35 resultados para Asymptotic behaviour, Bayesian methods, Mixture models, Overfitting, Posterior concentration


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The role of convergence feedback on the stability of a coupled ocean‐atmosphere system is studied using model III of Hirst (1986). It is shown that the unstable coupled mode found by Hirst is greatly modified by the convergence feedback. If the convergence feedback strength exceeds a critical value, several new unstable intraseasonal modes are also introduced. These modes have very weak dependence on the wave number. These results may explain the behaviour of some coupled models and to some extent provide a mechanism for the observed aperiodicity of the El‐Nino and Southern Oscillation (ENSO) events.

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A simple n-state configurational excitation model which takes into account the presence of weakly connected pentamer units in liquid water is proposed. The model has features of both the “continuum” and “mixture” models. Calculations based on this model satisfactorily account for the important, diagnostic thermodynamic properties of water such as the density maximum, fraction of monomers and so on.

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We consider the equation u(t) + u(n)u(x) + H(x, t, u) = 0 and derive a transformation relating it to u(t) + u(n)u(x) = 0. Special cases of the equation appearing in applications are discussed. Initial value problems and asymptotic behaviour of the solution are studied.

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An unsteady flow and heat transfer of a viscous incompressible electrically conducting fluid over a rotating infinite disk in an otherwise ambient fluid are studied. The unsteadiness in the flow field is caused by the angular velocity of the disk which varies with time. The magnetic field is applied normal to the disk surface. The new self-similar solution of the Navier-Stokes and energy equations is obtained numerically. The solution obtained here is not only the solution of the Navier-Stokes equations, but also of the boundary layer equations. Also, for a simple scaling factor, it represents the solution of the flow and heat transfer in the forward stagnation-point region of a rotating sphere or over a rotating cone. The asymptotic behaviour of the solution for a large magnetic field or for a large independent variable is also examined. The surface shear stresses in the radial and tangential directions and the surface heat transfer increase as the acceleration parameter increases. Also the surface shear stress in the radial direction and the surface heat transfer decrease with increasing magnetic field, but the surface shear stress in the tangential direction increases. (C) 2002 Editions scientifiques et medicales Elsevier SAS. All rights reserved.

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We propose a new abstract domain for static analysis of executable code. Concrete states are abstracted using circular linear progressions (CLPs). CLPs model computations using a finite word length as is seen in any real life processor. The finite abstraction allows handling overflow scenarios in a natural and straight-forward manner. Abstract transfer functions have been defined for a wide range of operations which makes this domain easily applicable for analyzing code for a wide range of ISAs. CLPs combine the scalability of interval domains with the discreteness of linear congruence domains. We also present a novel, lightweight method to track linear equality relations between static objects that is used by the analysis to improve precision. The analysis is efficient, the total space and time overhead being quadratic in the number of static objects being tracked.

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Of the similar to 4000 ORFs identified through the genome sequence of Mycobacterium tuberculosis (TB) H37Rv, experimentally determined structures are available for 312. Since knowledge of protein structures is essential to obtain a high-resolution understanding of the underlying biology, we seek to obtain a structural annotation for the genome, using computational methods. Structural models were obtained and validated for similar to 2877 ORFs, covering similar to 70% of the genome. Functional annotation of each protein was based on fold-based functional assignments and a novel binding site based ligand association. New algorithms for binding site detection and genome scale binding site comparison at the structural level, recently reported from the laboratory, were utilized. Besides these, the annotation covers detection of various sequence and sub-structural motifs and quaternary structure predictions based on the corresponding templates. The study provides an opportunity to obtain a global perspective of the fold distribution in the genome. The annotation indicates that cellular metabolism can be achieved with only 219 folds. New insights about the folds that predominate in the genome, as well as the fold-combinations that make up multi-domain proteins are also obtained. 1728 binding pockets have been associated with ligands through binding site identification and sub-structure similarity analyses. The resource (http://proline.physics.iisc.ernet.in/Tbstructuralannotation), being one of the first to be based on structure-derived functional annotations at a genome scale, is expected to be useful for better understanding of TB and for application in drug discovery. The reported annotation pipeline is fairly generic and can be applied to other genomes as well.

