187,274 research outputs found
Optimization of cavitating flows simulation with data driven approach: from data assimilation to machine learning
This paper investigates the application of data-driven approach to the optimization of cavitating flow simulations. An evaluation of the performance of commonly used RANS models (k-e, k-w and k-w SST) is presented by comparison with high fidelity data (DNS solution and X-ray experimental measurements). An ensemble based variational method is introduced and used to reconstruct the inlet velocity and calibrate the empirical parameters in the turbulence model and the cavitation model. Machine learning approach is discussed to construct a discrepancy function of the Reynolds stresses to address the RANS model-form uncertainty
Fluctuation-driven capacity distribution in complex networks
Maximizing robustness and minimizing cost are common objectives in the design
of infrastructure networks. However, most infrastructure networks evolve and
operate in a highly decentralized fashion, which may significantly impact the
allocation of resources across the system. Here, we investigate this question
by focusing on the relation between capacity and load in different types of
real-world communication and transportation networks. We find strong empirical
evidence that the actual capacity of the network elements tends to be similar
to the maximum available capacity, if the cost is not strongly constraining. As
more weight is given to the cost, however, the capacity approaches the load
nonlinearly. In particular, all systems analyzed show larger unoccupied
portions of the capacities on network elements subjected to smaller loads,
which is in sharp contrast with the assumptions involved in (linear) models
proposed in previous theoretical studies. We describe the observed behavior of
the capacity-load relation as a function of the relative importance of the cost
by using a model that optimizes capacities to cope with network traffic
fluctuations. These results suggest that infrastructure systems have evolved
under pressure to minimize local failures, but not necessarily global failures
that can be caused by the spread of local damage through cascading processes
Stochastic Optimal Power Flow Based on Data-Driven Distributionally Robust Optimization
We propose a data-driven method to solve a stochastic optimal power flow
(OPF) problem based on limited information about forecast error distributions.
The objective is to determine power schedules for controllable devices in a
power network to balance operation cost and conditional value-at-risk (CVaR) of
device and network constraint violations. These decisions include scheduled
power output adjustments and reserve policies, which specify planned reactions
to forecast errors in order to accommodate fluctuating renewable energy
sources. Instead of assuming the uncertainties across the networks follow
prescribed probability distributions, we assume the distributions are only
observable through a finite training dataset. By utilizing the Wasserstein
metric to quantify differences between the empirical data-based distribution
and the real data-generating distribution, we formulate a distributionally
robust optimization OPF problem to search for power schedules and reserve
policies that are robust to sampling errors inherent in the dataset. A simple
numerical example illustrates inherent tradeoffs between operation cost and
risk of constraint violation, and we show how our proposed method offers a
data-driven framework to balance these objectives
Planning as Optimization: Dynamically Discovering Optimal Configurations for Runtime Situations
The large number of possible configurations of modern software-based systems,
combined with the large number of possible environmental situations of such
systems, prohibits enumerating all adaptation options at design time and
necessitates planning at run time to dynamically identify an appropriate
configuration for a situation. While numerous planning techniques exist, they
typically assume a detailed state-based model of the system and that the
situations that warrant adaptations are known. Both of these assumptions can be
violated in complex, real-world systems. As a result, adaptation planning must
rely on simple models that capture what can be changed (input parameters) and
observed in the system and environment (output and context parameters). We
therefore propose planning as optimization: the use of optimization strategies
to discover optimal system configurations at runtime for each distinct
situation that is also dynamically identified at runtime. We apply our approach
to CrowdNav, an open-source traffic routing system with the characteristics of
a real-world system. We identify situations via clustering and conduct an
empirical study that compares Bayesian optimization and two types of
evolutionary optimization (NSGA-II and novelty search) in CrowdNav
Direct Data-Driven Portfolio Optimization with Guaranteed Shortfall Probability
This paper proposes a novel methodology for optimal allocation of a portfolio of risky financial assets. Most existing methods that aim at compromising between portfolio performance (e.g., expected return) and its risk (e.g., volatility or shortfall probability) need some statistical model of the asset returns. This means that: ({\em i}) one needs to make rather strong assumptions on the market for eliciting a return distribution, and ({\em ii}) the parameters of this distribution need be somehow estimated, which is quite a critical aspect, since optimal portfolios will then depend on the way parameters are estimated. Here we propose instead a direct, data-driven, route to portfolio optimization that avoids both of the mentioned issues: the optimal portfolios are computed directly from historical data, by solving a sequence of convex optimization problems (typically, linear programs). Much more importantly, the resulting portfolios are theoretically backed by a guarantee that their expected shortfall is no larger than an a-priori assigned level. This result is here obtained assuming efficiency of the market, under no hypotheses on the shape of the joint distribution of the asset returns, which can remain unknown and need not be estimate
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