Theoretical analysis and numerical verification of the consistency of viscous smoothed-particle-hydrodynamics formulations in simulating free-surface flows

The theoretical formulation of the smoothed particle hydrodynamics (SPH) method deserves great care because of some inconsistencies occurring when considering free-surface inviscid flows. Actually, in SPH formulations one usually assumes that (i) surface integral terms on the boundary of the interpolation kernel support are neglected, (ii) free-surface conditions are implicitly verified. These assumptions are studied in detail in the present work for free-surface Newtonian viscous flow. The consistency of classical viscous weakly compressible SPH formulations is investigated. In particular, the principle of virtual work is used to study the verification of the free-surface boundary conditions in a weak sense. The latter can be related to the global energy dissipation induced by the viscous term formulations and their consistency. Numerical verification of this theoretical analysis is provided on three free-surface test cases including a standing wave, with the three viscous term formulations investigated.

Probabilistic Atlas Based Segmentation Using Affine Moment Descriptors and Graph-Cuts

We show a procedure for constructing a probabilistic atlas based on affine moment descriptors. It uses a normalization procedure over the labeled atlas. The proposed linear registration is defined by closed-form expressions involving only geometric moments. This procedure applies both to atlas construction as atlas-based segmentation. We model the likelihood term for each voxel and each label using parametric or nonparametric distributions and the prior term is determined by applying the vote-rule. The probabilistic atlas is built with the variability of our linear registration. We have two segmentation strategy: a) it applies the proposed affine registration to bring the target image into the coordinate frame of the atlas or b) the probabilistic atlas is non-rigidly aligning with the target image, where the probabilistic atlas is previously aligned to the target image with our affine registration. Finally, we adopt a graph cut - Bayesian framework for implementing the atlas-based segmentation.

Probabilistic versus incremental presynaptic learning in biological plausible synapses

In this paper, the presynaptic rule, a classical rule for hebbian learning, is revisited. It is shown that the presynaptic rule exhibits relevant synaptic properties like synaptic directionality, and LTP metaplasticity (long-term potentiation threshold metaplasticity). With slight modifications, the presynaptic model also exhibits metaplasticity of the long-term depression threshold, being also consistent with Artola, Brocher and Singer’s (ABS) influential model. Two asymptotically equivalent versions of the presynaptic rule were adopted for this analysis: the first one uses an incremental equation while the second, conditional probabilities. Despite their simplicity, both types of presynaptic rules exhibit sophisticated biological properties, specially the probabilistic version

A simplified Probabilistic Safety Assesment of a Steam-Methane Reforming Hydrogen Production Plant coupled to a High-Temperature Gas Cooled Nuclear Reactor

A Probabilistic Safety Assessment (PSA) is being developed for a steam-methane reforming hydrogen production plant linked to a High-Temperature Gas Cooled Nuclear Reactor (HTGR). This work is based on the Japan Atomic Energy Research Institute’s (JAERI) High Temperature Test Reactor (HTTR) prototype in Japan. This study has two major objectives: calculate the risk to onsite and offsite individuals, and calculate the frequency of different types of damage to the complex. A simplified HAZOP study was performed to identify initiating events, based on existing studies. The initiating events presented here are methane pipe break, helium pipe break, and PPWC heat exchanger pipe break. Generic data was used for the fault tree analysis and the initiating event frequency. Saphire was used for the PSA analysis. The results show that the average frequency of an accident at this complex is 2.5E-06, which is divided into the various end states. The dominant sequences result in graphite oxidation which does not pose a health risk to the population. The dominant sequences that could affect the population are those that result in a methane explosion and occur 6.6E-8/year, while the other sequences are much less frequent. The health risk presents itself if there are people in the vicinity who could be affected by the explosion. This analysis also demonstrates that an accident in one of the plants has little effect on the other. This is true given the design base distance between the plants, the fact that the reactor is underground, as well as other safety characteristics of the HTGR. Sensitivity studies are being performed in order to determine where additional and improved data is needed.

