Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

Structural characterization of folded and extended conformations in peptides containing gamma amino acids with proteinogenic side chains: crystal structures of gamma(n), (alpha gamma)(n) and gamma gamma delta gamma sequences

The crystal structures of nine peptides containing gamma(4)Val and gamma(4)Leu are described. The short sequences Boc-gamma(4)(R)Val](2)-OMe 1, Boc-gamma(4)(R)Val](3)-NHMe 2 and Boc-gamma(4)(S)Val-gamma(4)(R)Val-OMe 3 adopt extended apolar, sheet like structures. The tetrapeptide Boc-gamma(4)(R)Val](4)-OMe 4 adopts an extended conformation, in contrast to the folded C-14 helical structure determined previously for Boc-gamma(4)(R)Leu](4)-OMe. The hybrid alpha gamma sequence Boc-Ala-gamma(4)(R)Leu](2)-OMe 5 adopts an S-shaped structure devoid of intramolecular hydrogen bonds, with both alpha residues adopting local helical conformations. In sharp contrast, the tetrapeptides Boc-Aib-gamma(4)(S)Leu](2)-OMe 6 and Boc-Leu-gamma(4)(R)Leu](2)-OMe 7 adopt folded structures stabilized by two successive C-12 hydrogen bonds. gamma(4)Val residues have also been incorporated into the strand segments of a crystalline octapeptide, Boc-Leu-gamma(4)(R)Val-Val-(D)Pro-Gly-Leu-gamma(4)(R)Val-Val-OMe 8. The gamma gamma delta gamma tetrapeptide containing gamma(4)Val and delta(5)Leu residues adopts an extended sheet like structure. The hydrogen bonding pattern at gamma residues corresponds to an apolar sheet, while a polar sheet is observed at the lone delta residue. The transition between folded and extended structures at gamma residues involves a change of the torsion angle from the gauche to the trans conformation about the C-beta-C-alpha bond.

System reliability of randomly vibrating structures: Computational modeling and laboratory testing

The problem of determination of system reliability of randomly vibrating structures arises in many application areas of engineering. We discuss in this paper approaches based on Monte Carlo simulations and laboratory testing to tackle problems of time variant system reliability estimation. The strategy we adopt is based on the application of Girsanov's transformation to the governing stochastic differential equations which enables estimation of probability of failure with significantly reduced number of samples than what is needed in a direct simulation study. Notably, we show that the ideas from Girsanov's transformation based Monte Carlo simulations can be extended to conduct laboratory testing to assess system reliability of engineering structures with reduced number of samples and hence with reduced testing times. Illustrative examples include computational studies on a 10 degree of freedom nonlinear system model and laboratory/computational investigations on road load response of an automotive system tested on a four post Lest rig. (C) 2015 Elsevier Ltd. All rights reserved.

Phase space path integral approach to harmonic oscillator with a time-dependent force constant

The quantum statistical mechanical propagator for a harmonic oscillator with a time-dependent force constant, m omega(2)(t), has been investigated in the past and was found to have only a formal solution in terms of the solutions of certain ordinary differential equations. Such path integrals are frequently encountered in semiclassical path integral evaluations and having exact analytical expressions for such path integrals is of great interest. In a previous work, we had obtained the exact propagator for motion in an arbitrary time-dependent harmonic potential in the overdamped limit of friction using phase space path integrals in the context of Levy flights - a result that can be easily extended to Brownian motion. In this paper, we make a connection between the overdamped Brownian motion and the imaginary time propagator of quantum mechanics and thereby get yet another way to evaluate the latter exactly. We find that explicit analytic solution for the quantum statistical mechanical propagator can be written when the time-dependent force constant has the form omega(2)(t) = lambda(2)(t) - d lambda(t)/dt where lambda(t) is any arbitrary function of t and use it to evaluate path integrals which have not been evaluated previously. We also employ this method to arrive at a formal solution of the propagator for both Levy flights and Brownian subjected to a time-dependent harmonic potential in the underdamped limit of friction. (C) 2015 Elsevier B.V. All rights reserved.

A modified approach to numerical solution of Fredholm integral equations of the second kind

A modified approach to obtain approximate numerical solutions of Fredholin integral equations of the second kind is presented. The error bound is explained by the aid of several illustrative examples. In each example, the approximate solution is compared with the exact solution, wherever possible, and an excellent agreement is observed. In addition, the error bound in each example is compared with the one obtained by the Nystrom method. It is found that the error bound of the present method is smaller than the ones obtained by the Nystrom method. Further, the present method is successfully applied to derive the solution of an integral equation arising in a special Dirichlet problem. (C) 2015 Elsevier Inc. All rights reserved.

