Robust optimization in simulation: Taguchi and response surface methodology

Optimization of simulated systems is tackled by many methods, but most methods assume known environments. This article, however, develops a `robust' methodology for uncertain environments. This methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by Response Surface Methodology (RSM). George Box originated RSM, and Douglas Montgomery recently extended RSM to robust optimization of real (non-simulated) systems. We combine Taguchi's view with RSM for simulated systems. We illustrate the resulting methodology through classic Economic Order Quantity (EOQ) inventory models, which demonstrate that robust optimization may require order quantities that differ from the classic EOQ

Population overlap and habitat segregation in wintering Black-tailed Godwits Limosa limosa

Distinct breeding populations of migratory species may overlap both spatially and temporally, but differ in patterns of habitat use. This has important implications for population monitoring and conservation. To quantify the extent to which two distinct breeding populations of a migratory shorebird, the Black-tailed Godwit Limosa limosa, overlap spatially, temporally and in their use of different habitats during winter. We use mid-winter counts between 1990 and 2001 to identify the most important sites in Iberia for Black-tailed Godwits. Monthly surveys of estuarine mudflats and rice-fields at one major site, the Tejo estuary in Portugal in 2005-2007, together with detailed tracking of colour-ringed individuals, are used to explore patterns of habitat use and segregation of the Icelandic subspecies L. l. islandica and the nominate continental subspecies L. l. limosa. In the period 1990-2001, over 66 000 Black-tailed Godwits were counted on average in Iberia during mid-winter (January), of which 80% occurred at just four sites: Tejo and Sado lower basins in Portugal, and Coto Dontildeana and Ebro Delta in Spain. Icelandic Black-tailed Godwits are present throughout the winter and forage primarily in estuarine habitats. Continental Black-tailed Godwits are present from December to March and primarily use rice-fields. Iberia supports about 30% of the Icelandic population in winter and most of the continental population during spring passage. While the Icelandic population is currently increasing, the continental population is declining rapidly. Although the estuarine habitats used by Icelandic godwits are largely protected as Natura 2000 sites, the habitat segregation means that conservation actions for the decreasing numbers of continental godwits should focus on protection of rice-fields and re-establishment of freshwater wetlands

A weakly stable algorithm for general Toeplitz systems

We show that a fast algorithm for the QR factorization of a Toeplitz or Hankel matrix A is weakly stable in the sense that R^T.R is close to A^T.A. Thus, when the algorithm is used to solve the semi-normal equations R^T.Rx = A^Tb, we obtain a weakly stable method for the solution of a nonsingular Toeplitz or Hankel linear system Ax = b. The algorithm also applies to the solution of the full-rank Toeplitz or Hankel least squares problem.Comment: 17 pages. An old Technical Report with postscript added. For further details, see http://wwwmaths.anu.edu.au/~brent/pub/pub143.htm

Field Measurements of Terrestrial and Martian Dust Devils

Surface-based measurements of terrestrial and martian dust devils/convective vortices provided from mobile and stationary platforms are discussed. Imaging of terrestrial dust devils has quantified their rotational and vertical wind speeds, translation speeds, dimensions, dust load, and frequency of occurrence. Imaging of martian dust devils has provided translation speeds and constraints on dimensions, but only limited constraints on vertical motion within a vortex. The longer mission durations on Mars afforded by long operating robotic landers and rovers have provided statistical quantification of vortex occurrence (time-of-sol, and recently seasonal) that has until recently not been a primary outcome of more temporally limited terrestrial dust devil measurement campaigns. Terrestrial measurement campaigns have included a more extensive range of measured vortex parameters (pressure, wind, morphology, etc.) than have martian opportunities, with electric field and direct measure of dust abundance not yet obtained on Mars. No martian robotic mission has yet provided contemporaneous high frequency wind and pressure measurements. Comparison of measured terrestrial and martian dust devil characteristics suggests that martian dust devils are larger and possess faster maximum rotational wind speeds, that the absolute magnitude of the pressure deficit within a terrestrial dust devil is an order of magnitude greater than a martian dust devil, and that the time-of-day variation in vortex frequency is similar. Recent terrestrial investigations have demonstrated the presence of diagnostic dust devil signals within seismic and infrasound measurements; an upcoming Mars robotic mission will obtain similar measurement types

Search for Spontaneous Nucleation of Magnetic Flux During Rapid Cooling of YBCO films Through Tc

We describe an experimental search for spontaneous formation of flux lines during a rapid quench of thin YBaCuO films through Tc. This effect is expected according to the Kibble-Zurek mechanism of a creation of topological defects of the order parameter during a symmetry breaking phase transition. Spontaneously formed vortices were previously observed in superfluid 3He, while a similar experiment in superfluid 4He gave negative results. Using a high Tc SQUID, we measured both the magnetic flux in the sample during a quench with a sensitivity of 20 phi-0/cm^2, and the field noise which one would expect from flux lines pinned in the film. The sensitivity was sufficient to detect spontaneous flux at a level corresponding to 10^(-3) of the prediction. Within our resolution, we saw no evidence for this effect.Comment: Manuscript and 4 figure

Characterization of the near-surface nanocrystalline microstructure of ultrasonically treated Ti-6Al-4V using ASTAR™/precession electron diffraction technique

