A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the new filter is the gain-like additive update, designed to approximate the innovation integral in the KS equation and implemented through an annealing-type iterative procedure, which is aimed at rendering the innovation (observation prediction mismatch) for a given time-step to a zero-mean Brownian increment corresponding to the measurement noise. This may be contrasted with the weight-based multiplicative updates in most particle filters that are known to precipitate the numerical problem of weight collapse within a finite-ensemble setting. A study to estimate the a-priori error bounds in the proposed scheme is undertaken. The numerical evidence, presently gathered from the assessed performance of the proposed and a few other competing filters on a class of nonlinear dynamic system identification and target tracking problems, is suggestive of the remarkably improved convergence and accuracy of the new filter. (C) 2013 Elsevier B.V. All rights reserved.

A Gibbs-ensemble based technique for Monte Carlo simulation of electric double layer capacitors (EDLC) at constant voltage

Current methods for molecular simulations of Electric Double Layer Capacitors (EDLC) have both the electrodes and the electrolyte region in a single simulation box. This necessitates simulation of the electrode-electrolyte region interface. Typical capacitors have macroscopic dimensions where the fraction of the molecules at the electrode-electrolyte region interface is very low. Hence, large systems sizes are needed to minimize the electrode-electrolyte region interfacial effects. To overcome these problems, a new technique based on the Gibbs Ensemble is proposed for simulation of an EDLC. In the proposed technique, each electrode is simulated in a separate simulation box. Application of periodic boundary conditions eliminates the interfacial effects. This in addition to the use of constant voltage ensemble allows for a more convenient comparison of simulation results with experimental measurements on typical EDLCs. (C) 2014 AIP Publishing LLC.

Monte Carlo simulation of light transport in turbid medium with embedded object-spherical, cylindrical, ellipsoidal, or cuboidal objects embedded within multilayered tissues

Monte Carlo modeling of light transport in multilayered tissue (MCML) is modified to incorporate objects of various shapes (sphere, ellipsoid, cylinder, or cuboid) with a refractive-index mismatched boundary. These geometries would be useful for modeling lymph nodes, tumors, blood vessels, capillaries, bones, the head, and other body parts. Mesh-based Monte Carlo (MMC) has also been used to compare the results from the MCML with embedded objects (MCML-EO). Our simulation assumes a realistic tissue model and can also handle the transmission/reflection at the object-tissue boundary due to the mismatch of the refractive index. Simulation of MCML-EO takes a few seconds, whereas MMC takes nearly an hour for the same geometry and optical properties. Contour plots of fluence distribution from MCML-EO and MMC correlate well. This study assists one to decide on the tool to use for modeling light propagation in biological tissue with objects of regular shapes embedded in it. For irregular inhomogeneity in the model (tissue), MMC has to be used. If the embedded objects (inhomogeneity) are of regular geometry (shapes), then MCML-EO is a better option, as simulations like Raman scattering, fluorescent imaging, and optical coherence tomography are currently possible only with MCML. (C) 2014 Society of Photo-Optical Instrumentation Engineers (SPIE)

Calculation of three-phase methane-ethane binary clathrate hydrate phase equilibrium from Monte Carlo molecular simulations

Methane and ethane are the simplest hydrocarbon molecules that can form clathrate hydrates. Previous studies have reported methods for calculating the three-phase equilibrium using Monte Carlo simulation methods in systems with a single component in the gas phase. Here we extend those methods to a binary gas mixture of methane and ethane. Methane-ethane system is an interesting one in that the pure components form sII clathrate hydrate whereas a binary mixture of the two can form the sII clathrate. The phase equilibria computed from Monte Carlo simulations show a good agreement with experimental data and are also able to predict the sI-sII structural transition in the clathrate hydrate. This is attributed to the quality of the TIP4P/Ice and TRaPPE models used in the simulations. (C) 2014 Elsevier B.V. All rights reserved.

Probabilistic stress variation studies on composite single lap joint using Monte Carlo simulation

The work presented in this paper involves the stochastic finite element analysis of composite-epoxy adhesive lap joints using Monte Carlo simulation. A set of composite adhesive lap joints were prepared and loaded till failure to obtain their strength. The peel and shear strain in the bond line region at different levels of load were obtained using digital image correlation (DIC). The corresponding stresses were computed assuming a plane strain condition. The finite element model was verified by comparing the numerical and experimental stresses. The stresses exhibited a similar behavior and a good correlation was obtained. Further, the finite element model was used to perform the stochastic analysis using Monte Carlo simulation. The parameters influencing stress distribution were provided as a random input variable and the resulting probabilistic variation of maximum peel and shear stresses were studied. It was found that the adhesive modulus and bond line thickness had significant influence on the maximum stress variation. While the adherend thickness had a major influence, the effect of variation in longitudinal and shear modulus on the stresses was found to be little. (C) 2014 Elsevier Ltd. All rights reserved.

