A bayesian probabilistic approach to structural health monitoring

A Bayesian probabilistic methodology for on-line structural health monitoring which addresses the issue of parameter uncertainty inherent in problem is presented. The method uses modal parameters for a limited number of modes identified from measurements taken at a restricted number of degrees of freedom of a structure as the measured structural data. The application presented uses a linear structural model whose stiffness matrix is parameterized to develop a class of possible models. Within the Bayesian framework, a joint probability density function (PDF) for the model stiffness parameters given the measured modal data is determined. Using this PDF, the marginal PDF of the stiffness parameter for each substructure given the data can be calculated.

Monitoring the health of a structure using these marginal PDFs involves two steps. First, the marginal PDF for each model parameter given modal data from the undamaged structure is found. The structure is then periodically monitored and updated marginal PDFs are determined. A measure of the difference between the calibrated and current marginal PDFs is used as a means to characterize the health of the structure. A procedure for interpreting the measure for use by an expert system in on-line monitoring is also introduced.

The probabilistic framework is developed in order to address the model parameter uncertainty issue inherent in the health monitoring problem. To illustrate this issue, consider a very simplified deterministic structural health monitoring method. In such an approach, the model parameters which minimize an error measure between the measured and model modal values would be used as the "best" model of the structure. Changes between the model parameters identified using modal data from the undamaged structure and subsequent modal data would be used to find the existence, location and degree of damage. Due to measurement noise, limited modal information, and model error, the "best" model parameters might vary from one modal dataset to the next without any damage present in the structure. Thus, difficulties would arise in separating normal variations in the identified model parameters based on limitations of the identification method and variations due to true change in the structure. The Bayesian framework described in this work provides a means to handle this parametric uncertainty.

The probabilistic health monitoring method is applied to simulated data and laboratory data. The results of these tests are presented.

On the Role of Delays in Biological Systems : Analysis and Design

This work quantifies the nature of delays in genetic regulatory networks and their effect on system dynamics. It is known that a time lag can emerge from a sequence of biochemical reactions. Applying this modeling framework to the protein production processes, delay distributions are derived in a stochastic (probability density function) and deterministic setting (impulse function), whilst being shown to be equivalent under different assumptions. The dependence of the distribution properties on rate constants, gene length, and time-varying temperatures is investigated. Overall, the distribution of the delay in the context of protein production processes is shown to be highly dependent on the size of the genes and mRNA strands as well as the reaction rates. Results suggest longer genes have delay distributions with a smaller relative variance, and hence, less uncertainty in the completion times, however, they lead to larger delays. On the other hand large uncertainties may actually play a positive role, as broader distributions can lead to larger stability regions when this formalization of the protein production delays is incorporated into a feedback system.

Furthermore, evidence suggests that delays may play a role as an explicit design into existing controlling mechanisms. Accordingly, the reccurring dual-feedback motif is also investigated with delays incorporated into the feedback channels. The dual-delayed feedback is shown to have stabilizing effects through a control theoretic approach. Lastly, a distributed delay based controller design method is proposed as a potential design tool. In a preliminary study, the dual-delayed feedback system re-emerges as an effective controller design.

Generalizations and extensions of the Fokker-Planck-Kolmogorov equations

The problem of determining probability density functions of general transformations of random processes is considered in this thesis. A method of solution is developed in which partial differential equations satisfied by the unknown density function are derived. These partial differential equations are interpreted as generalized forms of the classical Fokker-Planck-Kolmogorov equations and are shown to imply the classical equations for certain classes of Markov processes. Extensions of the generalized equations which overcome degeneracy occurring in the steady-state case are also obtained.

The equations of Darling and Siegert are derived as special cases of the generalized equations thereby providing unity to two previously existing theories. A technique for treating non-Markov processes by studying closely related Markov processes is proposed and is seen to yield the Darling and Siegert equations directly from the classical Fokker-Planck-Kolmogorov equations.