Grid-based histogram arithmetic for the probabilistic analysis of functions

The selection of predefined analytic grids (partitions of the numeric ranges) to represent input and output functions as histograms has been proposed as a mechanism of approximation in order to control the tradeoff between accuracy and computation times in several áreas ranging from simulation to constraint solving. In particular, the application of interval methods for probabilistic function characterization has been shown to have advantages over other methods based on the simulation of random samples. However, standard interval arithmetic has always been used for the computation steps. In this paper, we introduce an alternative approximate arithmetic aimed at controlling the cost of the interval operations. Its distinctive feature is that grids are taken into account by the operators. We apply the technique in the context of probability density functions in order to improve the accuracy of the probability estimates. Results show that this approach has advantages over existing approaches in some particular situations, although computation times tend to increase significantly when analyzing large functions.

Probabilistic mapping with mobile robots in structured environments

La mayor parte de los entornos diseñados por el hombre presentan características geométricas específicas. En ellos es frecuente encontrar formas poligonales, rectangulares, circulares . . . con una serie de relaciones típicas entre distintos elementos del entorno. Introducir este tipo de conocimiento en el proceso de construcción de mapas de un robot móvil puede mejorar notablemente la calidad y la precisión de los mapas resultantes. También puede hacerlos más útiles de cara a un razonamiento de más alto nivel. Cuando la construcción de mapas se formula en un marco probabilístico Bayesiano, una especificación completa del problema requiere considerar cierta información a priori sobre el tipo de entorno. El conocimiento previo puede aplicarse de varias maneras, en esta tesis se presentan dos marcos diferentes: uno basado en el uso de primitivas geométricas y otro que emplea un método de representación cercano al espacio de las medidas brutas. Un enfoque basado en características geométricas supone implícitamente imponer un cierto modelo a priori para el entorno. En este sentido, el desarrollo de una solución al problema SLAM mediante la optimización de un grafo de características geométricas constituye un primer paso hacia nuevos métodos de construcción de mapas en entornos estructurados. En el primero de los dos marcos propuestos, el sistema deduce la información a priori a aplicar en cada caso en base a una extensa colección de posibles modelos geométricos genéricos, siguiendo un método de Maximización de la Esperanza para hallar la estructura y el mapa más probables. La representación de la estructura del entorno se basa en un enfoque jerárquico, con diferentes niveles de abstracción para los distintos elementos geométricos que puedan describirlo. Se llevaron a cabo diversos experimentos para mostrar la versatilidad y el buen funcionamiento del método propuesto. En el segundo marco, el usuario puede definir diferentes modelos de estructura para el entorno mediante grupos de restricciones y energías locales entre puntos vecinos de un conjunto de datos del mismo. El grupo de restricciones que se aplica a cada grupo de puntos depende de la topología, que es inferida por el propio sistema. De este modo, se pueden incorporar nuevos modelos genéricos de estructura para el entorno con gran flexibilidad y facilidad. Se realizaron distintos experimentos para demostrar la flexibilidad y los buenos resultados del enfoque propuesto. Abstract Most human designed environments present specific geometrical characteristics. In them, it is easy to find polygonal, rectangular and circular shapes, with a series of typical relations between different elements of the environment. Introducing this kind of knowledge in the mapping process of mobile robots can notably improve the quality and accuracy of the resulting maps. It can also make them more suitable for higher level reasoning applications. When mapping is formulated in a Bayesian probabilistic framework, a complete specification of the problem requires considering a prior for the environment. The prior over the structure of the environment can be applied in several ways; this dissertation presents two different frameworks, one using a feature based approach and another one employing a dense representation close to the measurements space. A feature based approach implicitly imposes a prior for the environment. In this sense, feature based graph SLAM was a first step towards a new mapping solution for structured scenarios. In the first framework, the prior is inferred by the system from a wide collection of feature based priors, following an Expectation-Maximization approach to obtain the most probable structure and the most probable map. The representation of the structure of the environment is based on a hierarchical model with different levels of abstraction for the geometrical elements describing it. Various experiments were conducted to show the versatility and the good performance of the proposed method. In the second framework, different priors can be defined by the user as sets of local constraints and energies for consecutive points in a range scan from a given environment. The set of constraints applied to each group of points depends on the topology, which is inferred by the system. This way, flexible and generic priors can be incorporated very easily. Several tests were carried out to demonstrate the flexibility and the good results of the proposed approach.

