Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Model and parameter uncertainty in IDF relationships under climate change

Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.

Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

Updating reliability models of statically loaded instrumented structures

The study extends the first order reliability method (FORM) and inverse FORM to update reliability models for existing, statically loaded structures based on measured responses. Solutions based on Bayes' theorem, Markov chain Monte Carlo simulations, and inverse reliability analysis are developed. The case of linear systems with Gaussian uncertainties and linear performance functions is shown to be exactly solvable. FORM and inverse reliability based methods are subsequently developed to deal with more general problems. The proposed procedures are implemented by combining Matlab based reliability modules with finite element models residing on the Abaqus software. Numerical illustrations on linear and nonlinear frames are presented. (c) 2012 Elsevier Ltd. All rights reserved.

Increasing System Capacity in Uplink Multiuser MIMO Using Sparsity Exploiting Receiver

In multiuser communication on the uplink, all subscribed users may not be active simultaneously. This leads to sparsity in the activity pattern in the users' transmissions, which can be exploited in the multiuser MIMO receiver at the base station (BS). Because of no transmissions from inactive users, joint detection at the BS has to consider an augmented signal set that includes zero. In this paper, we propose a receiver that exploits this inactivity-induced sparsity and considers the zero-augmented signal set. The proposed receiver is based on Markov Chain Monte Carlo techniques. Near-optimal performance and increased system capacity (in terms of number of users in the system) are demonstrated. For example, a multiuser MIMO system with N = 32 receive antennas at the BS and an user activity factor of 0.2 supports 51 uplink users meeting a QoS of 10(-3) coded bit error rate.

Near-optimal large-MIMO detection using randomized MCMC and randomized search algorithms

Low-complexity near-optimal detection of signals in MIMO systems with large number (tens) of antennas is getting increased attention. In this paper, first, we propose a variant of Markov chain Monte Carlo (MCMC) algorithm which i) alleviates the stalling problem encountered in conventional MCMC algorithm at high SNRs, and ii) achieves near-optimal performance for large number of antennas (e.g., 16×16, 32×32, 64×64 MIMO) with 4-QAM. We call this proposed algorithm as randomized MCMC (R-MCMC) algorithm. Second, we propose an other algorithm based on a random selection approach to choose candidate vectors to be tested in a local neighborhood search. This algorithm, which we call as randomized search (RS) algorithm, also achieves near-optimal performance for large number of antennas with 4-QAM. The complexities of the proposed R-MCMC and RS algorithms are quadratic/sub-quadratic in number of transmit antennas, which are attractive for detection in large-MIMO systems. We also propose message passing aided R-MCMC and RS algorithms, which are shown to perform well for higher-order QAM.

A novel MCMC algorithm for near-optimal detection in large-scale uplink mulituser MIMO systems

In this paper, we propose a low-complexity algorithm based on Markov chain Monte Carlo (MCMC) technique for signal detection on the uplink in large scale multiuser multiple input multiple output (MIMO) systems with tens to hundreds of antennas at the base station (BS) and similar number of uplink users. The algorithm employs a randomized sampling method (which makes a probabilistic choice between Gibbs sampling and random sampling in each iteration) for detection. The proposed algorithm alleviates the stalling problem encountered at high SNRs in conventional MCMC algorithm and achieves near-optimal performance in large systems with M-QAM. A novel ingredient in the algorithm that is responsible for achieving near-optimal performance at low complexities is the joint use of a randomized MCMC (R-MCMC) strategy coupled with a multiple restart strategy with an efficient restart criterion. Near-optimal detection performance is demonstrated for large number of BS antennas and users (e.g., 64, 128, 256 BS antennas/users).

Markov Chain Model for Cracking Behavior of Reinforced Concrete Beams

In this paper, nonhomogeneous Markov chains are proposed for modeling the cracking behavior of reinforced concrete beams subjected to monotonically increasing loads. The model facilitates prediction of the maximum crackwidth at a given load given the crackwidth at a lower load level, and thus leads to a better understanding of the cracking phenomenon. To illustrate the methodology developed, the results of three reinforced concrete beams tested in the laboratory are analyzed and presented.

Vibration-rotation pattern in acetylene. II. Introduction of Coriolis coupling in the global model and analysis of emission spectra of hot acetylene around 3 mu m

A high temperature source has been developed and coupled to a high resolution Fourier transform spectrometer to record emission spectra of acetylene around 3 mu m up to 1455 K under Doppler limited resolution (0.015 cm(-1)). The nu(3)-ground state (GS) and nu(2)+nu(4)+nu(5)(Sigma(+)(u) and Delta(u))-GS bands and 76 related hot bands, counting e and f parities separately, are assigned using semiautomatic methods based on a global model to reproduce all related vibration-rotation states. Significantly higher J-values than previously reported are observed for 40 known substates while 37 new e or f vibrational substates, up to about 6000 cm(-1), are identified and characterized by vibration-rotation parameters. The 3 811 new or improved data resulting from the analysis are merged into the database presented by Robert et al. [Mol. Phys. 106, 2581 (2008)], now including 15 562 lines accessing vibrational states up to 8600 cm(-1). A global model, updated as compared to the one in the previous paper, allows all lines in the database to be simultaneously fitted, successfully. The updates are discussed taking into account, in particular, the systematic inclusion of Coriolis interaction.

