Girsanov Transformation-Based Reliability Modeling and Testing of Actively Controlled Structures

The problem of estimation of the time-variant reliability of actively controlled structural dynamical systems under stochastic excitations is considered. Monte Carlo simulations, reinforced with Girsanov transformation-based sampling variance reduction, are used to tackle the problem. In this approach, the external excitations are biased by an additional artificial control force. The conflicting objectives of the two control forces-one designed to reduce structural responses and the other to promote limit-state violations (but to reduce sampling variance)-are noted. The control for variance reduction is fashioned after design-point oscillations based on a first-order reliability method. It is shown that for structures that are amenable to laboratory testing, the reliability can be estimated experimentally with reduced testing times by devising a procedure based on the ideas of the Girsanov transformation. Illustrative examples include studies on a building frame with a magnetorheologic damper-based isolation system subject to nonstationary random earthquake excitations. (C) 2014 American Society of Civil Engineers.

Lack of Critical Slowing Down Suggests that Financial Meltdowns Are Not Critical Transitions, yet Rising Variability Could Signal Systemic Risk

Complex systems inspired analysis suggests a hypothesis that financial meltdowns are abrupt critical transitions that occur when the system reaches a tipping point. Theoretical and empirical studies on climatic and ecological dynamical systems have shown that approach to tipping points is preceded by a generic phenomenon called critical slowing down, i.e. an increasingly slow response of the system to perturbations. Therefore, it has been suggested that critical slowing down may be used as an early warning signal of imminent critical transitions. Whether financial markets exhibit critical slowing down prior to meltdowns remains unclear. Here, our analysis reveals that three major US (Dow Jones Index, S&P 500 and NASDAQ) and two European markets (DAX and FTSE) did not exhibit critical slowing down prior to major financial crashes over the last century. However, all markets showed strong trends of rising variability, quantified by time series variance and spectral function at low frequencies, prior to crashes. These results suggest that financial crashes are not critical transitions that occur in the vicinity of a tipping point. Using a simple model, we argue that financial crashes are likely to be stochastic transitions which can occur even when the system is far away from the tipping point. Specifically, we show that a gradually increasing strength of stochastic perturbations may have caused to abrupt transitions in the financial markets. Broadly, our results highlight the importance of stochastically driven abrupt transitions in real world scenarios. Our study offers rising variability as a precursor of financial meltdowns albeit with a limitation that they may signal false alarms.

Global Response Sensitivity Analysis of Randomly Excited Dynamic Structures

The response of structural dynamical systems excited by multiple random excitations is considered. Two new procedures for evaluating global response sensitivity measures with respect to the excitation components are proposed. The first procedure is valid for stationary response of linear systems under stationary random excitations and is based on the notion of Hellinger's metric of distance between two power spectral density functions. The second procedure is more generally valid and is based on the l2 norm based distance measure between two probability density functions. Specific cases which admit exact solutions are presented, and solution procedures based on Monte Carlo simulations for more general class of problems are outlined. Illustrations include studies on a parametrically excited linear system and a nonlinear random vibration problem involving moving oscillator-beam system that considers excitations attributable to random support motions and guide-way unevenness. (C) 2015 American Society of Civil Engineers.

L_{2}- stability of a class of nonstationary feedback systems with dynamical nonlinear subsystems

A class of feedback systems, consisting of dynamical non-linear subsystems which arise in many diverse control applications, is analyzed for L2-stability. It is shown that, although a transformation of these systems to the familiar Lur'e configuration does not seem to be possible, a one-to-one correspondence may be effected between the stability properties of these and the Lur'e systems. Interesting stability criteria are developed by exploiting this characteristic.

Dynamical cluster approximation: Nonlocal dynamics of correlated electron systems

We recently introduced the dynamical cluster approximation (DCA), a technique that includes short-ranged dynamical correlations in addition to the local dynamics of the dynamical mean-field approximation while preserving causality. The technique is based on an iterative self-consistency scheme on a finite-size periodic cluster. The dynamical mean-field approximation (exact result) is obtained by taking the cluster to a single site (the thermodynamic limit). Here, we provide details of our method, explicitly show that it is causal, systematic, Phi derivable, and that it becomes conserving as the cluster size increases. We demonstrate the DCA by applying it to a quantum Monte Carlo and exact enumeration study of the two-dimensional Falicov-Kimball model. The resulting spectral functions preserve causality, and the spectra and the charge-density-wave transition temperature converge quickly and systematically to the thermodynamic limit as the cluster size increases.

Identification of dominant modes in random dynamical and aeroelastic systems

Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.