Improving probabilistic flood forecasting through a data assimilation scheme based on genetic programming

Opportunities offered by high performance computing provide a significant degree of promise in the enhancement of the performance of real-time flood forecasting systems. In this paper, a real-time framework for probabilistic flood forecasting through data assimilation is presented. The distributed rainfall-runoff real-time interactive basin simulator (RIBS) model is selected to simulate the hydrological process in the basin. Although the RIBS model is deterministic, it is run in a probabilistic way through the results of calibration developed in a previous work performed by the authors that identifies the probability distribution functions that best characterise the most relevant model parameters. Adaptive techniques improve the result of flood forecasts because the model can be adapted to observations in real time as new information is available. The new adaptive forecast model based on genetic programming as a data assimilation technique is compared with the previously developed flood forecast model based on the calibration results. Both models are probabilistic as they generate an ensemble of hydrographs, taking the different uncertainties inherent in any forecast process into account. The Manzanares River basin was selected as a case study, with the process being computationally intensive as it requires simulation of many replicas of the ensemble in real time.

A review on probabilistic graphical models in evolutionary computation

Thanks to their inherent properties, probabilistic graphical models are one of the prime candidates for machine learning and decision making tasks especially in uncertain domains. Their capabilities, like representation, inference and learning, if used effectively, can greatly help to build intelligent systems that are able to act accordingly in different problem domains. Evolutionary algorithms is one such discipline that has employed probabilistic graphical models to improve the search for optimal solutions in complex problems. This paper shows how probabilistic graphical models have been used in evolutionary algorithms to improve their performance in solving complex problems. Specifically, we give a survey of probabilistic model building-based evolutionary algorithms, called estimation of distribution algorithms, and compare different methods for probabilistic modeling in these algorithms.

Probabilistic reasoning with a bayesian DNA device based on strand displacement

We present a computing model based on the DNA strand displacement technique which performs Bayesian inference. The model will take single stranded DNA as input data, representing the presence or absence of a specific molecular signal (evidence). The program logic encodes the prior probability of a disease and the conditional probability of a signal given the disease playing with a set of different DNA complexes and their ratios. When the input and program molecules interact, they release a different pair of single stranded DNA species whose relative proportion represents the application of Bayes? Law: the conditional probability of the disease given the signal. The models presented in this paper can empower the application of probabilistic reasoning in genetic diagnosis in vitro.

Fusion of probabilistic knowledge-based classification rules and learning automata for automatic recognition of digital images

In this paper, the fusion of probabilistic knowledge-based classification rules and learning automata theory is proposed and as a result we present a set of probabilistic classification rules with self-learning capability. The probabilities of the classification rules change dynamically guided by a supervised reinforcement process aimed at obtaining an optimum classification accuracy. This novel classifier is applied to the automatic recognition of digital images corresponding to visual landmarks for the autonomous navigation of an unmanned aerial vehicle (UAV) developed by the authors. The classification accuracy of the proposed classifier and its comparison with well-established pattern recognition methods is finally reported.

The Influence of Communication Range on Connectivity for Resilient Wireless Sensor Networks Using a Probabilistic Approach.

Wireless sensor networks (WSNs) consist of thousands of nodes that need to communicate with each other. However, it is possible that some nodes are isolated from other nodes due to limited communication range. This paper focuses on the influence of communication range on the probability that all nodes are connected under two conditions, respectively: (1) all nodes have the same communication range, and (2) communication range of each node is a random variable. In the former case, this work proves that, for 0menor queepsmenor quee^(-1) , if the probability of the network being connected is 0.36eps , by means of increasing communication range by constant C(eps) , the probability of network being connected is at least 1-eps. Explicit function C(eps) is given. It turns out that, once the network is connected, it also makes the WSNs resilient against nodes failure. In the latter case, this paper proposes that the network connection probability is modeled as Cox process. The change of network connection probability with respect to distribution parameters and resilience performance is presented. Finally, a method to decide the distribution parameters of node communication range in order to satisfy a given network connection probability is developed.

Efficient algorithms for dynamic probabilistic safety assessment. An application to convex damage domain.

