A conditionally linearized Monte Carlo filter in non-linear structural dynamics

State and parameter estimations of non-linear dynamical systems, based on incomplete and noisy measurements, are considered using Monte Carlo simulations. Given the measurements. the proposed method obtains the marginalized posterior distribution of an appropriately chosen (ideally small) subset of the state vector using a particle filter. Samples (particles) of the marginalized states are then used to construct a family of conditionally linearized system of equations and thus obtain the posterior distribution of the states using a bank of Kalman filters. Discrete process equations for the marginalized states are derived through truncated Ito-Taylor expansions. Increased analyticity and reduced dispersion of weights computed over a smaller sample space of marginalized states are the key features of the filter that help achieve smaller sample variance of the estimates. Numerical illustrations are provided for state/parameter estimations of a Duffing oscillator and a 3-DOF non-linear oscillator. Performance of the filter in parameter estimation is also assessed using measurements obtained through experiments on simple models in the laboratory. Despite an added computational cost, the results verify that the proposed filter generally produces estimates with lower sample variance over the standard sequential importance sampling (SIS) filter.

A semi-analytical particle filter for identification of nonlinear oscillators

Particle filters find important applications in the problems of state and parameter estimations of dynamical systems of engineering interest. Since a typical filtering algorithm involves Monte Carlo simulations of the process equations, sample variance of the estimator is inversely proportional to the number of particles. The sample variance may be reduced if one uses a Rao-Blackwell marginalization of states and performs analytical computations as much as possible. In this work, we propose a semi-analytical particle filter, requiring no Rao-Blackwell marginalization, for state and parameter estimations of nonlinear dynamical systems with additively Gaussian process/observation noises. Through local linearizations of the nonlinear drift fields in the process/observation equations via explicit Ito-Taylor expansions, the given nonlinear system is transformed into an ensemble of locally linearized systems. Using the most recent observation, conditionally Gaussian posterior density functions of the linearized systems are analytically obtained through the Kalman filter. This information is further exploited within the particle filter algorithm for obtaining samples from the optimal posterior density of the states. The potential of the method in state/parameter estimations is demonstrated through numerical illustrations for a few nonlinear oscillators. The proposed filter is found to yield estimates with reduced sample variance and improved accuracy vis-a-vis results from a form of sequential importance sampling filter.

Perturbation expansions and series acceleration procedures: Part-II. Extrapolation techniques

Three new procedures for the extrapolation of series coefficients from a given power series expansion are proposed. They are based on (i) a novel resummation identity, (ii) parametrised Euler transformation (pet) and (iii) a modifiedpet. Several examples taken from the Ising model series expansions, ferrimagnetic systems, etc., are illustrated. Apart from these applications, the higher order virial coefficients for hard spheres and hard discs have also been evaluated using the new techniques and these are compared with the estimates obtained by other methods. A satisfactory agreement is revealed between the two.

Some Unique Features of Egg Laying and Reproduction in Ichthyophis Malabarensis (Taylor) (Apoda:Amphibia)

The paper describes egg laying and reproduction in ICHTHYOPHIS MALABARENSIS. 100 eggs, the largest ever in Apoda, are laid in a single string and manipulated by the female into a massive clutch. The reproductive strategies in the species are discussed.

The effect of viscosity and surface tension on the Taylor instability of the surface of a cavitation bubble*

This paper is devoted to a consideration of the following problem: A spherical mass of fluid of density varrho1, viscosity μ1 and external radius R is surrounded by a fluid of density varrho2 and viscosity μ2.The fluids are immiscible and incompressible. The interface is accelerated radially by g1: to study the effect of viscosity and surface tension on the stability of the interface. By analyzing the problem in spherical harmonics the mathematical problem is reduced to one of solution of the characteristic determinant equation. The particular case of a cavity bubble, where the viscosity μ1 of the fluid inside the bubble is negligible in comparison with the viscosity μ2 of the fluid outside the bubble, is considered in some detail. It is shown that viscosity has a stabilizing role on the interface; and when g1 > T(n − 1) (n + 2)/R2(varrho2 − varrho1) the stabilizing role of both viscosity and surface tension is more pronounced than would result when either of them is taken individually.

