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Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
An inverse design method calculates the blade shape that produces a prescribed input pressure distribution. By controlling this input pressure distribution the aerodynamic design objectives can easily be met. Because of the intrinsic relationship between pressure distribution and airfoil physical properties, a Neural Network can be trained to choose the optimal pressure distribution that would meet a set of physical requirements. Neural network systems have been attempted in the context of direct design methods. From properties ascribed to a set of blades the neural network is trained to infer the properties of an 'interpolated' blade shape. The problem is that, especially in transonic regimes where we deal with intrinsically non linear and ill posed problems, small perturbations of the blade shape can produce very large variations of the flow parameters. It is very unlikely that, under these circumstances, a neural network will be able to find the proper solution. The unique situation in the present method is that the neural network can be trained to extract the required input pressure distribution from a database of pressure distributions while the inverse method will still compute the exact blade shape that corresponds to this 'interpolated' input pressure distribution. In other words, the interpolation process is transferred to a smoother problem, namely, finding what pressure distribution would produce the required flow conditions and, once this is done, the inverse method will compute the exact solution for this problem. The use of neural network is, in this context, highly related to the use of proper optimization techniques. The optimization is used essentially as an automation procedure to force the input pressure distributions to achieve the required aero and structural design parameters. A multilayered feed forward network with back-propagation is used to train the system for pattern association and classification.
Optimum airfoils in the sense of maximum lift coefficient are obtained by a newly developed method. The maximum lift coefficient is achieved by requiring that the turbulent skin friction be zero in the pressure rise region on the upper surface. Under this constraint, the pressure distribution is optimized. The optimum pressure distribution consists of a uniform stagnation pressure on the lower surface, a uniform minimum pressure on the upper surface immediately downstream of the front stagnation point followed by a Stratford zero skin friction pressure rise. When multiple-element airfoils are under consideration, this optimum pressure distribution appears on every element. The parameters used to specify the pressure distribution on each element are the Reynolds number and the normalized trailing edge velocity. The newly developed method of design computes the velocity distribution on a given airfoil and modifies the airfoil contour in a systematic manner until the desired velocity distribution is achieved. There are no limitations on how many elements the airfoil to be designed can have.
This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.
A preliminary design tool for advanced propellers was developed combining a fast vortex lattice aerodynamic analysis, a fast subsonic point source noise analysis, and an optimization scheme using a conjugate directions method. Twist, chord and sweep distributions are optimized to simultaneously improve both the aerodynamic performance and the noise observed at a fixed relative position. The optimal noise/performance tradeoffs for straight and advanced concept blades are presented. The techniques used include increasing the blade number, blade sweep, reducing the rotational speed, shifting the spanwise loading and diameter changes.
A preliminary design tool for advanced propellers was developed combining a fast vortex lattice aerodynamic analysis, a fast subsonic point source noise analysis, and an optimization scheme using a conjugate directions method. Twist, chord and sweep distributions are optimized to simultaneously improve both the aerodynamic performance and the noise observed at a fixed relative position. The optimal noise/performance tradeoffs for straight and advanced concept blades are presented. The techniques used include increasing the blade number, blade sweep, reducing the rotational speed, shifting the spanwise loading and diameter changes.
