Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

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.

Shear banding in a yield stress bearing Langmuir monolayer

We examine the shear-thinning behaviour of a two dimensional yield stress bearing monolayer of sorbitan tristearate at air/water interface. The flow curve consists of a linear region at low shear stresses/shear rates, followed by a stress plateau at higher values. The velocity profile obtained from particle imaging velocimetry indicates that shear banding occurs, showing coexistence of the fluidized region near the rotor and solid region with vanishing shear-rate away from the rotor. In the fluidized region, the velocity profile, which is linear at low shear rates, becomes exponential at the onset of shear-thinning, followed by a time varying velocity profile in the plateau region. At low values of constant applied shear rates, the viscosity of the film increases with time, thus showing aging behaviour like in soft glassy three-dimensional (3D) systems. Further, at the low values of the applied stress in the yield stress regime, the shear-rate fluctuations in time show both positive and negative values, similar to that observed in sheared 3D jammed systems. By carrying out a statistical analysis of these shear-rate fluctuations, we estimate the effective temperature of the soft glassy monolayer using the Galavatti-Cohen steady state fluctuation relation.

Network Rhythms Influence the Relationship between Spike-Triggered Local Field Potential and Functional Connectivity

Characterizing the functional connectivity between neurons is key for understanding brain function. We recorded spikes and local field potentials (LFPs) from multielectrode arrays implanted in monkey visual cortex to test the hypotheses that spikes generated outward-traveling LFP waves and the strength of functional connectivity depended on stimulus contrast, as described recently. These hypotheses were proposed based on the observation that the latency of the peak negativity of the spike-triggered LFP average (STA) increased with distance between the spike and LFP electrodes, and the magnitude of the STA negativity and the distance over which it was observed decreased with increasing stimulus contrast. Detailed analysis of the shape of the STA, however, revealed contributions from two distinct sources-a transient negativity in the LFP locked to the spike (similar to 0 ms) that attenuated rapidly with distance, and a low-frequency rhythm with peak negativity similar to 25 ms after the spike that attenuated slowly with distance. The overall negative peak of the LFP, which combined both these components, shifted from similar to 0 to similar to 25 ms going from electrodes near the spike to electrodes far from the spike, giving an impression of a traveling wave, although the shift was fully explained by changing contributions from the two fixed components. The low-frequency rhythm was attenuated during stimulus presentations, decreasing the overall magnitude of the STA. These results highlight the importance of accounting for the network activity while using STAs to determine functional connectivity.

Optimal local polynomial regression of noisy time varying signals

We address the problem of local-polynomial modeling of smooth time-varying signals with unknown functional form, in the presence of additive noise. The problem formulation is in the time domain and the polynomial coefficients are estimated in the pointwise minimum mean square error (PMMSE) sense. The choice of the window length for local modeling introduces a bias-variance tradeoff, which we solve optimally by using the intersection-of-confidence-intervals (ICI) technique. The combination of the local polynomial model and the ICI technique gives rise to an adaptive signal model equipped with a time-varying PMMSE-optimal window length whose performance is superior to that obtained by using a fixed window length. We also evaluate the sensitivity of the ICI technique with respect to the confidence interval width. Simulation results on electrocardiogram (ECG) signals show that at 0dB signal-to-noise ratio (SNR), one can achieve about 12dB improvement in SNR. Monte-Carlo performance analysis shows that the performance is comparable to the basic wavelet techniques. For 0 dB SNR, the adaptive window technique yields about 2-3dB higher SNR than wavelet regression techniques and for SNRs greater than 12dB, the wavelet techniques yield about 2dB higher SNR.

