Robust filtering and smoothing with gaussian processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of system identification is more robust than finding point estimates of a parametric function representation. Our principled filtering/smoothing approach for GP dynamic systems is based on analytic moment matching in the context of the forward-backward algorithm. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail. © 2011 IEEE.

Approximate Bayesian Computation for Smoothing

We consider a method for approximate inference in hidden Markov models (HMMs). The method circumvents the need to evaluate conditional densities of observations given the hidden states. It may be considered an instance of Approximate Bayesian Computation (ABC) and it involves the introduction of auxiliary variables valued in the same space as the observations. The quality of the approximation may be controlled to arbitrary precision through a parameter ε > 0. We provide theoretical results which quantify, in terms of ε, the ABC error in approximation of expectations of additive functionals with respect to the smoothing distributions. Under regularity assumptions, this error is, where n is the number of time steps over which smoothing is performed. For numerical implementation, we adopt the forward-only sequential Monte Carlo (SMC) scheme of [14] and quantify the combined error from the ABC and SMC approximations. This forms some of the first quantitative results for ABC methods which jointly treat the ABC and simulation errors, with a finite number of data and simulated samples. © Taylor & Francis Group, LLC.

A coupled hydro-mechanical analysis for prediction of hydraulic fracture propagation in saturated porous media using EFG mesh-less method

The details of the Element Free Galerkin (EFG) method are presented with the method being applied to a study on hydraulic fracturing initiation and propagation process in a saturated porous medium using coupled hydro-mechanical numerical modelling. In this EFG method, interpolation (approximation) is based on nodes without using elements and hence an arbitrary discrete fracture path can be modelled.The numerical approach is based upon solving two governing partial differential equations of equilibrium and continuity of pore water simultaneously. Displacement increment and pore water pressure increment are discretized using the same EFG shape functions. An incremental constrained Galerkin weak form is used to create the discrete system of equations and a fully implicit scheme is used for discretization in the time domain. Implementation of essential boundary conditions is based on the penalty method. In order to model discrete fractures, the so-called diffraction method is used.Examples are presented and the results are compared to some closed-form solutions and FEM approximations in order to demonstrate the validity of the developed model and its capabilities. The model is able to take the anisotropy and inhomogeneity of the material into account. The applicability of the model is examined by simulating hydraulic fracture initiation and propagation process from a borehole by injection of fluid. The maximum tensile strength criterion and Mohr-Coulomb shear criterion are used for modelling tensile and shear fracture, respectively. The model successfully simulates the leak-off of fluid from the fracture into the surrounding material. The results indicate the importance of pore fluid pressure in the initiation and propagation pattern of fracture in saturated soils. © 2013 Elsevier Ltd.

Computational study of viscous effects on lobed mixer flow features and performance

This article describes a computational study of viscous effects on lobed mixer flowfields. The computations, which were carried out using a compressible, three-dimensional, unstructured-mesh Navier-Stokes solver, were aimed at assessing the impacts on mixer performance of inlet boundary-layer thickness and boundary-layer separation within the lobe. The geometries analyzed represent a class of lobed mixer configurations used in turbofan engines. Parameters investigated included lobe penetration angles from 22 to 45 deg, stream-to-stream velocity ratios from 0.5 to 1.0, and two inlet boundary-layer displacement thicknesses. The results show quantitatively the increasing influence of viscous effects as lobe penetration angle is increased. It is shown that the simple estimate of shed circulation given by Skebe et al. (Experimental Investigation of Three-Dimensional Forced Mixer Lobe Flow Field, AIAA Paper 88-3785, July, 1988) can be extended even to situations in which the flow is separated, provided an effective mixer exit angle and height are defined. An examination of different loss sources is also carried out to illustrate the relative contributions of mixing loss and of boundary-layer viscous effects in cases of practical interest.

