produced accurate results. The stochastic reduced order modeling technique produced less error when compared to an exhaustive sampling for the majority of methods.« less

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models.

PubMed

Butler, T; Graham, L; Estep, D; Dawson, C; Westerink, J J

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

NASA Astrophysics Data System (ADS)

Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

2015-04-01

The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

Stochastic filtering for damage identification through nonlinear structural finite element model updating

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Conte, Joel P.

2015-03-01

This paper describes a novel framework that combines advanced mechanics-based nonlinear (hysteretic) finite element (FE) models and stochastic filtering techniques to estimate unknown time-invariant parameters of nonlinear inelastic material models used in the FE model. Using input-output data recorded during earthquake events, the proposed framework updates the nonlinear FE model of the structure. The updated FE model can be directly used for damage identification and further used for damage prognosis. To update the unknown time-invariant parameters of the FE model, two alternative stochastic filtering methods are used: the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). A three-dimensional, 5-story, 2-by-1 bay reinforced concrete (RC) frame is used to verify the proposed framework. The RC frame is modeled using fiber-section displacement-based beam-column elements with distributed plasticity and is subjected to the ground motion recorded at the Sylmar station during the 1994 Northridge earthquake. The results indicate that the proposed framework accurately estimate the unknown material parameters of the nonlinear FE model. The UKF outperforms the EKF when the relative root-mean-square error of the recorded responses are compared. In addition, the results suggest that the convergence of the estimate of modeling parameters is smoother and faster when the UKF is utilized.

Stochastic simulation of ecohydrological interactions between vegetation and groundwater

NASA Astrophysics Data System (ADS)

Dwelle, M. C.; Ivanov, V. Y.; Sargsyan, K.

2017-12-01

The complex interactions between groundwater and vegetation in the Amazon rainforest may yield vital ecophysiological interactions in specific landscape niches such as buffering plant water stress during dry season or suppression of water uptake due to anoxic conditions. Representation of such processes is greatly impacted by both external and internal sources of uncertainty: inaccurate data and subjective choice of model representation. The models that can simulate these processes are complex and computationally expensive, and therefore make it difficult to address uncertainty using traditional methods. We use the ecohydrologic model tRIBS+VEGGIE and a novel uncertainty quantification framework applied to the ZF2 watershed near Manaus, Brazil. We showcase the capability of this framework for stochastic simulation of vegetation-hydrology dynamics. This framework is useful for simulation with internal and external stochasticity, but this work will focus on internal variability of groundwater depth distribution and model parameterizations. We demonstrate the capability of this framework to make inferences on uncertain states of groundwater depth from limited in situ data, and how the realizations of these inferences affect the ecohydrological interactions between groundwater dynamics and vegetation function. We place an emphasis on the probabilistic representation of quantities of interest and how this impacts the understanding and interpretation of the dynamics at the groundwater-vegetation interface.

Stochastic maps, continuous approximation, and stable distribution

NASA Astrophysics Data System (ADS)

Kessler, David A.; Burov, Stanislav

2017-10-01

A continuous approximation framework for general nonlinear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the Itô lemma, we obtain a Langevin type of equation. Specifically, we show how nonlinear maps give rise to a Langevin description that involves multiplicative noise. The multiplicative nature of the noise induces an additional effective force, not present in the absence of noise. We further exploit the continuum description and provide an explicit formula for the stable distribution of the stochastic map and conditions for its existence. Our results are in good agreement with numerical simulations of several maps.

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.

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.

Stochastic Optimally Tuned Range-Separated Hybrid Density Functional Theory.

PubMed

Neuhauser, Daniel; Rabani, Eran; Cytter, Yael; Baer, Roi

2016-05-19

We develop a stochastic formulation of the optimally tuned range-separated hybrid density functional theory that enables significant reduction of the computational effort and scaling of the nonlocal exchange operator at the price of introducing a controllable statistical error. Our method is based on stochastic representations of the Coulomb convolution integral and of the generalized Kohn-Sham density matrix. The computational cost of the approach is similar to that of usual Kohn-Sham density functional theory, yet it provides a much more accurate description of the quasiparticle energies for the frontier orbitals. This is illustrated for a series of silicon nanocrystals up to sizes exceeding 3000 electrons. Comparison with the stochastic GW many-body perturbation technique indicates excellent agreement for the fundamental band gap energies, good agreement for the band edge quasiparticle excitations, and very low statistical errors in the total energy for large systems. The present approach has a major advantage over one-shot GW by providing a self-consistent Hamiltonian that is central for additional postprocessing, for example, in the stochastic Bethe-Salpeter approach.

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.

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.

A Comparison Study of Stochastic- and Guaranteed- Service Approaches on Safety Stock Optimization for Multi Serial Systems

NASA Astrophysics Data System (ADS)

Li, Peng; Wu, Di

2018-01-01

Two competing approaches have been developed over the years for multi-echelon inventory system optimization, stochastic-service approach (SSA) and guaranteed-service approach (GSA). Although they solve the same inventory policy optimization problem in their core, they make different assumptions with regard to the role of safety stock. This paper provides a detailed comparison of the two approaches by considering operating flexibility costs in the optimization of (R, Q) policies for a continuous review serial inventory system. The results indicate the GSA model is more efficiency in solving the complicated inventory problem in terms of the computation time, and the cost difference of the two approaches is quite small.

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

Concept of combinatorial de novo design of drug-like molecules by particle swarm optimization.

PubMed

Hartenfeller, Markus; Proschak, Ewgenij; Schüller, Andreas; Schneider, Gisbert

2008-07-01

We present a fast stochastic optimization algorithm for fragment-based molecular de novo design (COLIBREE, Combinatorial Library Breeding). The search strategy is based on a discrete version of particle swarm optimization. Molecules are represented by a scaffold, which remains constant during optimization, and variable linkers and side chains. Different linkers represent virtual chemical reactions. Side-chain building blocks were obtained from pseudo-retrosynthetic dissection of large compound databases. Here, ligand-based design was performed using chemically advanced template search (CATS) topological pharmacophore similarity to reference ligands as fitness function. A weighting scheme was included for particle swarm optimization-based molecular design, which permits the use of many reference ligands and allows for positive and negative design to be performed simultaneously. In a case study, the approach was applied to the de novo design of potential peroxisome proliferator-activated receptor subtype-selective agonists. The results demonstrate the ability of the technique to cope with large combinatorial chemistry spaces and its applicability to focused library design. The technique was able to perform exploitation of a known scheme and at the same time explorative search for novel ligands within the framework of a given molecular core structure. It thereby represents a practical solution for compound screening in the early hit and lead finding phase of a drug discovery project.

Hierarchical Bayesian Model Averaging for Chance Constrained Remediation Designs

NASA Astrophysics Data System (ADS)

Chitsazan, N.; Tsai, F. T.

2012-12-01

Groundwater remediation designs are heavily relying on simulation models which are subjected to various sources of uncertainty in their predictions. To develop a robust remediation design, it is crucial to understand the effect of uncertainty sources. In this research, we introduce a hierarchical Bayesian model averaging (HBMA) framework to segregate and prioritize sources of uncertainty in a multi-layer frame, where each layer targets a source of uncertainty. The HBMA framework provides an insight to uncertainty priorities and propagation. In addition, HBMA allows evaluating model weights in different hierarchy levels and assessing the relative importance of models in each level. To account for uncertainty, we employ a chance constrained (CC) programming for stochastic remediation design. Chance constrained programming was implemented traditionally to account for parameter uncertainty. Recently, many studies suggested that model structure uncertainty is not negligible compared to parameter uncertainty. Using chance constrained programming along with HBMA can provide a rigorous tool for groundwater remediation designs under uncertainty. In this research, the HBMA-CC was applied to a remediation design in a synthetic aquifer. The design was to develop a scavenger well approach to mitigate saltwater intrusion toward production wells. HBMA was employed to assess uncertainties from model structure, parameter estimation and kriging interpolation. An improved harmony search optimization method was used to find the optimal location of the scavenger well. We evaluated prediction variances of chloride concentration at the production wells through the HBMA framework. The results showed that choosing the single best model may lead to a significant error in evaluating prediction variances for two reasons. First, considering the single best model, variances that stem from uncertainty in the model structure will be ignored. Second, considering the best model with non-dominant model weight may underestimate or overestimate prediction variances by ignoring other plausible propositions. Chance constraints allow developing a remediation design with a desirable reliability. However, considering the single best model, the calculated reliability will be different from the desirable reliability. We calculated the reliability of the design for the models at different levels of HBMA. The results showed that by moving toward the top layers of HBMA, the calculated reliability converges to the chosen reliability. We employed the chance constrained optimization along with the HBMA framework to find the optimal location and pumpage for the scavenger well. The results showed that using models at different levels in the HBMA framework, the optimal location of the scavenger well remained the same, but the optimal extraction rate was altered. Thus, we concluded that the optimal pumping rate was sensitive to the prediction variance. Also, the prediction variance was changed by using different extraction rate. Using very high extraction rate will cause prediction variances of chloride concentration at the production wells to approach zero regardless of which HBMA models 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, 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

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.

Robust Stabilization of T-S Fuzzy Stochastic Descriptor Systems via Integral Sliding Modes.

PubMed

Li, Jinghao; Zhang, Qingling; Yan, Xing-Gang; Spurgeon, Sarah K

2017-09-19

This paper addresses the robust stabilization problem for T-S fuzzy stochastic descriptor systems using an integral sliding mode control paradigm. A classical integral sliding mode control scheme and a nonparallel distributed compensation (Non-PDC) integral sliding mode control scheme are presented. It is shown that two restrictive assumptions previously adopted developing sliding mode controllers for Takagi-Sugeno (T-S) fuzzy stochastic systems are not required with the proposed framework. A unified framework for sliding mode control of T-S fuzzy systems is formulated. The proposed Non-PDC integral sliding mode control scheme encompasses existing schemes when the previously imposed assumptions hold. Stability of the sliding motion is analyzed and the sliding mode controller is parameterized in terms of the solutions of a set of linear matrix inequalities which facilitates design. The methodology is applied to an inverted pendulum model to validate the effectiveness of the results presented.

Dynamic Infinite Mixed-Membership Stochastic Blockmodel.

PubMed

Fan, Xuhui; Cao, Longbing; Xu, Richard Yi Da

2015-09-01

Directional and pairwise measurements are often used to model interactions in a social network setting. The mixed-membership stochastic blockmodel (MMSB) was a seminal work in this area, and its ability has been extended. However, models such as MMSB face particular challenges in modeling dynamic networks, for example, with the unknown number of communities. Accordingly, this paper proposes a dynamic infinite mixed-membership stochastic blockmodel, a generalized framework that extends the existing work to potentially infinite communities inside a network in dynamic settings (i.e., networks are observed over time). Additional model parameters are introduced to reflect the degree of persistence among one's memberships at consecutive time stamps. Under this framework, two specific models, namely mixture time variant and mixture time invariant models, are proposed to depict two different time correlation structures. Two effective posterior sampling strategies and their results are presented, respectively, using synthetic and real-world data.

