Performance analysis of a suprathreshold, stochastic resonance based nonlinear detector

In this paper we introduce a nonlinear detector based on the phenomenon of suprathreshold stochastic resonance (SSR). We first present a model (an array of 1-bit quantizers) that demonstrates the SSR phenomenon. We then use this as a pre-processor to the conventional matched filter. We employ the Neyman-Pearson(NP) detection strategy and compare the performances of the matched filter, the SSR-based detector and the optimal detector. Although the proposed detector is non-optimal, for non-Gaussian noises with heavy tails (leptokurtic) it shows better performance than the matched filter. In situations where the noise is known to be leptokurtic without the availability of the exact knowledge of its distribution, the proposed detector turns out to be a better choice than the matched filter.

Effective treatment of infectious diseases: A nonlinear adaptive control theoretic approach

A nonlinear adaptive system theoretic approach is presented in this paper for effective treatment of infectious diseases that affect various organs of the human body. The generic model used does not represent any specific disease. However, it mimics the generic immunological dynamics of the human body under pathological attack, including the response to external drugs. From a system theoretic point of view, drugs can be interpreted as control inputs. Assuming a set of nominal parameters in the mathematical model, first a nonlinear controller is designed based on the principle of dynamic inversion. This treatment strategy was found to be effective in completely curing "nominal patients". However, in some cases it is ineffective in curing "realistic patients". This leads to serious (sometimes fatal) damage to the affected organ. To make the drug dosage design more effective, a model-following neuro-adaptive control design is carried out using neural networks, which are trained (adapted) online. From simulation studies, this adaptive controller is found to be effective in killing the invading microbes and healing the damaged organ even in the presence of parameter uncertainties and continuing pathogen attack.

Nonlinear intrinsic instability of solid propellant combustion including gas-phase thermal inertia

The problem of homogeneous solid propellant combustion instability is studied with a one-dimensional flame model, including the effects of gas-phase thermal inertia and nonlinearity. Computational results presented in this paper show nonlinear instabilities inherent in the equations, due to which periodic burning is found even under steady ambient conditions such as pressure. The stability boundary is obtained in terms of Denison-Baum parameters. It is found that inclusion of gas-phase thermal inertia stabilizes the combustion. Also, the effect of a distributed heat release in the gas phase, compared to the flame sheet model, is to destabilize the burning. Direct calculations for finite amplitude pressure disturbances show that two distinct resonant modes exist, the first one near the natural frequency as obtained from intrinsic instability analysis and a second mode occurring at a much higher driving frequency. It is found that er rn in the low frequency region, the response of the propellant is significantly affected by the specific type of gas-phase chemical heat-release model employed. Examination of frequency response function reveals that the role of gas-phase thermal inertia is to stabilize the burning near the first resonant mode. Calculations made for different amplitudes of driving pressure show that the mean burning rate decreases with increasing amplitude. Also, with an increase in the driving amplitude, higher harmonics are generated in the burning rate.

Distributed nonlinear optimization algorithms for general network problems

There are a number of large networks which occur in many problems dealing with the flow of power, communication signals, water, gas, transportable goods, etc. Both design and planning of these networks involve optimization problems. The first part of this paper introduces the common characteristics of a nonlinear network (the network may be linear, the objective function may be non linear, or both may be nonlinear). The second part develops a mathematical model trying to put together some important constraints based on the abstraction for a general network. The third part deals with solution procedures; it converts the network to a matrix based system of equations, gives the characteristics of the matrix and suggests two solution procedures, one of them being a new one. The fourth part handles spatially distributed networks and evolves a number of decomposition techniques so that we can solve the problem with the help of a distributed computer system. Algorithms for parallel processors and spatially distributed systems have been described.There are a number of common features that pertain to networks. A network consists of a set of nodes and arcs. In addition at every node, there is a possibility of an input (like power, water, message, goods etc) or an output or none. Normally, the network equations describe the flows amoungst nodes through the arcs. These network equations couple variables associated with nodes. Invariably, variables pertaining to arcs are constants; the result required will be flows through the arcs. To solve the normal base problem, we are given input flows at nodes, output flows at nodes and certain physical constraints on other variables at nodes and we should find out the flows through the network (variables at nodes will be referred to as across variables).The optimization problem involves in selecting inputs at nodes so as to optimise an objective function; the objective may be a cost function based on the inputs to be minimised or a loss function or an efficiency function. The above mathematical model can be solved using Lagrange Multiplier technique since the equalities are strong compared to inequalities. The Lagrange multiplier technique divides the solution procedure into two stages per iteration. Stage one calculates the problem variables % and stage two the multipliers lambda. It is shown that the Jacobian matrix used in stage one (for solving a nonlinear system of necessary conditions) occurs in the stage two also.A second solution procedure has also been imbedded into the first one. This is called total residue approach. It changes the equality constraints so that we can get faster convergence of the iterations.Both solution procedures are found to coverge in 3 to 7 iterations for a sample network.The availability of distributed computer systems — both LAN and WAN — suggest the need for algorithms to solve the optimization problems. Two types of algorithms have been proposed — one based on the physics of the network and the other on the property of the Jacobian matrix. Three algorithms have been deviced, one of them for the local area case. These algorithms are called as regional distributed algorithm, hierarchical regional distributed algorithm (both using the physics properties of the network), and locally distributed algorithm (a multiprocessor based approach with a local area network configuration). The approach used was to define an algorithm that is faster and uses minimum communications. These algorithms are found to converge at the same rate as the non distributed (unitary) case.