The effect of an insoluble surfactant on the skin friction of a bubble

In this paper, we develop a novel moving mesh method suitable for solving axisymmetric free-boundary problems, including the Marangoni effect induced by surfactant or temperature variation. This method employs a body-fitted grid system where the gas-liquid interface is one line of the grid system. We model the surfactant equation of state with a non-linear Langmuir law, and, for simplicity, we limit ourselves to the situation of an insoluble surfactant. We solve complicated dynamic boundary conditions accurately on the gas-liquid interface in the framework of finite-volume methods. Our method is used to study the effect of a surfactant on the skin friction of a bubble in a uniaxial flow. For the limiting case where the surface diffusivity is zero, the effect of a tangential stress generated by the surface tension gradient, allows us to explain a new phenomenon in high concentration regimes: larger surface tension, but also larger deformation. Furthermore, this condition leads to the formation of boundary layers and flow separation at high Reynolds numbers. The influence of these complex flow patterns is examined. © 2005 Elsevier SAS. All rights reserved.

Two-dimensional Cartesian air-gap element (CAGE) for dynamic finite-element modeling of electrical machines with a flat air gap

This paper extends the air-gap element (AGE) to enable the modeling of flat air gaps. AGE is a macroelement originally proposed by Abdel-Razek et al.for modeling annular air gaps in electrical machines. The paper presents the theory of the new macroelement and explains its implementation within a time-stepped finite-element (FE) code. It validates the solution produced by the new macroelement by comparing it with that obtained by using an FE mesh with a discretized air gap. It then applies the model to determine the open-circuit electromotive force of an axial-flux permanent-magnet machine and compares the results with measurements.

Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

Large eddy simulations for fan-OGV broadband noise prediction

The work in this paper forms part of a project on the use of large eddy simulation (LES) for broadband rotor-stator interaction noise prediction. Here we focus on LES of the flow field near a fan blade trailing edge. The first part of the paper aims to evaluate LES suitability for predicting the near-field velocity field for a blunt NACA-0012 airfoil at moderate Reynolds numbers (2× 10 5 and 4× 10 5). Preliminary computations of turbulent mean and root-mean-square velocities, as well as energy spectra at the trailing edge, are compared with those from a recent experiment.1 The second part of the paper describes preliminary progress on an LES calculation of the fan wakes on a fan rig. 2 The CFD code uses a mixed element unstructured mesh with a median dual control volume. A wall-adapting local eddy-viscosity sub-grid scale model is employed. A very small amount of numerical dissipation is added in the numerical scheme to keep the compressible solver stable. Further results for the fan turbulentmean and RMS velocity, and especially the aeroacoustics field will be presented at a later stage. Copyright © 2008 by Qinling LI, Nigel Peake & Mark Savill.

Grid-refined LES predictions for Fan-OGV broadband noise

This work forms part of a project on the use of large eddy simulation (LES) for broadband rotor-stator interaction noise prediction. In this paper, we focus on LES calculations of noise sources on and close to a blade trailing edge. We consider two test cases; one an isolated NACA0012 airfoil in flow, and the other an industry-standard rotating fan. In the first case, turbulent mean and RMS velocities and energy spectra at different locations are compared with those from experiment. 1,2The sound generated by the unsteady pressure fluctuations on the airfoil surface and by the flow turbulence will be predicted using a Ffowcs Williams Hawkings (FW-H) surface. In the second case, unsteady flow and acoustic fields around the blade passage 3 are presented for a refined mesh, and the rotor-stator tonal noise will be predicted by using the rotor-wake mean velocity profile and the methodology described in Lloyd & Peake 4. Copyright © 2009 by Qinling Li, Nigel Peake & Mark Savill.

A backward particle interpretation of Feynman-Kac formulae

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals "on-the-fly" as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We provide uniform convergence results with respect to the time horizon parameter as well as functional central limit theorems and exponential concentration estimates. Our results have important consequences for online parameter estimation for non-linear non-Gaussian state-space models. We show how the forward filtering backward smoothing estimates of additive functionals can be computed using a forward only recursion.

Directional algebraic reconstruction technique for electrical impedance tomography

We assume that the resistance matrix can be found in electrical impedance tomography from the assumption of linear dependence between the voltages and the currents and with the help of the resistance matrix and the transfer impedance between the electrodes, a directional algebraic reconstruction technique is proposed. The goal is to reconstruct the resistivity distribution by weighting the matrices that are obtained by calculating the orthogonal distance of the underlying mesh elements from the neighbouring port resistivity lines. These weighting matrices, which only depend on the topology of the underlying mesh, can be calculated offline and result in a computationally efficient online procedure with a reasonable image reconstruction performance. Simulation results are provided to validate this approach.