Extended Kalman filters using explicit and derivative-free local linearizations

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

A perturbed martingale approach to global optimization

A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as `coalescence' and `scrambling'. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. (C) 2014 Elsevier B.V. All rights reserved.

Two timescale analysis of the Alopex algorithm for optimization

Alopex is a correlation-based gradient-free optimization technique useful in many learning problems. However, there are no analytical results on the asymptotic behavior of this algorithm. This article presents a new version of Alopex that can be analyzed using techniques of two timescale stochastic approximation method. It is shown that the algorithm asymptotically behaves like a gradient-descent method, though it does not need (or estimate) any gradient information. It is also shown, through simulations, that the algorithm is quite effective.

A pseudo-time EnKF incorporating shape based reconstruction for diffuse optical tomography

Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]

Improvements in Efficiency of Surface Potential Computation for Independent DG MOSFET

A robust numerical solution of the input voltage equations (IVEs) for the independent-double-gate metal-oxide-semiconductor field-effect transistor requires root bracketing methods (RBMs) instead of the commonly used Newton-Raphson (NR) technique due to the presence of nonremovable discontinuity and singularity. In this brief, we do an exhaustive study of the different RBMs available in the literature and propose a single derivative-free RBM that could be applied to both trigonometric and hyperbolic IVEs and offers faster convergence than the earlier proposed hybrid NR-Ridders algorithm. We also propose some adjustments to the solution space for the trigonometric IVE that leads to a further reduction of the computation time. The improvement of computational efficiency is demonstrated to be about 60% for trigonometric IVE and about 15% for hyperbolic IVE, by implementing the proposed algorithm in a commercial circuit simulator through the Verilog-A interface and simulating a variety of circuit blocks such as ring oscillator, ripple adder, and twisted ring counter.

Diffraction tomography from intensity measurements: an evolutionary stochastic search to invert experimental data

We develop iterative diffraction tomography algorithms, which are similar to the distorted Born algorithms, for inverting scattered intensity data. Within the Born approximation, the unknown scattered field is expressed as a multiplicative perturbation to the incident field. With this, the forward equation becomes stable, which helps us compute nearly oscillation-free solutions that have immediate bearing on the accuracy of the Jacobian computed for use in a deterministic Gauss-Newton (GN) reconstruction. However, since the data are inherently noisy and the sensitivity of measurement to refractive index away from the detectors is poor, we report a derivative-free evolutionary stochastic scheme, providing strictly additive updates in order to bridge the measurement-prediction misfit, to arrive at the refractive index distribution from intensity transport data. The superiority of the stochastic algorithm over the GN scheme for similar settings is demonstrated by the reconstruction of the refractive index profile from simulated and experimentally acquired intensity data. (C) 2014 Optical Society of America

Optimization of cold and warm workability in stainless steel type AISI 316L using instability maps

The deformation characteristics of stainless steel type AISI 316L under compression in the temperature range 20 to 600 degrees C and strain rate range 0.001 to 100 s(-1) have been studied with a view to characterizing the flow instabilities occurring in the microstructure. At temperatures lower than 100 degrees C and strain rates higher than 0.1 s(-1), 316L stainless steel exhibits flow localization whereas dynamic strain aging (DSA) occurs at intermediate temperatures and below 1 s(-1). To avoid the above flow instabilities, cold working should be carried out at strain rates less than 0.1 s(-1). Warm working of stainless steel type AISI 316L may be done in the temperature and strain rate regime of: 300 to 400 degrees C and 0.001 s(-1) 300 to 450 degrees C and 0.01 s(-1): 450 to 600 degrees C and 0.1 s(-1); 500 degrees C and 1 s(-1) since these regions are free from flow instabilities like DSA and flow localization. The continuum criterion, developed on the basis of the principles of maximum rate of entropy production and separability of the dissipation function, predicts accurately all the above instability features.

Optimization of Lime Content for Fly Ash

Abundant quantities of fly ash have been produced by thermal power plants situated ail over the world. Many applications of fly ash depend upon its pozzolanic reactivity. This reactivity depends upon many factors, including lime content. Many fly ashes show marked improvement with the addition of lime. However, for every fly ash, there is an optimum lime content for its maximum reactivity. There is no well-established simple test to determine the optimum lime content. In this paper an attempt is made to use a simple physical and physico chemical test to determine the optimum lime content. The principle behind the use of a pH test, liquid limit test, and free swell index test to determine the optimum lime content has been explained. All the methods predict nearly the same optimum lime content and correlate well with that determined by the strength test.

Novel and efficient protocol for the syntheses of N-1 substituted thiohydantoin and a bicyclothiohydantoin under solvent-free conditions

A novel approach for the synthesis of N-1 substituted thiohydantoin has been developed to give quantitative yields of the desired products. The efficient synthesis of bis-thiohydantoin derivative and bicyclothiohydantoin has extended scope and applicability of present method. Solvent-free conditions and very easy work-up procedure make the reaction convenient and eco-friendly. All the products were characterized by spectroscopic techniques and elemental analysis, and finally the structure of representative ;compound was also confirmed by X-ray crystallography. (C) 2012 Elsevier Ltd. All rights reserved.