Exact static polarizabilities of correlated finite model systems

A finite-field method for calculating exact polarizabilities of correlated conjugated model systems within the valence bond (VB) framework is presented. The correlations reduce the polarizabilities from their noninteracting values and extend the range of linearity to higher external fields. The large nonlinear polarizabilities observed in strongly correlated conjugated organic molecules cannot be directly attributed to electron correlations. The method described can be employed to calculate static polarizabilities for any desired state of a correlated system.

A generalised cole-hopf transformation for nonlinear parabolic and hyperbolic equations

The Cole-Hopf transformation has been generalized to generate a large class of nonlinear parabolic and hyperbolic equations which are exactly linearizable. These include model equations of exchange processes and turbulence. The methods to solve the corresponding linear equations have also been indicated.La transformation de Cole et de Hopf a été généralisée en vue d'engendrer une classe d'équations nonlinéaires paraboliques et hyperboliques qui peuvent être rendues linéaires de façon exacte. Elles comprennent des équations modèles de procédés d'échange et de turbulence. Les méthodes pour résoudre les équations linéaires correspondantes ont également été indiquées.

Nonlinear fracture properties of concrete-concrete interfaces

The fracture properties of different concrete-concrete interfaces are determined using the Bazant's size effect model. The size effect on fracture properties are analyzed using the boundary effect model proposed by Wittmann and his co-workers. The interface properties at micro-level are analyzed through depth sensing micro-indentation and scanning electron microscopy. Geometrically similar beam specimens of different sizes having a transverse interface between two different strengths of concrete are tested under three-point bending in a closed loop servo-controlled machine with crack mouth opening displacement control. The fracture properties such as, fracture energy (G(f)), length of process zone (c(f)), brittleness number (beta), critical mode I stress intensity factor (K-ic), critical crack tip opening displacement CTODc (delta(c)), transitional ligament length to free boundary (a(j)), crack growth resistance curve and micro-hardness are determined. It is seen that the above fracture properties decrease as the difference between the compressive strength of concrete on either side of the interface increases. (C) 2010 Elsevier Ltd. All rights reserved.

Infinite dimensional slow modulations in a well known delayed model for cutting tool vibrations

We apply the method of multiple scales (MMS) to a well-known model of regenerative cutting vibrations in the large delay regime. By ``large'' we mean the delay is much larger than the timescale of typical cutting tool oscillations. The MMS up to second order, recently developed for such systems, is applied here to study tool dynamics in the large delay regime. The second order analysis is found to be much more accurate than the first order analysis. Numerical integration of the MMS slow flow is much faster than for the original equation, yet shows excellent accuracy in that plotted solutions of moderate amplitudes are visually near-indistinguishable. The advantages of the present analysis are that infinite dimensional dynamics is retained in the slow flow, while the more usual center manifold reduction gives a planar phase space; lower-dimensional dynamical features, such as Hopf bifurcations and families of periodic solutions, are also captured by the MMS; the strong sensitivity of the slow modulation dynamics to small changes in parameter values, peculiar to such systems with large delays, is seen clearly; and though certain parameters are treated as small (or, reciprocally, large), the analysis is not restricted to infinitesimal distances from the Hopf bifurcation.

Application of nonlinear filtering to credit risk

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

On numerical implementation of an isotropic elastic-viscoplastic constitutive model for bulk metallic glasses

An efficient algorithm within the finite deformation framework is developed for finite element implementation of a recently proposed isotropic, Mohr-Coulomb type material model, which captures the elastic-viscoplastic, pressure sensitive and plastically dilatant response of bulk metallic glasses. The constitutive equations are first reformulated and implemented using an implicit numerical integration procedure based on the backward Euler method. The resulting system of nonlinear algebraic equations is solved by the Newton-Raphson procedure. This is achieved by developing the principal space return mapping technique for the present model which involves simultaneous shearing and dilatation on multiple potential slip systems. The complete stress update algorithm is presented and the expressions for viscoplastic consistent tangent moduli are derived. The stress update scheme and the viscoplastic consistent tangent are implemented in the commercial finite element code ABAQUS/Standard. The accuracy and performance of the numerical implementation are verified by considering several benchmark examples, which includes a simulation of multiple shear bands in a 3D prismatic bar under uniaxial compression.