As illustrations of their applicability, the generalized Fokker-Planck-Kolmogorov equations are presented for certain joint probability density functions associated with the linear filter. These equations are solved for the density of the output of an arbitrary linear filter excited by Markov Gaussian noise and for the density of the output of an RC filter excited by the Poisson square wave. This latter density is also found by using the extensions of the generalized equations mentioned above. Finally, some new approaches for finding the output probability density function of an RC filter-limiter-RC filter system driven by white Gaussian noise are included. The results in this case exhibit the data required for complete solution and clearly illustrate some of the mathematical difficulties inherent to the use of the generalized equations.

I. Baryon-antibaryon phase transition at high temperature. II. Inclusive virtual photon-hadron reactions in the parton model

Part I

Present experimental data on nucleon-antinucleon scattering allow a study of the possibility of a phase transition in a nucleon-antinucleon gas at high temperature. Estimates can be made of the general behavior of the elastic phase shifts without resorting to theoretical derivation. A phase transition which separates nucleons from antinucleons is found at about 280 MeV in the approximation of the second virial coefficient to the free energy of the gas.

Part II

The parton model is used to derive scaling laws for the hadrons observed in deep inelastic electron-nucleon scattering which lie in the fragmentation region of the virtual photon. Scaling relations are obtained in the Bjorken and Regge regions. It is proposed that the distribution functions become independent of both q² and ν where the Bjorken and Regge regions overlap. The quark density functions are discussed in the limit x→1 for the nucleon octet and the pseudoscalar mesons. Under certain plausible assumptions it is found that only one or two quarks of the six types of quarks and antiquarks have an appreciable density function in the limit x→1. This has implications for the quark fragmentation functions near the large momentum boundary of their fragmentation region. These results are used to propose a method of measuring the proton and neutron quark density functions for all x by making measurements on inclusively produced hadrons in electroproduction only. Implications are also discussed for the hadrons produced in electron-positron annihilation.

Designing MPC controllers by reverse-engineering existing LTI controllers

This technical report presents a method for designing a constrained output-feedback model predictive controller (MPC) that behaves in the same way as an existing baseline stabilising linear time invariant output-feedback controller when constraints are inactive. The baseline controller is cast into an observer-compensator form and an inverse-optimal cost function is used as the basis of the MPC controller. The available degrees of design freedom are explored, and some guidelines provided for the selection of an appropriate observer-compensator realisation that will best allow exploitation of the constraint-handling and redundancy management capabilities of MPC. Consideration is given to output setpoint tracking, and the method is demonstrated with three different multivariable plants of varying complexity.

Three-dimensional direct numerical simulations of autoignition in turbulent non-premixed flows with simple and complex chemistry

3D Direct Numerical Simulations (DNS) of autoignition in turbulent non-premixed flows between fuel and hotter air have been carried out using both 1-step and complex chemistry consisting of a 22 species n-heptane mechanism to investigate spontaneous ignition timing and location. The simple chemistry results showed that the previous findings from 2D DNS that ignition occurred at the most reactive mixture fraction (ξMR) and at small values of the conditional scalar dissipation rate (N|ξMR) are valid also for 3D turbulent mixing fields. Performing the same simulation many times with different realizations of the initial velocity field resulted in a very narrow statistical distribution of ignition delay time, consistent with a previous conjecture that the first appearance of ignition is correlated with the low-N content of the conditional probability density function of N. The simulations with complex chemistry for conditions outside the Negative Temperature Coefficient (NTC) regime show behaviour similar to the single-step chemistry simulations. However, in the NTC regime, the most reactive mixture fraction is very rich and ignition seems to occur at high values of scalar dissipation. Copyright © 2006 by ASME.