On convergence of the unscented Kalman-Bucy filter using contraction theory

NASA Astrophysics Data System (ADS)

Maree, J. P.; Imsland, L.; Jouffroy, J.

2016-06-01

Contraction theory entails a theoretical framework in which convergence of a nonlinear system can be analysed differentially in an appropriate contraction metric. This paper is concerned with utilising stochastic contraction theory to conclude on exponential convergence of the unscented Kalman-Bucy filter. The underlying process and measurement models of interest are Itô-type stochastic differential equations. In particular, statistical linearisation techniques are employed in a virtual-actual systems framework to establish deterministic contraction of the estimated expected mean of process values. Under mild conditions of bounded process noise, we extend the results on deterministic contraction to stochastic contraction of the estimated expected mean of the process state. It follows that for the regions of contraction, a result on convergence, and thereby incremental stability, is concluded for the unscented Kalman-Bucy filter. The theoretical concepts are illustrated in two case studies.

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.

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

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

Wang, S.; Chen, M.; Cao, Y.

2017-07-01

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms, the hybrid method, which combines an ordinary differential equation (ODE) system with a stochastic chemically reacting system, shows its unique advantages in the modeling and simulation of biochemical systems. The efficiency of hybrid method is usually limited by reactions in the stochastic subsystem, which are modeled and simulated using Gillespie's framework and frequently interrupt the integration of the ODE subsystem. In this paper we develop an efficient implementation approach for the hybrid method coupled with traditional ODE solvers. We also compare the efficiency of hybrid methods with three widely used ODE solvers RADAU5, DASSL, and DLSODAR. Numerical experiments with three biochemical models are presented. A detailed discussion is presented for the performances of three ODE solvers.

Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth.

PubMed

Lv, Qiming; Schneider, Manuel K; Pitchford, Jonathan W

2008-08-01

We study individual plant growth and size hierarchy formation in an experimental population of Arabidopsis thaliana, within an integrated analysis that explicitly accounts for size-dependent growth, size- and space-dependent competition, and environmental stochasticity. It is shown that a Gompertz-type stochastic differential equation (SDE) model, involving asymmetric competition kernels and a stochastic term which decreases with the logarithm of plant weight, efficiently describes individual plant growth, competition, and variability in the studied population. The model is evaluated within a Bayesian framework and compared to its deterministic counterpart, and to several simplified stochastic models, using distributional validation. We show that stochasticity is an important determinant of size hierarchy and that SDE models outperform the deterministic model if and only if structural components of competition (asymmetry; size- and space-dependence) are accounted for. Implications of these results are discussed in the context of plant ecology and in more general modelling situations.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

NASA Astrophysics Data System (ADS)

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; Najm, Habib N.

2017-04-01

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to not only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. The algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.

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 Stability of Sampled Data Systems with a Jump Linear Controller

NASA Technical Reports Server (NTRS)

Gonzalez, Oscar R.; Herencia-Zapana, Heber; Gray, W. Steven

2004-01-01

In this paper an equivalence between the stochastic stability of a sampled-data system and its associated discrete-time representation is established. The sampled-data system consists of a deterministic, linear, time-invariant, continuous-time plant and a stochastic, linear, time-invariant, discrete-time, jump linear controller. The jump linear controller models computer systems and communication networks that are subject to stochastic upsets or disruptions. This sampled-data model has been used in the analysis and design of fault-tolerant systems and computer-control systems with random communication delays without taking into account the inter-sample response. This paper shows that the known equivalence between the stability of a deterministic sampled-data system and the associated discrete-time representation holds even in a stochastic framework.

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.

A Stochastic Framework for Modeling the Population Dynamics of Convective Clouds

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

Hagos, Samson; Feng, Zhe; Plant, Robert S.

A stochastic prognostic framework for modeling the population dynamics of convective clouds and representing them in climate models is proposed. The approach used follows the non-equilibrium statistical mechanical approach through a master equation. The aim is to represent the evolution of the number of convective cells of a specific size and their associated cloud-base mass flux, given a large-scale forcing. In this framework, referred to as STOchastic framework for Modeling Population dynamics of convective clouds (STOMP), the evolution of convective cell size is predicted from three key characteristics: (i) the probability of growth, (ii) the probability of decay, and (iii)more » the cloud-base mass flux. STOMP models are constructed and evaluated against CPOL radar observations at Darwin and convection permitting model (CPM) simulations. Multiple models are constructed under various assumptions regarding these three key parameters and the realisms of these models are evaluated. It is shown that in a model where convective plumes prefer to aggregate spatially and mass flux is a non-linear function of convective cell area, mass flux manifests a recharge-discharge behavior under steady forcing. Such a model also produces observed behavior of convective cell populations and CPM simulated mass flux variability under diurnally varying forcing. Besides its use in developing understanding of convection processes and the controls on convective cell size distributions, this modeling framework is also designed to be capable of providing alternative, non-equilibrium, closure formulations for spectral mass flux parameterizations.« less

Mimicking Nonequilibrium Steady States with Time-Periodic Driving

DTIC Science & Technology

2016-08-29

nonequilibrium steady states, and vice versa, within the theoretical framework of discrete-state stochastic thermodynamics . Nonequilibrium steady states...equilibrium [2], spontaneous relaxation towards equilibrium [3], nonequilibrium steady states generated by fixed thermodynamic forces [4], and stochastic pumps...paradigm, a system driven by fixed thermodynamic forces—such as temperature gradients or chemical potential differences— reaches a steady state in

Green function of the double-fractional Fokker-Planck equation: path integral and stochastic differential equations.

PubMed

Kleinert, H; Zatloukal, V

2013-11-01

The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.

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.

The Beta Cell in Its Cluster: Stochastic Graphs of Beta Cell Connectivity in the Islets of Langerhans

PubMed Central

Striegel, Deborah A.; Hara, Manami; Periwal, Vipul

2015-01-01

Pancreatic islets of Langerhans consist of endocrine cells, primarily α, β and δ cells, which secrete glucagon, insulin, and somatostatin, respectively, to regulate plasma glucose. β cells form irregular locally connected clusters within islets that act in concert to secrete insulin upon glucose stimulation. Due to the central functional significance of this local connectivity in the placement of β cells in an islet, it is important to characterize it quantitatively. However, quantification of the seemingly stochastic cytoarchitecture of β cells in an islet requires mathematical methods that can capture topological connectivity in the entire β-cell population in an islet. Graph theory provides such a framework. Using large-scale imaging data for thousands of islets containing hundreds of thousands of cells in human organ donor pancreata, we show that quantitative graph characteristics differ between control and type 2 diabetic islets. Further insight into the processes that shape and maintain this architecture is obtained by formulating a stochastic theory of β-cell rearrangement in whole islets, just as the normal equilibrium distribution of the Ornstein-Uhlenbeck process can be viewed as the result of the interplay between a random walk and a linear restoring force. Requiring that rearrangements maintain the observed quantitative topological graph characteristics strongly constrained possible processes. Our results suggest that β-cell rearrangement is dependent on its connectivity in order to maintain an optimal cluster size in both normal and T2D islets. PMID:26266953

The Beta Cell in Its Cluster: Stochastic Graphs of Beta Cell Connectivity in the Islets of Langerhans.

PubMed

Striegel, Deborah A; Hara, Manami; Periwal, Vipul

2015-08-01

Pancreatic islets of Langerhans consist of endocrine cells, primarily α, β and δ cells, which secrete glucagon, insulin, and somatostatin, respectively, to regulate plasma glucose. β cells form irregular locally connected clusters within islets that act in concert to secrete insulin upon glucose stimulation. Due to the central functional significance of this local connectivity in the placement of β cells in an islet, it is important to characterize it quantitatively. However, quantification of the seemingly stochastic cytoarchitecture of β cells in an islet requires mathematical methods that can capture topological connectivity in the entire β-cell population in an islet. Graph theory provides such a framework. Using large-scale imaging data for thousands of islets containing hundreds of thousands of cells in human organ donor pancreata, we show that quantitative graph characteristics differ between control and type 2 diabetic islets. Further insight into the processes that shape and maintain this architecture is obtained by formulating a stochastic theory of β-cell rearrangement in whole islets, just as the normal equilibrium distribution of the Ornstein-Uhlenbeck process can be viewed as the result of the interplay between a random walk and a linear restoring force. Requiring that rearrangements maintain the observed quantitative topological graph characteristics strongly constrained possible processes. Our results suggest that β-cell rearrangement is dependent on its connectivity in order to maintain an optimal cluster size in both normal and T2D islets.

Reconsideration of r/K Selection Theory Using Stochastic Control Theory and Nonlinear Structured Population Models.

PubMed

Oizumi, Ryo; Kuniya, Toshikazu; Enatsu, Yoichi

2016-01-01

Despite the fact that density effects and individual differences in life history are considered to be important for evolution, these factors lead to several difficulties in understanding the evolution of life history, especially when population sizes reach the carrying capacity. r/K selection theory explains what types of life strategies evolve in the presence of density effects and individual differences. However, the relationship between the life schedules of individuals and population size is still unclear, even if the theory can classify life strategies appropriately. To address this issue, we propose a few equations on adaptive life strategies in r/K selection where density effects are absent or present. The equations detail not only the adaptive life history but also the population dynamics. Furthermore, the equations can incorporate temporal individual differences, which are referred to as internal stochasticity. Our framework reveals that maximizing density effects is an evolutionarily stable strategy related to the carrying capacity. A significant consequence of our analysis is that adaptive strategies in both selections maximize an identical function, providing both population growth rate and carrying capacity. We apply our method to an optimal foraging problem in a semelparous species model and demonstrate that the adaptive strategy yields a lower intrinsic growth rate as well as a lower basic reproductive number than those obtained with other strategies. This study proposes that the diversity of life strategies arises due to the effects of density and internal stochasticity.

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

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.

Suppressing disease spreading by using information diffusion on multiplex networks.

PubMed

Wang, Wei; Liu, Quan-Hui; Cai, Shi-Min; Tang, Ming; Braunstein, Lidia A; Stanley, H Eugene

2016-07-06

Although there is always an interplay between the dynamics of information diffusion and disease spreading, the empirical research on the systemic coevolution mechanisms connecting these two spreading dynamics is still lacking. Here we investigate the coevolution mechanisms and dynamics between information and disease spreading by utilizing real data and a proposed spreading model on multiplex network. Our empirical analysis finds asymmetrical interactions between the information and disease spreading dynamics. Our results obtained from both the theoretical framework and extensive stochastic numerical simulations suggest that an information outbreak can be triggered in a communication network by its own spreading dynamics or by a disease outbreak on a contact network, but that the disease threshold is not affected by information spreading. Our key finding is that there is an optimal information transmission rate that markedly suppresses the disease spreading. We find that the time evolution of the dynamics in the proposed model qualitatively agrees with the real-world spreading processes at the optimal information transmission rate.

