A mixture experiment is an experiment in which the k ingredients are nonnegative and subject to the simplex restriction £Ux_i=1 on the (k-1)-dimensional probability simplex S^{k-1}. This dissertation discusses optimal designs for linear and quadratic log contrast models for experiments with mixtures suggested by Aitchison and Bacon-Shone (1984), where the experimental domain is restricted further as in Chan (1992). In this study, firstly, an essentially complete class of designs under the Kiefer ordering for linear log contrast models with mixture experiments is presented. Based on the completeness result, £X_p-optimal designs for all p, -¡Û<p≤1 including D- and A-optimal are obtained, where the eigenvalues of the design moment matrix are used. By using the approach presented here, we gain insight on how these £X_p-optimal designs behave. Following that, the exact N-point D-optimal designs for linear log contrast models with three and four ingredients are further investigated. The results show that for k=3 and N=3p+q ,1 ≤q≤2, there is an exact N-point D-optimal design supported at the points of S_1 (S_2) with equal weight n/N, 0≤n≤p , and puts the remaining weight (N-3n)/N uniformly on the points of S_2 (S_1) as evenly as possible, where S_1 and S_2 are sets of the supports of the approximate D-optimal designs. When k=4 and N=6p+q , 1 ≤q≤5, an exact N-point design which distributes the weights as evenly as possible among the supports of the approximate D-optimal design is proved to be exact D-optimal. Thirdly, the approximate D_s-optimal designs for discriminating between linear and quadratic log contrast models for experiments with mixtures are derived. It is shown that for a symmetric subspace of the finite dimensional simplex, there is a D_s-optimal design with the nice structure that puts a weight 1/(2^{k-1}) on the centroid of this subspace and the remaining weight is uniformly distributed on the vertices of the experimental domain. Moreover, the D_s-efficiency of the D-optimal design for quadratic model and the design given by Aitchison and Bacon-Shone (1984) are also discussed Finally, we show that an essentially complete class of designs under the Kiefer ordering for the quadratic log contrast model is the set of all designs in the boundary of T or origin of T . Based on the completeness result, numerical £X_p -optimal designs for some p, -¡Û<p≤1 are obtained.

Sattelpunkte und Optimalitätsbedingungen bei restringierten Optimierungsproblemen Ausarbeitung im Rahmen des Seminars "Optimierung", WS 2008/2009 Die Dualitätstheorie für restringierte Optimierungsaufgaben findet in der Spieltheorie und in der Ökonomik eine interessante Anwendung. Mit Hilfe von Sattelpunkteigenschaften werden diverse Interpretationsmöglichkeiten der Lagrange-Dualität vorgestellt. Anschließend gilt das Augenmerk den Optimalitätsbedingungen solcher Probleme. Grundlage für die Ausarbeitung ist das Buch "Convex Optimization" von Stephen Boyd und Lieven Vandenberghe.

Thesis (M.S.)--Indiana University, 2009. / Department of Geography, Indiana University-Purdue University Indianapolis (IUPUI). Advisor(s): Jeffrey S. Wilson, Lenore P. Tedesco, Daniel P. Johnson. Includes vitae. Includes bibliographical references (leaves 71-77).

Ce travail est consacré à l'étude d'un modèle multifluide multivitesse récemment proposé par Scannapieco et Cheng (SC) pour décrire l'interpénétration de fluides miscibles (voir [SC02]). Dans ce document, on commence par resituer ce modèle dans le contexte de la modélisation des écoulements de mélanges de fluides miscibles, puis on procède à son analyse mathématique (étude de l'hyperbolicité, existence d'une entropie mathématique strictement convexe, analyse asymptotique et limite de diffusion). Ensuite, on se concentre sur la problématique de la résolution numérique des systèmes de lois de conservation avec un terme source de relaxation, classe dont fait partie le modèle SC. Une difficulté lors de la résolution numérique de tels systèmes est de capturer sur maillage grossier leur régime asymptotique quand le terme source est raide. Le principal apport de ce travail réside dans le fait que l'on propose un nouveau mode de construction de schéma Lagrange-projection qui prend en compte la présence d'un terme source au niveau du flux numérique. Cette technique est d'abord appliquée en 1D au problème modèle des équations d'Euler avec friction, puis au modèle multifluide SC. Dans les deux cas, on prouve que le nouveau schéma est asymptotic-preserving et entropique sous une condition de type CFL. L'extension 2D du schéma est effectuée par directions alternées. Des résultats numériques mettent en évidence l'apport du nouveau flux en comparaison avec un schéma Lagrange-projection classique où le terme source est traité par un splitting d'opérateur.

