Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Machine Learning for Fluid Mechanics

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.Comment: To appear in the Annual Reviews of Fluid Mechanics, 202

On the genericity properties in networked estimation: Topology design and sensor placement

In this paper, we consider networked estimation of linear, discrete-time dynamical systems monitored by a network of agents. In order to minimize the power requirement at the (possibly, battery-operated) agents, we require that the agents can exchange information with their neighbors only \emph{once per dynamical system time-step}; in contrast to consensus-based estimation where the agents exchange information until they reach a consensus. It can be verified that with this restriction on information exchange, measurement fusion alone results in an unbounded estimation error at every such agent that does not have an observable set of measurements in its neighborhood. To over come this challenge, state-estimate fusion has been proposed to recover the system observability. However, we show that adding state-estimate fusion may not recover observability when the system matrix is structured-rank ($S$-rank) deficient. In this context, we characterize the state-estimate fusion and measurement fusion under both full $S$-rank and $S$-rank deficient system matrices.Comment: submitted for IEEE journal publicatio

Inexactness of the Hydro-Thermal Coordination Semidefinite Relaxation

Hydro-thermal coordination is the problem of determining the optimal economic dispatch of hydro and thermal power plants over time. The physics of hydroelectricity generation is commonly simplified in the literature to account for its fundamentally nonlinear nature. Advances in convex relaxation theory have allowed the advent of Shor's semidefinite programming (SDP) relaxations of quadratic models of the problem. This paper shows how a recently published SDP relaxation is only exact if a very strict condition regarding turbine efficiency is observed, failing otherwise. It further proposes the use of a set of convex envelopes as a strategy to successfully obtain a stricter lower bound of the optimal solution. This strategy is combined with a standard iterative convex-concave procedure to recover a stationary point of the original non-convex problem.Comment: Submitted to IEEE PES General Meeting 201