During dry and windy seasons, environmental conditions significantly increase the risk of wildfires, exposing power grids to disruptions caused by transmission line failures. Wildfire propagation exacerbates grid vulnerability, potentially leading to prolonged power outages. To address this challenge, we propose a multistage optimization model that dynamically adjusts transmission grid topology in response to wildfire propagation, aiming to develop an optimal response policy. By accounting for decision-dependent uncertainty, where line survival probabilities depend on usage, we employ distributionally robust optimization to model uncertainty in line survival distributions. We adapt the stochastic nested decomposition algorithm and derive a deterministic upper bound for its finite convergence. To enhance computational efficiency, we exploit the Lagrangian dual problem structure for a faster generation of Lagrangian cuts. Using realistic data from the California transmission grid, we demonstrate the superior performance of dynamic response policies against two-stage alternatives through a comprehensive case study. In addition, after solving the multistage formulation, we construct easy-to-implement policies that significantly reduce computational burden while maintaining good performance in real-time deployment. History: Accepted by Russell Bent, Area Editor for Network Optimization: Algorithms and Applications. Funding: This work was supported by the U.S. Department of Energy, Office of Electricity [Grant DE-AC02-05CH11231]. The work of R. Jiang was supported in part by the U.S. National Science Foundation, Division of Electrical, Communications and Cyber Systems [Grant ECCS-1845980] and the U.S. Air Force Office of Scientific Research [Grant FA9550-23-1-0323]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2025.1210 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2025.1210 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
This paper considers the aeroelastic optimization of a subsonic transport wingbox under a variety of static and dynamic aeroelastic constraints. Three types of design variables are utilized: structural variables (skin thickness, stiffener details), the quasi-steady deflection scheduling of a series of control surfaces distributed along the trailing edge for maneuver load alleviation and trim attainment, and the design details of an LQR controller, which commands oscillatory hinge moments into those same control surfaces. Optimization problems are solved where a closed loop flutter constraint is forced to satisfy the required flight margin, and mass reduction benefits are realized by relaxing the open loop flutter requirements.
Optimum airfoils in the sense of maximum lift coefficient are obtained for incompressible fluid flow at large Reynolds number. The maximum lift coefficient is achieved by requiring that the turbulent skin friction be zero in the pressure rise region on the airfoil upper surface. Under this constraint, the pressure distribution is optimized. The optimum pressure distribution is a function of Reynolds number and the trailing edge velocity. Geometries of those airfoils which will generate these optimum pressure distributions are obtained using a direct-iterative method which is developed in this study. This method can be used to design airfoils consisting of any number of elements. Numerical examples of one- and two-element airfoils are given. The maximum lift coefficients obtained range from 2 to 2.5.
An optimal decision model of crop production, trade, and storage was developed for use in estimating the economic consequences of improved forecasts and estimates of worldwide crop production. The model extends earlier distribution benefits models to include production effects as well. Application to improved information systems meeting the goals set in the large area crop inventory experiment (LACIE) indicates annual benefits to the United States of $200 to $250 million for wheat, $50 to $100 million for corn, and $6 to $11 million for soybeans, using conservative assumptions on expected LANDSAT system performance.
Increases in supersonic cruise lift drag ratio were sought at Mach numbers 2.2 and 2.7 using wing body planform and thickness blending. Constrained twist and camber optimization was performed in the presence of nacelles. Wing and fuselage thickness distributions were optimized for either minimum volume wave drag or minimum total pressure wave drag. The zero leading edge suction lift drag ratios were determined for three wing planforms. The magnitude of the effect of leading edge suction on attainable lift drag ratio was defined on one planform and estimation of available leading edge suction was made.
In this study, we investigate agent-based approach for system model identification with emphasis on power distribution system applications. Departing from conventional practices of relying on historical data for offline model identification, we adopt online update approach utilizing real-time data by employing the latest data points for gradient computation. This methodology offers advantages including a large reduction in the communication network's bandwidth requirements by minimizing the data exchanged at each iteration and enabling the model to adapt in real-time to disturbances. Furthermore, we extend our model identification process from linear frameworks to more complex non-linear convex models. This extension is validated through numerical studies demonstrating improved control performance for a synthetic IEEE test case.
The inverter-based resources (IBRs) have enabled the integration of renewable energy at the grid edge with enhanced control capabilities to support the reliable operation of power grids. Different control frameworks, such as hierarchical or distributed architecture, have been proposed with the expansion of cyber networks for real-time monitoring and control. This evolution of critical infrastructure into cyber-physical systems also brings more vulnerabilities for the broadened attack surfaces, and significantly increases the possibility of physical system failures or outages caused by cyberattacks. Among tremendous efforts in the defense-in-depth approach, it remains challenging to provide prompt detection and accurate location of attack entry points or paths. Therefore, the prevailing restoration framework may struggle to fully consider the cyber-physical interdependence, successfully isolate the compromised cyber and physical components, and safely recover the systems without the potential risks leading to secondary outages. This paper is motivated to develop a cyber-physical restoration framework for distribution grids to recover from cyber attacks by harnessing grid-edge IBRs. The framework is first built on the operational guidelines of IBRs considering the compromised cyber layer. Then, an ambiguity set is established to represent the uncertainty of attack scenarios and their possibility levels. Next, a distributionally robust optimization model is developed to provide the optimal load restoration strategy across all scenarios. The effectiveness of the proposed model is demonstrated through various use cases on the modified IEEE 13-node and 123-node test systems. Finally, simulation results demonstrate the effectiveness and advancement of developed post-attack restoration strategies.