Department of Civil, Surveying and Environmental Engineering. Bibliography: leaves 246-255

Orientador: João Alexandre Ferreira da Rocha Pereira / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Quimica / Made available in DSpace on 2018-07-22T19:07:47Z (GMT). No. of bitstreams: 1 Teixeira_AntonioCesar_M.pdf: 8247740 bytes, checksum: 0279970d0d4efd19c97ed5fd37b1fba3 (MD5) Previous issue date: 1997 / Resumo: o tratamento de dados de processos industriais envolve uma série de medidas as quais visam a dar mais confiabilidade aos valores medidos diretamente e aos inferidos indiretamente, para sua utilização no controle dos mesmos. Estão entre estas medidas, a classificação, a reconciliaçãoe a retificação de dados. Este trabalho apresenta uma metodologia para reconciliação de dados de processos industriais onde não existam erros grosseiros entre os valores das variáveis medidas, sejam as restrições lineares ou não-lineares. A ferramenta utilizada é a projeção matricial a qual é utilizada para simplificaras equações de balanços (restrições) de massa e/ou energia de processos complexos. O objetivo é minimizaro erro ou a diferença entre os valores reconciliados e os valores reais. A partir de cálculos intermediários do procedimento de reconciliação, foidesenvolvido um segundo procedimento para detecção de erros grosseiros entre os valores das variáveis medidas. A presença de erros grosseiros entre as medidas inutiliza os dados reconciliados, contudo fornece subsídios para, a partir deste segundo procedimento, determinar a presença do erro grosseiro. Os três procedimentos, acima citados, para o tratamento de dados do processo, são descritos neste trabalho, com os elementos teóricos desenvolvidos de modo detalhado. Dois programas computacionais são escritos e aqui apresentados, sendo que o primeiro faz a reconciliação de dados e o segundo detecta a existência ou não de erros grosseiros entre os valores apresentados / Abstract: Not informed. / Mestrado / Sistemas de Processos Quimicos e Informatica / Mestre em Engenharia Química

Dans certains phénomènes physiques modélisés par des EDP, les coefficients intervenant dans les équations ne sont pas des fonctions déterministes fixées, et dépendent de paramètres qui peuvent varier. Ceci se produit par exemple dans le cadre de la modélisation des écoulements en milieu poreux lorsqu’on décrit le champ de perméabilité par un processus stochastique pour tenir compte de l’incertitude sur ce champs. Dans d’autres cadres, il peut s’agir de paramètres déterministes que l’on cherche à ajuster, par exemple pour optimiser un certain critère sur la solution. La solution u dépend donc non seulement de la variable x d’espace/temps mais aussi d’un vecteur y = (yj) de paramètres potentiellement nombreux, voire en nombre infinis. L’approximation numérique en y de l’application (x,y)-> u(x, y) est donc impossible par les méthodes classiques de type éléments finis, et il faut envisager des approches adaptées aux grandes dimensions. Cette thèse est consacrée à l’étude théorique et l’approximation numérique des EDP paramétriques en grandes dimensions. Pour une large classe d’EDP avec une certaine dépendance anisotrope en les paramètres yj, on étudie de la régularité en y de l’application u et on propose des méthodes d’approximation numérique dont les performances ne subissent pas les détériorations classiquement observées en grande dimension. On cherche en particulier à évaluer la complexité de la classe des solutions {u(y)}, par exemple au sens des épaisseurs de Kolmogorov, afin de comprendre les limites inhérentes des méthodes numériques. On analyse en pratique les propriétés de convergences de diverses méthodes d’approximation avec des polynômes creux. / For certain physical phenomenon that are modelled by PDE, the coefficients intervening in the equations are not fixed deterministic functions, but depend on parameters that may vary.

Les écoulements diphasiques dans les centrales de type réacteur à eau pressurisée appartiennent à des régimes très variés allant du faible nombre de Mach jusqu'aux ondes de chocs. Calculer des solutions approchées précises de ces écoulements peut s'avérer délicat dans certains régimes. On s'intéresse dans cette thèse à la conception et à l'étude de méthodes numériques robustes et stables à grand pas de temps, capables de calculer des solutions approchées précises quel que soit le régime d'écoulement, y compris sur maillage grossier. Une stratégie pour construire de tels schémas consiste à : utiliser un schéma semi implicite basé sur un splitting d’opérateurs pour séparer la résolution approchée des phénomènes rapides de celles des phénomènes lents ; corriger les flux numériques afin d’améliorer la précision du schéma dans certains régimes. Deux approches sont utilisées pour analyser la capacité du schéma numérique à gérer plusieurs régimes d'écoulement. L’approche des schémas asymptotic preserving est utilisée pour traiter le système de la dynamique des gaz avec termes sources raides. On utilise ensuite la notion de schéma tout-régime pour le système de la dynamique des gaz et les systèmes diphasiques homogénéisés HRM et HEM à bas nombre de Mach. Des propriétés garantissant la stabilité et la robustesse des schémas ont été obtenues, et en particulier des inégalités d'entropie discrètes. L'implémentation de ces méthodes a permis de mener des expériences numériques en 1D et 2D sur maillage non structuré qui confirment le gain en précision et en temps de calcul des schémas asymptotic preserving et tout-régime ainsi construits par rapport à des schémas numériques classiques. / Two-phase flows in Pressurized Water Reactors belong to a wide range of Mach number flows. Computing accurate approximate solutions of those flows may be challenging from a numerical point of view as classical finite volume methods are too diffusive in the low Mach regime. In this thesis, we are interested in designing and studying some robust numerical schemes that are stable for large time steps and accurate even on coarse meshes for a wide range of flow regimes. An important feature is the strategy to construct those schemes. We use a mixed implicit-explicit strategy based on an operator splitting to solve fast and slow phenomena separately. Then, we introduce a modification of a Suliciu type relaxation scheme to improve the accuracy of the numerical scheme in some regime of interest. Two approaches have been used to assess the ability of our numerical schemes to deal with a wide range of flow regimes. The first approach, based on the asymptotic preserving property, has been used for the gas dynamics equations with stiff source terms. The second approach, based on the all-regime property, has been used for the gas dynamics equations and the homogeneous two-phase flows models HRM and HEM in the low Mach regime. We obtained some robustness and stability properties for our numerical schemes. In particular, some discrete entropy inequalities are shown. Numerical evidences, in 1D and in 2D on unstructured meshes, assess the gain in term of accuracy and CPU time of those asymptotic preserving and all-regime numerical schemes in comparison with classical finite volume methods.

