The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study

The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 2¹⁶⁹⁴ scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time.     

Decay of neutron-rich Ga isotopes near N = 50 at PARRNe

The PARRNe facility has been used to produce neutron-rich isotopes ^83,84Gaby the ISOL method. Their decay has been studied, and β-γ coincidence and γ-γ coincidence data were collected as a function of time. The first two excited levels in ⁸³Ge and the first excited level in ⁸⁴Ge have been measured for the first time.     

Vanadium(III) chloride catalyzed Biginelli condensation: solution phase library generation of dihydropyrimidin-(2H)-ones

The three component condensation of an aldehyde, a β-keto ester and urea (thiourea) in the presence of a catalytic amount of VCl₃ is disclosed for the solution phase synthesis of dihydropyrimidinones. The ease of synthesis and work-up allowed the parallel synthesis of a 48-membered library of dihydropyrimidinones quickly and efficiently in good yields.     

Fourier-Feynman transform, convolution and first variation

We examine several interesting relationships and expressions involving Fourier-Feynman transform, convolution product and first variation for functionals in the Fresnel class F(B) of an abstract Wiener space B. We also prove a translation theorem and Parseval's identity for the analytic Feynman integral. This revised version was published online in June 2006 with corrections to the Cover Date.     

Synthesis of bioactive indolocarbazoles: synthesis, nucleophilic ring-opening and chiral base desymmetrisation of a cyclic sulfate intermediate

A number of new functionalised bridged indolocarbazole systems have been prepared by ring-opening reactions of a key cyclic sulfate intermediate, prepared from the corresponding diol by the action of sulfuryl diimidazole and DBU. The same cyclic sulfate also undergoes an unprecedented asymmetric rearrangement to a chiral ketone, on treatment with a chiral lithium amide base.     

Numerical simulations of a filament in a flowing soap film

Experiments concerning the properties of soap films have recently been carried out and these systems have been proposed as experimental versions of theoretical two‐dimensional liquids. A silk filament introduced into a flowing soap film, was seen to demonstrate various stable modes, and these were, namely, a mode in which the filament oscillates and one in which the filament is stationary and aligns with the flow of the liquid. The system could be forced from the oscillatory mode into the non‐ oscillatory mode by varying the length of the filament. In this article we use numerical and computational techniques in order to simulate the strongly coupled behaviour of the filament and the fluid. Preliminary results are presented for the specific case in which the filament is seen to oscillate continuously for the duration of our simulation. We also find that the filament oscillations are strongly suppressed when we reduce the effective length of the filament. We believe that these results are reminiscent of the different oscillatory and non‐oscillatory modes observed in experiment. The numerical solutions show that, in contrast to experiment, vortices are created at the leading edge of the filament and are preferentially grown in the curvature of the filament and are eventually released from the trailing edge of the filament. In a similar manner to oscillating hydrofoils, it seems that the oscillating filaments are in a minimal energy state, extracting sufficient energy from the fluid to oscillate. In comparing numerical and experimental results it is possible that the soap film does have an effect on the fluid flow especially in the boundary layer where surface tension forces are large. Copyright © 2004 John Wiley & Sons, Ltd.     

A time‐accurate pseudo‐compressibility approach based on an unstructured hybrid finite volume technique applied to unsteady turbulent premixed flame propagation

A preconditioning approach based on the artificial compressibility formulation is extended to solve the governing equations for unsteady turbulent reactive flows with heat release, at low Mach numbers, on an unstructured hybrid grid context. Premixed reactants are considered and a flamelet approach for combustion modelling is adopted using a continuous quenched mean reaction rate. An overlapped cell‐vertex finite volume method is adopted as a discretisation scheme. Artificial dissipation terms for hybrid grids are explicitly added to ensure a stable, discretised set of equations. A second‐order, explicit, hybrid Runge–Kutta scheme is applied for the time marching in pseudo‐time. A time derivative of the dependent variable is added to recover the time accuracy of the preconditioned set of equations. This derivative is discretised by an implicit, second‐order scheme. The resulting scheme is applied to the calculation of an infinite planar (one‐dimensional) turbulent premixed flame propagating freely in reactants whose turbulence is supposed to be frozen, homogeneous and isotropic. The accuracy of the results obtained with the proposed method proves to be excellent when compared to the data available in the literature. Copyright © 2004 John Wiley & Sons, Ltd.     

Assessment of two‐equation turbulence modelling for high Reynolds number hydrofoil flows

This paper presents an evaluation of the capability of turbulence models available in the commercial CFD code FLUENT 6.0 for their application to hydrofoil turbulent boundary layer separation flow at high Reynolds numbers. Four widely applied two‐equation RANS turbulence models were assessed through comparison with experimental data at Reynolds numbers of 8.284×106 and 1.657×107. They were the standard k–εmodel, the realizable k–εmodel, the standard k–ωmodel and the shear‐stress‐transport (SST) k–ωmodel. It has found that the realizable k–εturbulence model used with enhanced wall functions and near‐wall modelling techniques, consistently provides superior performance in predicting the flow characteristics around the hydrofoil. Copyright © 2004 John Wiley & Sons, Ltd.     

Experimental investigation and theoretical modeling of liquid entrainment in a horizontal tee with a vertical-up branch

This article describes a comprehensive literature review of liquid entrainment in horizontal pipes with vertical-up branches. Deficiencies in the available data and correlations were identified. The Air–water Test Loop for Advanced Thermal–hydraulic Studies (ATLATS) was constructed and entrainment onset and steady-state data were collected for a wide range of flow conditions. Using new insights gained from experimental testing, the authors developed a model for predicting the onset of entrainment and steady-state entrainment rate. Previously published correlations, along with the new model, are compared against all available data. The new model shows very good agreement with the onset data, but is not very good at predicting branch quality at high liquid flow rates.