Pseudo-time marching schemes for inverse problems in structural health assessment and medical imaging

We propose a self-regularized pseudo-time marching strategy for ill-posed, nonlinear inverse problems involving recovery of system parameters given partial and noisy measurements of system response. While various regularized Newton methods are popularly employed to solve these problems, resulting solutions are known to sensitively depend upon the noise intensity in the data and on regularization parameters, an optimal choice for which remains a tricky issue. Through limited numerical experiments on a couple of parameter re-construction problems, one involving the identification of a truss bridge and the other related to imaging soft-tissue organs for early detection of cancer, we demonstrate the superior features of the pseudo-time marching schemes.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time,recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through a pseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets of measurements involving various load cases, we expedite the speed of thePD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small.

Self-regularized pseudo time-marching schemes for structural system identification with static measurements

We explore the application of pseudo time marching schemes, involving either deterministic integration or stochastic filtering, to solve the inverse problem of parameter identification of large dimensional structural systems from partial and noisy measurements of strictly static response. Solutions of such non-linear inverse problems could provide useful local stiffness variations and do not have to confront modeling uncertainties in damping, an important, yet inadequately understood, aspect in dynamic system identification problems. The usual method of least-square solution is through a regularized Gauss-Newton method (GNM) whose results are known to be sensitively dependent on the regularization parameter and data noise intensity. Finite time, recursive integration of the pseudo-dynamical GNM (PD-GNM) update equation addresses the major numerical difficulty associated with the near-zero singular values of the linearized operator and gives results that are not sensitive to the time step of integration. Therefore, we also propose a pseudo-dynamic stochastic filtering approach for the same problem using a parsimonious representation of states and specifically solve the linearized filtering equations through apseudo-dynamic ensemble Kalman filter (PD-EnKF). For multiple sets ofmeasurements involving various load cases, we expedite the speed of the PD-EnKF by proposing an inner iteration within every time step. Results using the pseudo-dynamic strategy obtained through PD-EnKF and recursive integration are compared with those from the conventional GNM, which prove that the PD-EnKF is the best performer showing little sensitivity to process noise covariance and yielding reconstructions with less artifacts even when the ensemble size is small. Copyright (C) 2009 John Wiley & Sons, Ltd.

Convergence analysis of the Newton algorithm and a pseudo-time marching scheme for diffuse correlation tomography

We propose a self-regularized pseudo-time marching scheme to solve the ill-posed, nonlinear inverse problem associated with diffuse propagation of coherent light in a tissuelike object. In particular, in the context of diffuse correlation tomography (DCT), we consider the recovery of mechanical property distributions from partial and noisy boundary measurements of light intensity autocorrelation. We prove the existence of a minimizer for the Newton algorithm after establishing the existence of weak solutions for the forward equation of light amplitude autocorrelation and its Frechet derivative and adjoint. The asymptotic stability of the solution of the ordinary differential equation obtained through the introduction of the pseudo-time is also analyzed. We show that the asymptotic solution obtained through the pseudo-time marching converges to that optimal solution provided the Hessian of the forward equation is positive definite in the neighborhood of optimal solution. The superior noise tolerance and regularization-insensitive nature of pseudo-dynamic strategy are proved through numerical simulations in the context of both DCT and diffuse optical tomography. (C) 2010 Optical Society of America.

An Improved Dead-Time Compensation Scheme for Voltage Source Inverters Considering the Device Switching Transition Times

Inverter dead-time, which is meant to prevent shoot-through fault, causes harmonic distortion and change in the fundamental voltage in the inverter output. Typical dead-time compensation schemes ensure that the amplitude of the fundamental output current is as desired, and also improve the current waveform quality significantly. However, even with compensation, the motor line current waveform is observed to be distorted close to the current zero-crossings. The IGBT switching transition times being significantly longer at low currents than at high currents is an important reason for this zero-crossover distortion. Hence, this paper proposes an improved dead-time compensation scheme, which makes use of the measured IGBT switching transition times at low currents. Measured line current waveforms in a 2.2 kW induction motor drive with the proposed compensation scheme are compared against those with the conventional dead-time compensation scheme and without dead-time compensation. The experimental results on the motor drive clearly demonstrate the improvement in the line current waveform quality with the proposed method.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

