Waste Load Allocation (WLA) in rivers refers to the determination of required pollutant fractional removal levels at a set of point sources of pollution to ensure that water quality standards are maintained throughout the system. Optimal waste load allocation implies that the selected pollution treatment vector not only maintains the water quality standards, but also results in the best value for the objective function defined for the management problem. Waste load allocation problems are characterized by uncertainties due to the randomness and imprecision. Uncertainty due to randomness arises mainly due to the random nature of the variables influencing the water quality. Uncertainty due to imprecision or fuzziness is associated with setting up the water quality standards and goals of the Pollution Control Agencies (PCA), and the dischargers (e.g., industries and municipal dischargers). Many decision problems in water resources applications are dominated by natural, extreme, rarely occurring, uncertain events. However usually such events will be absent or be rarely present in the historical records. Due to the scarcity of information of these uncertain events, a realistic decision-making becomes difficult. Furthermore, water resources planners often deal with imprecision, mostly due to imperfect knowledge and insufficient or inadequate data. Therefore missing data is very common in most water resources decision problems. Missing data introduces inaccuracy in analysis and evaluation. For instance, the sample mean of the available data can be an inaccurate estimate of the mean of the complete data. Use of sample statistics estimated from inadequate samples in WLA models would lead to incorrect decisions. Therefore there is a necessity to incorporate the uncertainty due to missing data also in WLA models in addition to the uncertainties due to randomness and imprecision. The uncertainty in the input parameters due to missing or inadequate data renders the input parameters (such as mean and variance) as interval grey parameters in water quality decision-making. In a Fuzzy Waste Load Allocation Model (FWLAM), randomness and imprecision both can be addressed simultaneously by using the concept of fuzzy risk of low water quality (Mujumdar and Sasikumar, 2002). In the present work, an attempt is made to also address uncertainty due to partial ignorance due to missing data or inadequate data in the samples of input variables in FWLAM, considering the fuzzy risk approach proposed by Mujumdar and Sasikumar (2002). To address the uncertainty due to missing data or inadequate data, the input parameters (such as mean and variance) are considered as interval grey numbers. The resulting output water quality indicator (such as DO) will also, consequently, be an interval grey number. The fuzzy risk will also be interval grey number when output water quality indicator is an interval grey number. A methodology is developed for the computation of grey fuzzy risk of low water quality, when the input variables are characterized by uncertainty due to partial ignorance resulting from missing or inadequate data in the samples of input variables. To achieve this, an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system to address uncertainties due to randomness, fuzziness and also due to missing data or inadequate data. Monte Carlo Simulation (MCS) incorporating a water quality simulation model is performed two times for each set of randomly generated input variables: once for obtaining the upper bound of DO and once for the lower bound of DO, by using appropriate upper or lower bounds of interval grey input variables. These two bounds of DO are used in the estimation of grey fuzzy risk by substituting the upper and lower values of fuzzy membership functions of low water quality. A backward finite difference scheme (Chapra, 1997) is used to solve the water quality simulation model. The goal of PCA is to minimize the bounds of grey fuzzy risk, whereas the goal of dischargers is to minimize the fractional removal levels. The two sets of goals are conflicting with each other. Fuzzy multiobjective optimization technique is used to formulate the multiobjective model to provide best compromise solutions. Probabilistic Global Search Lausanne (PGSL) method is used to solve the optimization problem. Finally the results of the model are compared with the results of risk minimization model (Ghosh and Mujumdar, 2006), when the methodology is applied to the case study of the Tunga-Bhadra river system in South India. The model is capable of determining a grey fuzzy risk with the corresponding bounds of DO, at each check point, rather than specifying a single value of fuzzy risk as done in a Fuzzy Waste Load Allocation Model (FWLAM). The IFWLAM developed is based on fuzzy multiobjective optimization problem with ‘max-min’ as the operator, which usually may not result in a unique solution and there exists a possibility of obtaining multiple solutions (Karmakar and Mujumdar, 2006b). Karmakar and Mujumdar (2006b) developed a two-phase Grey Fuzzy Waste Load Allocation Model (two-phase GFWLAM), to determine the widest range of interval-valued optimal decision variables, resulting in the same value of interval-valued optimal goal fulfillment level as obtained from GFWLAM (Karmakar and Mujumdar 2006a). Following Karmakar and Mujumdar (2006b), two optimization models are developed in this study to capture all the decision alternatives or multiple solutions: one to maximize and the other to minimize the summation of membership functions of the dischargers by keeping the maximum goal fulfillment level same as that obtained in IFWLAM to obtain a lower limit and an upper limit of fractional removal levels respectively. The aim of the two optimization models is to obtain a range of fractional removal levels for the dischargers such that the resultant grey fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision-making. The models are applied to the case study of Tunga-Bhadra river system. A range of upper and lower limits of fractional removal levels is obtained for each discharger; within this range, the discharger can select the fractional removal level so that the resulting grey fuzzy risk will also be within specified bounds. In IFWLAM, the membership functions are subjective, and lower and upper bounds are arbitrarily fixed. Karmakar and Mujumdar (2006a) developed a Grey Fuzzy Waste Load Allocation Model (GFWLAM), in which uncertainty in the values of membership parameters is quantified by treating them as interval grey numbers. Imprecise membership functions are assigned for the goals of PCA and dischargers. Following Karmakar and Mujumdar (2006a), a Grey Optimization Model with Grey Fuzzy Risk is developed in the present study to address the uncertainty in the memebership functions of IFWLAM. The goals of PCA and dischargers are considered as grey fuzzy goals with imprecise membership functions. Imprecise membership functions are assigned to the fuzzy set of low water quality and fuzzy set of low risk. The grey fuzzy risk approach is included to account for the uncertainty due to missing data or inadequate data in the samples of input variables as done in IFWLAM. Randomness and imprecision associated with various water quality influencing variables and parameters of the river system are considered through a Monte-Carlo simulation when input parameters (such as mean and variance) are interval grey numbers. The model application is demonstrated with the case study of Tunga-Bhadra river system in South India. Finally the results of the model are compared with the results of GFWLAM (Karmakar and Mujumdar, 2006a). For the case study of Tunga Bhadra River system, it is observed that the fractional removal levels are higher for Grey Optimization Model with Grey Fuzzy Risk compared to GFWLAM (Karmakar and Mujumdar, 2006a) and therefore the resulting risk values at each check point are reduced to a significant extent. The models give a set of flexible policies (range of fractional removal levels). Corresponding optimal values of goal fulfillment level and the grey fuzzy risk are all in terms of interval grey numbers. The IFWLAM and Grey Fuzzy Optimization Model with Grey Fuzzy Risk, developed in the study do not limit their application to any particular pollutant or water quality indicator in the river system. Given appropriate transfer functions for spatial distribution of the pollutants in water body, the models can be used for water quality management of any general river system.

Σε αυτή την εργασία, ασχολούμαστε με το πρόβλημα της επίλυσης συστημάτων μη γραμμικών αλγεβρικών ή/και υπερβατικών εξισώσεων και συγκεκριμένα αναφερόμαστε σε βελτιωμένες αλγοριθμικές τεχνικές επίλυσης τέτοιων συστημάτων. Μη γραμμικά συστήματα υπάρχουν σε πολλούς τομείς της επιστήμης, όπως στη Μηχανική, την Ιατρική, τη Χημεία, τη Ρομποτική, τα Οικονομικά, κ.τ.λ. Υπάρχουν πολλές μέθοδοι για την επίλυση συστημάτων μη γραμμικών εξισώσεων. Ανάμεσά τους η μέθοδος Newton είναι η πιο γνωστή μέθοδος, λόγω της τετραγωνικής της σύγκλισης όταν υπάρχει μια καλή αρχική εκτίμηση και ο Ιακωβιανός πίνακας είναι nonsingular. Η μέθοδος Newton έχει μερικά μειονεκτήματα, όπως τοπική σύγκλιση, αναγκαιότητα υπολογισμού του Ιακωβιανού πίνακα και ακριβής επίλυση του γραμμικού συστήματος σε κάθε επανάληψη. Σε αυτή τη μεταπτυχιακή διπλωματική εργασία αναλύουμε τη μέθοδο Newton και κατηγοριοποιούμε μεθόδους που συμβάλλουν στην αντιμετώπιση των μειονεκτημάτων της μεθόδου Newton, π.