Design and Synthesis of a Functional Derivative of the Triazinium Cation and Its Rhodium Complex that Shows Photoinduced DNA Cleavage Activity and Photocytotoxicity

The design and synthesis of an intensely blue rhodium(III) complex 3]+ of a new N,N-donor ligand, 8-(quinolin-8-ylamino)pyrido2,1-c]1,2,4]benzotriazin-11-ium, 2]+, which contains a planar pendant triazinium arm, is described. Structural characterization for 3]+ was carried out by using various spectroscopic techniques and single-crystal X-ray crystallography. The organometallic rhodium(III) compound shows a ligand-based reversible reduction at 0.65 V. The electrochemically reduced compound displays a single-line EPR spectrum that signifies the formation of ligand-based free radicals. Compound 3]+ shows a binding propensity to calf thymus DNA to give a Kapp value of 6.05X105 M1. The parent triazinium salt, pyrido2,1-c]1,2,4]benzotriazin-11-ium 1]+ and the ligand salt 2]+ exhibit photoinduced cleavage of DNA in UV-A light, whereas the reference Rh complex 3]+ photocleaves DNA with red light (647.1 nm). The compounds show photonuclease activities under both aerobic and anaerobic conditions. Mechanistic investigations under aerobic conditions with several inhibitors indicate the formation of hydroxyl radicals by means of a photoredox pathway. Under anaerobic conditions, it is believed that a photoinduced oxidation of DNA mechanism is operative. Compound 3]+ exhibits photocytotoxicity in HeLa cervical cancer cells to give IC50 values of (12+/-0.9) mu M in UV-A light at 365 nm and (31.4+/-1.1) mu M in the dark.

Path-integral formulation for Levy flights: Evaluation of the propagator for free, linear, and harmonic potentials in the over- and underdamped limits

Levy flights can be described using a Fokker-Planck equation, which involves a fractional derivative operator in the position coordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show that the solution of the equation can be written as a Hamiltonian path integral. Though this has been realized in the literature, the method has not found applications as the path integral appears difficult to evaluate. We show that a method in which one integrates over the position coordinates first, after which integration is performed over the momentum coordinates, can be used to evaluate several path integrals that are of interest. Using this, we evaluate the propagators for (a) free particle, (b) particle subjected to a linear potential, and (c) harmonic potential. In all the three cases, we have obtained results for both overdamped and underdamped cases. DOI: 10.1103/PhysRevE.86.061105

Entanglement entropy in higher derivative holography

We consider holographic entanglement entropy in higher derivative gravity theories. Recently Lewkowycz and Maldacena 1] have provided a method to derive the equations for the entangling surface from first principles. We use this method to compute the entangling surface in four derivative gravity. Certain interesting differences compared to the two derivative case are pointed out. For Gauss-Bonnet gravity, we show that in the regime where this method is applicable, the resulting equations coincide with proposals in the literature as well as with what follows from considerations of the stress tensor on the entangling surface. Finally we demonstrate that the area functional in Gauss-Bonnet holography arises as a counterterm needed to make the Euclidean action free of power law divergences.

DIMENSION FREE BOUNDEDNESS OF RIESZ TRANSFORMS FOR THE GRUSHIN OPERATOR

Let G = -Delta(xi) - vertical bar xi vertical bar(2) partial derivative(2)/partial derivative eta(2) be the Grushin operator on R-n x R. We prove that the Riesz transforms associated to this operator are bounded on L-p(Rn+1), 1 < p < infinity, and their norms are independent of dimension n.

A bottom-up approach for optimization of friction stir processing parameters; a study on aluminium 2024-T3 alloy

Friction stir processing (FSP) is emerging as one of the most competent severe plastic deformation (SPD) method for producing bulk ultra-fine grained materials with improved properties. Optimizing the process parameters for a defect free process is one of the challenging aspects of FSP to mark its commercial use. For the commercial aluminium alloy 2024-T3 plate of 6 mm thickness, a bottom-up approach has been attempted to optimize major independent parameters of the process such as plunge depth, tool rotation speed and traverse speed. Tensile properties of the optimum friction stir processed sample were correlated with the microstructural characterization done using Scanning Electron Microscope (SEM) and Electron Back-Scattered Diffraction (EBSD). Optimum parameters from the bottom-up approach have led to a defect free FSP having a maximum strength of 93% the base material strength. Micro tensile testing of the samples taken from the center of processed zone has shown an increased strength of 1.3 times the base material. Measured maximum longitudinal residual stress on the processed surface was only 30 MPa which was attributed to the solid state nature of FSP. Microstructural observation reveals significant grain refinement with less variation in the grain size across the thickness and a large amount of grain boundary precipitation compared to the base metal. The proposed experimental bottom-up approach can be applied as an effective method for optimizing parameters during FSP of aluminium alloys, which is otherwise difficult through analytical methods due to the complex interactions between work-piece, tool and process parameters. Precipitation mechanisms during FSP were responsible for the fine grained microstructure in the nugget zone that provided better mechanical properties than the base metal. (C) 2014 Elsevier Ltd. All rights reserved.