The time finite element as a robust general scheme for solving nonlinear dynamic equations including chaotic systems

Schemes that can be proven to be unconditionally stable in the linear context can yield unstable solutions when used to solve nonlinear dynamical problems. Hence, the formulation of numerical strategies for nonlinear dynamical problems can be particularly challenging. In this work, we show that time finite element methods because of their inherent energy momentum conserving property (in the case of linear and nonlinear elastodynamics), provide a robust time-stepping method for nonlinear dynamic equations (including chaotic systems). We also show that most of the existing schemes that are known to be robust for parabolic or hyperbolic problems can be derived within the time finite element framework; thus, the time finite element provides a unification of time-stepping schemes used in diverse disciplines. We demonstrate the robust performance of the time finite element method on several challenging examples from the literature where the solution behavior is known to be chaotic. (C) 2015 Elsevier Inc. All rights reserved.

Design of multiunit electronic exchanges through decomposition

In this paper, we exploit the idea of decomposition to match buyers and sellers in an electronic exchange for trading large volumes of homogeneous goods, where the buyers and sellers specify marginal-decreasing piecewise constant price curves to capture volume discounts. Such exchanges are relevant for automated trading in many e-business applications. The problem of determining winners and Vickrey prices in such exchanges is known to have a worst-case complexity equal to that of as many as (1 + m + n) NP-hard problems, where m is the number of buyers and n is the number of sellers. Our method proposes the overall exchange problem to be solved as two separate and simpler problems: 1) forward auction and 2) reverse auction, which turns out to be generalized knapsack problems. In the proposed approach, we first determine the quantity of units to be traded between the sellers and the buyers using fast heuristics developed by us. Next, we solve a forward auction and a reverse auction using fully polynomial time approximation schemes available in the literature. The proposed approach has worst-case polynomial time complexity. and our experimentation shows that the approach produces good quality solutions to the problem. Note to Practitioners- In recent times, electronic marketplaces have provided an efficient way for businesses and consumers to trade goods and services. The use of innovative mechanisms and algorithms has made it possible to improve the efficiency of electronic marketplaces by enabling optimization of revenues for the marketplace and of utilities for the buyers and sellers. In this paper, we look at single-item, multiunit electronic exchanges. These are electronic marketplaces where buyers submit bids and sellers ask for multiple units of a single item. We allow buyers and sellers to specify volume discounts using suitable functions. Such exchanges are relevant for high-volume business-to-business trading of standard products, such as silicon wafers, very large-scale integrated chips, desktops, telecommunications equipment, commoditized goods, etc. The problem of determining winners and prices in such exchanges is known to involve solving many NP-hard problems. Our paper exploits the familiar idea of decomposition, uses certain algorithms from the literature, and develops two fast heuristics to solve the problem in a near optimal way in worst-case polynomial time.

New computational approaches for wrinkled and slack membranes

The static response of thin, wrinkled membranes is studied using both a tension field approximation based on plane stress conditions and a 3D nonlinear elasticityformulation, discretized through 8-noded Cosserat point elements. While the tension field approach only obtains the wrinkled/slack regions and at best a measure of the extent of wrinkliness, the 3D elasticity solution provides, in principle, the deformed shape of a wrinkled/slack membrane. However, since membranes barely resist compression, the discretized and linearized system equations via both the approaches are ill-conditioned and solutions could thus be sensitive to discretizations errors as well as other sources of noises/imperfections. We propose a regularized, pseudo-dynamical recursion scheme that provides a sequence of updates, which are almost insensitive to theregularizing term as well as the time step size used for integrating the pseudo-dynamical form. This is borne out through several numerical examples wherein the relative performance of the proposed recursion scheme vis-a-vis a regularized Newton strategy is compared. The pseudo-time marching strategy, when implemented using 3D Cosserat point elements, also provides a computationally cheaper, numerically accurate and simpler alternative to that using geometrically exact shell theories for computing large deformations of membranes in the presence of wrinkles. (C) 2010 Elsevier Ltd. All rights reserved.