An inverse design method calculates the blade shape that produces a prescribed input pressure distribution. By controlling this input pressure distribution the aerodynamic design objectives can easily be met. Because of the intrinsic relationship between pressure distribution and airfoil physical properties, a neural network can be trained to choose the optimal pressure distribution that would meet a set of physical requirements. The neural network technique works well not only as an interpolating device but also as an extrapolating device to achieve blade designs from a given database. Two validating test cases are discussed.
Power system survivability, defined as the ability of a system to maintain steady-state functionality under varying operational conditions, reflects its resilience against disturbances. While existing research primarily focuses on physical-layer disturbances, the increasing prevalence of grid-edge DERs, which are primarily used for integrating renewable energy, has significantly expanded the cyber attack surface. As a result, operational disruptions caused by cyber threats are posing significant challenges to system survivability and cannot be overlooked. To fill this gap, we redefine system survivability to incorporate the cyber layer’s status and propose a Distributionally Robust Optimization (DRO) approach to enhance power system survivability against potential cyber-physical threats. In this paper, we first analyze the operational guidelines of systems with a high penetration of DERs under various cyber network conditions and redefine survivability in this context. Next, we focus on the most common cyber threat, Denial-of-Service (DoS) attacks, and develop a corresponding attack model. This model allows for the creation of a kernel-based ambiguity set that captures attack uncertainties using historical data. Finally, we transform the proposed DRO model as a tractable optimization problem, with its solution providing an optimal cyber redundancy plan to enhance system survivability in DoS attack scenarios. Simulation results on the IEEE 13-node and 123-node test feeders demonstrate the effectiveness of our proposed model in improving system survivability. This model can also be expanded to include other types of common attacks and serve as a comprehensive planning tool to improve overall cyber physical survival of the system.
Consideration is given to the problem of optimal force distribution among three point fingers holding a planar object. A scheme that reduces the nonlinear optimization problem to an easily solved generalized eigenvalue problem is proposed. This scheme generalizes and simplifies results of Ji and Roth (1988). The generalizations include all possible geometric arrangements and extensions to three dimensions and to the case of variable coefficients of friction. For the two-dimensional case with constant coefficients of friction, it is proved that, except for some special cases, the optimal grasping forces (in the sense of minimizing the dependence on friction) are those for which the angles with the corresponding normals are all equal (in absolute value).
Optimizations are considered that are required for efficient execution of code segments that consists of loops over distributed data structures. The PARTI (Parallel Automated Runtime Toolkit at ICASE) execution time primitives are designed to carry out these optimizations and can be used to implement a wide range of scientific algorithms on distributed memory machines. These primitives allow the user to control array mappings in a way that gives an appearance of shared memory. Computations can be based on a global index set. Primitives are used to carry out gather and scatter operations on distributed arrays. Communications patterns are derived at runtime, and the appropriate send and receive messages are automatically generated.
Optimizations are considered that are required for efficient execution of code segments that consists of loops over distributed data structures. The PARTI (Parallel Automated Runtime Toolkit at ICASE) execution time primitives are designed to carry out these optimizations and can be used to implement a wide range of scientific algorithms on distributed memory machines. These primitives allow the user to control array mappings in a way that gives an appearance of shared memory. Computations can be based on a global index set. Primitives are used to carry out gather and scatter operations on distributed arrays. Communications patterns are derived at runtime, and the appropriate send and receive messages are automatically generated.