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In this paper, we treat some eigenvalue problems in periodically perforated domains and study the asymptotic behaviour of the eigenvalues and the eigenvectors when the number of holes in the domain increases to infinity Using the method of asymptotic expansion, we give explicit formula for the homogenized coefficients and expansion for eigenvalues and eigenvectors. If we denote by ε the size of each hole in the domain, then we obtain the following aysmptotic expansion for the eigenvalues: Dirichlet: λε = ε−2 λ + λ0 +O (ε), Stekloff: λε = ελ1 +O (ε2), Neumann: λε = λ0 + ελ1 +O (ε2).Using the method of energy, we prove a theorem of convergence in each case considered here. We briefly study correctors in the case of Neumann eigenvalue problem.

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We study the distribution of first passage time for Levy type anomalous diffusion. A fractional Fokker-Planck equation framework is introduced.For the zero drift case, using fractional calculus an explicit analytic solution for the first passage time density function in terms of Fox or H-functions is given. The asymptotic behaviour of the density function is discussed. For the nonzero drift case, we obtain an expression for the Laplace transform of the first passage time density function, from which the mean first passage time and variance are derived.

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This article presents a review of recent developments in parametric based acoustic emission (AE) techniques applied to concrete structures. It recapitulates the significant milestones achieved by previous researchers including various methods and models developed in AE testing of concrete structures. The aim is to provide an overview of the specific features of parametric based AE techniques of concrete structures carried out over the years. Emphasis is given to traditional parameter-based AE techniques applied to concrete structures. A significant amount of research on AE techniques applied to concrete structures has already been published and considerable attention has been given to those publications. Some recent studies such as AE energy analysis and b-value analysis used to assess damage of concrete bridge beams have also been discussed. The formation of fracture process zone and the AE energy released during the fracture process in concrete beam specimens have been summarised. A large body of experimental data on AE characteristics of concrete has accumulated over the last three decades. This review of parametric based AE techniques applied to concrete structures may be helpful to the concerned researchers and engineers to better understand the failure mechanism of concrete and evolve more useful methods and approaches for diagnostic inspection of structural elements and failure prediction/prevention of concrete structures.

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The problem of time variant reliability analysis of existing structures subjected to stationary random dynamic excitations is considered. The study assumes that samples of dynamic response of the structure, under the action of external excitations, have been measured at a set of sparse points on the structure. The utilization of these measurements m in updating reliability models, postulated prior to making any measurements, is considered. This is achieved by using dynamic state estimation methods which combine results from Markov process theory and Bayes' theorem. The uncertainties present in measurements as well as in the postulated model for the structural behaviour are accounted for. The samples of external excitations are taken to emanate from known stochastic models and allowance is made for ability (or lack of it) to measure the applied excitations. The future reliability of the structure is modeled using expected structural response conditioned on all the measurements made. This expected response is shown to have a time varying mean and a random component that can be treated as being weakly stationary. For linear systems, an approximate analytical solution for the problem of reliability model updating is obtained by combining theories of discrete Kalman filter and level crossing statistics. For the case of nonlinear systems, the problem is tackled by combining particle filtering strategies with data based extreme value analysis. In all these studies, the governing stochastic differential equations are discretized using the strong forms of Ito-Taylor's discretization schemes. The possibility of using conditional simulation strategies, when applied external actions are measured, is also considered. The proposed procedures are exemplifiedmby considering the reliability analysis of a few low-dimensional dynamical systems based on synthetically generated measurement data. The performance of the procedures developed is also assessed based on a limited amount of pertinent Monte Carlo simulations. (C) 2010 Elsevier Ltd. All rights reserved.