Part I: Physical Insights Into the Two-Stage Breakdown Characteristics of STI-Type Drain-Extended pMOS Device

In this paper, we study breakdown characteristics in shallow-trench isolation (STI)-type drain-extended MOSFETs (DeMOS) fabricated using a low-power 65-nm triple-well CMOS process with a thin gate oxide. Experimental data of p-type STI-DeMOS device showed distinct two-stage behavior in breakdown characteristics in both OFF-and ON-states, unlike the n-type device, causing a reduction in the breakdown voltage and safe operating area. The first-stage breakdown occurs due to punchthrough in the vertical structure formed by p-well, deep n-well, and p-substrate, whereas the second-stage breakdown occurs due to avalanche breakdown of lateral n-well/p-well junction. The breakdown characteristics are also compared with the STI-DeNMOS device structure. Using the experimental results and advanced TCAD simulations, a complete understanding of breakdown mechanisms is provided in this paper for STI-DeMOS devices in advanced CMOS processes.

Spectral solutions to the Korteweg-de-Vries and nonlinear Schrodinger equations

In this paper, we present the solutions of 1-D and 2-D non-linear partial differential equations with initial conditions. We approach the solutions in time domain using two methods. We first solve the equations using Fourier spectral approximation in the spatial domain and secondly we compare the results with the approximation in the spatial domain using orthogonal functions such as Legendre or Chebyshev polynomials as their basis functions. The advantages and the applicability of the two different methods for different types of problems are brought out by considering 1-D and 2-D nonlinear partial differential equations namely the Korteweg-de-Vries and nonlinear Schrodinger equation with different potential function. (C) 2015 Elsevier Ltd. All rights reserved.

Correlation equations for average deposition rate coefficients of nanoparticles in a cylindrical pore

Nanoparticle deposition behavior observed at the Darcy scale represents an average of the processes occurring at the pore scale. Hence, the effect of various pore-scale parameters on nanoparticle deposition can be understood by studying nanoparticle transport at pore scale and upscaling the results to the Darcy scale. In this work, correlation equations for the deposition rate coefficients of nanoparticles in a cylindrical pore are developed as a function of nine pore-scale parameters: the pore radius, nanoparticle radius, mean flow velocity, solution ionic strength, viscosity, temperature, solution dielectric constant, and nanoparticle and collector surface potentials. Based on dominant processes, the pore space is divided into three different regions, namely, bulk, diffusion, and potential regions. Advection-diffusion equations for nanoparticle transport are prescribed for the bulk and diffusion regions, while the interaction between the diffusion and potential regions is included as a boundary condition. This interaction is modeled as a first-order reversible kinetic adsorption. The expressions for the mass transfer rate coefficients between the diffusion and the potential regions are derived in terms of the interaction energy profile. Among other effects, we account for nanoparticle-collector interaction forces on nanoparticle deposition. The resulting equations are solved numerically for a range of values of pore-scale parameters. The nanoparticle concentration profile obtained for the cylindrical pore is averaged over a moving averaging volume within the pore in order to get the 1-D concentration field. The latter is fitted to the 1-D advection-dispersion equation with an equilibrium or kinetic adsorption model to determine the values of the average deposition rate coefficients. In this study, pore-scale simulations are performed for three values of Peclet number, Pe = 0.05, 5, and 50. We find that under unfavorable conditions, the nanoparticle deposition at pore scale is best described by an equilibrium model at low Peclet numbers (Pe = 0.05) and by a kinetic model at high Peclet numbers (Pe = 50). But, at an intermediate Pe (e.g., near Pe = 5), both equilibrium and kinetic models fit the 1-D concentration field. Correlation equations for the pore-averaged nanoparticle deposition rate coefficients under unfavorable conditions are derived by performing a multiple-linear regression analysis between the estimated deposition rate coefficients for a single pore and various pore-scale parameters. The correlation equations, which follow a power law relation with nine pore-scale parameters, are found to be consistent with the column-scale and pore-scale experimental results, and qualitatively agree with the colloid filtration theory. These equations can be incorporated into pore network models to study the effect of pore-scale parameters on nanoparticle deposition at larger length scales such as Darcy scale.

The role of intra- and inter-site exchange correlations in the extended Falicov-Kimball model on a triangular lattice

Ground state magnetic properties of the spin-dependent Falicov-Kimball model (FKM) are studied by incorporating the intrasite exchange correlation J (between itinerant d- and localized f-electrons) and intersite (superexchange) correlation J (between localized f-electrons) on a triangular lattice for two different fillings. Numerical diagonalization and Monte-Carlo techniques are used to determine the ground state magnetic properties. Transitions from antiferromagnetic to ferromagnetic and again to re-entrant antiferromagnetic phase is observed in a wide range of parameter space. The magnetic moments of d- and f-electrons are observed to depend strongly on the value off, J and also on the total number of d-electrons (N-d). (C) 2015 Elsevier Ltd. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.