187,274 research outputs found

    Optimization of cavitating flows simulation with data driven approach: from data assimilation to machine learning

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    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

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    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

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    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

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    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

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    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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