SEMIPARAMETRIC METHODS IN THE ESTIMATION OF TAIL PROBABILITIES AND EXTREME QUANTILES

In quantitative risk analysis, the problem of estimating small threshold exceedance probabilities and extreme quantiles arise ubiquitously in bio-surveillance, economics, natural disaster insurance actuary, quality control schemes, etc. A useful way to make an assessment of extreme events is to estimate the probabilities of exceeding large threshold values and extreme quantiles judged by interested authorities. Such information regarding extremes serves as essential guidance to interested authorities in decision making processes. However, in such a context, data are usually skewed in nature, and the rarity of exceedance of large threshold implies large fluctuations in the distribution's upper tail, precisely where the accuracy is desired mostly. Extreme Value Theory (EVT) is a branch of statistics that characterizes the behavior of upper or lower tails of probability distributions. However, existing methods in EVT for the estimation of small threshold exceedance probabilities and extreme quantiles often lead to poor predictive performance in cases where the underlying sample is not large enough or does not contain values in the distribution's tail. In this dissertation, we shall be concerned with an out of sample semiparametric (SP) method for the estimation of small threshold probabilities and extreme quantiles. The proposed SP method for interval estimation calls for the fusion or integration of a given data sample with external computer generated independent samples. Since more data are used, real as well as artificial, under certain conditions the method produces relatively short yet reliable confidence intervals for small exceedance probabilities and extreme quantiles.

Effects of Drive Speed Modulation on Dynamics of Slender Rotating Structures

Slender rotating structures are used in many mechanical systems. These structures can suffer from undesired vibrations that can affect the components and safety of a system. Furthermore, since some these structures can operate in a harsh environment, installation and operation of sensors that are needed for closed-loop and collocated control schemes may not be feasible. Hence, the need for an open-loop non-collocated scheme for control of the dynamics of these structures. In this work, the effects of drive speed modulation on the dynamics of slender rotating structures are studied. Slender rotating structures are a type of mechanical rotating structures, whose length to diameter ratio is large. For these structures, the torsion mode natural frequencies can be low. In particular, for isotropic structures, the first few torsion mode frequencies can be of the same order as the first few bending mode frequencies. These situations can be conducive for energy transfer amongst bending and torsion modes. Scenarios with torsional vibrations experienced by rotating structures with continuous rotor-stator contact occur in many rotating mechanical systems. Drill strings used in the oil and gas industry are an example of rotating structures whose torsional vibrations can be deleterious to the components of the drilling system. As a novel approach to mitigate undesired vibrations, the effects of adding a sinusoidal excitation to the rotation speed of a drill string are studied. A portion of the drill string located within a borewell is considered and this rotating structure has been modeled as an extended Jeffcott rotor and a sinusoidal excitation has been added to the drive speed of the rotor. After constructing a three-degree-of-freedom model to capture lateral and torsional motions, the equations of motions are reduced to a single differential equation governing torsional vibrations during continuous stator contact. An approximate solution has been obtained by making use of the Method of Direct Partition of Motions with the governing torsional equation of motion. The results showed that for a rotor undergoing forward or backward whirling, the addition of sinusoidal excitation to the drive speed can cause an increase in the equivalent torsional stiffness, smooth the discontinuous friction force at contact, and reduce the regions of negative slope in the friction coefficient variation with respect to speed. Experiments with a scaled drill string apparatus have also been conducted and the experimental results show good agreement with the numerical results obtained from the developed models. These findings suggest that the extended Jeffcott rotordynamics model can be useful for studies of rotor dynamics in situations with continuous rotor-stator contact. Furthermore, the results obtained suggest that the drive speed modulation scheme can have value for attenuating drill-string vibrations.

Laser beam control, combining, and propagation in atmospheric turbulence

This dissertation is concerned with the control, combining, and propagation of laser beams through a turbulent atmosphere. In the first part we consider adaptive optics: the process of controlling the beam based on information of the current state of the turbulence. If the target is cooperative and provides a coherent return beam, the phase measured near the beam transmitter and adaptive optics can, in principle, correct these fluctuations. However, for many applications, the target is uncooperative. In this case, we show that an incoherent return from the target can be used instead. Using the principle of reciprocity, we derive a novel relation between the field at the target and the scattered field at a detector. We then demonstrate through simulation that an adaptive optics system can utilize this relation to focus a beam through atmospheric turbulence onto a rough surface. In the second part we consider beam combining. To achieve the power levels needed for directed energy applications it is necessary to combine a large number of lasers into a single beam. The large linewidths inherent in high-power fiber and slab lasers cause random phase and intensity fluctuations occurring on sub-nanosecond time scales. We demonstrate that this presents a challenging problem when attempting to phase-lock high-power lasers. Furthermore, we show that even if instruments are developed that can precisely control the phase of high-power lasers; coherent combining is problematic for DE applications. The dephasing effects of atmospheric turbulence typically encountered in DE applications will degrade the coherent properties of the beam before it reaches the target. Finally, we investigate the propagation of Bessel and Airy beams through atmospheric turbulence. It has been proposed that these quasi-non-diffracting beams could be resistant to the effects of atmospheric turbulence. However, we find that atmospheric turbulence disrupts the quasi-non-diffracting nature of Bessel and Airy beams when the transverse coherence length nears the initial aperture diameter or diagonal respectively. The turbulence induced transverse phase distortion limits the effectiveness of Bessel and Airy beams for applications requiring propagation over long distances in the turbulent atmosphere.