353 resultados para STOCHASTIC MODELING
Resumo:
This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.
Resumo:
We describe in some detail the process of development of a dynamic model of a three wheeled vehicle using ADAMS-CAR. We first describe the rigid body model, and then the modeling of structural flexibilities. The aim of this report is to document procedural details of such modeling, with a view to presenting more research and development oriented investigations in the future. The contents of this report may also be of interest to practicing engineers engaged in multi-body dynamics modeling of wheeled vehicles.
Resumo:
Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.
Resumo:
The Indian subcontinent divides the north Indian Ocean into two tropical basins, namely the Arabian Sea and the Bay of Bengal. The Arabian Sea has high salinity whereas the salinity of the Bay of Bengal is much lower due to the contrast in freshwater forcing of the two basins. The freshwater received by the Bay in large amounts during the summer monsoon through river discharge is flushed out annually by ocean circulation. After the withdrawal of the summer monsoon, the Ganga – Brahmaputra river plume flows first along the Indian coast and then around Sri Lanka into the Arabian Sea creating a low salinity pool in the southeastern Arabian Sea (SEAS). In the same region, during the pre-monsoon months of February – April, a warm pool, known as the Arabian Sea Mini Warm Pool (ASMWP), which is distinctly warmer than the rest of the Indian Ocean, takes shape. In fact, this is the warmest region in the world oceans during this period. Simulation of the river plume and its movement as well as its implications to thermodynamics has been a challenging problem for models of Indian Ocean. Here we address these issues using an ocean general circulation model – first we show that the model is capable of reproducing fresh plumes in the Bay of Bengal as well as its movement and then we use the model to determine the processes that lead to formation of the ASMWP. Hydrographic observations from the western Bay of Bengal have shown the presence of a fresh plume along the northern part of the Indian coast during summer monsoon. The Indian Ocean model when forced by realistic winds and climatological river discharge reproduces the fresh plume with reasonable accuracy. The fresh plume does not advect along the Indian coast until the end of summer monsoon. The North Bay Monsoon Current, which flows eastward in the northern Bay, separates the low salinity water from the more saline southern parts of the bay and thus plays an important role in the fresh water budget of the Bay of Bengal. The model also reproduces the surge of the fresh-plume along the Indian coast, into the Arabian Sea during northeast monsoon. Mechanisms that lead to the formation of the Arabian Sea Mini Warm Pool are investigated using several numerical experiments. Contrary to the existing theories, we find that salinity effects are not necessary for the formation of the ASMWP. The orographic effects of the Sahyadris (Western Ghats) and resulting reduction in wind speed leads to the formation of the ASMWP. During November – April, the SEAS behave as a low-wind heatdominated regime where the evolution of sea surface temperature is solely determined by atmospheric forcing. In such regions the evolution of surface layer temperature is not dependent on the characteristics of the subsurface ocean such as the barrier layer and temperature inversion.
Resumo:
The transport processes of the dissolved chemicals in stratified or layered soils have been studied for several decades. In case of the solute transport through stratified layers, interface condition plays an important role in determining appropriate transport parameters. First‐ type and third‐ type interface conditions are generally used in the literature. A first‐type interface condition will result in a continuous concentration profile across the interface at the expense of solute mass balance. On the other hand, a discontinuity in concentration develops when a third‐ type interface condition is used. To overcome this problem, a combined first‐ and third‐ type condition at the interface has been widely employed which yields second‐ type condition. This results in a similar break‐through curve irrespective of the layering order, which is non‐physical. In this work, an interface condition is proposed which satisfies the mass balance implicitly and brings the distinction between the breakthrough curves for different layering sequence corroborating with the experimental observations. This is in disagreement with the earlier work by H. M. Selim and co‐workers but, well agreement with the hypothetical result by Bosma and van der Zee; and Van der Zee.