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

A Hybrid Monte Carlo importance sampling of rare events in Turbulence and in Turbulent Models

NASA Astrophysics Data System (ADS)

Margazoglou, Georgios; Biferale, Luca; Grauer, Rainer; Jansen, Karl; Mesterhazy, David; Rosenow, Tillmann; Tripiccione, Raffaele

2017-11-01

Extreme and rare events is a challenging topic in the field of turbulence. Trying to investigate those instances through the use of traditional numerical tools turns to be a notorious task, as they fail to systematically sample the fluctuations around them. On the other hand, we propose that an importance sampling Monte Carlo method can selectively highlight extreme events in remote areas of the phase space and induce their occurrence. We present a brand new computational approach, based on the path integral formulation of stochastic dynamics, and employ an accelerated Hybrid Monte Carlo (HMC) algorithm for this purpose. Through the paradigm of stochastic one-dimensional Burgers' equation, subjected to a random noise that is white-in-time and power-law correlated in Fourier space, we will prove our concept and benchmark our results with standard CFD methods. Furthermore, we will present our first results of constrained sampling around saddle-point instanton configurations (optimal fluctuations). The research leading to these results has received funding from the EU Horizon 2020 research and innovation programme under Grant Agreement No. 642069, and from the EU Seventh Framework Programme (FP7/2007-2013) under ERC Grant Agreement No. 339032.

Risk management for sulfur dioxide abatement under multiple uncertainties

NASA Astrophysics Data System (ADS)

Dai, C.; Sun, W.; Tan, Q.; Liu, Y.; Lu, W. T.; Guo, H. C.

2016-03-01

In this study, interval-parameter programming, two-stage stochastic programming (TSP), and conditional value-at-risk (CVaR) were incorporated into a general optimization framework, leading to an interval-parameter CVaR-based two-stage programming (ICTP) method. The ICTP method had several advantages: (i) its objective function simultaneously took expected cost and risk cost into consideration, and also used discrete random variables and discrete intervals to reflect uncertain properties; (ii) it quantitatively evaluated the right tail of distributions of random variables which could better calculate the risk of violated environmental standards; (iii) it was useful for helping decision makers to analyze the trade-offs between cost and risk; and (iv) it was effective to penalize the second-stage costs, as well as to capture the notion of risk in stochastic programming. The developed model was applied to sulfur dioxide abatement in an air quality management system. The results indicated that the ICTP method could be used for generating a series of air quality management schemes under different risk-aversion levels, for identifying desired air quality management strategies for decision makers, and for considering a proper balance between system economy and environmental quality.

GillesPy: A Python Package for Stochastic Model Building and Simulation.

PubMed

Abel, John H; Drawert, Brian; Hellander, Andreas; Petzold, Linda R

2016-09-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community.

GillesPy: A Python Package for Stochastic Model Building and Simulation

PubMed Central

Abel, John H.; Drawert, Brian; Hellander, Andreas; Petzold, Linda R.

2017-01-01

GillesPy is an open-source Python package for model construction and simulation of stochastic biochemical systems. GillesPy consists of a Python framework for model building and an interface to the StochKit2 suite of efficient simulation algorithms based on the Gillespie stochastic simulation algorithms (SSA). To enable intuitive model construction and seamless integration into the scientific Python stack, we present an easy to understand, action-oriented programming interface. Here, we describe the components of this package and provide a detailed example relevant to the computational biology community. PMID:28630888

Rational risk-based decision support for drinking water well managers by optimized monitoring designs

NASA Astrophysics Data System (ADS)

Enzenhöfer, R.; Geiges, A.; Nowak, W.

2011-12-01

Advection-based well-head protection zones are commonly used to manage the contamination risk of drinking water wells. Considering the insufficient knowledge about hazards and transport properties within the catchment, current Water Safety Plans recommend that catchment managers and stakeholders know, control and monitor all possible hazards within the catchments and perform rational risk-based decisions. Our goal is to supply catchment managers with the required probabilistic risk information, and to generate tools that allow for optimal and rational allocation of resources between improved monitoring versus extended safety margins and risk mitigation measures. To support risk managers with the indispensable information, we address the epistemic uncertainty of advective-dispersive solute transport and well vulnerability (Enzenhoefer et al., 2011) within a stochastic simulation framework. Our framework can separate between uncertainty of contaminant location and actual dilution of peak concentrations by resolving heterogeneity with high-resolution Monte-Carlo simulation. To keep computational costs low, we solve the reverse temporal moment transport equation. Only in post-processing, we recover the time-dependent solute breakthrough curves and the deduced well vulnerability criteria from temporal moments by non-linear optimization. Our first step towards optimal risk management is optimal positioning of sampling locations and optimal choice of data types to reduce best the epistemic prediction uncertainty for well-head delineation, using the cross-bred Likelihood Uncertainty Estimator (CLUE, Leube et al., 2011) for optimal sampling design. Better monitoring leads to more reliable and realistic protection zones and thus helps catchment managers to better justify smaller, yet conservative safety margins. In order to allow an optimal choice in sampling strategies, we compare the trade-off in monitoring versus the delineation costs by accounting for ill-delineated fractions of protection zones. Within an illustrative simplified 2D synthetic test case, we demonstrate our concept, involving synthetic transmissivity and head measurements for conditioning. We demonstrate the worth of optimally collected data in the context of protection zone delineation by assessing the reduced areal demand of delineated area at user-specified risk acceptance level. Results indicate that, thanks to optimally collected data, risk-aware delineation can be made at low to moderate additional costs compared to conventional delineation strategies.

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.

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.

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.

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

Wu, Wei; Wang, Jin, E-mail: jin.wang.1@stonybrook.edu; State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, 130022 Changchun, China and College of Physics, Jilin University, 130021 Changchun

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic andmore » thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.« less

A Stochastic Simulation Framework for the Prediction of Strategic Noise Mapping and Occupational Noise Exposure Using the Random Walk Approach

PubMed Central

Haron, Zaiton; Bakar, Suhaimi Abu; Dimon, Mohamad Ngasri

2015-01-01

Strategic noise mapping provides important information for noise impact assessment and noise abatement. However, producing reliable strategic noise mapping in a dynamic, complex working environment is difficult. This study proposes the implementation of the random walk approach as a new stochastic technique to simulate noise mapping and to predict the noise exposure level in a workplace. A stochastic simulation framework and software, namely RW-eNMS, were developed to facilitate the random walk approach in noise mapping prediction. This framework considers the randomness and complexity of machinery operation and noise emission levels. Also, it assesses the impact of noise on the workers and the surrounding environment. For data validation, three case studies were conducted to check the accuracy of the prediction data and to determine the efficiency and effectiveness of this approach. The results showed high accuracy of prediction results together with a majority of absolute differences of less than 2 dBA; also, the predicted noise doses were mostly in the range of measurement. Therefore, the random walk approach was effective in dealing with environmental noises. It could predict strategic noise mapping to facilitate noise monitoring and noise control in the workplaces. PMID:25875019

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

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

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

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.

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.

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.

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.

Mimicking Nonequilibrium Steady States with Time-Periodic Driving (Open Source)

DTIC Science & Technology

2016-05-18

nonequilibrium steady states, and vice versa, within the theoretical framework of discrete-state stochastic thermodynamics . Nonequilibrium steady states...equilibrium [2], spontaneous relaxation towards equilibrium [3], nonequilibrium steady states generated by fixed thermodynamic forces [4], and stochastic pumps...paradigm, a system driven by fixed thermodynamic forces—such as temperature gradients or chemical potential differences— reaches a steady state in

Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

Treesearch

Patrick C. Tobin; Ottar N. Bjornstad

2005-01-01

Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

Definition and solution of a stochastic inverse problem for the Manning’s n parameter field in hydrodynamic models

DOE PAGES

Butler, Troy; Graham, L.; Estep, D.; ...

2015-02-03

The uncertainty in spatially heterogeneous Manning’s n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented in this paper. Technical details that arise in practice by applying the framework to determine the Manning’s n parameter field in amore » shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of “condition” for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. Finally, this notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning’s n parameter and the effect on model predictions is analyzed.« less

A Bayesian estimation of a stochastic predator-prey model of economic fluctuations

NASA Astrophysics Data System (ADS)

Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.

2007-06-01

In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

Stochastic calculus of protein filament formation under spatial confinement

NASA Astrophysics Data System (ADS)

Michaels, Thomas C. T.; Dear, Alexander J.; Knowles, Tuomas P. J.

2018-05-01

The growth of filamentous aggregates from precursor proteins is a process of central importance to both normal and aberrant biology, for instance as the driver of devastating human disorders such as Alzheimer's and Parkinson's diseases. The conventional theoretical framework for describing this class of phenomena in bulk is based upon the mean-field limit of the law of mass action, which implicitly assumes deterministic dynamics. However, protein filament formation processes under spatial confinement, such as in microdroplets or in the cellular environment, show intrinsic variability due to the molecular noise associated with small-volume effects. To account for this effect, in this paper we introduce a stochastic differential equation approach for investigating protein filament formation processes under spatial confinement. Using this framework, we study the statistical properties of stochastic aggregation curves, as well as the distribution of reaction lag-times. Moreover, we establish the gradual breakdown of the correlation between lag-time and normalized growth rate under spatial confinement. Our results establish the key role of spatial confinement in determining the onset of stochasticity in protein filament formation and offer a formalism for studying protein aggregation kinetics in small volumes in terms of the kinetic parameters describing the aggregation dynamics in bulk.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

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.

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.

Application of stochastic discrete event system framework for detection of induced low rate TCP attack.

PubMed

Barbhuiya, F A; Agarwal, Mayank; Purwar, Sanketh; Biswas, Santosh; Nandi, Sukumar

2015-09-01

TCP is the most widely accepted transport layer protocol. The major emphasis during the development of TCP was its functionality and efficiency. However, not much consideration was given on studying the possibility of attackers exploiting the protocol, which has lead to several attacks on TCP. This paper deals with the induced low rate TCP attack. Since the attack is relatively new, only a few schemes have been proposed to mitigate it. However, the main issues with these schemes are scalability, change in TCP header, lack of formal frameworks, etc. In this paper, we have adapted the stochastic DES framework for detecting the attack, which addresses most of these issues. We have successfully deployed and tested the proposed DES based IDS on a test bed. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Stochastic optimal generation bid to electricity markets with emissions risk constraints.

PubMed

Heredia, F-Javier; Cifuentes-Rubiano, Julián; Corchero, Cristina

2018-02-01

There are many factors that influence the day-ahead market bidding strategies of a generation company (GenCo) within the framework of the current energy market. Environmental policy issues are giving rise to emission limitation that are becoming more and more important for fossil-fueled power plants, and these must be considered in their management. This work investigates the influence of the emissions reduction plan and the incorporation of the medium-term derivative commitments in the optimal generation bidding strategy for the day-ahead electricity market. Two different technologies have been considered: the high-emission technology of thermal coal units and the low-emission technology of combined cycle gas turbine units. The Iberian Electricity Market (MIBEL) and the Spanish National Emissions Reduction Plan (NERP) defines the environmental framework for dealing with the day-ahead market bidding strategies. To address emission limitations, we have extended some of the standard risk management methodologies developed for financial markets, such as Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR), thus leading to the new concept of Conditional Emission at Risk (CEaR). This study offers electricity generation utilities a mathematical model for determining the unit's optimal generation bid to the wholesale electricity market such that it maximizes the long-term profits of the utility while allowing it to abide by the Iberian Electricity Market rules as well as the environmental restrictions set by the Spanish National Emissions Reduction Plan. We analyze the economic implications for a GenCo that includes the environmental restrictions of this National Plan as well as the NERP's effects on the expected profits and the optimal generation bid. Copyright © 2017 Elsevier Ltd. All rights reserved.