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Representation and quantification of uncertainty in climate change impact studies are a difficult task. Several sources of uncertainty arise in studies of hydrologic impacts of climate change, such as those due to choice of general circulation models (GCMs), scenarios and downscaling methods. Recently, much work has focused on uncertainty quantification and modeling in regional climate change impacts. In this paper, an uncertainty modeling framework is evaluated, which uses a generalized uncertainty measure to combine GCM, scenario and downscaling uncertainties. The Dempster-Shafer (D-S) evidence theory is used for representing and combining uncertainty from various sources. A significant advantage of the D-S framework over the traditional probabilistic approach is that it allows for the allocation of a probability mass to sets or intervals, and can hence handle both aleatory or stochastic uncertainty, and epistemic or subjective uncertainty. This paper shows how the D-S theory can be used to represent beliefs in some hypotheses such as hydrologic drought or wet conditions, describe uncertainty and ignorance in the system, and give a quantitative measurement of belief and plausibility in results. The D-S approach has been used in this work for information synthesis using various evidence combination rules having different conflict modeling approaches. A case study is presented for hydrologic drought prediction using downscaled streamflow in the Mahanadi River at Hirakud in Orissa, India. Projections of n most likely monsoon streamflow sequences are obtained from a conditional random field (CRF) downscaling model, using an ensemble of three GCMs for three scenarios, which are converted to monsoon standardized streamflow index (SSFI-4) series. This range is used to specify the basic probability assignment (bpa) for a Dempster-Shafer structure, which represents uncertainty associated with each of the SSFI-4 classifications. These uncertainties are then combined across GCMs and scenarios using various evidence combination rules given by the D-S theory. A Bayesian approach is also presented for this case study, which models the uncertainty in projected frequencies of SSFI-4 classifications by deriving a posterior distribution for the frequency of each classification, using an ensemble of GCMs and scenarios. Results from the D-S and Bayesian approaches are compared, and relative merits of each approach are discussed. Both approaches show an increasing probability of extreme, severe and moderate droughts and decreasing probability of normal and wet conditions in Orissa as a result of climate change. (C) 2010 Elsevier Ltd. All rights reserved.

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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.

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Lateral displacement and global stability are the two main stability criteria for soil nail walls. Conventional design methods do not adequately address the deformation behaviour of soil nail walls, owing to the complexity involved in handling a large number of influencing factors. Consequently, limited methods of deformation estimates based on empirical relationships and in situ performance monitoring are available in the literature. It is therefore desirable that numerical techniques and statistical methods are used in order to gain a better insight into the deformation behaviour of soil nail walls. In the present study numerical experiments are conducted using a 2 4 factorial design method. Based on analysis of the maximum lateral deformation and factor-of-safety observations from the numerical experiments, regression models for maximum lateral deformation and factor-of-safety prediction are developed and checked for adequacy. Selection of suitable design factors for the 2 4 factorial design of numerical experiments enabled the use of the proposed regression models over a practical range of soil nail wall heights and in situ soil variability. It is evident from the model adequacy analyses and illustrative example that the proposed regression models provided a reasonably good estimate of the lateral deformation and global factor of safety of the soil nail walls.

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This paper presents the results of shaking table tests on models of rigid-faced reinforced soil retaining walls in which reinforcement materials of different tensile strength were used. The construction of the model retaining walls in a laminar box mounted on a shaking table, the instrumentation and the results from the shaking table tests are described in detail and the effects of the reinforcement parameters on the acceleration response at different elevations of the retaining wall, horizontal soil pressures and face deformations are presented. It was observed from these tests that the horizontal face displacement response of the rigid-faced retaining walls was significantly affected by the inclusion of reinforcement and even low-strength polymer reinforcement was found to be efficient in significantly reducing the deformation of the face. The acceleration amplifications were, however, observed to be less influenced by the reinforcement parameters. The results obtained from this study are helpful in understanding the relative performance of reinforced soil retaining walls under the different test conditions used in the experiments.

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Stochastic behavior of an aero-engine failure/repair process has been analyzed from a Bayesian perspective. Number of failures/repairs in the component-sockets of this multi-component system are assumed to follow independent renewal processes with Weibull inter-arrival times. Based on the field failure/repair data of a large number of such engines and independent Gamma priors on the scale parameters and log-concave priors on the shape parameters, an exact method of sampling from the resulting posterior distributions of the parameters has been proposed. These generated parameter values are next utilised in obtaining the posteriors of the expected number of system repairs, system failure rate, and the conditional intensity function, which are computed using a recursive formula.