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.

A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

Analysis of voltage stability in multi-infeed HVDC systems with STATCOM

This paper presents the modelling and analysis of voltage stability at AC commutation bus in LCC (Line commutated converters) based multi-infeed HVDC system. The paper also presents the analysis of effects of various operating control modes in HVDC as well as location of disturbance on the voltage stability of the system under study. A new method of modelling the LCC converters as time varying admittance at the AC commutation bus is also presented in this paper. In this paper, the modelling of STATCOM for provision of dynamic voltage support at one of the AC buses of the HVDC system is presented. The reactive power injected by STATCOM is controlled by regulating the voltage of the AC bus to which STATCOM is connected. The case study also discusses the effects of various possible combinations of location of STATCOM and disturbance considered, on the voltage stability of the multi-infeed HVDC system.

Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure

The random eigenvalue problem arises in frequency and mode shape determination for a linear system with uncertainties in structural properties. Among several methods of characterizing this random eigenvalue problem, one computationally fast method that gives good accuracy is a weak formulation using polynomial chaos expansion (PCE). In this method, the eigenvalues and eigenvectors are expanded in PCE, and the residual is minimized by a Galerkin projection. The goals of the current work are (i) to implement this PCE-characterized random eigenvalue problem in the dynamic response calculation under random loading and (ii) to explore the computational advantages and challenges. In the proposed method, the response quantities are also expressed in PCE followed by a Galerkin projection. A numerical comparison with a perturbation method and the Monte Carlo simulation shows that when the loading has a random amplitude but deterministic frequency content, the proposed method gives more accurate results than a first-order perturbation method and a comparable accuracy as the Monte Carlo simulation in a lower computational time. However, as the frequency content of the loading becomes random, or for general random process loadings, the method loses its accuracy and computational efficiency. Issues in implementation, limitations, and further challenges are also addressed.

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.

Reaction dynamics under confinement: an exact path integral treatment of a two-stage model of stochastic gene expression

Gene expression in living systems is inherently stochastic, and tends to produce varying numbers of proteins over repeated cycles of transcription and translation. In this paper, an expression is derived for the steady-state protein number distribution starting from a two-stage kinetic model of the gene expression process involving p proteins and r mRNAs. The derivation is based on an exact path integral evaluation of the joint distribution, P(p, r, t), of p and r at time t, which can be expressed in terms of the coupled Langevin equations for p and r that represent the two-stage model in continuum form. The steady-state distribution of p alone, P(p), is obtained from P(p, r, t) (a bivariate Gaussian) by integrating out the r degrees of freedom and taking the limit t -> infinity. P(p) is found to be proportional to the product of a Gaussian and a complementary error function. It provides a generally satisfactory fit to simulation data on the same two-stage process when the translational efficiency (a measure of intrinsic noise levels in the system) is relatively low; it is less successful as a model of the data when the translational efficiency (and noise levels) are high.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

Network, nodes and nexus: systems approach to multitarget therapeutics

Systems biology is revealing multiple layers of regulatory networks that manifest spatiotemporal variations. Since genes and environment also influence the emergent property of a cell, the biological output requires dynamic understanding of various molecular circuitries. The metabolic networks continually adapt and evolve to cope with the changing milieu of the system, which could also include infection by another organism. Such perturbations of the functional networks can result in disease phenotypes, for instance tuberculosis and cancer. In order to develop effective therapeutics, it is important to determine the disease progression profiles of complex disorders that can reveal dynamic aspects and to develop mutitarget systemic therapies that can help overcome pathway adaptations and redundancy.

Study of dynamic behaviour of recession curves

Since Brutsaert and Neiber (1977), recession curves are widely used to analyse subsurface systems of river basins by expressing -dQ/dt as a function of Q, which typically take a power law form: -dQ/dt=kQ, where Q is the discharge at a basin outlet at time t. Traditionally recession flows are modelled by single reservoir models that assume a unique relationship between -dQ/dt and Q for a basin. However, recent observations indicate that -dQ/dt-Q relationship of a basin varies greatly across recession events, indicating the limitation of such models. In this study, the dynamic relationship between -dQ/dt and Q of a basin is investigated through the geomorphological recession flow model which models recession flows by considering the temporal evolution of its active drainage network (the part of the stream network of the basin draining water at time t). Two primary factors responsible for the dynamic relationship are identified: (i) degree of aquifer recharge (ii) spatial variation of rainfall. Degree of aquifer recharge, which is likely to be controlled by (effective) rainfall patterns, influences the power law coefficient, k. It is found that k has correlation with past average streamflow, which confirms the notion that dynamic -dQ/dt-Q relationship is caused by the degree of aquifer recharge. Spatial variation of rainfall is found to have control on both the exponent, , and the power law coefficient, k. It is noticed that that even with same and k, recession curves can be different, possibly due to their different (recession) peak values. This may also happen due to spatial variation of rainfall. Copyright (c) 2012 John Wiley & Sons, Ltd.