Dynamical modeling and multi-experiment fitting with PottersWheel

PubMed Central

Maiwald, Thomas; Timmer, Jens

2008-01-01

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

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.

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

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.

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.

ASSESSING POPULATION EXPOSURES TO MULTIPLE AIR POLLUTANTS USING A MECHANISTIC SOURCE-TO-DOSE MODELING FRAMEWORK

EPA Science Inventory

The Modeling Environment for Total Risks studies (MENTOR) system, combined with an extension of the SHEDS (Stochastic Human Exposure and Dose Simulation) methodology, provide a mechanistically consistent framework for conducting source-to-dose exposure assessments of multiple pol...

On existence and approximate solutions for stochastic differential equations in the framework of G-Brownian motion

NASA Astrophysics Data System (ADS)

Ullah, Rahman; Faizullah, Faiz

2017-10-01

This investigation aims at studying a Euler-Maruyama (EM) approximate solutions scheme for stochastic differential equations (SDEs) in the framework of G-Brownian motion. Subject to the growth condition, it is shown that the EM solutions Z^q(t) are bounded, in particular, Z^q(t)\\in M_G^2([t_0,T];R^n) . Letting Z( t) as a unique solution to SDEs in the G-framework and utilizing the growth and Lipschitz conditions, the convergence of Z^q(t) to Z( t) is revealed. The Burkholder-Davis-Gundy (BDG) inequalities, Hölder's inequality, Gronwall's inequality and Doobs martingale's inequality are used to derive the results. In addition, without assuming a solution of the stated SDE, we have shown that the Euler-Maruyama approximation sequence {Z^q(t)} is Cauchy in M_G^2([t_0,T];R^n) thus converges to a limit which is a unique solution to SDE in the G-framework.

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.

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.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

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.

To what extent can ecosystem services motivate protecting biodiversity?

PubMed

Dee, Laura E; De Lara, Michel; Costello, Christopher; Gaines, Steven D

2017-08-01

Society increasingly focuses on managing nature for the services it provides people rather than for the existence of particular species. How much biodiversity protection would result from this modified focus? Although biodiversity contributes to ecosystem services, the details of which species are critical, and whether they will go functionally extinct in the future, are fraught with uncertainty. Explicitly considering this uncertainty, we develop an analytical framework to determine how much biodiversity protection would arise solely from optimising net value from an ecosystem service. Using stochastic dynamic programming, we find that protecting a threshold number of species is optimal, and uncertainty surrounding how biodiversity produces services makes it optimal to protect more species than are presumed critical. We define conditions under which the economically optimal protection strategy is to protect all species, no species, and cases in between. We show how the optimal number of species to protect depends upon different relationships between species and services, including considering multiple services. Our analysis provides simple criteria to evaluate when managing for particular ecosystem services could warrant protecting all species, given uncertainty. Evaluating this criterion with empirical estimates from different ecosystems suggests that optimising some services will be more likely to protect most species than others. © 2017 John Wiley & Sons Ltd/CNRS.

Using Ant Colony Optimization for Routing in VLSI Chips

NASA Astrophysics Data System (ADS)

Arora, Tamanna; Moses, Melanie

2009-04-01

Rapid advances in VLSI technology have increased the number of transistors that fit on a single chip to about two billion. A frequent problem in the design of such high performance and high density VLSI layouts is that of routing wires that connect such large numbers of components. Most wire-routing problems are computationally hard. The quality of any routing algorithm is judged by the extent to which it satisfies routing constraints and design objectives. Some of the broader design objectives include minimizing total routed wire length, and minimizing total capacitance induced in the chip, both of which serve to minimize power consumed by the chip. Ant Colony Optimization algorithms (ACO) provide a multi-agent framework for combinatorial optimization by combining memory, stochastic decision and strategies of collective and distributed learning by ant-like agents. This paper applies ACO to the NP-hard problem of finding optimal routes for interconnect routing on VLSI chips. The constraints on interconnect routing are used by ants as heuristics which guide their search process. We found that ACO algorithms were able to successfully incorporate multiple constraints and route interconnects on suite of benchmark chips. On an average, the algorithm routed with total wire length 5.5% less than other established routing algorithms.

Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.

Computational singular perturbation analysis of stochastic chemical systems with stiffness

DOE PAGES

Wang, Lijin; Han, Xiaoying; Cao, Yanzhao; ...

2017-01-25

Computational singular perturbation (CSP) is a useful method for analysis, reduction, and time integration of stiff ordinary differential equation systems. It has found dominant utility, in particular, in chemical reaction systems with a large range of time scales at continuum and deterministic level. On the other hand, CSP is not directly applicable to chemical reaction systems at micro or meso-scale, where stochasticity plays an non-negligible role and thus has to be taken into account. In this work we develop a novel stochastic computational singular perturbation (SCSP) analysis and time integration framework, and associated algorithm, that can be used to notmore » only construct accurately and efficiently the numerical solutions to stiff stochastic chemical reaction systems, but also analyze the dynamics of the reduced stochastic reaction systems. Furthermore, the algorithm is illustrated by an application to a benchmark stochastic differential equation model, and numerical experiments are carried out to demonstrate the effectiveness of the construction.« less

Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems

PubMed Central

Venturi, D.; Karniadakis, G. E.

2014-01-01

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519

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.

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...

Mean Field Games with a Dominating Player

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

Bensoussan, A., E-mail: axb046100@utdallas.edu; Chau, M. H. M., E-mail: michaelchaumanho@gmail.com; Yam, S. C. P., E-mail: scpyam@sta.cuhk.edu.hk

In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the dominating player. We first provide the general theory and discuss the necessary condition for the optimal controls and equilibrium condition by adopting adjoint equation approach. We then present a special case in the context of linear-quadratic framework, in which a necessary and sufficient condition can be asserted by stochastic maximum principle; we finally establish the sufficient condition that guarantees the uniquemore » existence of the equilibrium control. The proof of the convergence result of finite player game to mean field counterpart is provided in Appendix.« less

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

Fluctuation theorem: A critical review

NASA Astrophysics Data System (ADS)

Malek Mansour, M.; Baras, F.

2017-10-01

Fluctuation theorem for entropy production is revisited in the framework of stochastic processes. The applicability of the fluctuation theorem to physico-chemical systems and the resulting stochastic thermodynamics were analyzed. Some unexpected limitations are highlighted in the context of jump Markov processes. We have shown that these limitations handicap the ability of the resulting stochastic thermodynamics to correctly describe the state of non-equilibrium systems in terms of the thermodynamic properties of individual processes therein. Finally, we considered the case of diffusion processes and proved that the fluctuation theorem for entropy production becomes irrelevant at the stationary state in the case of one variable systems.

Tipping point analysis of atmospheric oxygen concentration

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

Livina, V. N.; Forbes, A. B.; Vaz Martins, T. M.

2015-03-15

We apply tipping point analysis to nine observational oxygen concentration records around the globe, analyse their dynamics and perform projections under possible future scenarios, leading to oxygen deficiency in the atmosphere. The analysis is based on statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the observed data using Bayesian and wavelet techniques.

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

Markov State Models of gene regulatory networks.

PubMed

Chu, Brian K; Tse, Margaret J; Sato, Royce R; Read, Elizabeth L

2017-02-06

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have the potential to guide cell-reprogramming strategies. Networks are often modeled by the stochastic Chemical Master Equation, but methods for systematic identification of key properties of the global dynamics are currently lacking. The method identifies the number, phenotypes, and lifetimes of long-lived states for a set of common gene regulatory network models. Application of transition path theory to the constructed Markov State Model decomposes global dynamics into a set of dominant transition paths and associated relative probabilities for stochastic state-switching. In this proof-of-concept study, we found that the Markov State Model provides a general framework for analyzing and visualizing stochastic multistability and state-transitions in gene networks. Our results suggest that this framework-adopted from the field of atomistic Molecular Dynamics-can be a useful tool for quantitative Systems Biology at the network scale.

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.

Efficient experimental design of high-fidelity three-qubit quantum gates via genetic programming

NASA Astrophysics Data System (ADS)

Devra, Amit; Prabhu, Prithviraj; Singh, Harpreet; Arvind; Dorai, Kavita

2018-03-01

We have designed efficient quantum circuits for the three-qubit Toffoli (controlled-controlled-NOT) and the Fredkin (controlled-SWAP) gate, optimized via genetic programming methods. The gates thus obtained were experimentally implemented on a three-qubit NMR quantum information processor, with a high fidelity. Toffoli and Fredkin gates in conjunction with the single-qubit Hadamard gates form a universal gate set for quantum computing and are an essential component of several quantum algorithms. Genetic algorithms are stochastic search algorithms based on the logic of natural selection and biological genetics and have been widely used for quantum information processing applications. We devised a new selection mechanism within the genetic algorithm framework to select individuals from a population. We call this mechanism the "Luck-Choose" mechanism and were able to achieve faster convergence to a solution using this mechanism, as compared to existing selection mechanisms. The optimization was performed under the constraint that the experimentally implemented pulses are of short duration and can be implemented with high fidelity. We demonstrate the advantage of our pulse sequences by comparing our results with existing experimental schemes and other numerical optimization methods.

Stochastic modeling of sunshine number data

NASA Astrophysics Data System (ADS)

Brabec, Marek; Paulescu, Marius; Badescu, Viorel

2013-11-01

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation of Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.

Evaluating a multispecies adaptive management framework: Must uncertainty impede effective decision-making?

USGS Publications Warehouse

Smith, David R.; McGowan, Conor P.; Daily, Jonathan P.; Nichols, James D.; Sweka, John A.; Lyons, James E.

