State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

Explicitly coupled thermal flow mechanical formulation for gas-hydrate sediments

This paper presents an explicit time-marching formulation for the solution of the coupled thermal flow mechanical behavior of gas- hydrate sediment. The formulation considers the soil skeleton as a deformable elastoplastic continuum, with an emphasis on the effect of hydrate (and its dissociation) on the stress-strain behavior of the soil. In the formulation, the hydrate is assumed to deform with the soil and may dissociate into gas and water. The formulation is explicitly coupled, such that the changes in temperature because of energy How and hydrate dissociation affect the skeleton stresses and fluid (water and gas) pressures. This, in return, affects the mechanical behavior. A simulation of a vertical well within a layered soil is presented. It is shown that the heterogeneity of hydrate saturation causes different rates of dissociation in the layers. The difference alters the overall gas production and also the mechanical-deformation pattern, which leads to loading/ unloading shearing along the interfaces between the layers. Copyright © 2013 Society of Petorlleum Engineers.

Shock transmission in a coupled beam system

This paper investigates the circumstances under which high peak acceleration can occur in the internal parts of a system when subjected to impulsive driving on the outside. Motivating examples include the design of packaging for transportation of fragile items. The system is modelled in an idealised form using two beams coupled with point connections. A Rayleigh-Ritz model of such coupled beams was validated against measurements on a particular beam system, then the model was used to explore the acceleration response to impulsive driving in the time, frequency and spatial domains. This study is restricted to linear vibration response and additional mechanisms for high internal acceleration due to nonlinear effects such as internal impacts are not considered. Using Monte Carlo simulation in which the indirectly driven beam was perturbed by randomly placed point masses a wide range of system behaviour was explored. This facilitates identification of vulnerable configurations that can lead to high internal acceleration. The results from the study indicate the possibility of curve veering influencing the peak acceleration amplification. The possibility of veering within an ensemble was found to be dependent on the relative coupling strength of the modes. Understanding of the mechanism may help to avoid vulnerable cases, either by design or by preparatory vibration testing. © 2013 Elsevier Ltd.

Positive Correlations in Tunneling through coupled Quantum Dots

Due to the Fermi-Dirac statistics of electrons the temporal correlations of tunneling events in a double barrier setup are typically negative. Here, we investigate the shot noise behavior of a system of two capacitively coupled quantum dot states by means of a Master equation model. In an asymmetric setup positive correlations in the tunneling current can arise due to the bunching of tunneling events. The underlying mechanism will be discussed in detail in terms of the current-current correlation function and the frequency-dependent Fano factor.

Contraction of monotone phase-coupled oscillators

This paper establishes a global contraction property for networks of phase-coupled oscillators characterized by a monotone coupling function. The contraction measure is a total variation distance. The contraction property determines the asymptotic behavior of the network, which is either finite-time synchronization or asymptotic convergence to a splay state. © 2012 Elsevier B.V. All rights reserved.

Local stability results for the collective behaviors of infinite populations of pulse-coupled oscillators

In this paper, we investigate the behavior of pulse-coupled integrate-and-fire oscillators. Because the stability analysis of finite populations is intricate, we investigate stability results in the approximation of infinite populations. In addition to recovering known stability results of finite populations, we also obtain new stability results for infinite populations. In particular, under a weak coupling assumption, we solve for the continuum model a conjecture still prevailing in the finite dimensional case. © 2011 IEEE.

On the use of predictor-corrector method for coupled Monte Carlo burnup codes

This paper investigates the effect of the burnup coupling scheme on the numerical stability and accuracy of coupled Monte-Carlo depletion calculations. We show that in some cases, even the Predictor Corrector method with relatively short time steps can be numerically unstable. In addition, we present two possible extensions to the Euler predictor-corrector (PC) method, which is typically used in coupled burnup calculations. These modifications allow using longer time steps, while maintaining numerical stability and accuracy. © 2013 Elsevier Ltd. All rights reserved.