Effect of choice of basis functions in neural network for capturing unknown function for dynamic inversion control

The basic requirement for an autopilot is fast response and minimum steady state error for better guidance performance. The highly nonlinear nature of the missile dynamics due to the severe kinematic and inertial coupling of the missile airframe as well as the aerodynamics has been a challenge for an autopilot that is required to have satisfactory performance for all flight conditions in probable engagements. Dynamic inversion is very popular nonlinear controller for this kind of scenario. But the drawback of this controller is that it is sensitive to parameter perturbation. To overcome this problem, neural network has been used to capture the parameter uncertainty on line. The choice of basis function plays the major role in capturing the unknown dynamics. Here in this paper, many basis function has been studied for approximation of unknown dynamics. Cosine basis function has yield the best response compared to any other basis function for capturing the unknown dynamics. Neural network with Cosine basis function has improved the autopilot performance as well as robustness compared to Dynamic inversion without Neural network.

Estimation of time variant reliability of randomly parametered non-linear vibrating systems

The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

Beyond classical dynamic structural plasticity using mesh-free modelling techniques

The problem of modelling the transient response of an elastic-perfectly-plastic cantilever beam, carrying an impulsively loaded tip mass, is,often referred to as the Parkes cantilever problem 25]; The permanent deformation of a cantilever struck transversely at its tip, Proc. R. Soc. A., 288, pp. 462). This paradigm for classical modelling of projectile impact on structures is re-visited and updated using the mesh-free method, smoothed particle hydrodynamics (SPH). The purpose of this study is to investigate further the behaviour of cantilever beams subjected to projectile impact at its tip, by considering especially physically real effects such as plastic shearing close to the projectile, shear deformation, and the variation of the shear strain along the length and across the thickness of the beam. Finally, going beyond macroscopic structural plasticity, a strategy to incorporate physical discontinuity (due to crack formation) in SPH discretization is discussed and explored in the context of tip-severance of the cantilever beam. Consequently, the proposed scheme illustrates the potency for a more refined treatment of penetration mechanics, paramount in the exploration of structural response under ballistic loading. The objective is to contribute to formulating a computational modelling framework within which transient dynamic plasticity and even penetration/failure phenomena for a range of materials, structures and impact conditions can be explored ab initio, this being essential for arriving at suitable tools for the design of armour systems. (C) 2014 Elsevier Ltd. All rights reserved.

Evaluating shock absorption behavior of small-sized systems under programmable electric field

A simple ball-drop impact tester is developed for studying the dynamic response of hierarchical, complex, small-sized systems and materials. The developed algorithm and set-up have provisions for applying programmable potential difference along the height of a test specimen during an impact loading; this enables us to conduct experiments on various materials and smart structures whose mechanical behavior is sensitive to electric field. The software-hardware system allows not only acquisition of dynamic force-time data at very fast sampling rate (up to 2 x 10(6) samples/s), but also application of a pre-set potential difference (up to +/- 10 V) across a test specimen for a duration determined by feedback from the force-time data. We illustrate the functioning of the set-up by studying the effect of electric field on the energy absorption capability of carbon nanotube foams of 5 x 5 x 1.2 mm(3) size under impact conditions. (C) 2014 AIP Publishing LLC.

Optimal control analysis of the dynamic growth behavior of microorganisms

Understanding the growth behavior of microorganisms using modeling and optimization techniques is an active area of research in the fields of biochemical engineering and systems biology. In this paper, we propose a general modeling framework, based on Monad model, to model the growth of microorganisms. Utilizing the general framework, we formulate an optimal control problem with the objective of maximizing a long-term cellular goal and solve it analytically under various constraints for the growth of microorganisms in a two substrate batch environment. We investigate the relation between long term and short term cellular goals and show that the objective of maximizing cellular concentration at a fixed final time is equivalent to maximization of instantaneous growth rate. We then establish the mathematical connection between the generalized framework and optimal and cybernetic modeling frameworks and derive generalized governing dynamic equations for optimal and cybernetic models. We finally illustrate the influence of various constraints in the cybernetic modeling framework on the optimal growth behavior of microorganisms by solving several dynamic optimization problems using genetic algorithms. (C) 2014 Published by Elsevier Inc.