The design of nuclear power plant has to follow a number of regulations aimed at limiting the risks inherent in this type of installation. The goal is to prevent and to limit the consequences of any possible incident that might threaten the public or the environment. To verify that the safety requirements are met a safety assessment process is followed. Safety analysis is as key component of a safety assessment, which incorporates both probabilistic and deterministic approaches. The deterministic approach attempts to ensure that the various situations, and in particular accidents, that are considered to be plausible, have been taken into account, and that the monitoring systems and engineered safety and safeguard systems will be capable of ensuring the safety goals. On the other hand, probabilistic safety analysis tries to demonstrate that the safety requirements are met for potential accidents both within and beyond the design basis, thus identifying vulnerabilities not necessarily accessible through deterministic safety analysis alone. Probabilistic safety assessment (PSA) methodology is widely used in the nuclear industry and is especially effective in comprehensive assessment of the measures needed to prevent accidents with small probability but severe consequences. Still, the trend towards a risk informed regulation (RIR) demanded a more extended use of risk assessment techniques with a significant need to further extend PSA’s scope and quality. Here is where the theory of stimulated dynamics (TSD) intervenes, as it is the mathematical foundation of the integrated safety assessment (ISA) methodology developed by the CSN(Consejo de Seguridad Nuclear) branch of Modelling and Simulation (MOSI). Such methodology attempts to extend classical PSA including accident dynamic analysis, an assessment of the damage associated to the transients and a computation of the damage frequency. The application of this ISA methodology requires a computational framework called SCAIS (Simulation Code System for Integrated Safety Assessment). SCAIS provides accident dynamic analysis support through simulation of nuclear accident sequences and operating procedures. Furthermore, it includes probabilistic quantification of fault trees and sequences; and integration and statistic treatment of risk metrics. SCAIS comprehensively implies an intensive use of code coupling techniques to join typical thermal hydraulic analysis, severe accident and probability calculation codes. The integration of accident simulation in the risk assessment process and thus requiring the use of complex nuclear plant models is what makes it so powerful, yet at the cost of an enormous increase in complexity. As the complexity of the process is primarily focused on such accident simulation codes, the question of whether it is possible to reduce the number of required simulation arises, which will be the focus of the present work. This document presents the work done on the investigation of more efficient techniques applied to the process of risk assessment inside the mentioned ISA methodology. Therefore such techniques will have the primary goal of decreasing the number of simulation needed for an adequate estimation of the damage probability. As the methodology and tools are relatively recent, there is not much work done inside this line of investigation, making it a quite difficult but necessary task, and because of time limitations the scope of the work had to be reduced. Therefore, some assumptions were made to work in simplified scenarios best suited for an initial approximation to the problem. The following section tries to explain in detail the process followed to design and test the developed techniques. Then, the next section introduces the general concepts and formulae of the TSD theory which are at the core of the risk assessment process. Afterwards a description of the simulation framework requirements and design is given. Followed by an introduction to the developed techniques, giving full detail of its mathematical background and its procedures. Later, the test case used is described and result from the application of the techniques is shown. Finally the conclusions are presented and future lines of work are exposed.

Probabilistic Analysis of Tunnel Liners

The use of probabilistic methods to analyse reliability of structures is being applied to a variety of engineering problems due to the possibility of establishing the failure probability on rational grounds. In this paper we present the application of classical reliability theory to analyse the safety of underground tunnels.