Generalized asymptotic expansions for coupled wavenumbers in fluid-filled cylindrical shells

Analytical expressions are found for the coupled wavenumbers in an infinite fluid-filled cylindrical shell using the asymptotic methods. These expressions are valid for any general circumferential order (n).The shallow shell theory (which is more accurate at higher frequencies)is used to model the cylinder. Initially, the in vacua shell is dealt with and asymptotic expressions are derived for the shell wavenumbers in the high-and the low-frequency regimes. Next, the fluid-filled shell is considered. Defining a relevant fluid-loading parameter p, we find solutions for the limiting cases of small and large p. Wherever relevant, a frequency scaling parameter along with some ingenuity is used to arrive at an elegant asymptotic expression. In all cases.Poisson's ratio v is used as an expansion variable. The asymptotic results are compared with numerical solutions of the dispersion equation and the dispersion relation obtained by using the more general Donnell-Mushtari shell theory (in vacuo and fluid-filled). A good match is obtained. Hence, the contribution of this work lies in the extension of the existing literature to include arbitrary circumferential orders(n). (C) 2010 Elsevier Ltd. All rights reserved.

A sufficient criterion for Rayleigh-Taylor instability of incompressible viscous three-layer flow

Using normal mode analysis Rayleigh-Taylor instability is investigated for three-layer viscous stratified incompressible steady flow, when the top 3rd and bottom 1st layers extend up to infinity, the middle layer has a small thickness δ. The wave Reynolds number in the middle layer is assumed to be sufficiently small. A dispersion relation (a seventh degree polynomial in wave frequency ω) valid up to the order of the maximal value of all possible Kj (j less-than-or-equals, slant 0, K is the wave number) in each coefficient of the polynomial is obtained. A sufficient condition for instability is found out for the first time, pursuing a medium wavelength analysis. It depends on ratios (α and β) of the coefficients of viscosity, the thickness of the middle layer δ, surface tension ratio T and wave number K. This is a new analytical criterion for Rayleigh-Taylor instability of three-layer fluids. It recovers the results of the corresponding problem for two-layer fluids. Among the results obtained, it is observed that taking the coefficients of viscosity of 2nd and 3rd layers same can inhibit the effect of surface tension completely. For large wave number K, the thickness of the middle layer should be correspondingly small to keep the domain of dependence of the threshold wave number Kc constant for fixed α, β and T.

Hermite expansions on R(N) for radial functions

It is proved that the Riesz means S(R)(delta)f, delta > 0, for the Hermite expansions on R(n), n greater-than-or-equal-to 2, satisfy the uniform estimates \\S(R)(delta)f\\p less-than-or-equal-to C \\f\\p for all radial functions if and only if p lies in the interval 2n/(n + 1 + 2delta) < p < 2n/(n - 1 - 2delta).

Effective action and adiabatic expansions for the 1-D and 2-D hubbard models at half-filling

We analyze here the occurrence of antiferromagnetic (AFM) correlations in the half-filled Hubbard model in one and two space dimensions using a natural fermionic representation of the model and a newly proposed way of implementing the half-filling constraint. We find that our way of implementing the constraint is capable of enforcing it exactly already at the lowest levels of approximation. We discuss how to develop a systematic adiabatic expansion for the model and how Berry's phase contributions arise quite naturally from the adiabatic expansion. At low temperatures and in the continuum limit the model gets mapped onto an O(3) nonlinear sigma model (NLsigma). A topological, Wess-Zumino term is present in the effective action of the ID NLsigma as expected, while no topological terms are present in 2D. Some specific difficulties that arise in connection with the implementation of an adiabatic expansion scheme within a thermodynamic context are also discussed, and we hint at possible solutions.

Generalized asymptotic expansions for the wavenumbers in infinite flexible in vacuo orthotropic cylindrical shells

Analytical expressions are found for the wavenumbers and resonance frequencies in flexible, orthotropic shells using the asymptotic methods. These expressions are valid for arbitrary circumferential orders n. The Donnell-Mushtari shell theory is used to model the dynamics of the cylindrical shell. Initially, an in vacuo cylindrical isotropic shell is considered and expressions for all the wavenumbers (bending, near-field bending, longitudinal and torsional) are found. Subsequently, defining a suitable orthotropy parameter epsilon, the problem of wave propagation in an orthotropic shell is posed as a perturbation on the corresponding problem for an isotropic shell. Asymptotic expressions for the wavenumbers in the in vacuo orthotropic shell are then obtained by treating epsilon as an expansion parameter. In both cases (isotropy and orthotropy), a frequency-scaling parameter (eta) and Poisson's ratio (nu) are used to find elegant expansions in the different frequency regimes. The asymptotic expansions are compared with numerical solutions in each of the cases and the match is found to be good. The main contribution of this work lies in the extension of the existing literature by developing closed-form expressions for wavenumbers with arbitrary circumferential orders n in the case of both, isotropic and orthotropic shells. Finally, we present natural frequency expressions in finite shells (isotropic and orthotropic) for the axisymmetric mode and compare them with numerical and ANSYS results. Here also, the comparison is found to be good. (C) 2011 Elsevier Ltd. All rights reserved.

