Instructions:: F X X X

Modeling, Simulation, and Optimization
2019-20 Even Semester

Final Exaination (4th July 2020)
Instructions:
(i) Preferably use an A4 sheet for writing your answers.
(ii) Leave a top margin of 2” on each page.
(iii) Whatsapp the single answer script file to any of these nummbers: 9473672998 or 7310150257
(iv) Instructor's phone no. for any clarification required in the paper: 9473672998
Total Points: 180

Total Time: 180 Minutes
1. (3+3+3+3+3+3+3+3 = 24 points)
a) (3 points) Consider the set of the following points. Draw the boundary of the convex region with the smallest
area which includes all the points. (No need to precisely reproduce these points on your answer sheets while
answering this. Aprroximate representation is fine).
b) (3 points) Is the following function of two variables a convex function? Justify your answer.
2
f  x1, x 2 =x1 x1 x22 x24
c) (3 points) For the following objective function, what is the direction of the steepest descent at the point (1,1):
2 2
f  x1, x 2 =2 x 1−3 x1 x 2 2 x 2
d) (3 points) Schematically draw the contour lines around a local minimum, local maximum, and a saddle point.
e) (3 points) For what kind of cases does the steepest descent method doesn't work?
f) (3 points) What kind of limitations in steepest descent method are overcome in conjugate gradient method.
g) (3 points) In the Lagrange multiplier method of constrained optimization, what is the importance of the values
of the Lagrange multipliers associated with different constraints?
h) (3 points) Show that optimization of an objective function having a bilinear form in many variables is
equivalent to solving a linear system.
2 2
2. (8 points) Using the method of Lagrange multipliers, maximize f  x1, x 2 =x1 x2 4 x 1 x2
subject to the constraint: x1 + x2 = 8. Report the optimal values of x1, x2, f, and the Lagrange multiplier.
3. (18 points) Minimize the following objective function by applying steepest descent method
starting at the point (0,0). Report your answer after two steps.
2 2
f  x1, x 2 =x 1−2 2x 2 −1
2 2
4. (25 points) Use graphical method to minimize f  x1, x 2 =x 1 −4 2x 2−5
subject to the following constraints: x1≥0,
x2≥0,
5−x1 − x2≥0,
−2.5x 1 −x2≤0.
Show the feasible region by shading out the un-feasible region in the graph. Find the values of the variables where
the objective function is minimum and also the minimum value of the objective function.
5. (35 points) Consider one dimensional diffusion of species A in the medium B (see the Figure below) with spatial
extent 0 < x < 4. The diffusion coeficient is modulated with spatial coordinates and is given by the following
relation: D x=0.020.01 sin  
3 x
2
.
The initial concentration profile of the species A in B is given by
C 0 x=sin  
 x . The boundary conditions expressed for the concentration are
2
C(x = 0) = C(x = 4) = 0 at all times.
a) Write down the analytical equation that models time dependence of the
concentration profile.
b) Express the finite difference scheme of the model equation which is explicit in
time.
c) Compute the concentrations at x = 1, 2, and 3 after time t = 1. Consider step

size of discretization to be h = 1 and k = 1/3 respectively in space and time for
your calculation.
Show your calculation.
6. (35 points) Stagnant liquid B is in a container of height 9 cm. It is exposed to gas A at time t = 0. Concentration of
A dissolved in B reaches CA0 = 0.01 mol/m3 at the interface instantly and remains constant. The diffusion
coefficient of A in B is given by D = 2 × 10-9 m2/s. As A diffuses in B, it also reacts with B with rate of
−7 3
disappearance of A being given by r A =−2×10 C A in mol /cm s , where CA is the concentration of A at any
time t. Find the concentration of A at the bottom of the container at time t = 5 s by applying the Crank Nicolson
scheme. Consider the spatial discretization step size to be h = 3 cm and choose the time step size judiciously.
Consider a downward one-dimensional diffusion.
7. (35 points) Consider oil production from a reservoir, and assume the flow to be a single phase incompressible
flow. The oil is being produced by injecting a fluid which displaces the oil towards the production well. Assume
the the flow is 2-dimensional with velocity lying in the x-y (horizontal) plane. Consider a square domain in the x-y
plane with grid points as shown in the figure below. The fluid has a viscosity of 1 cP and density of 1 g/cc. The
injection rate is 0.1 kg/m3-min and the reservoir permeability is 10-2 darcy.
The pressures are maintained at constant values of 10, 20, 30, and 40 atm
respectively at the four boundaries of the concerned doman as shown in the
figure. Compute using a suitable technique the pressure values at the points
labeled as A, B, C, and D in the figure. Show your work and state all
assumptions.

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Modeling, Simulation, and Optimization

2019-20 Even Semester

Total Points: 180

c) Compute the concentrations at x = 1, 2, and 3 after time t = 1. Consider step

Show your calculation.

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