Nonlinear structural dynamical system identification using adaptive particle filters

The problem of identifying parameters of nonlinear vibrating systems using spatially incomplete, noisy, time-domain measurements is considered. The problem is formulated within the framework of dynamic state estimation formalisms that employ particle filters. The parameters of the system, which are to be identified, are treated as a set of random variables with finite number of discrete states. The study develops a procedure that combines a bank of self-learning particle filters with a global iteration strategy to estimate the probability distribution of the system parameters to be identified. Individual particle filters are based on the sequential importance sampling filter algorithm that is readily available in the existing literature. The paper develops the requisite recursive formulary for evaluating the evolution of weights associated with system parameter states. The correctness of the formulations developed is demonstrated first by applying the proposed procedure to a few linear vibrating systems for which an alternative solution using adaptive Kalman filter method is possible. Subsequently, illustrative examples on three nonlinear vibrating systems, using synthetic vibration data, are presented to reveal the correct functioning of the method. (c) 2007 Elsevier Ltd. All rights reserved.

A kinetic Ising model study of dynamical correlations in confined fluids: Emergence of both fast and slow time scales

Experiments and computer simulation studies have revealed existence of rich dynamics in the orientational relaxation of molecules in confined systems such as water in reverse micelles, cyclodextrin cavities, and nanotubes. Here we introduce a novel finite length one dimensional Ising model to investigate the propagation and the annihilation of dynamical correlations in finite systems and to understand the intriguing shortening of the orientational relaxation time that has been reported for small sized reverse micelles. In our finite sized model, the two spins at the two end cells are oriented in the opposite directions to mimic the effects of surface that in real system fixes water orientation in the opposite directions. This produces opposite polarizations to propagate inside from the surface and to produce bulklike condition at the center. This model can be solved analytically for short chains. For long chains, we solve the model numerically with Glauber spin flip dynamics (and also with Metropolis single-spin flip Monte Carlo algorithm). We show that model nicely reproduces many of the features observed in experiments. Due to the destructive interference among correlations that propagate from the surface to the core, one of the rotational relaxation time components decays faster than the bulk. In general, the relaxation of spins is nonexponential due to the interplay between various interactions. In the limit of strong coupling between the spins or in the limit of low temperature, the nature of relaxation of the spins undergoes a qualitative change with the emergence of a homogeneous dynamics where decay is predominantly exponential, again in agreement with experiments. (C) 2010 American Institute of Physics. doi: 10.1063/1.3474948]

Correlations, quantum entanglement and interference in nanoscopic systems

Several of the most interesting quantum effects can or could be observed in nanoscopic systems. For example, the effect of strong correlations between electrons and of quantum interference can be measured in transport experiments through quantum dots, wires, individual molecules and rings formed by large molecules or arrays of quantum dots. In addition, quantum coherence and entanglement can be clearly observed in quantum corrals. In this paper we present calculations of transport properties through Aharonov-Bohm strongly correlated rings where the characteristic phenomenon of charge-spin separation is clearly observed. Additionally quantum interference effects show up in transport through pi-conjugated annulene molecules producing important effects on the conductance for different source-drain configurations, leading to the possibility of an interesting switching effect. Finally, elliptic quantum corrals offer an ideal system to study quantum entanglement due to their focalizing properties. Because of an enhanced interaction between impurities localized at the foci, these systems also show interesting quantum dynamical behaviour and offer a challenging scenario for quantum information experiments.

Optimal pulse spacing for dynamical decoupling in the presence of a purely dephasing spin bath

Maintaining quantum coherence is a crucial requirement for quantum computation; hence protecting quantum systems against their irreversible corruption due to environmental noise is an important open problem. Dynamical decoupling (DD) is an effective method for reducing decoherence with a low control overhead. It also plays an important role in quantum metrology, where, for instance, it is employed in multiparameter estimation. While a sequence of equidistant control pulses the Carr-Purcell-Meiboom-Gill (CPMG) sequence] has been ubiquitously used for decoupling, Uhrig recently proposed that a nonequidistant pulse sequence the Uhrig dynamic decoupling (UDD) sequence] may enhance DD performance, especially for systems where the spectral density of the environment has a sharp frequency cutoff. On the other hand, equidistant sequences outperform UDD for soft cutoffs. The relative advantage provided by UDD for intermediate regimes is not clear. In this paper, we analyze the relative DD performance in this regime experimentally, using solid-state nuclear magnetic resonance. Our system qubits are C-13 nuclear spins and the environment consists of a H-1 nuclear spin bath whose spectral density is close to a normal (Gaussian) distribution. We find that in the presence of such a bath, the CPMG sequence outperforms the UDD sequence. An analogy between dynamical decoupling and interference effects in optics provides an intuitive explanation as to why the CPMG sequence performs better than any nonequidistant DD sequence in the presence of this kind of environmental noise.