Site Characterization of Bangalore using Geophysical Method

A number of geophysical methods have been proposed for near-surface site characterization and measurement of shear wave velocity by using a great variety of testing configurations, processing techniques,and inversion algorithms. In particular, two widely-used techniques are SASW (Spectral Analysis of SurfaceWaves) and MASW (Multichannel Analysis of SurfaceWaves). MASW is increasingly being applied to earthquake geotechnical engineering for the local site characterization, microzonation and site response studies.A MASW is a geophysical method, which generates a shear-wave velocity (Vs) profile (i.e., Vs versus depth)by analyzing Raleigh-type surface waves on a multichannel record. MASW system consisting of 24 channels Geode seismograph with 24 geophones of 4.5 Hz frequency have been used in this investigation. For the site characterization program, the MASW field experiments consisting of 58 one-dimensional shear wave velocity tests and 20 two-dimensional shear wave tests have been carried out. The survey points have been selected in such a way that the results supposedly represent the whole metropolitan Bangalore having an area of 220 km2.The average shear wave velocity of Bangalore soils have been evaluated for depths of 5m, 10m, 15m, 20m, 25m and 30 m. The subsoil site classification has been made for seismic local site effect evaluation based on average shear wave velocity of 30m depth (Vs30) of sites using National Earthquake Hazards Reduction Program (NEHRP) and International Building Code (IBC) classification. Soil average shearwave velocity estimated based on overburden thickness from the borehole information is also presented. Mapping clearly indicates that the depth of soil obtained from MASW is closely matching with the soil layers in bore logs. Among total 55 locations of MASW survey carried out, 34 locations were very close to the SPT borehole locations and these are used to generate correlation between Vs and corrected “N” values. The SPT field “N” values are corrected by applying the NEHRP recommended corrections.

Seismic Hazard and Microzonation Studies using Geographic Information System - A Case Study of Bangalore city

Seismic hazard and microzonation of cities enable to characterize the potential seismic areas that need to be taken into account when designing new structures or retrofitting the existing ones. Study of seismic hazard and preparation of geotechnical microzonation maps has been attempted using Geographical Information System (GIS). GIS will provide an effective solution for integrating different layers of information thus providing a useful input for city planning and in particular input to earthquake resistant design of structures in an area. Seismic hazard is the study of expected earthquake ground motions at any point on the earth. Microzonation is the process of sub division of region in to number of zones based on the earthquake effects in the local scale. Seismic microzonation is the process of estimating response of soil layers under earthquake excitation and thus the variation of ground motion characteristic on the ground surface. For the seismic microzonation, geotechnical site characterization need to be assessed at local scale (micro level), which is further used to assess of the site response and liquefaction susceptibility of the sites. Seismotectonic atlas of the area having a radius of 350km around Bangalore has been prepared with all the seismogenic sources and historic earthquake events (a catalogue of about 1400 events since 1906). We have attempted to carryout the site characterization of Bangalore by collating conventional geotechnical boreholes data (about 900 borehole data with depth) and integrated in GIS. 3-D subsurface model of Bangalore prepared using GIS is shown in Figure 1.Further, Shear wave velocity survey based on geophysical method at about 60 locations in the city has been carried out in 220 square Kms area. Site response and local site effects have been evaluated using 1-dimensional ground response analysis. Spatial variability of soil overburden depths, ground surface Peak Ground Acceleration’s(PGA), spectral acceleration for different frequencies, liquefaction susceptibility have been mapped in the 220 sq km area using GIS.ArcInfo software has been used for this purpose. These maps can be used for the city planning and risk & vulnerability studies. Figure 2 shows a map of peak ground acceleration at rock level for Bangalore city. Microtremor experiments were jointly carried out with NGRI scientists at about 55 locations in the city and the predominant frequency of the overburden soil columns were evaluated.

