Numerical resolution of dynamic games

La teoría de Juegos estudia las interacciones estratégicas entre variosagentes (jugadores), donde cada uno toma una serie de decisiones buscando maximizaruna función objetivo (particular de cada jugador), pero cuyo resultado depende no sólode las decisiones de cada jugador sino también de las de los demás jugadores.Esta disciplina Matemática es muy utilizada en muchos campos y problemas deactualidad, pero tiene el inconveniente de que, incluso para problemas sencillos, enmuchas ocasiones no se pueden calcular soluciones explícitas y se tienen que aplicarmétodos numéricos.Estos métodos pueden ser costosos computacionalmente, sobre todo al aumentar elnúmero de jugadores, lo que hace muy importante el desarrollo de algoritmos eficientesque permitan calcular soluciones precisas en un tiempo razonable.Departamento de Matemática AplicadaMáster en Matemática

A Modified Hybrid Genetic Algorithm for Solving Nonlinear Optimal Control Problems

Here, a two-phase algorithm is proposed for solving bounded continuous-time nonlinear optimal control problems (NOCP). In each phase of the algorithm, a modified hybrid genetic algorithm (MHGA) is applied, which performs a local search on offsprings. In first phase, a random initial population of control input values in time nodes is constructed. Next, MHGA starts with this population. After phase 1, to achieve more accurate solutions, the number of time nodes is increased. The values of the associated new control inputs are estimated by Linear interpolation (LI) or Spline interpolation (SI), using the curves obtained from the phase 1. In addition, to maintain the diversity in the population, some additional individuals are added randomly. Next, in the second phase, MHGA restarts with the new population constructed by above procedure and tries to improve the obtained solutions at the end of phase 1. We implement our proposed algorithm on 20 well-known benchmark and real world problems; then the results are compared with some recently proposed algorithms. Moreover, two statistical approaches are considered for the comparison of the LI and SI methods and investigation of sensitivity analysis for the MHGA parameters

Doctor of Philosophy

dissertationVolumetric parameterization is an emerging field in computer graphics, where volumetric representations that have a semi-regular tensor-product structure are desired in applications such as three-dimensional (3D) texture mapping and physically-based simulation. At the same time, volumetric parameterization is also needed in the Isogeometric Analysis (IA) paradigm, which uses the same parametric space for representing geometry, simulation attributes and solutions. One of the main advantages of the IA framework is that the user gets feedback directly as attributes of the NURBS model representation, which can represent geometry exactly, avoiding both the need to generate a finite element mesh and the need to reverse engineer the simulation results from the finite element mesh back into the model. Research in this area has largely been concerned with issues of the quality of the analysis and simulation results assuming the existence of a high quality volumetric NURBS model that is appropriate for simulation. However, there are currently no generally applicable approaches to generating such a model or visualizing the higher order smooth isosurfaces of the simulation attributes, either as a part of current Computer Aided Design or Reverse Engineering systems and methodologies. Furthermore, even though the mesh generation pipeline is circumvented in the concept of IA, the quality of the model still significantly influences the analysis result. This work presents a pipeline to create, analyze and visualize NURBS geometries. Based on the concept of analysis-aware modeling, this work focusses in particular on methodologies to decompose a volumetric domain into simpler pieces based on appropriate midstructures by respecting other relevant interior material attributes. The domain is decomposed such that a tensor-product style parameterization can be established on the subvolumes, where the parameterization matches along subvolume boundaries. The volumetric parameterization is optimized using gradient-based nonlinear optimization algorithms and datafitting methods are introduced to fit trivariate B-splines to the parameterized subvolumes with guaranteed order of accuracy. Then, a visualization method is proposed allowing to directly inspect isosurfaces of attributes, such as the results of analysis, embedded in the NURBS geometry. Finally, the various methodologies proposed in this work are demonstrated on complex representations arising in practice and research

Simulation Modeling

The book presents some recent specialized works of a theoretical and practical nature in the field of simulation modeling, which is being addressed to a large number of specialists, mathematicians, doctors, engineers, economists, professors, and students. The book comprises 11 chapters that promote modern mathematical algorithms and simulation modeling techniques, in practical applications, in the following thematic areas: mathematics, biomedicine, systems of systems, materials science and engineering, energy systems, and economics. This project presents scientific papers and applications that emphasize the capabilities of simulation modeling methods, helping readers to understand the phenomena that take place in the real world, the conditions of their development, and their effects, at a high scientific and technical level. The authors have published work examples and case studies that resulted from their researches in the field. The readers get new solutions and answers to questions related to the emerging applications of simulation modeling and their advantages

Computer methods for design automation

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 1992.Includes bibliographical references (leaves 142-159).by Christian Bliek.Ph.D

The History of the Quantitative Methods in Finance Conference Series. 1992-2007

This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.

Applied Computational Electromagnetics Society Journal / Volume 15, Number 1

Approved for public release; distribution is unlimited

Interval simplex splines for scientific databases

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Ocean Engineering, 1995.Includes bibliographical references (p. 130-138).by Jingfang Zhou.Ph.D