Numerical estimation of hotspot temperatures in electrodes subjected to pulsed electron beam heating in vacuum

A numerical solution for the transient temperature distribution in a cylindrical disc heated on its top surface by a circular source is presented. A finite difference form of the governing equations is solved by the Alternating Direction Implicit (ADI) time marching scheme. This solution has direct applications in analyzing transient electron beam heating of target materials as encountered in the prebreakdown current enhancement and consequent breakdown in high voltage vacuum gaps stressed by alternating and pulsed voltages. The solution provides an estimate of the temperature for pulsed electron beam heating and the size of thermally activated microparticles originating from anode hot spots. The calculated results for a typical 45kV (a.c.) electron beam of radius 2.5 micron indicate that the temperature of such spots can reach melting point and could give rise to microparticles which could initiate breakdown.

Injection cooling of blunt bodies flying at high Mach numbers

A study of transpiration cooling of blunt bodies such as a hemicylinder is made by solving Navier-Stokes equations. An upwind, implicit time-marching code is developed for this purpose. The study is conducted for both perfect-gas and real-gas (chemical equilibrium) flows. Investigations are carried out for a special wall condition that is referred to as no heat flow into the wall condition. The effects of air injection on wall temperature are analyzed. Analyses are carried out for Mach numbers ranging between 6-10 and Reynolds numbers ranging between 10(6)-10(7). Studies are made for spatially constant as well as spatially varying mass injection rate distributions, White cold air injection reduces the wall temperature substantially, transpiration cooling is relatively less effective when the gas is in chemical equilibrium.

Fully Comprehensive Geometrically Non-Linear Dynamic Analysis of Multi-Body Beam Systems with Elastic Couplings

This paper is concerned with the dynamic analysis of flexible,non-linear multi-body beam systems. The focus is on problems where the strains within each elastic body (beam) remain small. Based on geometrically non-linear elasticity theory, the non-linear 3-D beam problem splits into either a linear or non-linear 2-D analysis of the beam cross-section and a non-linear 1-D analysis along the beam reference line. The splitting of the three-dimensional beam problem into two- and one-dimensional parts, called dimensional reduction,results in a tremendous savings of computational effort relative to the cost of three-dimensional finite element analysis,the only alternative for realistic beams. The analysis of beam-like structures made of laminated composite materials requires a much more complicated methodology. Hence, the analysis procedure based on Variational Asymptotic Method (VAM), a tool to carry out the dimensional reduction, is used here.The analysis methodology can be viewed as a 3-step procedure. First, the sectional properties of beams made of composite materials are determined either based on an asymptotic procedure that involves a 2-D finite element nonlinear analysis of the beam cross-section to capture trapeze effect or using strip-like beam analysis, starting from Classical Laminated Shell Theory (CLST). Second, the dynamic response of non-linear, flexible multi-body beam systems is simulated within the framework of energy-preserving and energy-decaying time integration schemes that provide unconditional stability for non-linear beam systems. Finally,local 3-D responses in the beams are recovered, based on the 1-D responses predicted in the second step. Numerical examples are presented and results from this analysis are compared with those available in the literature.

