Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.

We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation is a Metropolis-Hastings method for the time series of state variables based on sequential approximation of filtering and smoothing densities using normal mixtures. These mixtures are propagated through the non-linearities using an accurate, local mixture approximation method, and we use a regenerating procedure to deal with potential degeneracy of mixture components. This provides accurate, direct approximations to sequential filtering and retrospective smoothing distributions, and hence a useful construction of global Metropolis proposal distributions for simulation of posteriors for the set of states. This analysis is embedded within a Gibbs sampler to include uncertain fixed parameters. We give an example motivated by an application in systems biology. Supplemental materials provide an example based on a stochastic volatility model as well as MATLAB code.

A finite volume approach to geometrically non-linear stress analysis

In this past decade finite volume (FV) methods have increasingly been used for the solution of solid mechanics problems. This contribution describes a cell vertex finite volume discretisation approach to the solution of geometrically nonlinear (GNL) problems. These problems, which may well have linear material properties, are subject to large deformation. This requires a distinct formulation, which is described in this paper together with the solution strategy for GNL problem. The competitive performance for this procedure against the conventional finite element (FE) formulation is illustrated for a three dimensional axially loaded column.

A vertex-based finite volume method applied to non-linear material problems in computational solid mechanics

A vertex-based finite volume (FV) method is presented for the computational solution of quasi-static solid mechanics problems involving material non-linearity and infinitesimal strains. The problems are analysed numerically with fully unstructured meshes that consist of a variety of two- and threedimensional element types. A detailed comparison between the vertex-based FV and the standard Galerkin FE methods is provided with regard to discretization, solution accuracy and computational efficiency. For some problem classes a direct equivalence of the two methods is demonstrated, both theoretically and numerically. However, for other problems some interesting advantages and disadvantages of the FV formulation over the Galerkin FE method are highlighted.

General Harris regularity criterion for non-linear Markov branching processes

We extend the Harris regularity condition for ordinary Markov branching process to a more general case of non-linear Markov branching process. A regularity criterion which is very easy to check is obtained. In particular, we prove that a super-linear Markov branching process is regular if and only if the per capita offspring mean is less than or equal to I while a sub-linear Markov branching process is regular if the per capita offspring mean is finite. The Harris regularity condition then becomes a special case of our criterion.

Efficient Non-Linear Idealisations of Aircraft Fuselage Panels in Compression

Aircraft fuselages are complex assemblies of thousands of components and as a result simulation models are highly idealised. In the typical design process, a coarse FE model is used to determine loads within the structure. The size of the model and number of load cases necessitates that only linear static behaviour is considered. This paper reports on the development of a modelling approach to increase the accuracy of the global model, accounting for variations in stiffness due to non-linear structural behaviour. The strategy is based on representing a fuselage sub-section with a single non-linear element. Large portions of fuselage structure are represented by connecting these non-linear elements together to form a framework. The non-linear models are very efficient, reducing computational time significantly

Non-linear conductance of disordered quantum wires

The self-consistent electron potential in a current-carrying disordered quantum wire is spatially inhomogeneous due to the formation of resistivity dipoles across scattering centres. In this paper it is argued that these inhomogeneities in the potential result in a suppression of the differential conductance of such a wire at finite applied voltage. A semi-classical argument allows this suppression, quadratic in the voltage, to be related directly to the amount of intrinsic defect scattering in the wire. This result is then tested against numerical calculations.