2013-01-01

Application of adaptive management to complex natural resource systems requires careful evaluation to ensure that the process leads to improved decision-making. As part of that evaluation, adaptive policies can be compared with alternative nonadaptive management scenarios. Also, the value of reducing structural (ecological) uncertainty to achieving management objectives can be quantified.A multispecies adaptive management framework was recently adopted by the Atlantic States Marine Fisheries Commission for sustainable harvest of Delaware Bay horseshoe crabs Limulus polyphemus, while maintaining adequate stopover habitat for migrating red knots Calidris canutus rufa, the focal shorebird species. The predictive model set encompassed the structural uncertainty in the relationships between horseshoe crab spawning, red knot weight gain and red knot vital rates. Stochastic dynamic programming was used to generate a state-dependent strategy for harvest decisions given that uncertainty. In this paper, we employed a management strategy evaluation approach to evaluate the performance of this adaptive management framework. Active adaptive management was used by including model weights as state variables in the optimization and reducing structural uncertainty by model weight updating.We found that the value of information for reducing structural uncertainty is expected to be low, because the uncertainty does not appear to impede effective management. Harvest policy responded to abundance levels of both species regardless of uncertainty in the specific relationship that generated those abundances. Thus, the expected horseshoe crab harvest and red knot abundance were similar when the population generating model was uncertain or known, and harvest policy was robust to structural uncertainty as specified.Synthesis and applications. The combination of management strategy evaluation with state-dependent strategies from stochastic dynamic programming was an informative approach to evaluate adaptive management performance and value of learning. Although natural resource decisions are characterized by uncertainty, not all uncertainty will cause decisions to be altered substantially, as we found in this case. It is important to incorporate uncertainty into the decision framing and evaluate the effect of reducing that uncertainty on achieving the desired outcomes

Stochastic modeling of sunshine number data

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

Brabec, Marek, E-mail: mbrabec@cs.cas.cz; Paulescu, Marius; Badescu, Viorel

2013-11-13

In this paper, we will present a unified statistical modeling framework for estimation and forecasting sunshine number (SSN) data. Sunshine number has been proposed earlier to describe sunshine time series in qualitative terms (Theor Appl Climatol 72 (2002) 127-136) and since then, it was shown to be useful not only for theoretical purposes but also for practical considerations, e.g. those related to the development of photovoltaic energy production. Statistical modeling and prediction of SSN as a binary time series has been challenging problem, however. Our statistical model for SSN time series is based on an underlying stochastic process formulation ofmore » Markov chain type. We will show how its transition probabilities can be efficiently estimated within logistic regression framework. In fact, our logistic Markovian model can be relatively easily fitted via maximum likelihood approach. This is optimal in many respects and it also enables us to use formalized statistical inference theory to obtain not only the point estimates of transition probabilities and their functions of interest, but also related uncertainties, as well as to test of various hypotheses of practical interest, etc. It is straightforward to deal with non-homogeneous transition probabilities in this framework. Very importantly from both physical and practical points of view, logistic Markov model class allows us to test hypotheses about how SSN dependents on various external covariates (e.g. elevation angle, solar time, etc.) and about details of the dynamic model (order and functional shape of the Markov kernel, etc.). Therefore, using generalized additive model approach (GAM), we can fit and compare models of various complexity which insist on keeping physical interpretation of the statistical model and its parts. After introducing the Markovian model and general approach for identification of its parameters, we will illustrate its use and performance on high resolution SSN data from the Solar Radiation Monitoring Station of the West University of Timisoara.« less

A damage analysis for brittle materials using stochastic micro-structural information

NASA Astrophysics Data System (ADS)

Lin, Shih-Po; Chen, Jiun-Shyan; Liang, Shixue

2016-03-01

In this work, a micro-crack informed stochastic damage analysis is performed to consider the failures of material with stochastic microstructure. The derivation of the damage evolution law is based on the Helmholtz free energy equivalence between cracked microstructure and homogenized continuum. The damage model is constructed under the stochastic representative volume element (SRVE) framework. The characteristics of SRVE used in the construction of the stochastic damage model have been investigated based on the principle of the minimum potential energy. The mesh dependency issue has been addressed by introducing a scaling law into the damage evolution equation. The proposed methods are then validated through the comparison between numerical simulations and experimental observations of a high strength concrete. It is observed that the standard deviation of porosity in the microstructures has stronger effect on the damage states and the peak stresses than its effect on the Young's and shear moduli in the macro-scale responses.

H∞ state estimation of stochastic memristor-based neural networks with time-varying delays.

PubMed

Bao, Haibo; Cao, Jinde; Kurths, Jürgen; Alsaedi, Ahmed; Ahmad, Bashir

2018-03-01

This paper addresses the problem of H ∞ state estimation for a class of stochastic memristor-based neural networks with time-varying delays. Under the framework of Filippov solution, the stochastic memristor-based neural networks are transformed into systems with interval parameters. The present paper is the first to investigate the H ∞ state estimation problem for continuous-time Itô-type stochastic memristor-based neural networks. By means of Lyapunov functionals and some stochastic technique, sufficient conditions are derived to ensure that the estimation error system is asymptotically stable in the mean square with a prescribed H ∞ performance. An explicit expression of the state estimator gain is given in terms of linear matrix inequalities (LMIs). Compared with other results, our results reduce control gain and control cost effectively. Finally, numerical simulations are provided to demonstrate the efficiency of the theoretical results. Copyright © 2018 Elsevier Ltd. All rights reserved.

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.

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.

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.

Dynamic state estimation based on Poisson spike trains—towards a theory of optimal encoding

NASA Astrophysics Data System (ADS)

Susemihl, Alex; Meir, Ron; Opper, Manfred

2013-03-01

Neurons in the nervous system convey information to higher brain regions by the generation of spike trains. An important question in the field of computational neuroscience is how these sensory neurons encode environmental information in a way which may be simply analyzed by subsequent systems. Many aspects of the form and function of the nervous system have been understood using the concepts of optimal population coding. Most studies, however, have neglected the aspect of temporal coding. Here we address this shortcoming through a filtering theory of inhomogeneous Poisson processes. We derive exact relations for the minimal mean squared error of the optimal Bayesian filter and, by optimizing the encoder, obtain optimal codes for populations of neurons. We also show that a class of non-Markovian, smooth stimuli are amenable to the same treatment, and provide results for the filtering and prediction error which hold for a general class of stochastic processes. This sets a sound mathematical framework for a population coding theory that takes temporal aspects into account. It also formalizes a number of studies which discussed temporal aspects of coding using time-window paradigms, by stating them in terms of correlation times and firing rates. We propose that this kind of analysis allows for a systematic study of temporal coding and will bring further insights into the nature of the neural code.

Adaptive, Distributed Control of Constrained Multi-Agent Systems

NASA Technical Reports Server (NTRS)

Bieniawski, Stefan; Wolpert, David H.

2004-01-01

Product Distribution (PO) theory was recently developed as a broad framework for analyzing and optimizing distributed systems. Here we demonstrate its use for adaptive distributed control of Multi-Agent Systems (MASS), i.e., for distributed stochastic optimization using MAS s. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (Probability dist&&on on the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. One common way to find that equilibrium is to have each agent run a Reinforcement Learning (E) algorithm. PD theory reveals this to be a particular type of search algorithm for minimizing the Lagrangian. Typically that algorithm i s quite inefficient. A more principled alternative is to use a variant of Newton's method to minimize the Lagrangian. Here we compare this alternative to RL-based search in three sets of computer experiments. These are the N Queen s problem and bin-packing problem from the optimization literature, and the Bar problem from the distributed RL literature. Our results confirm that the PD-theory-based approach outperforms the RL-based scheme in all three domains.

Application of biomarkers in cancer risk management: evaluation from stochastic clonal evolutionary and dynamic system optimization points of view.

PubMed

Li, Xiaohong; Blount, Patricia L; Vaughan, Thomas L; Reid, Brian J

2011-02-01

Aside from primary prevention, early detection remains the most effective way to decrease mortality associated with the majority of solid cancers. Previous cancer screening models are largely based on classification of at-risk populations into three conceptually defined groups (normal, cancer without symptoms, and cancer with symptoms). Unfortunately, this approach has achieved limited successes in reducing cancer mortality. With advances in molecular biology and genomic technologies, many candidate somatic genetic and epigenetic "biomarkers" have been identified as potential predictors of cancer risk. However, none have yet been validated as robust predictors of progression to cancer or shown to reduce cancer mortality. In this Perspective, we first define the necessary and sufficient conditions for precise prediction of future cancer development and early cancer detection within a simple physical model framework. We then evaluate cancer risk prediction and early detection from a dynamic clonal evolution point of view, examining the implications of dynamic clonal evolution of biomarkers and the application of clonal evolution for cancer risk management in clinical practice. Finally, we propose a framework to guide future collaborative research between mathematical modelers and biomarker researchers to design studies to investigate and model dynamic clonal evolution. This approach will allow optimization of available resources for cancer control and intervention timing based on molecular biomarkers in predicting cancer among various risk subsets that dynamically evolve over time.

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.

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

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.

Stochasticity in materials structure, properties, and processing—A review

NASA Astrophysics Data System (ADS)

Hull, Robert; Keblinski, Pawel; Lewis, Dan; Maniatty, Antoinette; Meunier, Vincent; Oberai, Assad A.; Picu, Catalin R.; Samuel, Johnson; Shephard, Mark S.; Tomozawa, Minoru; Vashishth, Deepak; Zhang, Shengbai

2018-03-01

We review the concept of stochasticity—i.e., unpredictable or uncontrolled fluctuations in structure, chemistry, or kinetic processes—in materials. We first define six broad classes of stochasticity: equilibrium (thermodynamic) fluctuations; structural/compositional fluctuations; kinetic fluctuations; frustration and degeneracy; imprecision in measurements; and stochasticity in modeling and simulation. In this review, we focus on the first four classes that are inherent to materials phenomena. We next develop a mathematical framework for describing materials stochasticity and then show how it can be broadly applied to these four materials-related stochastic classes. In subsequent sections, we describe structural and compositional fluctuations at small length scales that modify material properties and behavior at larger length scales; systems with engineered fluctuations, concentrating primarily on composite materials; systems in which stochasticity is developed through nucleation and kinetic phenomena; and configurations in which constraints in a given system prevent it from attaining its ground state and cause it to attain several, equally likely (degenerate) states. We next describe how stochasticity in these processes results in variations in physical properties and how these variations are then accentuated by—or amplify—stochasticity in processing and manufacturing procedures. In summary, the origins of materials stochasticity, the degree to which it can be predicted and/or controlled, and the possibility of using stochastic descriptions of materials structure, properties, and processing as a new degree of freedom in materials design are described.

Model identification using stochastic differential equation grey-box models in diabetes.

PubMed

Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard; Møller, Jonas Bech; Nørgaard, Kirsten; Jørgensen, John Bagterp; Madsen, Henrik

2013-03-01

The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable of predicting not only a realistic trajectory, but also the uncertainty of the prediction. In an SDE, the prediction error is split into two noise terms. This separation ensures that the errors are uncorrelated and provides the possibility to pinpoint model deficiencies. An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. We found that the transformation of the ODE model into an SDE-GB resulted in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained due to the separation of the prediction error. SDE-GBs offer a solid framework for using statistical tools for model validation and model development. © 2013 Diabetes Technology Society.

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.

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.

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.

Thermodynamic framework for information in nanoscale systems with memory

NASA Astrophysics Data System (ADS)

Arias-Gonzalez, J. Ricardo

2017-11-01

Information is represented by linear strings of symbols with memory that carry errors as a result of their stochastic nature. Proofreading and edition are assumed to improve certainty although such processes may not be effective. Here, we develop a thermodynamic theory for material chains made up of nanoscopic subunits with symbolic meaning in the presence of memory. This framework is based on the characterization of single sequences of symbols constructed under a protocol and is used to derive the behavior of ensembles of sequences similarly constructed. We then analyze the role of proofreading and edition in the presence of memory finding conditions to make revision an effective process, namely, to decrease the entropy of the chain. Finally, we apply our formalism to DNA replication and RNA transcription finding that Watson and Crick hybridization energies with which nucleotides are branched to the template strand during the copying process are optimal to regulate the fidelity in proofreading. These results are important in applications of information theory to a variety of solid-state physical systems and other biomolecular processes.