Experimentally validated Raman Monte Carlo simulation for a cuboid object to obtain Raman spectroscopic signatures for hidden material

In conventional Raman spectroscopic measurements of liquids or surfaces the preferred geometry for detection of the Raman signal is the backscattering (or reflection) mode. For non-transparent layered materials, sub-surface Raman signals have been retrieved using spatially offset Raman spectroscopy (SORS), usually with light collection in the same plane as the point of excitation. However, as a result of multiple scattering in a turbid medium, Raman photons will be emitted in all directions. In this study, Monte Carlo simulations for a three-dimensional layered sample with finite geometry have been performed to confirm the detectability of Raman signals at all angles and at all sides of the object. We considered a non-transparent cuboid container (high density polyethylene) with explosive material (ammonium nitrate) inside. The simulation results were validated with experimental Raman intensities. Monte Carlo simulation results reveal that the ratio of sub-surface to surface signals improves at geometries other than backscattering. In addition, we demonstrate through simulations the effects of the absorption and scattering coefficients of the layers, and that of the diameter of the excitation beam. The advantage of collecting light from all possible 4 angles, over other collection modes, is that this technique is not geometry specific and molecular identification of layers underneath non-transparent surfaces can be obtained with minimal interference from the surface layer. To what extent all sides of the object will contribute to the total signal will depend on the absorption and scattering coefficients and the physical dimensions. Copyright (c) 2015 John Wiley & Sons, Ltd.

Structural correlations in GexSe1-x glasses - a neutron diffraction study

Neutron diffraction measurement is carried out on GexSe1-x glasses, where 0.1 less than or equal to x less than or equal to 0.4, in a Q interval of 0.55-13.8 Angstrom(-1). The first sharp diffraction peak (FSDP) in the structure factor, S(Q), shows a systematic increase in the intensity and shifts to a lower Q with increasing Ge concentration. The coherence length of FSDP increases with x and becomes maximum for 0.33 less than or equal to x less than or equal to 0.4. The Monte-Carlo method, due to Soper, is used to generate S(Q) and also the pair correlation function, g(r). The generated S(Q) is in agreement with the experimental data for all x. Analysis of the first four peaks in the total correlation function, T(r), shows that the short range order in GeSe2 glass is due to Ge(Se-1/2)(4) tetrahedra, in agreement with earlier reports. Se-rich glasses contain Se-chains which are cross-linked with Ge(Se-1/2)(4) tetrahedra. Ge-2(Se-1/2)(6) molecular units are the basic structural units in Ge-rich, x = 0.4, glass. For x = 0.2, 0.33 and 0.4 there is evidence for some of the tetrahedra being in an edge-shared configuration. The number of edge-shared tetrahedra in these glasses increase with increasing Ge content.

FIELD EMISSION EFFICIENCY OF A CARBON NANOTUBE ARRAY UNDER PARASITIC NONLINEARITIES

Carbon Nanotubes (CNTs) grown on substrates are potential electron sources in field emission applications. Several studies have reported the use of CNTs in field emission devices, including field emission displays, X-ray tube, electron microscopes, cathode-ray lamps, etc. Also, in recent years, conventional cold field emission cathodes have been realized in micro-fabricated arrays for medical X-ray imaging. CNTbased field emission cathode devices have potential applications in a variety of industrial and medical applications, including cancer treatment. Field emission performance of a single isolated CNT is found to be remarkable, but the situation becomes complex when an array of CNTs is used. At the same time, use of arrays of CNTs is practical and economical. Indeed, such arrays on cathode substrates can be grown easily and their collective dynamics can be utilized in a statistical sense such that the average emission intensity is high enough and the collective dynamics lead to longer emission life. The authors in their previous publications had proposed a novel approach to obtain stabilized field emission current from a stacked CNT array of pointed height distribution. A mesoscopic modeling technique was employed, which took into account electro-mechanical forces in the CNTs, as well as transport of conduction electron coupled with electron phonon induced heat generation from the CNT tips. The reported analysis of pointed arrangements of the array showed that the current density distribution was greatly localized in the middle of the array, the scatter due to electrodynamic force field was minimized, and the temperature transients were much smaller compared to those in an array with random height distribution. In the present paper we develop a method to compute the emission efficiency of the CNT array in terms of the amount of electrons hitting the anode surface using trajectory calculations. Effects of secondary electron emission and parasitic capacitive nonlinearity on the current-voltage signals are accounted. Field emission efficiency of a stacked CNT array with various pointed height distributions are compared to that of arrays with random and uniform height distributions. Effect of this parasitic nonlinearity on the emission switch-on voltage is estimated by model based simulation and Monte Carlo method.

Aircraft Composite Structure Preventive Maintenance

In this paper, a methodology to reduce composite structure maintenance operational cost using SHM systems is adressed. Based on SHM real-time data, in-service structure lifetime prognostic and remaining useful lifetime (RUL) can be performed. Maintenance timetable can be therefore predicted by optimizing inspection times. A probabilistic ap-proach is combined with phenomenological fatigue damage models for composite mate-rials to perform maintenance cost-effectiveness of composite structure. A Monte Carlo method is used to estimate the probability of failure of composite structures and com-pute the average number of composite structure components to be replaced over the component lifetime. The replacement frequency of a given structure component over the aircraft lifetime is assessed. A first application of aeronautical composite structure maintenance is considered. Two composite models to predict the fatigue life and several laminates have been used. Our study shows that maintenance cost-effectiveness depends on material and fatigue loading applied.