Exact traveling- wave solution for model geophysical systems

Exact traveling-wave solutions of time-dependent nonlinear inhomogeneous PDEs, describing several model systems in geophysical fluid dynamics, are found. The reduced nonlinear ODEs are treated as systems of linear algebraic equations in the derivatives. A variety of solutions are found, depending on the rank of the algebraic systems. The geophysical systems include acoustic gravity waves, inertial waves, and Rossby waves. The solutions describe waves which are, in general, either periodic or monoclinic. The present approach is compared with the earlier one due to Grundland (1974) for finding exact solutions of inhomogeneous systems of nonlinear PDEs.

Aperiodic Variability in the Cane-Zebiak Model: A Diagnostic Study

The finite predictability of the coupled ocean-atmosphere system is determined by its aperiodic variability. To gain insight regarding the predictability of such a system, a series of diagnostic studies has been carried out to investigate the role of convergence feedback in producing the aperiodic behavior of the standard version of the Cane-Zebiak model. In this model, an increase in sea surface temperature (SST) increases atmospheric heating by enhancing local evaporation (SST anomaly feedback) and low-level convergence (convergence feedback). The convergence feedback is a nonlinear function of the background mean convergence field. For the set of standard parameters used in the model, it is shown that the convergence feedback contributes importantly to the aperiodic behaviour of the model. As the strength of the convergence feedback is increased from zero to its standard value, the model variability goes from a periodic regime to an aperiodic regime through a broadening of the frequency spectrum around the basic periodicity of about 4 years. Examination of the forcing associated with the convergence feedback reveals that it is intermittent, with relatively large amplitude only during 2 or 3 months in the early part of the calendar year. This seasonality in the efficiency of the convergence feedback is related to the strong seasonality of the mean convergence over the eastern Pacific. It is shown that if the mean convergence field is fixed at its March value, aperiodic behavior is produced even in the absence of annual cycles in the other mean fields. On the, other hand, if the mean convergence field is fixed at its September value, the coupled model evolution remains close to periodic, even in the presence of the annual cycle in the other fields. The role of convergence feedback on the aperiodic variability of the model for other parameter regimes is also examined. It is shown that a range exists in the strength of the SST anomaly feedback for which the model variability is aperiodic even without the convergence feedback. It appears that in the absence of convergence feedback, enhancement of the strength of the air-sea coupling in the model through other physical processes also results in aperiodicity in the model.

Nonlinear finite element analysis of reinforced concrete corbel

Reinforced concrete corbels have been analysed using the nonlinear finite element method. An elasto-plastic-cracking constitutive formulation using Huber-Hencky-Mises yield surface augmented with a tension cut-off is employed. Smeared-fixed cracking with mesh-dependent strain softening is employed to obtain objective results. Multiple non-orthogonal cracking and opening and closing of cracks are permitted. The model and the formulation are verified with respect to available numerical solution for an RC corbel. Results of analyses of nine reinforced concrete corbels are presented and compared with experimental results. Nonlinear finite element analysis of reinforced concrete structures is shown to be a complement and also a feasible alternative to laboratory testing.

Work fluctuations in an elastic dumbbell model of polymers in planar elongational flow

We use a path-integral approach to calculate the distribution P(w, t) of the fluctuations in the work W at time t of a polymer molecule (modeled as an elastic dumbbell in a viscous solvent) that is acted on by an elongational flow field having a flow rate (gamma) over dot. We find that P(w, t) is non-Gaussian and that, at long times, the ratio P(w, t)/ P (-w, t) is equal to expw/(k(B)T)], independent of (gamma) over dot. On the basis of this finding, we suggest that polymers in elongational flows satisfy a fluctuation theorem.

Nonlinear Optical Properties of Stacked Conjugated Systems

We study linear and nonlinear optical properties of two push-pull polyenes stacked in head to head (HtH) and head to tail (HtT) configurations, at different stacking angles within the Pariser-Parr-Pople model using exact diagonalization method. By varying the stacking angle between the polyenes, we find that the optical gap varies marginally, but transition dipoles show large variations. We find that the dominant first-order hyperpolarizability component beta(XXX) for HtH arrangement and beta(YYY) for HtT arrangement strongly depend on the distance of separation between molecules, while the other smaller component beta(XYY) for HtH arrangement and beta(XXY) for HtT arrangement) does not show this variation with distance. We find that the beta(XXX) for HtH configuration shows a maximum at an angle away from 0, in contrast with the oriented gas model. This angle varies with distance between the polyenes, and at large distance it falls to 0. The ratio of all components of beta of a dimer to monomer is less than two for HtH configuration for all angles. But for HtT configurations the ratio of the dominant beta component is greater than two at large angles. Our ZINDO study on two monomers (4-hydroxy-4'-nitroazobenzene) connected in a nonconjugative fashion shows a linear increase in vertical bar(beta) over right arrow (av)vertical bar without much red shift in optical gap. There is a linear increase in vertical bar(beta) over right arrow (av)vertical bar with increase in number of monomers connected nonconjugatively without resulting in a red shift in optical gap.