Linear stability, transient growth and the role of viscosity stratification in compressible Couette flow

Linear stability and the nonmodal transient energy growth in compressible plane Couette flow are investigated for two prototype mean flows: (a) the uniform shear flow with constant viscosity, and (b) the nonuniform shear flow with stratified viscosity. Both mean flows are linearly unstable for a range of supersonic Mach numbers (M). For a given M, the critical Reynolds number (Re) is significantly smaller for the uniform shear flow than its nonuniform shear counterpart; for a given Re, the dominant instability (over all streamwise wave numbers, α) of each mean flow belongs to different modes for a range of supersonic M. An analysis of perturbation energy reveals that the instability is primarily caused by an excess transfer of energy from mean flow to perturbations. It is shown that the energy transfer from mean flow occurs close to the moving top wall for “mode I” instability, whereas it occurs in the bulk of the flow domain for “mode II.” For the nonmodal transient growth analysis, it is shown that the maximum temporal amplification of perturbation energy, Gmax, and the corresponding time scale are significantly larger for the uniform shear case compared to those for its nonuniform counterpart. For α=0, the linear stability operator can be partitioned into L∼L̅ +Re2 Lp, and the Re-dependent operator Lp is shown to have a negligibly small contribution to perturbation energy which is responsible for the validity of the well-known quadratic-scaling law in uniform shear flow: G(t∕Re)∼Re2. In contrast, the dominance of Lp is responsible for the invalidity of this scaling law in nonuniform shear flow. An inviscid reduced model, based on Ellingsen-Palm-type solution, has been shown to capture all salient features of transient energy growth of full viscous problem. For both modal and nonmodal instability, it is shown that the viscosity stratification of the underlying mean flow would lead to a delayed transition in compressible Couette flow.

Spin Probe Signature of Freezing in Water Slow Cooling Experiment: Our Observation is Global or Local?

First systematic spin probe ESR study of water freezing has been conducted using TEMPOL and TEMPO as the probes. The spin probe signature of the water freezing has been described in terms of the collapse of narrow triplet spectrum into a single broad line. This spin probe signature of freezing has been observed at an anomalously low temperature when a milimoler solution of TEMPOL is slowly cooled from room temperature. A systematic observation has revealed a spin probe concentration dependence of these freezing and respective melting points. These results can be explained in terms of localization of spin probe and liquid water,most probably in the interstices of ice grains, in an ice matrix. The lowering of spin probe freezing point, along with the secondary evidences, like spin probe concentration dependence of peak-to-peak width in frozen limit signal, indicates a possible size dependence of these localizations/entrapments with spin probe concentration. A weak concentration dependence of spin probe assisted freezing and melting points, which has been observed for TEMPO in comparison to TEMPOL, indicates different natures of interactions with water of these two probes. This view is also supported by the relaxation behavior of the two probes.

Secondary Perturbation Effects in Keplerian Accretion Disks: Elliptical Instability

Origin of turbulence in cold accretion disks, particularly in 3D, which is expected to be hydrodynamic but not magnetohydrodynamic, is a big puzzle. While the flow must exhibit some turbulence in support of the transfer of mass inward and angular momentum outward, according to the linear perturbation theory it should always be stable. We demonstrate that the 3D secondary disturbance to the primarily perturbed disk which exhibits elliptical vortices into the system solves the problem. This result is essentially applicable to the outer region of accretion disks in active galactic nuclei where the gas is significantly cold and neutral in charge and the magnetic Reynolds number is smaller than 10^4.

Universality of scaling laws in correlation between velocity and shear stress in turbulent boundary layers

In this study, we analyse simultaneous measurements (at 50 Hz) of velocity at several heights and shear stress at the surface made during the Utah field campaign for the presence of ranges of scales, where distinct scale-to-scale interactions between velocity and shear stress can be identified. We find that our results are similar to those obtained in a previous study [Venugopal et al., 2003] (contrary to the claim in V2003, that the scaling relations might be dependent on Reynolds number) where wind tunnel measurements of velocity and shear stress were analysed. We use a wavelet-based scale-to-scale cross-correlation to detect three ranges of scales of interaction between velocity and shear stress, namely, (a) inertial subrange, where the correlation is negligible; (b) energy production range, where the correlation follows a logarithmic law; and (c) for scales larger than the boundary layer height, the correlation reaches a plateau.