Coupled neutronic thermo-hydraulic analysis of full PWR core with Monte-Carlo based BGCore system

BGCore reactor analysis system was recently developed at Ben-Gurion University for calculating in-core fuel composition and spent fuel emissions following discharge. It couples the Monte Carlo transport code MCNP with an independently developed burnup and decay module SARAF. Most of the existing MCNP based depletion codes (e.g. MOCUP, Monteburns, MCODE) tally directly the one-group fluxes and reaction rates in order to prepare one-group cross sections necessary for the fuel depletion analysis. BGCore, on the other hand, uses a multi-group (MG) approach for generation of one group cross-sections. This coupling approach significantly reduces the code execution time without compromising the accuracy of the results. Substantial reduction in the BGCore code execution time allows consideration of problems with much higher degree of complexity, such as introduction of thermal hydraulic (TH) feedback into the calculation scheme. Recently, a simplified TH feedback module, THERMO, was developed and integrated into the BGCore system. To demonstrate the capabilities of the upgraded BGCore system, a coupled neutronic TH analysis of a full PWR core was performed. The BGCore results were compared with those of the state of the art 3D deterministic nodal diffusion code DYN3D (Grundmann et al.; 2000). Very good agreement in major core operational parameters including k-eff eigenvalue, axial and radial power profiles, and temperature distributions between the BGCore and DYN3D results was observed. This agreement confirms the consistency of the implementation of the TH feedback module. Although the upgraded BGCore system is capable of performing both, depletion and TH analyses, the calculations in this study were performed for the beginning of cycle state with pre-generated fuel compositions. © 2011 Published by Elsevier B.V.

Efficient generation of one-group cross sections for coupled Monte Carlo depletion calculations

Coupled Monte Carlo depletion systems provide a versatile and an accurate tool for analyzing advanced thermal and fast reactor designs for a variety of fuel compositions and geometries. The main drawback of Monte Carlo-based systems is a long calculation time imposing significant restrictions on the complexity and amount of design-oriented calculations. This paper presents an alternative approach to interfacing the Monte Carlo and depletion modules aimed at addressing this problem. The main idea is to calculate the one-group cross sections for all relevant isotopes required by the depletion module in a separate module external to Monte Carlo calculations. Thus, the Monte Carlo module will produce the criticality and neutron spectrum only, without tallying of the individual isotope reaction rates. The onegroup cross section for all isotopes will be generated in a separate module by collapsing a universal multigroup (MG) cross-section library using the Monte Carlo calculated flux. Here, the term "universal" means that a single MG cross-section set will be applicable for all reactor systems and is independent of reactor characteristics such as a neutron spectrum; fuel composition; and fuel cell, assembly, and core geometries. This approach was originally proposed by Haeck et al. and implemented in the ALEPH code. Implementation of the proposed approach to Monte Carlo burnup interfacing was carried out through the BGCORE system. One-group cross sections generated by the BGCORE system were compared with those tallied directly by the MCNP code. Analysis of this comparison was carried out and led to the conclusion that in order to achieve the accuracy required for a reliable core and fuel cycle analysis, accounting for the background cross section (σ0) in the unresolved resonance energy region is essential. An extension of the one-group cross-section generation model was implemented and tested by tabulating and interpolating by a simplified σ0 model. A significant improvement of the one-group cross-section accuracy was demonstrated.

The impact of sand slugs against beams and plates: Coupled discrete particle/finite element simulations

The impact of a slug of dry sand particles against a metallic sandwich beam or circular sandwich plate is analysed in order to aid the design of sandwich panels for shock mitigation. The sand particles interact via a combined linear-spring-and-dashpot law whereas the face sheets and compressible core of the sandwich beam and plate are treated as rate-sensitive, elastic-plastic solids. The majority of the calculations are performed in two dimensions and entail the transverse impact of end-clamped monolithic and sandwich beams, with plane strain conditions imposed. The sand slug is of rectangular shape and comprises a random loose packing of identical, circular cylindrical particles. These calculations reveal that loading due to the sand is primarily inertial in nature with negligible fluid-structure interaction: the momentum transmitted to the beam is approximately equal to that of the incoming sand slug. For a slug of given incoming momentum, the dynamic deflection of the beam increases with decreasing duration of sand-loading until the impulsive limit is attained. Sandwich beams with thick, strong cores significantly outperform monolithic beams of equal areal mass. This performance enhancement is traced to the "sandwich effect" whereby the sandwich beams have a higher bending strength than that of the monolithic beams. Three-dimensional (3D) calculations are also performed such that the sand slug has the shape of a circular cylindrical column of finite height, and contains spherical sand particles. The 3D slug impacts a circular monolithic plate or sandwich plate and we show that sandwich plates with thick strong cores again outperform monolithic plates of equal areal mass. Finally, we demonstrate that impact by sand particles is equivalent to impact by a crushable foam projectile. The calculations on the equivalent projectile are significantly less intensive computationally, yet give predictions to within 5% of the full discrete particle calculations for the monolithic and sandwich beams and plates. These foam projectile calculations suggest that metallic foam projectiles can be used to simulate the loading by sand particles within a laboratory setting. © 2013 Elsevier Ltd.

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.