Effects of turbulent reynolds number on the displacement speed statistics in the thin reaction zones regime of turbulent premixed combustion

The effects of turbulent Reynolds number on the statistical behaviour of the displacement speed have been studied using three-dimensional Direct Numerical Simulation of statistically planar turbulent premixed flames. The probability of finding negative values of the displacement speed is found to increase with increasing turbulent Reynolds number when the Damkhler number is held constant. It has been shown that the statistical behaviour of the Surface Density Function, and its strain rate and curvature dependence, plays a key role in determining the response of the different components of displacement speed. Increasing the turbulent Reynolds number is shown to reduce the strength of the correlations between tangential strain rate and dilatation rate with curvature, although the qualitative nature of the correlations remains unaffected. The dependence of displacement speed on strain rate and curvature is found to weaken with increasing turbulent Reynolds number when either Damkhler or Karlovitz number is held constant, but the qualitative nature of the correlation remains unaltered. The implications of turbulent Reynolds number effects in the context of Flame Surface Density (FSD) modelling have also been addressed, with emphasis on the influence of displacement speed on the curvature and propagation terms in the FSD balance equation. © 2011 Nilanjan Chakraborty et al.

Verifying stability of approximate explicit MPC

Several authors have proposed algorithms for approximate explicit MPC [1],[2],[3]. These algorithms have in common that they develop a stability criterion for approximate explicit MPC that require the approximate cost function to be within a certain distance from the optimal cost function. In this paper, stability is instead ascertained by considering only the cost function of the approximate MPC. If a region of the state space is found where the cost function is not decreasing, this indicates that an improved approximation (to the optimal control) is required in that region. If the approximate cost function is decreasing everywhere, no further refinement of the approximate MPC is necessary, since stability is guaranteed. ©2009 IEEE.

Response probability distribution of built-up vibro-acoustic systems

The vibro-acoustic response of built-up structures, consisting of stiff components with low modal density and flexible components with high modal density, is sensitive to small imperfections in the flexible components. In this paper, the uncertainty of the response is considered by modeling the low modal density master system as deterministic and the high modal density subsystems in a nonparametric stochastic way, i.e., carrying a diffuse wave field, and by subsequently computing the response probability density function. The master system's mean squared response amplitude follows a singular noncentral complex Wishart distribution conditional on the subsystem energies. For a single degree of freedom, this is equivalent to a chi-square or an exponential distribution, depending on the loading conditions. The subsystem energies follow approximately a chi-square distribution when their relative variance is smaller than unity. The results are validated by application to plate structures, and good agreement with Monte Carlo simulations is found. © 2012 Acoustical Society of America.

The structure of turbulent stratified and premixed methane/air flames I: Non-swirling flows

A series of flames in a turbulent methane/air stratified swirl burner is presented. The degree of stratification and swirl are systematically varied to generate a matrix of experimental conditions, allowing their separate and combined effects to be investigated. Non-swirling flows are considered in the present paper, and the effects of swirl are considered in a companion paper (Part II). A mean equivalence ratio of φ=0.75 is used, with φ for the highest level of stratification spanning 0.375-1.125. The burner features a central bluff-body to aid flame stabilization, and the influence of the induced recirculation zone is also considered. The current work focuses on non-swirling flows where two-component particle image velocimetry (PIV) measurements are sufficient to characterize the main features of the flow field. Scalar data obtained from Rayleigh/Raman/CO laser induced fluorescence (CO-LIF) line measurements at 103μm resolution allow the behavior of key combustion species-CH 4, CO 2, CO, H 2, H 2O and O 2-to be probed within the instantaneous flame front. Simultaneous cross-planar OH-PLIF is used to determine the orientation of the instantaneous flame normal in the scalar measurement window, allowing gradients in temperature and progress variable to be angle corrected to their three dimensional values. The relationship between curvature and flame thickness is investigated using the OH-PLIF images, as well as the effect of stratification on curvature.The main findings are that the behavior of the key combustion species in temperature space is well captured on the mean by laminar flame calculations regardless of the level of stratification. H 2 and CO are significant exceptions, both appearing at elevated levels in the stratified flames. Values for surface density function and by extension thermal scalar dissipation rate are found to be substantially lower than laminar values, as the thickening of the flame due to turbulence dominates the effect of increased strain. These findings hold for both premixed and stratified flames. The current series of flames is proposed as an interesting if challenging set of test cases for existing and emerging turbulent flame models, and data are available on request. © 2012 The Combustion Institute.

