Search results for "optimization"

Risk Management for Sustainable Sovereign Debt Financing

2021

We model sovereign debt sustainability with optimal financing decisions under macroeconomic, financial, and fiscal uncertainty, with endogenous risk and term premia. Using a coherent risk measure we trade-off debt stock and flow risks subject to sustainability constraints. We optimize static and dynamic financing strategies and demonstrate economically significant savings from optimal financing compared with simple rules and consols, and find that optimizing the trade-offs can be critical for sustainability. The model quantifies minimum refinancing risk and maximum rate of debt reduction that a sovereign can achieve given its economic fundamentals, and an extension identifies optimal timing…

A constrained genetic algorithm to optimize a maintenance global service

2014

It is herein developed an approach to optimize the maintenance services policy related to a Global Service Contract. In particular, the latter requires the performing of corrective maintenance and replacements of the failed components on a set of equal vehicles of a logistic Company. The tackled problem concerns the determination of an effective opportunistic maintenance policyon the basis of which when a fault occurs, it is replaced the failed component and, depending on the age of the others components, also replacements of others suitable components are performed, even if they are not yet broken, thus saving a substantial amount of system downtime. The problem is mathematically formulate…

Reconstruction of random media using Monte Carlo methods.

1998

A simulated annealing algorithm is applied to the reconstruction of two-dimensional porous media with prescribed correlation functions. The experimental correlation function of an isotropic sample of Fontainebleau sandstone and a synthetic correlation function with damped oscillations are used in the reconstructions. To reduce the numerical effort we follow a proposal suggesting the evaluation of the correlation functions only along certain directions. The results show that this simplification yields significantly different microstructures as compared to a full evaluation of the correlation function. In particular, we find that the simplified reconstruction method introduces an artificial a…

Signorini problem with Coulomb's law of friction. Shape optimization in contact problems

1992

Analysis and approximation of one-dimensional scalar conservation laws with general point constraints on the flux

2016

We introduce and analyze a class of models with nonlocal point constraints for traffic flow through bottlenecks, such as exits in the context of pedestrians traffic and reduction of lanes on a road under construction in vehicular traffic. Constraints are defined based on data collected from non-local in space and/or in time observations of the flow. We propose a theoretical analysis and discretization framework that permits to include different data acquisition strategies; a numerical comparison is provided. Nonlocal constraint allows to model, e.g., the irrational behavior (" panic ") near the exit observed in dense crowds and the capacity drop at tollbooth in vehicular traffic. Existence …

Computational stability of an initially radial solution of a growth/dissolution problem in a nonradial implementation

1991

We consider a free boundary problem modelling the growth/dissolution of a crystal. The aim is to investigate the following question: Does the solution to the crystal growth problem posed in two dimensions with radially symmetric initial and boundary condition evolve as a radially symmetric solution?

An improved smoothed particle electromagnetics method in 3D time domain simulations

2011

In this paper, an enhanced variant of the meshless smoothed particle electromagnetics (SPEM) method is performed in order to solve PDEs in time domain describing 3D transient electromagnetic phenomena. The method appears to be very efficient in approximating spatial derivatives in the numerical treatment of Maxwell's curl equations. In many cases, very often, accuracy degradation, due to a lack of particle consistency, severely limits the usefulness of this approach. A numerical corrective strategy, which allows to restore the SPEM consistency, without any modification of the smoothing kernel function and its derivatives, is presented. The method allows to restore the same order of consiste…

Multiphysics Optimization for Water-Cooled Breeding Blanket Design Enhancement

2021

The commercial feasibility of the first fusion power plant generation adopting D-T plasma is strongly dependent upon the self-sustainability in terms of tritium fueling. Within such a kind of reactor, the component selected to house the tritium breeding reactions is the breeding blanket, which is further assigned to heat power removal and radiation shielding functions. As a consequence of both its role and position, the breeding blanket is heavily exposed to both surface and volumetric heat loads and, hence, its design requires a typical multiphysics approach, from the neutronics to the thermo-mechanics. During last years, a great deal of effort has been put in the optimization of the breed…

Damage identification by a modified Ant Colony Optimization for not well spaced frequency systems

2011

Recently, it has been shown , that a damage detection strategy based on a proper functional calculated on the analytical signal of the structural dynamical response, consents to identify very low damage level. In this regard, they stressed the efficiency of Hilbert Transform to obtain the analytical response representation that shows more sensitivity for predicting damage with respect to the simple signal response. Then, a damage identification procedure based on the minimization of the difference between theoretical and measured data was proposed with satisfactory results. Unfortunately, this procedure, since the need of use of band pass filter around the natural frequency of the system, f…

Data-driven decision support to reduce "driving-under the influence of alcohol" offenses

2018

Extracting valuable knowledge from data to support decision making is a widely practiced trend. Data-driven decision support (DDDS) provides insight for decision makers by exploring and extracting underlying patterns within a dataset. This thesis covers the process of DDDS in reducing driving under the influence of alcohol (DUI) offenses by introducing proposed prison sentences. In this thesis, DDDS is applied to a DUI dataset by analyzing patterns in the dataset and by introducing proposed prison sentences for offenders to reduce the number of DUI cases. Background theories in data mining, machine learning, optimization and decision science that are related to the thesis project are also c…