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This paper describes some of the physical and numerical model tests of reinforced soil retaining walls subjected to dynamic excitation through uni-axial shaking tests. Models of retaining walls are constructed in a perspex box with geotextile reinforcement using the wrap around technique with dry sand backfill and instrumented with displacement sensors, accelerometers and soil pressure sensors. Numerical modelling of these shaking table tests is carried using FLAC. Numerical model is validated by comparing physical model results. Responses of wrap faced walls with different number of reinforcement layers are discussed from both the physical and numerical model tests. Results showed that the displacements are decreasing with the increase in number of reinforcement layers while acceleration amplifications are not affected significantly.
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An integrated reservoir operation model is presented for developing effective operational policies for irrigation water management. In arid and semi-arid climates, owing to dynamic changes in the hydroclimatic conditions within a season, the fixed cropping pattern with conventional operating policies, may have considerable impact on the performance of the irrigation system and may affect the economics of the farming community. For optimal allocation of irrigation water in a season, development of effective mathematical models may guide the water managers in proper decision making and consequently help in reducing the adverse effects of water shortage and crop failure problems. This paper presents a multi-objective integrated reservoir operation model for multi-crop irrigation system. To solve the multi-objective model, a recent swarm intelligence technique, namely elitist-mutated multi-objective particle swarm optimisation (EM-MOPSO) has been used and applied to a case study in India. The method evolves effective strategies for irrigation crop planning and operation policies for a reservoir system, and thereby helps farming community in improving crop benefits and water resource usage in the reservoir command area.
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The prevalent virtualization technologies provide QoS support within the software layers of the virtual machine monitor(VMM) or the operating system of the virtual machine(VM). The QoS features are mostly provided as extensions to the existing software used for accessing the I/O device because of which the applications sharing the I/O device experience loss of performance due to crosstalk effects or usable bandwidth. In this paper we examine the NIC sharing effects across VMs on a Xen virtualized server and present an alternate paradigm that improves the shared bandwidth and reduces the crosstalk effect on the VMs. We implement the proposed hardwaresoftware changes in a layered queuing network (LQN) model and use simulation techniques to evaluate the architecture. We find that simple changes in the device architecture and associated system software lead to application throughput improvement of up to 60%. The architecture also enables finer QoS controls at device level and increases the scalability of device sharing across multiple virtual machines. We find that the performance improvement derived using LQN model is comparable to that reported by similar but real implementations.
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Rapid urbanisation in India has posed serious challenges to the decision makers in regional planning involving plethora of issues including provision of basic amenities (like electricity, water, sanitation, transport, etc.). Urban planning entails an understanding of landscape and urban dynamics with causal factors. Identifying, delineating and mapping landscapes on temporal scale provide an opportunity to monitor the changes, which is important for natural resource management and sustainable planning activities. Multi-source, multi-sensor, multi-temporal, multi-frequency or multi-polarization remote sensing data with efficient classification algorithms and pattern recognition techniques aid in capturing these dynamics. This paper analyses the landscape dynamics of Greater Bangalore by: (i) characterisation of direct impervious surface, (ii) computation of forest fragmentation indices and (iii) modeling to quantify and categorise urban changes. Linear unmixing is used for solving the mixed pixel problem of coarse resolution super spectral MODIS data for impervious surface characterisation. Fragmentation indices were used to classify forests – interior, perforated, edge, transitional, patch and undetermined. Based on this, urban growth model was developed to determine the type of urban growth – Infill, Expansion and Outlying growth. This helped in visualising urban growth poles and consequence of earlier policy decisions that can help in evolving strategies for effective land use policies.
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We extend the recently proposed spectral integration based psychoacoustic model for sinusoidal distortions to the MDCT domain. The estimated masking threshold additionally depends on the sub-band spectral flatness measure of the signal which accounts for the non- sinusoidal distortion introduced by masking. The expressions for masking threshold are derived and the validity of the proposed model is established through perceptual transparency test of audio clips. Test results indicate that we do achieve transparent quality reconstruction with the new model. Performance of the model is compared with MPEG psychoacoustic models with respect to the estimated perceptual entropy (PE). The results show that the proposed model predicts a lower PE than other models.