Nonstationary Random Critical Seismic Excitations

A method is presented to find nonstationary random seismic excitations with a constraint on mean square value such that the response variance of a given linear system is maximized. It is also possible to incorporate the dominant input frequency into the analysis. The excitation is taken to be the product of a deterministic enveloping function and a zero mean Gaussian stationary random process. The power spectral density function of this process is determined such that the response variance is maximized. Numerical results are presented for a single-degree system and an earth embankment modeled as shear beam.

Optimal maintenance policy for equipment subject to random deterioration and random failure A modern control theory approach.

The stochastic version of Pontryagin's maximum principle is applied to determine an optimal maintenance policy of equipment subject to random deterioration. The deterioration of the equipment with age is modelled as a random process. Next the model is generalized to include random catastrophic failure of the equipment. The optimal maintenance policy is derived for two special probability distributions of time to failure of the equipment, namely, exponential and Weibull distributions Both the salvage value and deterioration rate of the equipment are treated as state variables and the maintenance as a control variable. The result is illustrated by an example

First passage probability during random vibration

The probability that a random process crosses an arbitrary level for the first time is expressed as a Gram—Charlier series, the leading term of which is the Poisson approximation. The coefficients of this series are related to the moments of the number of level crossings. The results are applicable to both stationary and non-stationary processes. Some numerical results are presented for the response process of a linear single-degree-of-freedom oscillator under Gaussian white noise excitation.

On infinitesimal σ-fields generated by random processes

It is proved that the infinitesimal look-ahead and look-back σ-fields of a random process disagree at atmost countably many time instants.

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.

Approximation of Spatio-Temporal Random Processes Using Tensor Decomposition

A new representation of spatio-temporal random processes is proposed in this work. In practical applications, such processes are used to model velocity fields, temperature distributions, response of vibrating systems, to name a few. Finding an efficient representation for any random process leads to encapsulation of information which makes it more convenient for a practical implementations, for instance, in a computational mechanics problem. For a single-parameter process such as spatial or temporal process, the eigenvalue decomposition of the covariance matrix leads to the well-known Karhunen-Loeve (KL) decomposition. However, for multiparameter processes such as a spatio-temporal process, the covariance function itself can be defined in multiple ways. Here the process is assumed to be measured at a finite set of spatial locations and a finite number of time instants. Then the spatial covariance matrix at different time instants are considered to define the covariance of the process. This set of square, symmetric, positive semi-definite matrices is then represented as a third-order tensor. A suitable decomposition of this tensor can identify the dominant components of the process, and these components are then used to define a closed-form representation of the process. The procedure is analogous to the KL decomposition for a single-parameter process, however, the decompositions and interpretations vary significantly. The tensor decompositions are successfully applied on (i) a heat conduction problem, (ii) a vibration problem, and (iii) a covariance function taken from the literature that was fitted to model a measured wind velocity data. It is observed that the proposed representation provides an efficient approximation to some processes. Furthermore, a comparison with KL decomposition showed that the proposed method is computationally cheaper than the KL, both in terms of computer memory and execution time.

Random vibration testing with controlled samples

This paper proposes a novel experimental test procedure to estimate the reliability of structural dynamical systems under excitations specified via random process models. The samples of random excitations to be used in the test are modified by the addition of an artificial control force. An unbiased estimator for the reliability is derived based on measured ensemble of responses under these modified inputs based on the tenets of Girsanov transformation. The control force is selected so as to reduce the sampling variance of the estimator. The study observes that an acceptable choice for the control force can be made solely based on experimental techniques and the estimator for the reliability can be deduced without taking recourse to mathematical model for the structure under study. This permits the proposed procedure to be applied in the experimental study of time-variant reliability of complex structural systems that are difficult to model mathematically. Illustrative example consists of a multi-axes shake table study on bending-torsion coupled, geometrically non-linear, five-storey frame under uni/bi-axial, non-stationary, random base excitation. Copyright (c) 2014 John Wiley & Sons, Ltd.

Coalescence of drops in stirred dispersion. A white noise model for coalescence

Coalescence between two droplets in a turbulent liquid-liquid dispersion is generally viewed as a consequence of forces exerted on the drop-pair squeezing out the intervening continuous phase to a critical thickness. A new synthesis is proposed herein which models the film drainage as a stochastic process driven by a suitably idealized random process for the fluctuating force. While the true test of the model lies in detailed parameter estimations with measurement of drop-size distributions in coalescing dispersions, experimental measurements on average coalescence frequencies lend preliminary support to the model.

Worst inputs and a bound on the highest peak statistics of a class of non-linear systems

A method is developed by which the input leading to the highest possible response in an interval of time can be determined for a class of non-linear systems. The input, if deterministic, is constrained to have a known finite energy (or norm) in the interval under consideration. In the case of random inputs, the energy is constrained to have a known probability distribution function. The approach has applications when a system has to be put to maximum advantage by getting the largest possible output or when a system has to be designed to the highest maximum response with only the input energy or the energy distribution known. The method is also useful in arriving at a bound on the highest peak distribution of the response, when the excitation is a known random process.As an illustration the Duffing oscillator has been analysed and some numerical results have also been presented.