Sequence Specific Interaction between Promoter DNA and Escherichia coli RNA Polymerase: Comparative Thermodynamic Analysis with One Immobilized Partner

Sequence specific interaction between DNA and protein molecules has been a subject of active investigation for decades now. Here, we have chosen single promoter containing bacteriophage Delta D-III T7 DNA and Escherichia coli RNA polymerase and followed their recognition at the air-water interface by using the surface plasmon resonance (SPR) technique, where the movement of one of the reacting species is restricted by way of arraying them on an immobilized support. For the Langmuir monolayer studies, we used a RNA polymerase with a histidine tag attached to one of its subunits, thus making it an xcellent substrate for Ni(II) ions, while the SPR Studies were done using biotin-labeled DNA immobilized on a streptavidin-coated chip. Detailed analysis of the thermodynamic parameters as a function of concentration and temperature revealed that the interaction of RNA polymerase with T7 DNA is largely entropy driven (83 (+/- 12) kcal mol(-1)) with a positive enthalpy of 13.6 (+/- 3.6) kcal mol(-1), The free energy of reaction determined by SPR and Langmuir-Blodgett technique was -11 (+/- 2) and -15.6 kcal mol(-1), respectively. The ability of these methods to retain the specificity of the recognition process was also established.

Analysis of DNA sequence transformations on grids

Study of the evolution of species or organisms is essential for various biological applications. Evolution is typically studied at the molecular level by analyzing the mutations of DNA sequences of organisms. Techniques have been developed for building phylogenetic or evolutionary trees for a set of sequences. Though phylogenetic trees capture the overall evolutionary relationships among the sequences, they do not reveal fine-level details of the evolution. In this work, we attempt to resolve various fine-level sequence transformation details associated with a phylogenetic tree using cellular automata. In particular, our work tries to determine the cellular automata rules for neighbor-dependent mutations of segments of DNA sequences. We also determine the number of time steps needed for evolution of a progeny from an ancestor and the unknown segments of the intermediate sequences in the phylogenetic tree. Due to the existence of vast number of cellular automata rules, we have developed a grid system that performs parallel guided explorations of the rules on grid resources. We demonstrate our techniques by conducting experiments on a grid comprising machines in three countries and obtaining potentially useful statistics regarding evolutions in three HIV sequences. In particular, our work is able to verify the phenomenon of neighbor-dependent mutations and find that certain combinations of neighbor-dependent mutations, defined by a cellular automata rule, occur with greater than 90% probability. We also find the average number of time steps for mutations for some branches of phylogenetic tree over a large number of possible transformations with standard deviations less than 2.

Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Nonequilibrium-phase transition and 'specific-heat' singularity in the kinetic Ising model: A Monte Carlo study

The nonequilibrium-phase transition has been studied by Monte Carlo simulation in a ferromagnetically interacting (nearest-neighbour) kinetic Ising model in presence of a sinusoidally oscillating magnetic field. The ('specific-heat') temperature derivative of energies (averaged over a full cycle of the oscillating field) diverge near the dynamic transition point.

A nonlinear spectral finite element model for analysis of wave propagation in solid with internal friction and dissipation

A geometrically non-linear Spectral Finite Flement Model (SFEM) including hysteresis, internal friction and viscous dissipation in the material is developed and is used to study non-linear dissipative wave propagation in elementary rod under high amplitude pulse loading. The solution to non-linear dispersive dissipative equation constitutes one of the most difficult problems in contemporary mathematical physics. Although intensive research towards analytical developments are on, a general purpose cumputational discretization technique for complex applications, such as finite element, but with all the features of travelling wave (TW) solutions is not available. The present effort is aimed towards development of such computational framework. Fast Fourier Transform (FFT) is used for transformation between temporal and frequency domain. SFEM for the associated linear system is used as initial state for vector iteration. General purpose procedure involving matrix computation and frequency domain convolution operators are used and implemented in a finite element code. Convergnence of the spectral residual force vector ensures the solution accuracy. Important conclusions are drawn from the numerical simulations. Future course of developments are highlighted.

Markov chain modeling of evolution of strains in reinforced concrete flexural beams

From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.