Applications of stochastic simulation in two-stage multiple comparisons with the best problem and time average variance constant estimation

In this dissertation, we study two problems. In the first part, we consider the two-stage methods for comparing alternatives using simulation. Suppose there are a finite number of alternatives to compare, with each alternative having an unknown parameter that is the basis for comparison. The parameters are to be estimated using simulation, where the alternatives are simulated independently. We develop two-stage selection and multiple-comparison procedures for simulations under a general framework. The assumptions are that each alternative has a parameter estimation process that satisfies a random- time-change central limit theorem (CLT), and there is a weakly consistent variance estimator (WCVE) for the variance constant appearing in the CLT. The framework encompasses comparing means of independent populations, functions of means, and steady-state means. One problem we consider of considerable practical interest and not handled in previous work on two-stage multiple-comparison procedures is comparing quantiles of alternative populations. We establish the asymptotic validity of our procedures as the prescribed width of the confidence intervals or indifference-zone parameter shrinks to zero. Also, for the steady-state simulation context, we compare our procedures based on WCVEs with techniques that instead use standardized time series methods. In the second part, we propose a new technique of estimating the variance parameter of a wide variety of stochastic processes. This new technique is better than the existing techniques for some standard stochastic processes in terms of bias and variance properties, since it reduces bias at the cost of no significant increase in variance

A comprehensive literature classification of simulation optimisation methods

Simulation Optimization (SO) provides a structured approach to the system design and configuration when analytical expressions for input/output relationships are unavailable. Several excellent surveys have been written on this topic. Each survey concentrates on only few classification criteria. This paper presents a literature survey with all classification criteria on techniques for SO according to the problem of characteristics such as shape of the response surface (global as compared to local optimization), objective functions (single or multiple objectives) and parameter spaces (discrete or continuous parameters). The survey focuses specifically on the SO problem that involves single per-formance measureSimulation Optimization, classification methods, literature survey

Athermal Shear-Transformation-Zone Theory of Amorphous Plastic Deformation II: Analysis of Simulated Amorphous Silicon

In the preceding paper, we developed an athermal shear-transformation-zone (STZ) theory of amorphous plasticity. Here we use this theory in an analysis of numerical simulations of plasticity in amorphous silicon by Demkowicz and Argon (DA). In addition to bulk mechanical properties, those authors observed internal features of their deforming system that challenge our theory in important ways. We propose a quasithermodynamic interpretation of their observations in which the effective disorder temperature, generated by mechanical deformation well below the glass temperature, governs the behavior of other state variables that fall in and out of equilibrium with it. Our analysis points to a limitation of either the step-strain procedure used by DA in their simulations, or the STZ theory in its ability to describe rapid transients in stress-strain curves, or perhaps to both. Once we allow for this limitation, we are able to bring our theoretical predictions into accurate agreement with the simulations.Comment: 10 pages, 7 figures, second of a two-part series. Reorganized paper with no substantial changes in conten

Detecting and Describing Dynamic Equilibria in Adaptive Networks

We review modeling attempts for the paradigmatic contact process (or SIS model) on adaptive networks. Elaborating on one particular proposed mechanism of topology change (rewiring) and its mean field analysis, we obtain a coarse-grained view of coevolving network topology in the stationary active phase of the system. Introducing an alternative framework applicable to a wide class of adaptive networks, active stationary states are detected, and an extended description of the resulting steady-state statistics is given for three different rewiring schemes. We find that slight modifications of the standard rewiring rule can result in either minuscule or drastic change of steady-state network topologies.Comment: 14 pages, 10 figures; typo in the third of Eqs. (1) correcte

Computational Fluid Dynamics Methods Used in the Development of the Space Launch System Liftoff and Transition Lineloads Databases

The objective of this paper is to document the reasoning and trade studies that supported the selection of appropriate tools for constructing aerodynamic lineload databases for the Liftoff and Transition phases of flight for launch vehicles. These decisions were made amid the maturation of an evolving workflow for generating databases on variants of the Space Launch System launch vehicle, with most being based on results from brief developmental studies performed in response to specific, unforeseen challenges that were encountered in analyzing a given configuration. This report is intended to provide a summary of the results and the decision-making processes chronologically over the design cycles of various configurations, starting with isolated free-air bodies for the Block 1 Crew, then the Block 1B Crew and Cargo configurations, and most recently the Block 1B Crew configuration in proximity to the launch tower. The results from these analyses led to the selection of the CREATE-AV Kestrel flowsolver for simulating these problems. The need to accurately capture the expected leeward-wake flow field characteristics required the use of Delayed Detached Eddy Simulation (DDES) method, for which the vorticity magnitude was employed as the solution Adaptive Mesh Refinement (AMR) function over the off-body Cartesian grid region. In addition, the Spalart-Allmaras (SA) model is used to account for the flow turbulence effects