Approximate Relational Reasoning for Probabilistic Programs

La seguridad verificada es una metodología para demostrar propiedades de seguridad de los sistemas informáticos que se destaca por las altas garantías de corrección que provee. Los sistemas informáticos se modelan como programas probabilísticos y para probar que verifican una determinada propiedad de seguridad se utilizan técnicas rigurosas basadas en modelos matemáticos de los programas. En particular, la seguridad verificada promueve el uso de demostradores de teoremas interactivos o automáticos para construir demostraciones completamente formales cuya corrección es certificada mecánicamente (por ordenador). La seguridad verificada demostró ser una técnica muy efectiva para razonar sobre diversas nociones de seguridad en el área de criptografía. Sin embargo, no ha podido cubrir un importante conjunto de nociones de seguridad “aproximada”. La característica distintiva de estas nociones de seguridad es que se expresan como una condición de “similitud” entre las distribuciones de salida de dos programas probabilísticos y esta similitud se cuantifica usando alguna noción de distancia entre distribuciones de probabilidad. Este conjunto incluye destacadas nociones de seguridad de diversas áreas como la minería de datos privados, el análisis de flujo de información y la criptografía. Ejemplos representativos de estas nociones de seguridad son la indiferenciabilidad, que permite reemplazar un componente idealizado de un sistema por una implementación concreta (sin alterar significativamente sus propiedades de seguridad), o la privacidad diferencial, una noción de privacidad que ha recibido mucha atención en los últimos años y tiene como objetivo evitar la publicación datos confidenciales en la minería de datos. La falta de técnicas rigurosas que permitan verificar formalmente este tipo de propiedades constituye un notable problema abierto que tiene que ser abordado. En esta tesis introducimos varias lógicas de programa quantitativas para razonar sobre esta clase de propiedades de seguridad. Nuestra principal contribución teórica es una versión quantitativa de una lógica de Hoare relacional para programas probabilísticos. Las pruebas de correción de estas lógicas son completamente formalizadas en el asistente de pruebas Coq. Desarrollamos, además, una herramienta para razonar sobre propiedades de programas a través de estas lógicas extendiendo CertiCrypt, un framework para verificar pruebas de criptografía en Coq. Confirmamos la efectividad y aplicabilidad de nuestra metodología construyendo pruebas certificadas por ordendor de varios sistemas cuyo análisis estaba fuera del alcance de la seguridad verificada. Esto incluye, entre otros, una meta-construcción para diseñar funciones de hash “seguras” sobre curvas elípticas y algoritmos diferencialmente privados para varios problemas de optimización combinatoria de la literatura reciente. ABSTRACT The verified security methodology is an emerging approach to build high assurance proofs about security properties of computer systems. Computer systems are modeled as probabilistic programs and one relies on rigorous program semantics techniques to prove that they comply with a given security goal. In particular, it advocates the use of interactive theorem provers or automated provers to build fully formal machine-checked versions of these security proofs. The verified security methodology has proved successful in modeling and reasoning about several standard security notions in the area of cryptography. However, it has fallen short of covering an important class of approximate, quantitative security notions. The distinguishing characteristic of this class of security notions is that they are stated as a “similarity” condition between the output distributions of two probabilistic programs, and this similarity is quantified using some notion of distance between probability distributions. This class comprises prominent security notions from multiple areas such as private data analysis, information flow analysis and cryptography. These include, for instance, indifferentiability, which enables securely replacing an idealized component of system with a concrete implementation, and differential privacy, a notion of privacy-preserving data mining that has received a great deal of attention in the last few years. The lack of rigorous techniques for verifying these properties is thus an important problem that needs to be addressed. In this dissertation we introduce several quantitative program logics to reason about this class of security notions. Our main theoretical contribution is, in particular, a quantitative variant of a full-fledged relational Hoare logic for probabilistic programs. The soundness of these logics is fully formalized in the Coq proof-assistant and tool support is also available through an extension of CertiCrypt, a framework to verify cryptographic proofs in Coq. We validate the applicability of our approach by building fully machine-checked proofs for several systems that were out of the reach of the verified security methodology. These comprise, among others, a construction to build “safe” hash functions into elliptic curves and differentially private algorithms for several combinatorial optimization problems from the recent literature.

Probabilistic analysis of water availability for agriculture and associated crop net margins.

Rising water demands are difficult to meet in many regions of the world. In consequence, under meteorological adverse conditions, big economic losses in agriculture can take place. This paper aims to analyze the variability of water shortage in an irrigation district and the effect on farmer?s income. A probabilistic analysis of water availability for agriculture in the irrigation district is performed, through a supply-system simulation approach, considering stochastically generated series of stream-flows. Net margins associated to crop production are as well estimated depending on final water allocations. Net margins are calculated considering either single-crop farming, either a polyculture system. In a polyculture system, crop distribution and water redistribution are calculated through an optimization approach using the General Algebraic Modeling System (GAMS) for several scenarios of irrigation water availability. Expected net margins are obtained by crop and for the optimal crop and water distribution. The maximum expected margins are obtained for the optimal crop combination, followed by the alfalfa monoculture, maize, rice, wheat and finally barley. Water is distributed as follows, from biggest to smallest allocation: rice, alfalfa, maize, wheat and barley.