Reliability models for existing structures based on dynamic state estimation and data based asymptotic extreme value analysis

The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Updating reliability models of statically loaded instrumented structures

The study extends the first order reliability method (FORM) and inverse FORM to update reliability models for existing, statically loaded structures based on measured responses. Solutions based on Bayes' theorem, Markov chain Monte Carlo simulations, and inverse reliability analysis are developed. The case of linear systems with Gaussian uncertainties and linear performance functions is shown to be exactly solvable. FORM and inverse reliability based methods are subsequently developed to deal with more general problems. The proposed procedures are implemented by combining Matlab based reliability modules with finite element models residing on the Abaqus software. Numerical illustrations on linear and nonlinear frames are presented. (c) 2012 Elsevier Ltd. All rights reserved.

The validity of the Adler-Bardeen theorem in the supersymmetric U(1) gauge model

Using the dimensional reduction regularization scheme, we show that radiative corrections to the anomaly of the axial current, which is coupled to the gauge field, are absent in a supersymmetric U(1) gauge model for both 't Hooft-Veltman and Bardeen prescriptions for γ5. We also discuss the results with reference to conventional dimensional regularization. This result has significant implications with respect to the renormalizability of supersymmetric models.

Transient state work fluctuation theorem for a classical harmonic oscillator linearly coupled to a harmonic bath

Based on a Hamiltonian description we present a rigorous derivation of the transient state work fluctuation theorem and the Jarzynski equality for a classical harmonic oscillator linearly coupled to a harmonic heat bath, which is dragged by an external agent. Coupling with the bath makes the dynamics dissipative. Since we do not assume anything about the spectral nature of the harmonic bath the derivation is not restricted only to the Ohmic bath, rather it is more general, for a non-Ohmic bath. We also derive expressions of the average work done and the variance of the work done in terms of the two-time correlation function of the fluctuations of the position of the harmonic oscillator. In the case of an Ohmic bath, we use these relations to evaluate the average work done and the variance of the work done analytically and verify the transient state work fluctuation theorem quantitatively. Actually these relations have far-reaching consequences. They can be used to numerically evaluate the average work done and the variance of the work done in the case of a non-Ohmic bath when analytical evaluation is not possible.

Existence theorem for a generalized Hammerstein type equation

An existence theorem is obtained for a generalized Hammerstein type equation

New light on the optical equivalence theorem and a new type of discrete diagonal coherent state representation

In many instances we find it advantageous to display a quantum optical density matrix as a generalized statistical ensemble of coherent wave fields. The weight functions involved in these constructions turn out to belong to a family of distributions, not always smooth functions. In this paper we investigate this question anew and show how it is related to the problem of expanding an arbitrary state in terms of an overcomplete subfamily of the overcomplete set of coherent states. This provides a relatively transparent derivation of the optical equivalence theorem. An interesting by-product is the discovery of a new class of discrete diagonal representations.

The Noether-Lefschetz theorem for the divisor class group

Let X be a normal projective threefold over a field of characteristic zero and vertical bar L vertical bar be a base-point free, ample linear system on X. Under suitable hypotheses on (X, vertical bar L vertical bar), we prove that for a very general member Y is an element of vertical bar L vertical bar, the restriction map on divisor class groups Cl(X) -> Cl(Y) is an isomorphism. In particular, we are able to recover the classical Noether-Lefschetz theorem, that a very general hypersurface X subset of P-C(3) of degree >= 4 has Pic(X) congruent to Z.

Holomorphic Sobolev spaces, Hermite and special Hermite semigroups and a Paley-Wiener theorem for the windowed Fourier transform

The images of Hermite and Laguerre-Sobolev spaces under the Hermite and special Hermite semigroups (respectively) are characterized. These are used to characterize the image of Schwartz class of rapidly decreasing functions f on R-n and C-n under these semigroups. The image of the space of tempered distributions is also considered and a Paley-Wiener theorem for the windowed (short-time) Fourier transform is proved.

Two elementary proofs of the Wigner theorem on symmetry in quantum mechanics

In quantum theory, symmetry has to be defined necessarily in terms of the family of unit rays, the state space. The theorem of Wigner asserts that a symmetry so defined at the level of rays can always be lifted into a linear unitary or an antilinear antiunitary operator acting on the underlying Hilbert space. We present two proofs of this theorem which are both elementary and economical. Central to our proofs is the recognition that a given Wigner symmetry can, by post-multiplication by a unitary symmetry, be taken into either the identity or complex conjugation. Our analysis often focuses on the behaviour of certain two-dimensional subspaces of the Hilbert space under the action of a given Wigner symmetry, but the relevance of this behaviour to the larger picture of the whole Hilbert space is made transparent at every stage.

Dolezal's theorem revisited

This paper presents an improved version of Dolezal's theorem, in the area of linear algebra with continuously parametrized elements. An extension of the theorem is also presented, and applications of these results to system theory are indicated.

A multiplier theorem for the sublaplacian on the Heisenberg group

A multiplier theorem for the sublaplacian on the Heisenberg group is proved using Littlewood-Paley-Stein theory of g-functions.

A Circuit-Based Proof of Toda′s Theorem

We present a simple proof of Toda′s result (Toda (1989), in "Proceedings, 30th Annual IEEE Symposium on Foundations of Computer Science," pp. 514-519), which states that circled plus P is hard for the Polynomial Hierarchy under randomized reductions. Our approach is circuit-based in the sense that we start with uniform circuit definitions of the Polynomial Hierarchy and apply the Valiant-Vazirani lemma on these circuits (Valiant and Vazirani (1986), Thoeret. Comput. Sci.47, 85-93).