Bounds for Maximin Latin Hypercube Designs

Latin hypercube designs (LHDs) play an important role when approximating computer simula- tion models. To obtain good space-filling properties, the maximin criterion is frequently used. Unfortunately, constructing maximin LHDs can be quite time-consuming when the number of dimensions and design points increase. In these cases, we can use approximate maximin LHDs. In this paper, we construct bounds for the separation distance of certain classes of maximin LHDs. These bounds are useful for assessing the quality of approximate maximin LHDs. Until now only upper bounds are known for the separation distance of certain classes of unrestricted maximin designs, i.e. for maximin designs without a Latin hypercube struc- ture. The separation distance of maximin LHDs also satisfies these “unrestricted” bounds. By using some of the special properties of LHDs, we are able to find new and tighter bounds for maximin LHDs. Within the different methods used to determine the upper bounds, a vari- ety of combinatorial optimization techniques are employed. Mixed Integer Programming, the Travelling Salesman Problem, and the Graph Covering Problem are among the formulations used to obtain the bounds. Besides these bounds, also a construction method is described for generating LHDs that meet Baer’s bound for the ℓ1 distance measure for certain values of n.Latin hypercube design;maximin;space-filling;mixed integer programming;trav- elling salesman problem;graph covering.

Enhancement of Sandwich Algorithms for Approximating Higher Dimensional Convex Pareto Sets

In many fields, we come across problems where we want to optimize several conflicting objectives simultaneously. To find a good solution for such multi-objective optimization problems, an approximation of the Pareto set is often generated. In this paper, we con- sider the approximation of Pareto sets for problems with three or more convex objectives and with convex constraints. For these problems, sandwich algorithms can be used to de- termine an inner and outer approximation between which the Pareto set is 'sandwiched'. Using these two approximations, we can calculate an upper bound on the approximation error. This upper bound can be used to determine which parts of the approximations must be improved and to provide a quality guarantee to the decision maker. In this paper, we extend higher dimensional sandwich algorithms in three different ways. Firstly, we introduce the new concept of adding dummy points to the inner approx- imation of a Pareto set. By using these dummy points, we can determine accurate inner and outer approximations more e±ciently, i.e., using less time-consuming optimizations. Secondly, we introduce a new method for the calculation of an error measure which is easy to interpret. The combination of easy calculation and easy interpretation makes this measure very suitable for sandwich algorithms. Thirdly, we show how transforming cer- tain objective functions can improve the results of sandwich algorithms and extend their applicability to certain non-convex problems. The calculation of the introduced error measure when using transformations will also be discussed. To show the effect of these enhancements, we make a numerical comparison using four test cases, including a four-dimensional case from the field of intensity-modulated radiation therapy (IMRT). The results of the different cases show that we can indeed achieve an accurate approximation using significantly fewer optimizations by using the enhancements.Convexity;e-efficiency;e-Pareto optimality;Geometric programming;Higher dimensional;Inner and outer approximation;IMRT;Pareto set;Multi-objective optimiza- tion;Sandwich algorithms;Transformations

Nested Maximin Latin Hypercube Designs

In the field of design of computer experiments (DoCE), Latin hypercube designs are frequently used for the approximation and optimization of black-boxes. In certain situations, we need a special type of designs consisting of two separate designs, one being a subset of the other. These nested designs can be used to deal with training and test sets, models with different levels of accuracy, linking parameters, and sequential evaluations. In this paper, we construct nested maximin Latin hypercube designs for up to ten dimensions. We show that different types of grids should be considered when constructing nested designs and discuss how to determine which grid to use for a specific application. To determine nested maximin designs for dimensions higher than two, four different variants of the ESE-algorithm of Jin et al. (2005) are introduced and compared. In the appendix, maximin distances for different numbers of points are provided; the corresponding nested maximin designs can be found on the website http://www.spacefillingdesigns.nl.Design of computer experiments;Latin hypercube design;linking parameter;nested designs;sequential simulation;space-filling;training and test set

Space-Filling Latin Hypercube Designs For Computer Experiments (Revision of CentER DP 2006-18)