On Generalized Reed-Muller Expansions

The generalized Reed-Muller expansions of a switching function are generated using a single Boolean matrix and step-by-step shifting of the principal column.

Asymptotic expansions for the coupled wavenumbers in an infinite orthotropic flexible fluid-filled cylindrical shell

Analytical expressions are found for the coupled wavenumbers in flexible, fluid-filled, circular cylindrical orthotropic shells using the asymptotic methods. These expressions are valid for arbitrary circumferential orders. The Donnell-Mushtari shell theory is used to model the shell and the effect of the fluid is introduced through the fluid-loading parameter mu. The orthotropic problem is posed as a perturbation on the corresponding isotropic problem by defining a suitable orthotropy parameter epsilon, which is a measure of the degree of orthotropy. For the first study, an isotropic shell is considered (by setting epsilon = 0) and expansions are found for the coupled wavenumbers using a regular perturbation approach. In the second study, asymptotic expansions are found for the coupled wavenumbers in the limit of small orthotropy (epsilon << 1). For each study, isotropy and orthotropy, expansions are found for small and large values of the fluid-loading parameter mu. All the asymptotic solutions are compared with numerical solutions to the coupled dispersion relation and the match is seen to be good. The differences between the isotropic and orthotropic solutions are discussed. The main contribution of this work lies in extending the existing literature beyond in vacuo studies to the case of fluid-filled shells (isotropic and orthotropic).

Asymptotic wavenumber expansions of a strongly orthotropic fluid-filled circular cylindrical shell

In this paper, a suitable nondimensional `orthotropy parameter' is defined and asymptotic expansions are found for the wavenumbers in in vacuo and fluid-filled orthotropic circular cylindrical shells modeled by the Donnell-Mushtari theory. Here, the elastic moduli in the two directions are greatly different; the particular case of E-x >> E-theta is studied in detail, i.e., the elastic modulus in the longitudinal direction is much larger than the elastic modulus in the circumferential direction. These results are compared with the corresponding results for a `slightly orthotropic' shell (E-x approximate to E-theta) and an isotropic shell. The novelty of this presentation lies in obtaining closed-form expansions for the in vacuo and coupled wavenumbers in an orthotropic shell using perturbation methods aiding in a better physical understanding of the problem.

Asymptotic expansions for the structural wavenumbers of isotropic and orthotropic fluid-filled circular cylindrical shells in the intermediate frequency range

We consider wavenumbers in in vacuo and fluid-filled isotropic and orthotropic shells. Using the Donnell-Mushtari (DM) theory we find compact and elegant asymptotic expansions for the wavenumbers in the intermediate frequency range, i.e., around the ring frequency. This frequency range corresponds to the frequencies where there is a rapid change in the values of bending wavenumbers and is found to exist in isotropic and orthotropic shells (in vacua and fluid-filled) for low circumferential orders n only. The same is first identified using the n=0 mode of an orthotropic shell. Following this, using the expression for the intermediate frequency, asymptotic expansions are found for other cases. Here, in order to get compact expansions we consider slight orthotropy (epsilon << 1) and light fluid loading (mu << 1). Thus, the orthotropy parameter epsilon and the fluid loading parameter mu are used as asymptotic parameters along with the non-dimensional thickness parameter beta. The methodology can be extended to any order of epsilon, only the expansions become unwieldy. The expansions are matched with the numerical solutions of the corresponding dispersion relation. The match is found to be good.

Expansions of tau hadronic spectral function moments in a nonpower QCD perturbation theory with tamed large order behavior

The moments of the hadronic spectral functions are of interest for the extraction of the strong coupling alpha(s) and other QCD parameters from the hadronic decays of the tau lepton. Motivated by the recent analyses of a large class of moments in the standard fixed-order and contour-improved perturbation theories, we consider the perturbative behavior of these moments in the framework of a QCD nonpower perturbation theory, defined by the technique of series acceleration by conformal mappings, which simultaneously implements renormalization-group summation and has a tame large-order behavior. Two recently proposed models of the Adler function are employed to generate the higher-order coefficients of the perturbation series and to predict the exact values of the moments, required for testing the properties of the perturbative expansions. We show that the contour-improved nonpower perturbation theories and the renormalization-group-summed nonpower perturbation theories have very good convergence properties for a large class of moments of the so-called ``reference model,'' including moments that are poorly described by the standard expansions. The results provide additional support for the plausibility of the description of the Adler function in terms of a small number of dominant renormalons.