χ. Quasi-Newton και Inexact-Newton μεθόδους. Μερικές πιο πρόσφατες μέθοδοι που περιγράφονται σε αυτή την εργασία είναι η μέθοδος MRV και δύο νέες μέθοδοι Newton χωρίς άμεσες συναρτησιακές τιμές, κατάλληλες για προβλήματα με μη ακριβείς συναρτησιακές τιμές ή με μεγάλο υπολογιστικό κόστος. Στο τέλος αυτής της μεταπτυχιακής εργασίας, παρουσιάζουμε τις βασικές αρχές της Ανάλυσης Διαστημάτων και τη Διαστηματική μέθοδο Newton. / In this contribution, we deal with the problem of solving systems of nonlinear algebraic or/and transcendental equations and in particular we are referred to improved algorithmic techniques of such kind of systems. Nonlinear systems arise in many domains of science, such as Mechanics, Medicine, Chemistry, Robotics, Economics, etc. There are several methods for solving systems of nonlinear equations. Among them Newton's method is the most famous, because of its quadratic convergence when a good initial guess exists and the Jacobian matrix is nonsingular. Newton's method has some disadvantages, such as local convergence, necessity of computation of Jacobian matrix and the exact solution of linear system at each iteration. In this master thesis we analyze Newton's method and we categorize methods that contribute to the treatment of drawbacks of Newton's method, e.g. Quasi-Newton and Inexact-Newton methods. Some more recent methods which are described in this thesis are the MRV method and two new Newton's methods without direct function evaluations, ideal for problems with inaccurate function values or high computational cost. At the end of this master thesis, we present the basic principles of Interval Analysis and Interval Newton's method.

The design of hydropower projects requires a comprehensive planning process in order to achieve the objective to maximise exploitation of the existing hydropower potential as well as future revenues of the plant. For this purpose and to satisfy approval requirements for a complex hydropower development, it is imperative at planning stage, that the conceptual development contemplates a wide range of influencing design factors and ensures appropriate consideration of all related aspects. Since the majority of technical and economical parameters that are required for detailed and final design cannot be precisely determined at early planning stages, crucial design parameters such as design discharge and hydraulic head have to be examined through an extensive optimisation process. One disadvantage inherent to commonly used deterministic analysis is the lack of objectivity for the selection of input parameters. Moreover, it cannot be ensured that the entire existing parameter ranges and all possible parameter combinations are covered. Probabilistic methods utilise discrete probability distributions or parameter input ranges to cover the entire range of uncertainties resulting from an information deficit during the planning phase and integrate them into the optimisation by means of an alternative calculation method. The investigated method assists with the mathematical assessment and integration of uncertainties into the rational economic appraisal of complex infrastructure projects. The assessment includes an exemplary verification to what extent the Random Set Theory can be utilised for the determination of input parameters that are relevant for the optimisation of hydropower projects and evaluates possible improvements with respect to accuracy and suitability of the calculated results. / Die Auslegung von Wasserkraftanlagen stellt einen komplexen Planungsablauf dar, mit dem Ziel das vorhandene Wasserkraftpotential möglichst vollständig zu nutzen und künftige, wirtschaftliche Erträge der Kraftanlage zu maximieren. Um dies zu erreichen und gleichzeitig die Genehmigungsfähigkeit eines komplexen Wasserkraftprojektes zu gewährleisten, besteht hierbei die zwingende Notwendigkeit eine Vielzahl für die Konzepterstellung relevanter Einflussfaktoren zu erfassen und in der Projektplanungsphase hinreichend zu berücksichtigen. In frühen Planungsstadien kann ein Großteil der für die Detailplanung entscheidenden, technischen und wirtschaftlichen Parameter meist nicht exakt bestimmt werden, wodurch maßgebende Designparameter der Wasserkraftanlage, wie Durchfluss und Fallhöhe, einen umfangreichen Optimierungsprozess durchlaufen müssen. Ein Nachteil gebräuchlicher, deterministischer Berechnungsansätze besteht in der zumeist unzureichenden Objektivität bei der Bestimmung der Eingangsparameter, sowie der Tatsache, dass die Erfassung der Parameter in ihrer gesamten Streubreite und sämtlichen, maßgeblichen Parameterkombinationen nicht sichergestellt werden kann. Probabilistische Verfahren verwenden Eingangsparameter in ihrer statistischen Verteilung bzw. in Form von Bandbreiten, mit dem Ziel, Unsicherheiten, die sich aus dem in der Planungsphase unausweichlichen Informationsdefizit ergeben, durch Anwendung einer alternativen Berechnungsmethode mathematisch zu erfassen und in die Berechnung einzubeziehen. Die untersuchte Vorgehensweise trägt dazu bei, aus einem Informationsdefizit resultierende Unschärfen bei der wirtschaftlichen Beurteilung komplexer Infrastrukturprojekte objektiv bzw. mathematisch zu erfassen und in den Planungsprozess einzubeziehen. Es erfolgt eine Beurteilung und beispielhafte Überprüfung, inwiefern die Random Set Methode bei Bestimmung der für den Optimierungsprozess von Wasserkraftanlagen relevanten Eingangsgrößen Anwendung finden kann und in wieweit sich hieraus Verbesserungen hinsichtlich Genauigkeit und Aussagekraft der Berechnungsergebnisse ergeben.