Thermodynamic framework for information in nanoscale systems with memory.

PubMed

Arias-Gonzalez, J Ricardo

2017-11-28

Information is represented by linear strings of symbols with memory that carry errors as a result of their stochastic nature. Proofreading and edition are assumed to improve certainty although such processes may not be effective. Here, we develop a thermodynamic theory for material chains made up of nanoscopic subunits with symbolic meaning in the presence of memory. This framework is based on the characterization of single sequences of symbols constructed under a protocol and is used to derive the behavior of ensembles of sequences similarly constructed. We then analyze the role of proofreading and edition in the presence of memory finding conditions to make revision an effective process, namely, to decrease the entropy of the chain. Finally, we apply our formalism to DNA replication and RNA transcription finding that Watson and Crick hybridization energies with which nucleotides are branched to the template strand during the copying process are optimal to regulate the fidelity in proofreading. These results are important in applications of information theory to a variety of solid-state physical systems and other biomolecular processes.

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.

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.

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

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.

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.

Integrating Sediment Connectivity into Water Resources Management Trough a Graph Theoretic, Stochastic Modeling Framework.

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Castelletti, A.; Bizzi, S.

2014-12-01

Understanding sediment transport processes at the river basin scale, their temporal spectra and spatial patterns is key to identify and minimize morphologic risks associated to channel adjustments processes. This work contributes a stochastic framework for modeling bed-load connectivity based on recent advances in the field (e.g., Bizzi & Lerner, 2013; Czubas & Foufoulas-Georgiu, 2014). It presents river managers with novel indicators from reach scale vulnerability to channel adjustment in large river networks with sparse hydrologic and sediment observations. The framework comprises three steps. First, based on a distributed hydrological model and remotely sensed information, the framework identifies a representative grain size class for each reach. Second, sediment residence time distributions are calculated for each reach in a Monte-Carlo approach applying standard sediment transport equations driven by local hydraulic conditions. Third, a network analysis defines the up- and downstream connectivity for various travel times resulting in characteristic up/downstream connectivity signatures for each reach. Channel vulnerability indicators quantify the imbalance between up/downstream connectivity for each travel time domain, representing process dependent latency of morphologic response. Last, based on the stochastic core of the model, a sensitivity analysis identifies drivers of change and major sources of uncertainty in order to target key detrimental processes and to guide effective gathering of additional data. The application, limitation and integration into a decision analytic framework is demonstrated for a major part of the Red River Basin in Northern Vietnam (179.000 km2). Here, a plethora of anthropic alterations ranging from large reservoir construction to land-use changes results in major downstream deterioration and calls for deriving concerted sediment management strategies to mitigate current and limit future morphologic alterations.

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.

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

Comprehensive Fault Tolerance and Science-Optimal Attitude Planning for Spacecraft Applications

NASA Astrophysics Data System (ADS)

Nasir, Ali

Spacecraft operate in a harsh environment, are costly to launch, and experience unavoidable communication delay and bandwidth constraints. These factors motivate the need for effective onboard mission and fault management. This dissertation presents an integrated framework to optimize science goal achievement while identifying and managing encountered faults. Goal-related tasks are defined by pointing the spacecraft instrumentation toward distant targets of scientific interest. The relative value of science data collection is traded with risk of failures to determine an optimal policy for mission execution. Our major innovation in fault detection and reconfiguration is to incorporate fault information obtained from two types of spacecraft models: one based on the dynamics of the spacecraft and the second based on the internal composition of the spacecraft. For fault reconfiguration, we consider possible changes in both dynamics-based control law configuration and the composition-based switching configuration. We formulate our problem as a stochastic sequential decision problem or Markov Decision Process (MDP). To avoid the computational complexity involved in a fully-integrated MDP, we decompose our problem into multiple MDPs. These MDPs include planning MDPs for different fault scenarios, a fault detection MDP based on a logic-based model of spacecraft component and system functionality, an MDP for resolving conflicts between fault information from the logic-based model and the dynamics-based spacecraft models" and the reconfiguration MDP that generates a policy optimized over the relative importance of the mission objectives versus spacecraft safety. Approximate Dynamic Programming (ADP) methods for the decomposition of the planning and fault detection MDPs are applied. To show the performance of the MDP-based frameworks and ADP methods, a suite of spacecraft attitude planning case studies are described. These case studies are used to analyze the content and behavior of computed policies in response to the changes in design parameters. A primary case study is built from the Far Ultraviolet Spectroscopic Explorer (FUSE) mission for which component models and their probabilities of failure are based on realistic mission data. A comparison of our approach with an alternative framework for spacecraft task planning and fault management is presented in the context of the FUSE mission.

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...

Calculation of a double reactive azeotrope using stochastic optimization approaches

NASA Astrophysics Data System (ADS)

Mendes Platt, Gustavo; Pinheiro Domingos, Roberto; Oliveira de Andrade, Matheus

2013-02-01

An homogeneous reactive azeotrope is a thermodynamic coexistence condition of two phases under chemical and phase equilibrium, where compositions of both phases (in the Ung-Doherty sense) are equal. This kind of nonlinear phenomenon arises from real world situations and has applications in chemical and petrochemical industries. The modeling of reactive azeotrope calculation is represented by a nonlinear algebraic system with phase equilibrium, chemical equilibrium and azeotropy equations. This nonlinear system can exhibit more than one solution, corresponding to a double reactive azeotrope. The robust calculation of reactive azeotropes can be conducted by several approaches, such as interval-Newton/generalized bisection algorithms and hybrid stochastic-deterministic frameworks. In this paper, we investigate the numerical aspects of the calculation of reactive azeotropes using two metaheuristics: the Luus-Jaakola adaptive random search and the Firefly algorithm. Moreover, we present results for a system (with industrial interest) with more than one azeotrope, the system isobutene/methanol/methyl-tert-butyl-ether (MTBE). We present convergence patterns for both algorithms, illustrating - in a bidimensional subdomain - the identification of reactive azeotropes. A strategy for calculation of multiple roots in nonlinear systems is also applied. The results indicate that both algorithms are suitable and robust when applied to reactive azeotrope calculations for this "challenging" nonlinear system.

Stochastic thermodynamics, fluctuation theorems and molecular machines.

PubMed

Seifert, Udo

2012-12-01

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

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

Ganapathysubramanian, Baskar; Zabaras, Nicholas

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<

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.

Threat driven modeling framework using petri nets for e-learning system.

PubMed

Khamparia, Aditya; Pandey, Babita

2016-01-01

Vulnerabilities at various levels are main cause of security risks in e-learning system. This paper presents a modified threat driven modeling framework, to identify the threats after risk assessment which requires mitigation and how to mitigate those threats. To model those threat mitigations aspects oriented stochastic petri nets are used. This paper included security metrics based on vulnerabilities present in e-learning system. The Common Vulnerability Scoring System designed to provide a normalized method for rating vulnerabilities which will be used as basis in metric definitions and calculations. A case study has been also proposed which shows the need and feasibility of using aspect oriented stochastic petri net models for threat modeling which improves reliability, consistency and robustness of the e-learning system.

A stochastic model for the normal tissue complication probability (NTCP) and applicationss.

PubMed

Stocks, Theresa; Hillen, Thomas; Gong, Jiafen; Burger, Martin

2017-12-11

The normal tissue complication probability (NTCP) is a measure for the estimated side effects of a given radiation treatment schedule. Here we use a stochastic logistic birth-death process to define an organ-specific and patient-specific NTCP. We emphasize an asymptotic simplification which relates the NTCP to the solution of a logistic differential equation. This framework is based on simple modelling assumptions and it prepares a framework for the use of the NTCP model in clinical practice. As example, we consider side effects of prostate cancer brachytherapy such as increase in urinal frequency, urinal retention and acute rectal dysfunction. © The authors 2016. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

2016-02-04

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

Bayesian methods for characterizing unknown parameters of material models

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

Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

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

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.

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.

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.

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).

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.

Many-objective Groundwater Monitoring Network Design Using Bias-Aware Ensemble Kalman Filtering and Evolutionary Optimization

NASA Astrophysics Data System (ADS)

Kollat, J. B.; Reed, P. M.

2009-12-01

This study contributes the ASSIST (Adaptive Strategies for Sampling in Space and Time) framework for improving long-term groundwater monitoring decisions across space and time while accounting for the influences of systematic model errors (or predictive bias). The ASSIST framework combines contaminant flow-and-transport modeling, bias-aware ensemble Kalman filtering (EnKF) and many-objective evolutionary optimization. Our goal in this work is to provide decision makers with a fuller understanding of the information tradeoffs they must confront when performing long-term groundwater monitoring network design. Our many-objective analysis considers up to 6 design objectives simultaneously and consequently synthesizes prior monitoring network design methodologies into a single, flexible framework. This study demonstrates the ASSIST framework using a tracer study conducted within a physical aquifer transport experimental tank located at the University of Vermont. The tank tracer experiment was extensively sampled to provide high resolution estimates of tracer plume behavior. The simulation component of the ASSIST framework consists of stochastic ensemble flow-and-transport predictions using ParFlow coupled with the Lagrangian SLIM transport model. The ParFlow and SLIM ensemble predictions are conditioned with tracer observations using a bias-aware EnKF. The EnKF allows decision makers to enhance plume transport predictions in space and time in the presence of uncertain and biased model predictions by conditioning them on uncertain measurement data. In this initial demonstration, the position and frequency of sampling were optimized to: (i) minimize monitoring cost, (ii) maximize information provided to the EnKF, (iii) minimize failure to detect the tracer, (iv) maximize the detection of tracer flux, (v) minimize error in quantifying tracer mass, and (vi) minimize error in quantifying the moment of the tracer plume. The results demonstrate that the many-objective problem formulation provides a tremendous amount of information for decision makers. Specifically our many-objective analysis highlights the limitations and potentially negative design consequences of traditional single and two-objective problem formulations. These consequences become apparent through visual exploration of high-dimensional tradeoffs and the identification of regions with interesting compromise solutions. The prediction characteristics of these compromise designs are explored in detail, as well as their implications for subsequent design decisions in both space and time.

Planning for robust reserve networks using uncertainty analysis

USGS Publications Warehouse

Moilanen, A.; Runge, M.C.; Elith, Jane; Tyre, A.; Carmel, Y.; Fegraus, E.; Wintle, B.A.; Burgman, M.; Ben-Haim, Y.

2006-01-01

Planning land-use for biodiversity conservation frequently involves computer-assisted reserve selection algorithms. Typically such algorithms operate on matrices of species presence?absence in sites, or on species-specific distributions of model predicted probabilities of occurrence in grid cells. There are practically always errors in input data?erroneous species presence?absence data, structural and parametric uncertainty in predictive habitat models, and lack of correspondence between temporal presence and long-run persistence. Despite these uncertainties, typical reserve selection methods proceed as if there is no uncertainty in the data or models. Having two conservation options of apparently equal biological value, one would prefer the option whose value is relatively insensitive to errors in planning inputs. In this work we show how uncertainty analysis for reserve planning can be implemented within a framework of information-gap decision theory, generating reserve designs that are robust to uncertainty. Consideration of uncertainty involves modifications to the typical objective functions used in reserve selection. Search for robust-optimal reserve structures can still be implemented via typical reserve selection optimization techniques, including stepwise heuristics, integer-programming and stochastic global search.