In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been published. Using periodic designs and the Enhanced Stochastic Evolutionary algorithm of Jin et al. (2005), we obtain new results which we compare to existing results. We thus construct a database of approximate maximin and Audze-Eglais Latin hypercube designs for up to ten dimensions and for up to 300 design points. All these designs can be downloaded from the website http://www.spacefillingdesigns.nl.Audze-Eglais;computer experiment;Enhanced Stochastic Evolutionary algorithm;Latin hypercube design;maximin;non-collapsing;packing problem;simulated annealing;space-filling

Quantum algorithm for the Boolean hidden shift problem

The hidden shift problem is a natural place to look for new separations between classical and quantum models of computation. One advantage of this problem is its flexibility, since it can be defined for a whole range of functions and a whole range of underlying groups. In a way, this distinguishes it from the hidden subgroup problem where more stringent requirements about the existence of a periodic subgroup have to be made. And yet, the hidden shift problem proves to be rich enough to capture interesting features of problems of algebraic, geometric, and combinatorial flavor. We present a quantum algorithm to identify the hidden shift for any Boolean function. Using Fourier analysis for Boolean functions we relate the time and query complexity of the algorithm to an intrinsic property of the function, namely its minimum influence. We show that for randomly chosen functions the time complexity of the algorithm is polynomial. Based on this we show an average case exponential separation between classical and quantum time complexity. A perhaps interesting aspect of this work is that, while the extremal case of the Boolean hidden shift problem over so-called bent functions can be reduced to a hidden subgroup problem over an abelian group, the more general case studied here does not seem to allow such a reduction.Comment: 10 pages, 1 figur

Neutrix Calculus and Finite Quantum Field Theory

In general, quantum field theories (QFT) require regularizations and infinite renormalizations due to ultraviolet divergences in their loop calculations. Furthermore, perturbation series in theories like QED are not convergent series, but are asymptotic series. We apply neutrix calculus, developed in connection with asymptotic series and divergent integrals, to QFT,obtaining finite renormalizations. While none of the physically measurable results in renormalizable QFT is changed, quantum gravity is rendered more manageable in the neutrix framework.Comment: 10 pages; LaTeX; version to appear in J. Phys. A: Math. Gen. as a Letter to the Edito

Uncertainty in the determination of soil hydraulic parameters and its influence on the performance of two hydrological models of different complexity

Data of soil hydraulic properties forms often a limiting factor in unsaturated zone modelling, especially at the larger scales. Investigations for the hydraulic characterization of soils are time-consuming and costly, and the accuracy of the results obtained by the different methodologies is still debated. However, we may wonder how the uncertainty in soil hydraulic parameters relates to the uncertainty of the selected modelling approach. We performed an intensive monitoring study during the cropping season of a 10 ha maize field in Northern Italy. The data were used to: i) compare different methods for determining soil hydraulic parameters and ii) evaluate the effect of the uncertainty in these parameters on different variables (i.e. evapotranspiration, average water content in the root zone, flux at the bottom boundary of the root zone) simulated by two hydrological models of different complexity: SWAP, a widely used model of soil moisture dynamics in unsaturated soils based on Richards equation, and ALHyMUS, a conceptual model of the same dynamics based on a reservoir cascade scheme. We employed five direct and indirect methods to determine soil hydraulic parameters for each horizon of the experimental profile. Two methods were based on a parameter optimization of: a) laboratory measured retention and hydraulic conductivity data and b) field measured retention and hydraulic conductivity data. The remaining three methods were based on the application of widely used Pedo-Transfer Functions: c) Rawls and Brakensiek, d) HYPRES, and e) ROSETTA. Simulations were performed using meteorological, irrigation and crop data measured at the experimental site during the period June – October 2006. Results showed a wide range of soil hydraulic parameter values generated with the different methods, especially for the saturated hydraulic conductivity Ksat and the shape parameter a of the van Genuchten curve. This is reflected in a variability of the modeling results which is, as expected, different for each model and each variable analysed. The variability of the simulated water content in the root zone and of the bottom flux for different soil hydraulic parameter sets is found to be often larger than the difference between modeling results of the two models using the same soil hydraulic parameter set. Also we found that a good agreement in simulated soil moisture patterns may occur even if evapotranspiration and percolation fluxes are significantly different. Therefore multiple output variables should be considered to test the performances of methods and model