The surface of Ti-6Al-4V was treated mechanically by applying ultrasonic nanocrystal surface modification. The effect of this treatment on the hardness, compressive residual stresses and fatigue performance were investigated. It is shown that in terms of the measured nanoindentation hardness values and the presence of compressive residual stresses, the treated sample only differed from the as-received sample in the first 200–300 µm area far from the surface. Also, the microstructure very close to the treated surface (\u3c5 µm) was characterized using a relatively new transmission orientation microscopy technique named ASTAR™/precession electron diffraction. Based on different types of results (e.g., index map and virtual bright field image) acquired by this technique, it is concluded that titanium grains smaller than 10 nm exist within the distance of less than 1 µm from the treated surface. Difficulties associated with ASTAR™/precession electron diffraction technique to characterize this challenging near-surface area are discussed

Past and present distribution, densities and movements of blue whales <i>Balaenoptera musculus</i> in the Southern Hemisphere and northern Indian Ocean

1Blue whale locations in the Southern Hemisphere and northern Indian Ocean were obtained from catches (303 239), sightings (4383 records of =8058 whales), strandings (103), Discovery marks (2191) and recoveries (95), and acoustic recordings.2Sighting surveys included 7 480 450 km of effort plus 14 676 days with unmeasured effort. Groups usually consisted of solitary whales (65.2%) or pairs (24.6%); larger feeding aggregations of unassociated individuals were only rarely observed. Sighting rates (groups per 1000 km from many platform types) varied by four orders of magnitude and were lowest in the waters of Brazil, South Africa, the eastern tropical Pacific, Antarctica and South Georgia; higher in the Subantarctic and Peru; and highest around Indonesia, Sri Lanka, Chile, southern Australia and south of Madagascar.3Blue whales avoid the oligotrophic central gyres of the Indian, Pacific and Atlantic Oceans, but are more common where phytoplankton densities are high, and where there are dynamic oceanographic processes like upwelling and frontal meandering.4Compared with historical catches, the Antarctic (‘true’) subspecies is exceedingly rare and usually concentrated closer to the summer pack ice. In summer they are found throughout the Antarctic; in winter they migrate to southern Africa (although recent sightings there are rare) and to other northerly locations (based on acoustics), although some overwinter in the Antarctic.5Pygmy blue whales are found around the Indian Ocean and from southern Australia to New Zealand. At least four groupings are evident: northern Indian Ocean, from Madagascar to the Subantarctic, Indonesia to western and southern Australia, and from New Zealand northwards to the equator. Sighting rates are typically much higher than for Antarctic blue whales.6South-east Pacific blue whales have a discrete distribution and high sighting rates compared with the Antarctic. Further work is needed to clarify their subspecific status given their distinctive genetics, acoustics and length frequencies.7Antarctic blue whales numbered 1700 (95% Bayesian interval 860–2900) in 1996 (less than 1% of original levels), but are increasing at 7.3% per annum (95% Bayesian interval 1.4–11.6%). The status of other populations in the Southern Hemisphere and northern Indian Ocean is unknown because few abundance estimates are available, but higher recent sighting rates suggest that they are less depleted than Antarctic blue whales.</li

Search for a W' boson decaying to a bottom quark and a top quark in pp collisions at sqrt(s) = 7 TeV

Results are presented from a search for a W' boson using a dataset corresponding to 5.0 inverse femtobarns of integrated luminosity collected during 2011 by the CMS experiment at the LHC in pp collisions at sqrt(s)=7 TeV. The W' boson is modeled as a heavy W boson, but different scenarios for the couplings to fermions are considered, involving both left-handed and right-handed chiral projections of the fermions, as well as an arbitrary mixture of the two. The search is performed in the decay channel W' to t b, leading to a final state signature with a single lepton (e, mu), missing transverse energy, and jets, at least one of which is tagged as a b-jet. A W' boson that couples to fermions with the same coupling constant as the W, but to the right-handed rather than left-handed chiral projections, is excluded for masses below 1.85 TeV at the 95% confidence level. For the first time using LHC data, constraints on the W' gauge coupling for a set of left- and right-handed coupling combinations have been placed. These results represent a significant improvement over previously published limits.Comment: Submitted to Physics Letters B. Replaced with version publishe

Search for the standard model Higgs boson decaying into two photons in pp collisions at sqrt(s)=7 TeV

A search for a Higgs boson decaying into two photons is described. The analysis is performed using a dataset recorded by the CMS experiment at the LHC from pp collisions at a centre-of-mass energy of 7 TeV, which corresponds to an integrated luminosity of 4.8 inverse femtobarns. Limits are set on the cross section of the standard model Higgs boson decaying to two photons. The expected exclusion limit at 95% confidence level is between 1.4 and 2.4 times the standard model cross section in the mass range between 110 and 150 GeV. The analysis of the data excludes, at 95% confidence level, the standard model Higgs boson decaying into two photons in the mass range 128 to 132 GeV. The largest excess of events above the expected standard model background is observed for a Higgs boson mass hypothesis of 124 GeV with a local significance of 3.1 sigma. The global significance of observing an excess with a local significance greater than 3.1 sigma anywhere in the search range 110-150 GeV is estimated to be 1.8 sigma. More data are required to ascertain the origin of this excess.Comment: Submitted to Physics Letters