Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Dynamic state estimation for identifying earthquake support motions in instrumented structures

The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Some limit theorems for regenerative queues

We consider a single server queue with the interarrival times and the service times forming a regenerative sequence. This traffic class includes the standard models: lid, periodic, Markov modulated (e.g., BMAP model of Lucantoni [18]) and their superpositions. This class also includes the recently proposed traffic models in high speed networks, exhibiting long range dependence. Under minimal conditions we obtain the rates of convergence to stationary distributions, finiteness of stationary moments, various functional limit theorems and the continuity of stationary distributions and moments. We use the continuity results to obtain approximations for stationary distributions and moments of an MMPP/GI/1 queue where the modulating chain has a countable state space. We extend all our results to feedforward networks where the external arrivals to each queue can be regenerative. In the end we show that the output process of a leaky bucket is regenerative if the input process is and hence our results extend to a queue with arrivals controlled by a leaky bucket.

Solution of MDPS using simulation-based value iteration

This article proposes a three-timescale simulation based algorithm for solution of infinite horizon Markov Decision Processes (MDPs). We assume a finite state space and discounted cost criterion and adopt the value iteration approach. An approximation of the Dynamic Programming operator T is applied to the value function iterates. This 'approximate' operator is implemented using three timescales, the slowest of which updates the value function iterates. On the middle timescale we perform a gradient search over the feasible action set of each state using Simultaneous Perturbation Stochastic Approximation (SPSA) gradient estimates, thus finding the minimizing action in T. On the fastest timescale, the 'critic' estimates, over which the gradient search is performed, are obtained. A sketch of convergence explaining the dynamics of the algorithm using associated ODEs is also presented. Numerical experiments on rate based flow control on a bottleneck node using a continuous-time queueing model are performed using the proposed algorithm. The results obtained are verified against classical value iteration where the feasible set is suitably discretized. Over such a discretized setting, a variant of the algorithm of [12] is compared and the proposed algorithm is found to converge faster.

Denumerable state stochastic games with limiting average payoff

We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.

Analysis and design of split-capacitor resistive-inductive passive damping for LCL filters in grid-connected inverters

Grid-connected inverters require a third-order LCL filter to meet standards such as the IEEE Std. 519-1992 while being compact and cost-effective. LCL filter introduces resonance, which needs to be damped through active or passive methods. Passive damping schemes have less control complexity and are more reliable. This study explores the split-capacitor resistive-inductive (SC-RL) passive damping scheme. The SC-RL damped LCL filter is modelled using state space approach. Using this model, the power loss and damping are analysed. Based on the analysis, the SC-RL scheme is shown to have lower losses than other simpler passive damping methods. This makes the SC-RL scheme suitable for high power applications. A method for component selection that minimises the power loss in the damping resistors while keeping the system well damped is proposed. The design selection takes into account the influence of switching frequency, resonance frequency and the choice of inductance and capacitance values of the filter on the damping component selection. The use of normalised parameters makes it suitable for a wide range of design applications. Analytical results show the losses and quality factor to be in the range of 0.05-0.1% and 2.0-2.5, respectively, which are validated experimentally.

Accurate Steady-State Representation of a Doubly Fed Induction Machine

This letter presents an accurate steady-state phasor model for a doubly fed induction machine. The drawback of existing steady-state phasor model is discussed. In particular, the inconsistency of existing equivalent model with respect to reactive power flows when operated at supersynchronous speeds is highlighted. Relevant mathematical basis for the proposed model is presented and its validity is illustrated on a 2-MW doubly fed induction machine.

Hingeless-rotor aeromechanical stability in axial and forward flight with wake dynamics

A finite-state wake model is used to investigate aeromechanical stability of hingeless-rotor helicopters in the ground-contact, hover and trimmed-night conditions. The investigation covers three items: (1) the convergence of the damping with increasing number of wake harmonics for the lag regressing, and body pitch and roll modes; (2) a parametric study of the damping over a range of thrust level, advance ratio and number of blades; and (3) correlations, primarily with the damping and frequency measurements of these lag and body modes. The convergence and parametric studies are conducted in the hover and trimmed-flight conditions; they include predictions from the widely used dynamic inflow model. The correlations are conducted in the ground-contact conditions and include predictions from the dynamic inflow and vortex models; recently, this vortex model is proposed for the axial-flight conditions and is used to investigate the coupled free vibrations of rotor flapping and body modes. The convergence and parametric studies show that a finite-state wake model that goes well beyond the dynamic inflow model is required for fairly converged damping, Moreover, the correlations from the finite-state wake, dynamic inflow and vortex models are generally satisfactory.

Two-dimensional phase transitions at electrochemical interfaces

A two-state Ising model has been applied to the two-dimensional condensation of tymine at the mercury-water interface. The model predicts a quadratic dependence of the transition potential on temperature and on the logarithm of the adsorbate concentration. Both predictions have been confirmed experimentally.

A Note on the Genericity of Simultaneous Stabilizability and Pole Assignability

n this paper we study the genericity of simultaneous stabilizability, simultaneous strong stabilizability, and simultaneous pole assignability, in linear multivariable systems. The main results of the paper had been previously established by Ghosh and Byrnes using state-space methods. In contrast, the proofs in the present paper are based on input-output arguments, and are much simpler to follow, especially in the case of simultaneous and simultaneous strong stabilizability. Moreover, the input-output methods used here suggest computationally reliable algorithms for solving these two types of problems. In addition to the main results, we also prove some lemmas on generic greatest common divisors which are of independent interest.

On global summer monsoonal drought mechanics

It is shown that within the framework of a linear five-level quasi-geostrophic steady state global model the middle latitude systems can always have significant influence on the Asian summer monsoonal system through the lower tropospheric monsoonal westerly window region around 80°E. It is hypothesized that quasistationarity of the middle latitude longwave systems results in stronger teleconnections through this window and the consequent monsoon breaks when the phase is right.

Jump Reorientation of Water Molecules Confined in Narrow Carbon Nanotubes

We used molecular dynamics (MD) simulations to study the reorientational dynamics of water molecules confined inside narrow carbon nanotubes immersed in a bath of water. Our simulations show that the confined water molecules exhibit bistability in their reorientational relaxation, which proceeds by angular jumps between the two stable states. The angular jump of a water molecule in the bulk involves the breaking of a hydrogen bond with one of its neighbors and the formation of a hydrogen bond with a different neighbor. In contrast, the angular jump of a confined water molecule corresponds to an interchange of the two hydrogen atoms that can form a hydrogen bond with the same neighbor. The free energy barrier between these two states is a few k(B)T. The analytic solution of a simplified two-state jump model that qualitatively explains the reorientational behavior observed in simulations is also presented.

Multi-time scale analysis applied to long time simulation of power systems

The results are presented of applying multi-time scale analysis using the singular perturbation technique for long time simulation of power system problems. A linear system represented in state-space form can be decoupled into slow and fast subsystems. These subsystems can be simulated with different time steps and then recombined to obtain the system response. Simulation results with a two-time scale analysis of a power system show a large saving in computational costs.

On the positivity and stability of non-stationary systems

The positivity of operators in Hilbert spaces is an important concept finding wide application in various branches of Mathematical System Theory. A frequency- domain condition that ensures the positivity of time-varying operators in L2 with a state-space description, is derived in this paper by using certain newly developed inequalities concerning the input-state relation of such operators. As an interesting application of these results, an L2 stability criterion for time-varying feedback systems consisting of a finite-sector non-linearity is also developed.

A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.