Geometrically Nonlinear Dynamics of Composite Four-Bar Mechanisms

This work intends to demonstrate the importance of geometrically nonlinear crosssectional analysis of certain composite beam-based four-bar mechanisms in predicting system dynamic characteristics. All component bars of the mechanism are made of fiber reinforced laminates and have thin rectangular cross-sections. They could, in general, be pre-twisted and/or possess initial curvature, either by design or by defect. They are linked to each other by means of revolute joints. We restrict ourselves to linear materials with small strains within each elastic body (beam). Each component of the mechanism is modeled as a beam based on geometrically nonlinear 3-D elasticity theory. The component problems are thus split into 2-D analyses of reference beam cross-sections and nonlinear 1-D analyses along the four beam reference curves. For thin rectangular cross-sections considered here, the 2-D cross-sectional nonlinearity is overwhelming. This can be perceived from the fact that such sections constitute a limiting case between thin-walled open and closed sections, thus inviting the nonlinear phenomena observed in both. The strong elastic couplings of anisotropic composite laminates complicate the model further. However, a powerful mathematical tool called the Variational Asymptotic Method (VAM) not only enables such a dimensional reduction, but also provides asymptotically correct analytical solutions to the nonlinear cross-sectional analysis. Such closed-form solutions are used here in conjunction with numerical techniques for the rest of the problem to predict multi-body dynamic responses, more quickly and accurately than would otherwise be possible. The analysis methodology can be viewed as a three-step procedure: First, the cross-sectional properties of each bar of the mechanism is determined analytically based on an asymptotic procedure, starting from Classical Laminated Shell Theory (CLST) and taking advantage of its thin strip geometry. Second, the dynamic response of the nonlinear, flexible fourbar mechanism is simulated by treating each bar as a 1-D beam, discretized using finite elements, and employing energy-preserving and -decaying time integration schemes for unconditional stability. Finally, local 3-D deformations and stresses in the entire system are recovered, based on the 1-D responses predicted in the previous step. With the model, tools and procedure in place, we shall attempt to identify and investigate a few problems where the cross-sectional nonlinearities are significant. This will be carried out by varying stacking sequences and material properties, and speculating on the dominating diagonal and coupling terms in the closed-form nonlinear beam stiffness matrix. Numerical examples will be presented and results from this analysis will be compared with those available in the literature, for linear cross-sectional analysis and isotropic materials as special cases.

Geometrically non-linear dynamics of composite four-bar mechanisms

This work intends to demonstrate the importance of a geometrically nonlinear cross-sectional analysis of certain composite beam-based four-bar mechanisms in predicting system dynamic characteristics. All component bars of the mechanism are made of fiber reinforced laminates and have thin rectangular cross-sections. They could, in general, be pre-twisted and/or possess initial curvature, either by design or by defect. They are linked to each other by means of revolute joints. We restrict ourselves to linear materials with small strains within each elastic body (beam). Each component of the mechanism is modeled as a beam based on geometrically non-linear 3-D elasticity theory. The component problems are thus split into 2-D analyses of reference beam cross-sections and non-linear 1-D analyses along the three beam reference curves. For the thin rectangular cross-sections considered here, the 2-D cross-sectional non-linearity is also overwhelming. This can be perceived from the fact that such sections constitute a limiting case between thin-walled open and closed sections, thus inviting the non-linear phenomena observed in both. The strong elastic couplings of anisotropic composite laminates complicate the model further. However, a powerful mathematical tool called the Variational Asymptotic Method (VAM) not only enables such a dimensional reduction, but also provides asymptotically correct analytical solutions to the non-linear cross-sectional analysis. Such closed-form solutions are used here in conjunction with numerical techniques for the rest of the problem to predict multi-body dynamic responses more quickly and accurately than would otherwise be possible. The analysis methodology can be viewed as a three-step procedure: First, the cross-sectional properties of each bar of the mechanism is determined analytically based on an asymptotic procedure, starting from Classical Laminated Shell Theory (CLST) and taking advantage of its thin strip geometry. Second, the dynamic response of the non-linear, flexible four-bar mechanism is simulated by treating each bar as a 1-D beam, discretized using finite elements, and employing energy-preserving and -decaying time integration schemes for unconditional stability. Finally, local 3-D deformations and stresses in the entire system are recovered, based on the 1-D responses predicted in the previous step. With the model, tools and procedure in place, we identify and investigate a few four-bar mechanism problems where the cross-sectional non-linearities are significant in predicting better and critical system dynamic characteristics. This is carried out by varying stacking sequences (i.e. the arrangement of ply orientations within a laminate) and material properties, and speculating on the dominating diagonal and coupling terms in the closed-form non-linear beam stiffness matrix. A numerical example is presented which illustrates the importance of 2-D cross-sectional non-linearities and the behavior of the system is also observed by using commercial software (I-DEAS + NASTRAN + ADAMS). (C) 2012 Elsevier Ltd. All rights reserved.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.