The design of hydropower projects requires a comprehensive planning process in order to achieve the objective to maximise exploitation of the existing hydropower potential as well as future revenues of the plant. For this purpose and to satisfy approval requirements for a complex hydropower development, it is imperative at planning stage, that the conceptual development contemplates a wide range of influencing design factors and ensures appropriate consideration of all related aspects. Since the majority of technical and economical parameters that are required for detailed and final design cannot be precisely determined at early planning stages, crucial design parameters such as design discharge and hydraulic head have to be examined through an extensive optimisation process. One disadvantage inherent to commonly used deterministic analysis is the lack of objectivity for the selection of input parameters. Moreover, it cannot be ensured that the entire existing parameter ranges and all possible parameter combinations are covered. Probabilistic methods utilise discrete probability distributions or parameter input ranges to cover the entire range of uncertainties resulting from an information deficit during the planning phase and integrate them into the optimisation by means of an alternative calculation method. The investigated method assists with the mathematical assessment and integration of uncertainties into the rational economic appraisal of complex infrastructure projects. The assessment includes an exemplary verification to what extent the Random Set Theory can be utilised for the determination of input parameters that are relevant for the optimisation of hydropower projects and evaluates possible improvements with respect to accuracy and suitability of the calculated results. / Die Auslegung von Wasserkraftanlagen stellt einen komplexen Planungsablauf dar, mit dem Ziel das vorhandene Wasserkraftpotential möglichst vollständig zu nutzen und künftige, wirtschaftliche Erträge der Kraftanlage zu maximieren. Um dies zu erreichen und gleichzeitig die Genehmigungsfähigkeit eines komplexen Wasserkraftprojektes zu gewährleisten, besteht hierbei die zwingende Notwendigkeit eine Vielzahl für die Konzepterstellung relevanter Einflussfaktoren zu erfassen und in der Projektplanungsphase hinreichend zu berücksichtigen. In frühen Planungsstadien kann ein Großteil der für die Detailplanung entscheidenden, technischen und wirtschaftlichen Parameter meist nicht exakt bestimmt werden, wodurch maßgebende Designparameter der Wasserkraftanlage, wie Durchfluss und Fallhöhe, einen umfangreichen Optimierungsprozess durchlaufen müssen. Ein Nachteil gebräuchlicher, deterministischer Berechnungsansätze besteht in der zumeist unzureichenden Objektivität bei der Bestimmung der Eingangsparameter, sowie der Tatsache, dass die Erfassung der Parameter in ihrer gesamten Streubreite und sämtlichen, maßgeblichen Parameterkombinationen nicht sichergestellt werden kann. Probabilistische Verfahren verwenden Eingangsparameter in ihrer statistischen Verteilung bzw. in Form von Bandbreiten, mit dem Ziel, Unsicherheiten, die sich aus dem in der Planungsphase unausweichlichen Informationsdefizit ergeben, durch Anwendung einer alternativen Berechnungsmethode mathematisch zu erfassen und in die Berechnung einzubeziehen. Die untersuchte Vorgehensweise trägt dazu bei, aus einem Informationsdefizit resultierende Unschärfen bei der wirtschaftlichen Beurteilung komplexer Infrastrukturprojekte objektiv bzw. mathematisch zu erfassen und in den Planungsprozess einzubeziehen. Es erfolgt eine Beurteilung und beispielhafte Überprüfung, inwiefern die Random Set Methode bei Bestimmung der für den Optimierungsprozess von Wasserkraftanlagen relevanten Eingangsgrößen Anwendung finden kann und in wieweit sich hieraus Verbesserungen hinsichtlich Genauigkeit und Aussagekraft der Berechnungsergebnisse ergeben.