A Wavelet based Teager Energy Operator for Spike Detection in Microelectrode Array Recordings

Spike detection in neural recordings is the initial step in the creation of brain machine interfaces. The Teager energy operator (TEO) treats a spike as an increase in the `local' energy and detects this increase. The performance of TEO in detecting action potential spikes suffers due to its sensitivity to the frequency of spikes in the presence of noise which is present in microelectrode array (MEA) recordings. The multiresolution TEO (mTEO) method overcomes this shortcoming of the TEO by tuning the parameter k to an optimal value m so as to match to frequency of the spike. In this paper, we present an algorithm for the mTEO using the multiresolution structure of wavelets along with inbuilt lowpass filtering of the subband signals. The algorithm is efficient and can be implemented for real-time processing of neural signals for spike detection. The performance of the algorithm is tested on a simulated neural signal with 10 spike templates obtained from [14]. The background noise is modeled as a colored Gaussian random process. Using the noise standard deviation and autocorrelation functions obtained from recorded data, background noise was simulated by an autoregressive (AR(5)) filter. The simulations show a spike detection accuracy of 90%and above with less than 5% false positives at an SNR of 2.35 dB as compared to 80% accuracy and 10% false positives reported [6] on simulated neural signals.

Statistical Methods for Accelerated Life Testing with Particular Reference to Resin Impregnated Paper Bushings

Electrical failure of insulation is known to be an extremal random process wherein nominally identical pro-rated specimens of equipment insulation, at constant stress fail at inordinately different times even under laboratory test conditions. In order to be able to estimate the life of power equipment, it is necessary to run long duration ageing experiments under accelerated stresses, to acquire and analyze insulation specific failure data. In the present work, Resin Impregnated Paper (RIP) a relatively new insulation system of choice used in transformer bushings, is taken as an example. The failure data has been processed using proven statistical methods, both graphical and analytical. The physical model governing insulation failure at constant accelerated stress has been assumed to be based on temperature dependent inverse power law model.

Modeling Time-Varying Aggregate Interference in Cognitive Radio Systems, and Application to Primary Exclusive Zone Design

Accurately characterizing the time-varying interference caused to the primary users is essential in ensuring a successful deployment of cognitive radios (CR). We show that the aggregate interference at the primary receiver (PU-Rx) from multiple, randomly located cognitive users (CUs) is well modeled as a shifted lognormal random process, which is more accurate than the lognormal and the Gaussian process models considered in the literature, even for a relatively dense deployment of CUs. It also compares favorably with the asymptotically exact stable and symmetric truncated stable distribution models, except at high CU densities. Our model accounts for the effect of imperfect spectrum sensing, which depends on path-loss, shadowing, and small-scale fading of the link from the primary transmitter to the CU; the interweave and underlay modes or CR operation, which determine the transmit powers of the CUs; and time-correlated shadowing and fading of the links from the CUs to the PU-Rx. It leads to expressions for the probability distribution function, level crossing rate, and average exceedance duration. The impact of cooperative spectrum sensing is also characterized. We validate the model by applying it to redesign the primary exclusive zone to account for the time-varying nature of interference.

A hybrid method for stochastic response analysis of a vibrating structure

Response analysis of a linear structure with uncertainties in both structural parameters and external excitation is considered here. When such an analysis is carried out using the spectral stochastic finite element method (SSFEM), often the computational cost tends to be prohibitive due to the rapid growth of the number of spectral bases with the number of random variables and the order of expansion. For instance, if the excitation contains a random frequency, or if it is a general random process, then a good approximation of these excitations using polynomial chaos expansion (PCE) involves a large number of terms, which leads to very high cost. To address this issue of high computational cost, a hybrid method is proposed in this work. In this method, first the random eigenvalue problem is solved using the weak formulation of SSFEM, which involves solving a system of deterministic nonlinear algebraic equations to estimate the PCE coefficients of the random eigenvalues and eigenvectors. Then the response is estimated using a Monte Carlo (MC) simulation, where the modal bases are sampled from the PCE of the random eigenvectors estimated in the previous step, followed by a numerical time integration. It is observed through numerical studies that this proposed method successfully reduces the computational burden compared with either a pure SSFEM of a pure MC simulation and more accurate than a perturbation method. The computational gain improves as the problem size in terms of degrees of freedom grows. It also improves as the timespan of interest reduces.

Structured systems methodology for evaluation of random interruptions in continuous process type manufacturing systems

A structured systems methodology was developed to analyse the problems of production interruptions occurring at random intervals in continuous process type manufacturing systems. At a macro level the methodology focuses on identifying suitable investment policies to reduce interruptions of a total manufacturing system that is a combination of several process plants. An interruption-tree-based simulation model was developed for macroanalysis. At a micro level the methodology focuses on finding the effects of alternative configurations of individual process plants on the overall system performance. A Markov simulation model was developed for microlevel analysis. The methodology was tested with an industry-specific application.

A low power, process invariant keeper design for high speed dynamic logic circuits

A low power keeper circuit using the concept of rate sensing has been proposed. The proposed technique reduces the amount of short circuit power dissipation in the domino gate by 70% compared to the conventional keeper technique. Also the total power-delay product is 26% lower compared to the previously reported techniques. The process tracking capability of the design enables the domino gate to achieve uniform delay across different process corners. This reduces the amount of short circuit power dissipation that occurs in the cascaded domino gates by 90%. The use of the proposed technique in the read path of a register file reduces the energy requirement by 26% as compared to the other keeper techniques. The proposed technique has been prototyped in 130nm CMOS technology.