<div>Over the past twenty years, ridesharing opportunities for smallsats, i.e., secondary payloads, has increased with the introduction of Evolved Expendable Launch Vehicle (EELV) Secondary Payload Adapter (ESPA) rings. However, the orbits available for these secondary payloads is limited to Low Earth Orbits (LEO) or Geostationary Orbits (GEO). By incorporating a propulsion system, propulsive ESPA rings offer the capability to transport a secondary payload, or a collection of payloads, to regions beyond GEO. In this investigation, the ridesharing scenario includes a secondary payload in a dropped-off Geosynchronous Transfer Orbit (GTO) and the region of interest is the vicinity near the Sun-Earth Lagrange points. However, mission design for secondary payloads faces certain challenges. A significant mission constraint for a secondary payload is the drop-off orbit orientation, as it is dependent on the primary mission. To address this mission constraint, strategies leveraging dynamical structures within the Circular Restricted Three-Body Problem (CRTBP) are implemented to construct efficient and flexible transfers from GTO to orbits near Sun-Earth Lagrange points. First, single-maneuver ballistic transfers are constructed from a range of GTO departure orientations. The ballistic transfer utilize trajectories within the stable manifold structure associated with periodic and quasi-periodic orbits near the Sun-Earth L1 and L2 points. Numerical differential corrections and continuation methods are leveraged to create families of ballistic transfers. A collection of direct ballistic transfers are generated that correspond to a region of GTO departure locations. Additional communications constraints, based on the Solar Exclusion Zone and the Earth’s penumbra shadow region, are included in the catalog of ballistic transfers. An integral-type path condition is derived and included throughout the differential corrections process to maintain transfers outside the required communications restrictions. The ballistic transfers computed in the CRTBP are easily transitioned to the higher-fidelity ephemeris model and validated, i.e., their geometries persist in the ephemeris model. To construct transfers to specific orbits near Sun-Earth L1 or L2, families of two-maneuver transfers are generated over a range of GTO departure locations. The two-maneuver transfers consist of a maneuver at the GTO departure location and a Deep Space Maneuver (DSM) along the trajectory. Families of two-maneuver transfers are created via a multiple- shooting differential corrections method and a continuation process. The generated families of transfers aid in the rapid generation of initial guesses for optimized transfer solutions over a range of GTO departure locations. Optimized multiple-maneuver transfers into halo and Lissajous orbits near Sun-Earth L1 and L2 are included in this analysis in both the CRTBP model and the higher-fidelity ephemeris model. Furthermore, the two-maneuver transfer strategy employed in this analysis are easily extended to other Three-Body systems. </div>

The aim of this work is to present several new results concerning duality in scalar convex optimization, the formulation of sequential optimality conditions and some applications of the duality to the theory of maximal monotone operators. After recalling some properties of the classical generalized interiority notions which exist in the literature, we give some properties of the quasi interior and quasi-relative interior, respectively. By means of these notions we introduce several generalized interior-point regularity conditions which guarantee Fenchel duality. By using an approach due to Magnanti, we derive corresponding regularity conditions expressed via the quasi interior and quasi-relative interior which ensure Lagrange duality. These conditions have the advantage to be applicable in situations when other classical regularity conditions fail. Moreover, we notice that several duality results given in the literature on this topic have either superfluous or contradictory assumptions, the investigations we make offering in this sense an alternative. Necessary and sufficient sequential optimality conditions for a general convex optimization problem are established via perturbation theory. These results are applicable even in the absence of regularity conditions. In particular, we show that several results from the literature dealing with sequential optimality conditions are rediscovered and even improved. The second part of the thesis is devoted to applications of the duality theory to enlargements of maximal monotone operators in Banach spaces. After establishing a necessary and sufficient condition for a bivariate infimal convolution formula, by employing it we equivalently characterize the $\varepsilon$-enlargement of the sum of two maximal monotone operators. We generalize in this way a classical result concerning the formula for the $\varepsilon$-subdifferential of the sum of two proper, convex and lower semicontinuous functions. A characterization of fully enlargeable monotone operators is also provided, offering an answer to an open problem stated in the literature. Further, we give a regularity condition for the weak$^*$-closedness of the sum of the images of enlargements of two maximal monotone operators. The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.