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.

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

NASA Astrophysics Data System (ADS)

Teixeira, J.

2013-12-01

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

Primal-dual techniques for online algorithms and mechanisms

NASA Astrophysics Data System (ADS)

Liaghat, Vahid

An offline algorithm is one that knows the entire input in advance. An online algorithm, however, processes its input in a serial fashion. In contrast to offline algorithms, an online algorithm works in a local fashion and has to make irrevocable decisions without having the entire input. Online algorithms are often not optimal since their irrevocable decisions may turn out to be inefficient after receiving the rest of the input. For a given online problem, the goal is to design algorithms which are competitive against the offline optimal solutions. In a classical offline scenario, it is often common to see a dual analysis of problems that can be formulated as a linear or convex program. Primal-dual and dual-fitting techniques have been successfully applied to many such problems. Unfortunately, the usual tricks come short in an online setting since an online algorithm should make decisions without knowing even the whole program. In this thesis, we study the competitive analysis of fundamental problems in the literature such as different variants of online matching and online Steiner connectivity, via online dual techniques. Although there are many generic tools for solving an optimization problem in the offline paradigm, in comparison, much less is known for tackling online problems. The main focus of this work is to design generic techniques for solving integral linear optimization problems where the solution space is restricted via a set of linear constraints. A general family of these problems are online packing/covering problems. Our work shows that for several seemingly unrelated problems, primal-dual techniques can be successfully applied as a unifying approach for analyzing these problems. We believe this leads to generic algorithmic frameworks for solving online problems. In the first part of the thesis, we show the effectiveness of our techniques in the stochastic settings and their applications in Bayesian mechanism design. In particular, we introduce new techniques for solving a fundamental linear optimization problem, namely, the stochastic generalized assignment problem (GAP). This packing problem generalizes various problems such as online matching, ad allocation, bin packing, etc. We furthermore show applications of such results in the mechanism design by introducing Prophet Secretary, a novel Bayesian model for online auctions. In the second part of the thesis, we focus on the covering problems. We develop the framework of "Disk Painting" for a general class of network design problems that can be characterized by proper functions. This class generalizes the node-weighted and edge-weighted variants of several well-known Steiner connectivity problems. We furthermore design a generic technique for solving the prize-collecting variants of these problems when there exists a dual analysis for the non-prize-collecting counterparts. Hence, we solve the online prize-collecting variants of several network design problems for the first time. Finally we focus on designing techniques for online problems with mixed packing/covering constraints. We initiate the study of degree-bounded graph optimization problems in the online setting by designing an online algorithm with a tight competitive ratio for the degree-bounded Steiner forest problem. We hope these techniques establishes a starting point for the analysis of the important class of online degree-bounded optimization on graphs.

Adaptive Urban Stormwater Management Using a Two-stage Stochastic Optimization Model

NASA Astrophysics Data System (ADS)

Hung, F.; Hobbs, B. F.; McGarity, A. E.

2014-12-01

In many older cities, stormwater results in combined sewer overflows (CSOs) and consequent water quality impairments. Because of the expense of traditional approaches for controlling CSOs, cities are considering the use of green infrastructure (GI) to reduce runoff and pollutants. Examples of GI include tree trenches, rain gardens, green roofs, and rain barrels. However, the cost and effectiveness of GI are uncertain, especially at the watershed scale. We present a two-stage stochastic extension of the Stormwater Investment Strategy Evaluation (StormWISE) model (A. McGarity, JWRPM, 2012, 111-24) to explicitly model and optimize these uncertainties in an adaptive management framework. A two-stage model represents the immediate commitment of resources ("here & now") followed by later investment and adaptation decisions ("wait & see"). A case study is presented for Philadelphia, which intends to extensively deploy GI over the next two decades (PWD, "Green City, Clean Water - Implementation and Adaptive Management Plan," 2011). After first-stage decisions are made, the model updates the stochastic objective and constraints (learning). We model two types of "learning" about GI cost and performance. One assumes that learning occurs over time, is automatic, and does not depend on what has been done in stage one (basic model). The other considers learning resulting from active experimentation and learning-by-doing (advanced model). Both require expert probability elicitations, and learning from research and monitoring is modelled by Bayesian updating (as in S. Jacobi et al., JWRPM, 2013, 534-43). The model allocates limited financial resources to GI investments over time to achieve multiple objectives with a given reliability. Objectives include minimizing construction and O&M costs; achieving nutrient, sediment, and runoff volume targets; and community concerns, such as aesthetics, CO2 emissions, heat islands, and recreational values. CVaR (Conditional Value at Risk) and chance constraints are placed on the objectives to achieve desired confidence levels. By varying the budgets, reliability constraints, and priorities among other objectives, we generate a range of GI deployment strategies that represent tradeoffs among objectives as well as the confidence in achieving them.

Strategy to discover diverse optimal molecules in the small molecule universe.

PubMed

Rupakheti, Chetan; Virshup, Aaron; Yang, Weitao; Beratan, David N

2015-03-23

The small molecule universe (SMU) is defined as a set of over 10(60) synthetically feasible organic molecules with molecular weight less than ∼500 Da. Exhaustive enumerations and evaluation of all SMU molecules for the purpose of discovering favorable structures is impossible. We take a stochastic approach and extend the ACSESS framework ( Virshup et al. J. Am. Chem. Soc. 2013 , 135 , 7296 - 7303 ) to develop diversity oriented molecular libraries that can generate a set of compounds that is representative of the small molecule universe and that also biases the library toward favorable physical property values. We show that the approach is efficient compared to exhaustive enumeration and to existing evolutionary algorithms for generating such libraries by testing in the NKp fitness landscape model and in the fully enumerated GDB-9 chemical universe containing 3 × 10(5) molecules.

Strategy To Discover Diverse Optimal Molecules in the Small Molecule Universe

PubMed Central

2015-01-01

The small molecule universe (SMU) is defined as a set of over 1060 synthetically feasible organic molecules with molecular weight less than ∼500 Da. Exhaustive enumerations and evaluation of all SMU molecules for the purpose of discovering favorable structures is impossible. We take a stochastic approach and extend the ACSESS framework (Virshup et al. J. Am. Chem. Soc.2013, 135, 7296–730323548177) to develop diversity oriented molecular libraries that can generate a set of compounds that is representative of the small molecule universe and that also biases the library toward favorable physical property values. We show that the approach is efficient compared to exhaustive enumeration and to existing evolutionary algorithms for generating such libraries by testing in the NKp fitness landscape model and in the fully enumerated GDB-9 chemical universe containing 3 × 105 molecules. PMID:25594586

Algorithm based on the Thomson problem for determination of equilibrium structures of metal nanoclusters

NASA Astrophysics Data System (ADS)

Arias, E.; Florez, E.; Pérez-Torres, J. F.

2017-06-01

A new algorithm for the determination of equilibrium structures suitable for metal nanoclusters is proposed. The algorithm performs a stochastic search of the minima associated with the nuclear potential energy function restricted to a sphere (similar to the Thomson problem), in order to guess configurations of the nuclear positions. Subsequently, the guessed configurations are further optimized driven by the total energy function using the conventional gradient descent method. This methodology is equivalent to using the valence shell electron pair repulsion model in guessing initial configurations in the traditional molecular quantum chemistry. The framework is illustrated in several clusters of increasing complexity: Cu7, Cu9, and Cu11 as benchmark systems, and Cu38 and Ni9 as novel systems. New equilibrium structures for Cu9, Cu11, Cu38, and Ni9 are reported.

Algorithm based on the Thomson problem for determination of equilibrium structures of metal nanoclusters.

PubMed

Arias, E; Florez, E; Pérez-Torres, J F

2017-06-28

A new algorithm for the determination of equilibrium structures suitable for metal nanoclusters is proposed. The algorithm performs a stochastic search of the minima associated with the nuclear potential energy function restricted to a sphere (similar to the Thomson problem), in order to guess configurations of the nuclear positions. Subsequently, the guessed configurations are further optimized driven by the total energy function using the conventional gradient descent method. This methodology is equivalent to using the valence shell electron pair repulsion model in guessing initial configurations in the traditional molecular quantum chemistry. The framework is illustrated in several clusters of increasing complexity: Cu 7 , Cu 9 , and Cu 11 as benchmark systems, and Cu 38 and Ni 9 as novel systems. New equilibrium structures for Cu 9 , Cu 11 , Cu 38 , and Ni 9 are reported.

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

pth moment exponential stability of stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays.

PubMed

Wang, Fen; Chen, Yuanlong; Liu, Meichun

2018-02-01

Stochastic memristor-based bidirectional associative memory (BAM) neural networks with time delays play an increasingly important role in the design and implementation of neural network systems. Under the framework of Filippov solutions, the issues of the pth moment exponential stability of stochastic memristor-based BAM neural networks are investigated. By using the stochastic stability theory, Itô's differential formula and Young inequality, the criteria are derived. Meanwhile, with Lyapunov approach and Cauchy-Schwarz inequality, we derive some sufficient conditions for the mean square exponential stability of the above systems. The obtained results improve and extend previous works on memristor-based or usual neural networks dynamical systems. Four numerical examples are provided to illustrate the effectiveness of the proposed results. Copyright © 2017 Elsevier Ltd. All rights reserved.

The critical domain size of stochastic population models.

PubMed

Reimer, Jody R; Bonsall, Michael B; Maini, Philip K

2017-02-01

Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations with distinct dispersal and sedentary stages, which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework. Individual-based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up to the population level using the Central Limit Theorem, and the other a variation on both Galton-Watson branching processes and branching processes in random environments. These branching process models closely approximate the IBM and yield insight into the factors determining the critical domain size for a given population subject to stochasticity.

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

PubMed

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

2015-03-17

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

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

PubMed Central

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

2015-01-01

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

Stochastic Simulation of Dopamine Neuromodulation for Implementation of Fluorescent Neurochemical Probes in the Striatal Extracellular Space.

PubMed

Beyene, Abraham G; McFarlane, Ian R; Pinals, Rebecca L; Landry, Markita P

2017-10-18

Imaging the dynamic behavior of neuromodulatory neurotransmitters in the extracelluar space that arise from individual quantal release events would constitute a major advance in neurochemical imaging. Spatial and temporal resolution of these highly stochastic neuromodulatory events requires concurrent advances in the chemical development of optical nanosensors selective for neuromodulators in concert with advances in imaging methodologies to capture millisecond neurotransmitter release. Herein, we develop and implement a stochastic model to describe dopamine dynamics in the extracellular space (ECS) of the brain dorsal striatum to guide the design and implementation of fluorescent neurochemical probes that record neurotransmitter dynamics in the ECS. Our model is developed from first-principles and simulates release, diffusion, and reuptake of dopamine in a 3D simulation volume of striatal tissue. We find that in vivo imaging of neuromodulation requires simultaneous optimization of dopamine nanosensor reversibility and sensitivity: dopamine imaging in the striatum or nucleus accumbens requires nanosensors with an optimal dopamine dissociation constant (K d ) of 1 μM, whereas K d s above 10 μM are required for dopamine imaging in the prefrontal cortex. Furthermore, as a result of the probabilistic nature of dopamine terminal activity in the striatum, our model reveals that imaging frame rates of 20 Hz are optimal for recording temporally resolved dopamine release events. Our work provides a modeling platform to probe how complex neuromodulatory processes can be studied with fluorescent nanosensors and enables direct evaluation of nanosensor chemistry and imaging hardware parameters. Our stochastic model is generic for evaluating fluorescent neurotransmission probes, and is broadly applicable to the design of other neurotransmitter fluorophores and their optimization for implementation in vivo.