The structure of turbulent stratified and premixed methane/air flames II: Swirling flows

Experimental results are presented from a series of turbulent methane/air stratified flames stabilized on a swirl burner. Nine operating conditions are considered, systematically varying the level of stratification and swirl while maintaining a lean global mean equivalence ratio of φ̄=0.75. Scalar data are obtained from Rayleigh/Raman/CO laser induced fluorescence (CO-LIF) line measurements at 103μm resolution, allowing the behavior of the major combustion species-CH 4, CO 2, CO, H 2, H 2O and O 2-to be probed within the instantaneous flame front. The corresponding three-dimensional surface density function and thermal scalar dissipation rate are investigated, along with geometric characteristics of the flame such as curvature and flame thickness. Hydrogen and carbon monoxide levels within the flame brush are raised by stratification, indicating models with laminar premixed flame chemistry may not be suitable for stratified flames. However, flame surface density, scalar dissipation and curvature all appear insensitive to the degree of stratification in the flames surveyed. © 2012 The Combustion Institute.

On representing chemical environments

We review some recently published methods to represent atomic neighbourhood environments, and analyse their relative merits in terms of their faithfulness and suitability for fitting potential energy surfaces. The crucial properties that such representations (sometimes called descriptors) must have are differentiability with respect to moving the atoms, and invariance to the basic symmetries of physics: rotation, reflection, translation, and permutation of atoms of the same species. We demonstrate that certain widely used descriptors that initially look quite different are specific cases of a general approach, in which a finite set of basis functions with increasing angular wave numbers are used to expand the atomic neighbourhood density function. Using the example system of small clusters, we quantitatively show that this expansion needs to be carried to higher and higher wave numbers as the number of neighbours increases in order to obtain a faithful representation, and that variants of the descriptors converge at very different rates. We also propose an altogether new approach, called Smooth Overlap of Atomic Positions (SOAP), that sidesteps these difficulties by directly defining the similarity between any two neighbourhood environments, and show that it is still closely connected to the invariant descriptors. We test the performance of the various representations by fitting models to the potential energy surface of small silicon clusters and the bulk crystal.

A presumed joint pdf model for turbulent combustion with varying equivalence ratio

Modeling of the joint probability density function of the mixture fraction and progress variable with a given covariance value is studied. This modeling is validated using experimental and direct numerical simulation (DNS) data. A very good agreement with experimental data of turbulent stratified flames and DNS data of a lifted hydrogen jet flame is obtained. The effect of using this joint pdf modeling to calculate the mean reaction rate with a flamelet closure in Reynolds averaged Navier-Stokes (RANS) calculation of stratified flames is studied. The covariance effect is observed to be large within the flame brush. The results obtained from RANS calculations using this modeling for stratified jet- and rod-stabilized V-flames are discussed and compared to the measurements as a posteriori validation for the joint probability density function model with the flamelet closure. The agreement between the computed and measured values of flame and turbulence quantities is found to be good. © 2012 Copyright Taylor and Francis Group, LLC.

Gaussian Process Vine Copulas for Multivariate Dependence

Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of these conditional bivariate copulas is independent from its conditioning variables. In this paper, we relax this assumption by discovering the latent functions that specify the shape of a conditional copula given its conditioning variables We learn these functions by following a Bayesian approach based on sparse Gaussian processes with expectation propagation for scalable, approximate inference. Experiments on real-world datasets show that, when modeling all conditional dependencies, we obtain better estimates of the underlying copula of the data.

On the applicability of the lognormal distribution in random dynamical systems

This paper is concerned with the probability density function of the energy of a random dynamical system subjected to harmonic excitation. It is shown that if the natural frequencies and mode shapes of the system conform to the Gaussian Orthogonal Ensemble, then under common types of loading the distribution of the energy of the response is approximately lognormal, providing the modal overlap factor is high (typically greater than two). In contrast, it is shown that the response of a system with Poisson natural frequencies is not approximately lognormal. Numerical simulations are conducted on a plate system to validate the theoretical findings and good agreement is obtained. Simulations are also conducted on a system made from two plates connected with rotational springs to demonstrate that the theoretical findings can be extended to a built-up system. The work provides a theoretical justification of the commonly used empirical practice of assuming that the energy response of a random system is lognormal.