Existence of simultaneous route and departure choice dynamic user equilibrium

This paper is concerned with the existence of the simultaneous route-and-departure choice dynamic user equilibrium (SRDC-DUE) in continuous time, first formulated as an infinite-dimensional variational inequality in Friesz et al. (1993). In deriving our existence result, we employ the generalized Vickrey model (GVM) introduced in and to formulate the underlying network loading problem. As we explain, the GVM corresponds to a path delay operator that is provably strongly continuous on the Hilbert space of interest. Finally, we provide the desired SRDC-DUE existence result for general constraints relating path flows to a table of fixed trip volumes without invocation of a priori bounds on the path flows.Comment: 21 page

An exact solution approach based on column generation and a partial-objective constraint to design a cellulosic biofuel supply chain

AbstractThis study provides an exact solution method to solve a mixed-integer linear programming model that prescribes an optimal design of a cellulosic biofuel supply chain. An embedded structure can be transformed to a generalized minimum cost flow problem, which is used as a sub-problem in a column generation approach, to solve the linear relaxation of the mixed-integer program. This study proposes a dynamic programming algorithm to solve the sub-problem in O(m) time, generating improving path-flows. It proposes an inequality, called the partial objective constraint, which is based on the portion of the objective function associated with binary variables, to underlie a branch-and-cut approach. Computational tests show that the proposed solution approach solves most instances faster than a state-of-the-art commercial solver (CPLEX)

Hydrodynamic equations for incompressible inviscid fluid in terms of generalized stream function

Hydrodynamic equations for ideal incompressible fluid are written in terms of generalized stream function. Two-dimensional version of these equations is transformed to the form of one dynamic equation for the stream function. This equation contains arbitrary function which is determined by inflow conditions given on the boundary. To determine unique solution, velocity and vorticity (but not only velocity itself) must be given on the boundary. This unexpected circumstance may be interpreted in the sense that the fluid has more degrees of freedom, than it was believed. Besides, the vorticity is less observable quantity as compared with the velocity. It is shown that the Clebsch potentials are used essentially at the description of vortical flow.Comment: 31 pages, 0 figures, The paper is reduced. Consideration of nonstationary flow has been remove

Canonical description of ideal magnetohydrodynamic flows and integrals of motion

In the framework of the variational principle the canonical variables describing ideal magnetohydrodynamic (MHD) flows of general type (i.e., with spatially varying entropy and nonzero values of all topological invariants) are introduced. The corresponding complete velocity representation enables us not only to describe the general type flows in terms of single-valued functions, but also to solve the intriguing problem of the ``missing'' MHD integrals of motion. The set of hitherto known MHD local invariants and integrals of motion appears to be incomplete: for the vanishing magnetic field it does not reduce to the set of the conventional hydrodynamic invariants. And if the MHD analogs of the vorticity and helicity were discussed earlier for the particular cases, the analog of Ertel invariant has been so far unknown. It is found that on the basis of the new invariants introduced a wide set of high-order invariants can be constructed. The new invariants are relevant both for the deeper insight into the problem of the topological structure of the MHD flows as a whole and for the examination of the stability problems. The additional advantage of the proposed approach is that it enables one to deal with discontinuous flows, including all types of possible breaks.Comment: 16 page

Robust Anomaly Detection in Dynamic Networks

We propose two robust methods for anomaly detection in dynamic networks in which the properties of normal traffic are time-varying. We formulate the robust anomaly detection problem as a binary composite hypothesis testing problem and propose two methods: a model-free and a model-based one, leveraging techniques from the theory of large deviations. Both methods require a family of Probability Laws (PLs) that represent normal properties of traffic. We devise a two-step procedure to estimate this family of PLs. We compare the performance of our robust methods and their vanilla counterparts, which assume that normal traffic is stationary, on a network with a diurnal normal pattern and a common anomaly related to data exfiltration. Simulation results show that our robust methods perform better than their vanilla counterparts in dynamic networks.Comment: 6 pages. MED conferenc

Optimal pricing control in distribution networks with time-varying supply and demand

This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost functions of Legendre-type, is formalized and solved. The time-varying optimal flow is characterized in terms of the time-varying dual variables of a corresponding network optimization problem. A dynamic feedback controller is proposed that regulates the flows asymptotically to the optimal flows and achieves in addition a balancing of all storage levels.Comment: Submitted to 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS) in December 201