Applications of Evolutionary Technology to Manufacturing and Logistics Systems : State-of-the Art Survey

NASA Astrophysics Data System (ADS)

Gen, Mitsuo; Lin, Lin

Many combinatorial optimization problems from industrial engineering and operations research in real-world are very complex in nature and quite hard to solve them by conventional techniques. Since the 1960s, there has been an increasing interest in imitating living beings to solve such kinds of hard combinatorial optimization problems. Simulating the natural evolutionary process of human beings results in stochastic optimization techniques called evolutionary algorithms (EAs), which can often outperform conventional optimization methods when applied to difficult real-world problems. In this survey paper, we provide a comprehensive survey of the current state-of-the-art in the use of EA in manufacturing and logistics systems. In order to demonstrate the EAs which are powerful and broadly applicable stochastic search and optimization techniques, we deal with the following engineering design problems: transportation planning models, layout design models and two-stage logistics models in logistics systems; job-shop scheduling, resource constrained project scheduling in manufacturing system.

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.

A shifted hyperbolic augmented Lagrangian-based artificial fish two-swarm algorithm with guaranteed convergence for constrained global optimization

NASA Astrophysics Data System (ADS)

Rocha, Ana Maria A. C.; Costa, M. Fernanda P.; Fernandes, Edite M. G. P.

2016-12-01

This article presents a shifted hyperbolic penalty function and proposes an augmented Lagrangian-based algorithm for non-convex constrained global optimization problems. Convergence to an ?-global minimizer is proved. At each iteration k, the algorithm requires the ?-global minimization of a bound constrained optimization subproblem, where ?. The subproblems are solved by a stochastic population-based metaheuristic that relies on the artificial fish swarm paradigm and a two-swarm strategy. To enhance the speed of convergence, the algorithm invokes the Nelder-Mead local search with a dynamically defined probability. Numerical experiments with benchmark functions and engineering design problems are presented. The results show that the proposed shifted hyperbolic augmented Lagrangian compares favorably with other deterministic and stochastic penalty-based methods.

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 Reservoir Operation using Stochastic Model Predictive Control

NASA Astrophysics Data System (ADS)

Sahu, R.; McLaughlin, D.

2016-12-01

Hydropower operations are typically designed to fulfill contracts negotiated with consumers who need reliable energy supplies, despite uncertainties in reservoir inflows. In addition to providing reliable power the reservoir operator needs to take into account environmental factors such as downstream flooding or compliance with minimum flow requirements. From a dynamical systems perspective, the reservoir operating strategy must cope with conflicting objectives in the presence of random disturbances. In order to achieve optimal performance, the reservoir system needs to continually adapt to disturbances in real time. Model Predictive Control (MPC) is a real-time control technique that adapts by deriving the reservoir release at each decision time from the current state of the system. Here an ensemble-based version of MPC (SMPC) is applied to a generic reservoir to determine both the optimal power contract, considering future inflow uncertainty, and a real-time operating strategy that attempts to satisfy the contract. Contract selection and real-time operation are coupled in an optimization framework that also defines a Pareto trade off between the revenue generated from energy production and the environmental damage resulting from uncontrolled reservoir spills. Further insight is provided by a sensitivity analysis of key parameters specified in the SMPC technique. The results demonstrate that SMPC is suitable for multi-objective planning and associated real-time operation of a wide range of hydropower reservoir systems.

Optimizing fermentation process miscanthus-to-ethanol biorefinery scale under uncertain conditions

NASA Astrophysics Data System (ADS)

Bomberg, Matthew; Sanchez, Daniel L.; Lipman, Timothy E.

2014-05-01

Ethanol produced from cellulosic feedstocks has garnered significant interest for greenhouse gas abatement and energy security promotion. One outstanding question in the development of a mature cellulosic ethanol industry is the optimal scale of biorefining activities. This question is important for companies and entrepreneurs seeking to construct and operate cellulosic ethanol biorefineries as it determines the size of investment needed and the amount of feedstock for which they must contract. The question also has important implications for the nature and location of lifecycle environmental impacts from cellulosic ethanol. We use an optimization framework similar to previous studies, but add richer details by treating many of these critical parameters as random variables and incorporating a stochastic sub-model for land conversion. We then use Monte Carlo simulation to obtain a probability distribution for the optimal scale of a biorefinery using a fermentation process and miscanthus feedstock. We find a bimodal distribution with a high peak at around 10-30 MMgal yr-1 (representing circumstances where a relatively low percentage of farmers elect to participate in miscanthus cultivation) and a lower and flatter peak between 150 and 250 MMgal yr-1 (representing more typically assumed land-conversion conditions). This distribution leads to useful insights; in particular, the asymmetry of the distribution—with significantly more mass on the low side—indicates that developers of cellulosic ethanol biorefineries may wish to exercise caution in scale-up.

A Novel Weighted Kernel PCA-Based Method for Optimization and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Chen, X.; Tong, C. H.

2016-12-01

It has been demonstrated that machine learning methods can be successfully applied to uncertainty quantification for geophysical systems through the use of the adjoint method coupled with kernel PCA-based optimization. In addition, it has been shown through weighted linear PCA how optimization with respect to both observation weights and feature space control variables can accelerate convergence of such methods. Linear machine learning methods, however, are inherently limited in their ability to represent features of non-Gaussian stochastic random fields, as they are based on only the first two statistical moments of the original data. Nonlinear spatial relationships and multipoint statistics leading to the tortuosity characteristic of channelized media, for example, are captured only to a limited extent by linear PCA. With the aim of coupling the kernel-based and weighted methods discussed, we present a novel mathematical formulation of kernel PCA, Weighted Kernel Principal Component Analysis (WKPCA), that both captures nonlinear relationships and incorporates the attribution of significance levels to different realizations of the stochastic random field of interest. We also demonstrate how new instantiations retaining defining characteristics of the random field can be generated using Bayesian methods. In particular, we present a novel WKPCA-based optimization method that minimizes a given objective function with respect to both feature space random variables and observation weights through which optimal snapshot significance levels and optimal features are learned. We showcase how WKPCA can be applied to nonlinear optimal control problems involving channelized media, and in particular demonstrate an application of the method to learning the spatial distribution of material parameter values in the context of linear elasticity, and discuss further extensions of the method to stochastic inversion.

Demand driven decision support for efficient water resources allocation in irrigated agriculture

NASA Astrophysics Data System (ADS)

Schuetze, Niels; Grießbach, Ulrike Ulrike; Röhm, Patric; Stange, Peter; Wagner, Michael; Seidel, Sabine; Werisch, Stefan; Barfus, Klemens

2014-05-01

Due to climate change, extreme weather conditions, such as longer dry spells in the summer months, may have an increasing impact on the agriculture in Saxony (Eastern Germany). For this reason, and, additionally, declining amounts of rainfall during the growing season the use of irrigation will be more important in future in Eastern Germany. To cope with this higher demand of water, a new decision support framework is developed which focuses on an integrated management of both irrigation water supply and demand. For modeling the regional water demand, local (and site-specific) water demand functions are used which are derived from the optimized agronomic response at farms scale. To account for climate variability the agronomic response is represented by stochastic crop water production functions (SCWPF) which provide the estimated yield subject to the minimum amount of irrigation water. These functions take into account the different soil types, crops and stochastically generated climate scenarios. By applying mathematical interpolation and optimization techniques, the SCWPF's are used to compute the water demand considering different constraints, for instance variable and fix costs or the producer price. This generic approach enables the computation for 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 for an effective and efficient utilization of water in order to meet future demands. The prototype is implemented as a web-based decision support system and it is based on a service-oriented geo-database architecture.

The uncertainty of atmospheric processes in planning a hybrid renewable energy system for a non-connected island

NASA Astrophysics Data System (ADS)

Daniil, Vasiliki; Pouliasis, George; Zacharopoulou, Eleni; Demetriou, Evangelos; Manou, Georgia; Chalakatevaki, Maria; Parara, Iliana; Georganta, Xristina; Stamou, Paraskevi; Karali, Sophia; Hadjimitsis, Evanthis; Koudouris, Giannis; Moschos, Evangelos; Roussis, Dimitrios; Papoulakos, Konstantinos; Koskinas, Aristotelis; Pollakis, Giorgos; Gournari, Panagiota; Sakellari, Katerina; Moustakis, Yiannis

2017-04-01

Non-connected islands to the electric gird are often depending on oil-fueled power plants with high unit cost. A hybrid energy system with renewable resources such as wind and solar plants could reduce this cost and also offer more environmental friendly solutions. However, atmospheric processes are characterized by high uncertainty that does not permit harvesting and utilizing full of their potential. Therefore, a more sophisticated framework that somehow incorporates this uncertainty could improve the performance of the system. In this context, we describe several stochastic and financial aspects of this framework. Particularly, we investigate the cross-correlation between several atmospheric processes and the energy demand, the possibility of mixing renewable resources with the conventional ones and in what degree of reliability, and critical financial subsystems such as weather derivatives. A pilot application of the above framework is also presented for a remote island in the Aegean Sea. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly. *The "Stochastics in Energy Resources Management (NTUA)" Team: Nikos Mamasis, Andreas Efstratiadis, Hristos Tyralis, Panayiotis Dimitriadis, Theano Iliopoulou, Georgios Karakatsanis, Katerina Tzouka, Ilias Deligiannis, Vicky Tsoukala, Panos Papanicolaou and Demetris Koutsoyiannis

A stochastic method for stand-alone photovoltaic system sizing

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

Cabral, Claudia Valeria Tavora; Filho, Delly Oliveira; Martins, Jose Helvecio

Photovoltaic systems utilize solar energy to generate electrical energy to meet load demands. Optimal sizing of these systems includes the characterization of solar radiation. Solar radiation at the Earth's surface has random characteristics and has been the focus of various academic studies. The objective of this study was to stochastically analyze parameters involved in the sizing of photovoltaic generators and develop a methodology for sizing of stand-alone photovoltaic systems. Energy storage for isolated systems and solar radiation were analyzed stochastically due to their random behavior. For the development of the methodology proposed stochastic analysis were studied including the Markov chainmore » and beta probability density function. The obtained results were compared with those for sizing of stand-alone using from the Sandia method (deterministic), in which the stochastic model presented more reliable values. Both models present advantages and disadvantages; however, the stochastic one is more complex and provides more reliable and realistic results. (author)« less