Orientational relaxation in dipolar systems: How much do we understand the role of correlations

Dipolar systems, both liquids and solids, constitute a class of naturally abundant systems that are important in all branches of natural science. The study of orientational relaxation provides a powerful method to understand the microscopic properties of these systems and, fortunately, there are many experimental tools to study orientational relaxation in the condensed phases. However, even after many years of intense research, our understanding of orientational relaxation in dipolar systems has remained largely imperfect. A major hurdle towards achieving a comprehensive understanding is the long range and complex nature of dipolar interactions which also made reliable theoretical study extremely difficult. These difficulties have led to the development of continuum model based theories, which although they provide simple, elegant expressions for quantities of interest, are mostly unsatisfactory as they totally neglect the molecularity of inter-molecular interactions. The situation has improved in recent years because of renewed studies, led by computer simulations. In this review, we shall address some of the recent advances, with emphasis on the work done in our laboratory at Bangalore. The reasons for the failure of the continuum model, as revealed by the recent Brownian dynamics simulations of the dipolar lattice, are discussed. The main reason is that the continuum model predicts too fast a decay of the torque-torque correlation function. On the other hand, a perturbative calculation, based on Zwanzig's projection operator technique, provides a fairly satisfactory description of the single particle orientational dynamics for not too strongly polar dipolar systems. A recently developed molecular hydrodynamic theory that properly includes the effects of intermolecular orientational pair correlations provides an even better description of the single-particle orientational dynamics. We also discuss the rank dependence of the dielectric friction. The other topics reviewed here includes dielectric relaxation and solvation dynamics, as they are intimately connected with orientational relaxation. Recent molecular dynamics simulations of the dipolar lattice are also discussed. The main theme of the present review is to understand the effects of intermolecular interactions on orientational relaxation. The presence of strong orientational pair correlation leads to a strong coupling between the single particle and the collective dynamics. This coupling can lead to rich dynamical properties, some of which are detailed here, while a major part remains yet unexplored.

Evolution of quantum discord and its stability in two-qubit NMR systems

We investigate evolution of quantum correlations in ensembles of two-qubit nuclear spin systems via nuclear magnetic resonance techniques. We use discord as a measure of quantum correlations and the Werner state as an explicit example. We, first, introduce different ways of measuring discord and geometric discord in two-qubit systems and then describe the following experimental studies: (a) We quantitatively measure discord for Werner-like states prepared using an entangling pulse sequence. An initial thermal state with zero discord is gradually and periodically transformed into a mixed state with maximum discord. The experimental and simulated behavior of rise and fall of discord agree fairly well. (b) We examine the efficiency of dynamical decoupling sequences in preserving quantum correlations. In our experimental setup, the dynamical decoupling sequences preserved the traceless parts of the density matrices at high fidelity. But they could not maintain the purity of the quantum states and so were unable to keep the discord from decaying. (c) We observe the evolution of discord for a singlet-triplet mixed state during a radio-frequency spin-lock. A simple relaxation model describes the evolution of discord, and the accompanying evolution of fidelity of the long-lived singlet state, reasonably well.

Anomalous structural and dynamical phase transitions of soft colloidal binary mixtures

We report microscopic structural and dynamical measurements on binary mixtures of homopolymers and polymer grafted nanoparticles at high densities in good solvent. We find strong and unexpected anomalies in the structure and dynamics of these binary mixtures, including appearance of spontaneous orientational alignment, as a function of added homopolymers of different molecular weights. Our experiments point to the possibility of exploiting the phase space in density and homopolymer size, of such hybrid systems, to create new materials with novel structural and physical properties.

Dynamical facilitation governs glassy dynamics in suspensions of colloidal ellipsoids

One of the greatest challenges in contemporary condensed matter physics is to ascertain whether the formation of glasses from liquids is fundamentally thermodynamic or dynamic in origin. Although the thermodynamic paradigm has dominated theoretical research for decades, the purely kinetic perspective of the dynamical facilitation (DF) theory has attained prominence in recent times. In particular, recent experiments and simulations have highlighted the importance of facilitation using simple model systems composed of spherical particles. However, an overwhelming majority of liquids possess anisotropy in particle shape and interactions, and it is therefore imperative to examine facilitation in complex glass formers. Here, we apply the DF theory to systems with orientational degrees of freedom as well as anisotropic attractive interactions. By analyzing data from experiments on colloidal ellipsoids, we show that facilitation plays a pivotal role in translational as well as orientational relaxation. Furthermore, we demonstrate that the introduction of attractive interactions leads to spatial decoupling of translational and rotational facilitation, which subsequently results in the decoupling of dynamical heterogeneities. Most strikingly, the DF theory can predict the existence of reentrant glass transitions based on the statistics of localized dynamical events, called excitations, whose duration is substantially smaller than the structural relaxation time. Our findings pave the way for systematically testing the DF approach in complex glass formers and also establish the significance of facilitation in governing structural relaxation in supercooled liquids.

An integral fluctuation theorem for systems with unidirectional transitions

The fluctuations of a Markovian jump process with one or more unidirectional transitions, where R-ij > 0 but R-ji = 0, are studied. We find that such systems satisfy an integral fluctuation theorem. The fluctuating quantity satisfying the theorem is a sum of the entropy produced in the bidirectional transitions and a dynamical contribution, which depends on the residence times in the states connected by the unidirectional transitions. The convergence of the integral fluctuation theorem is studied numerically and found to show the same qualitative features as systems exhibiting microreversibility.