Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

Estimating successive pK(a) values of polyprotic acids from ab initio molecular dynamics using metadynamics: the dissociation of phthalic acid and its isomers

Estimation of the dissociation constant, or pK(a), of weak acids continues to be a central goal in theoretical chemistry. Here we show that ab initio Car-Parrinello molecular dynamics simulations in conjunction with metadynamics calculations of the free energy profile of the dissociation reaction can provide reasonable estimates of the successive pK(a) values of polyprotic acids. We use the distance-dependent coordination number of the protons bound to the hydroxyl oxygen of the carboxylic group as the collective variable to explore the free energy profile of the dissociation process. Water molecules, sufficient to complete three hydration shells surrounding the acid molecule, were included explicitly in the computation procedure. Two distinct minima corresponding to the dissociated and un-dissociated states of the acid are observed and the difference in their free energy values provides the estimate for pK(a), the acid dissociation constant. We show that the method predicts the pK(a) value of benzoic acid in good agreement with experiment and then show using phthalic acid (benzene dicarboxylic acid) as a test system that both the first and second pK(a) values as well, as the subtle difference in their values for different isomers can be predicted in reasonable agreement with experimental data.

Maximum likelihood analysis of multi-stress accelerated life test data of series systems with competing log-normal causes of failure

This article presents frequentist inference of accelerated life test data of series systems with independent log-normal component lifetimes. The means of the component log-lifetimes are assumed to depend on the stress variables through a linear stress translation function that can accommodate the standard stress translation functions in the literature. An expectation-maximization algorithm is developed to obtain the maximum likelihood estimates of model parameters. The maximum likelihood estimates are then further refined by bootstrap, which is also used to infer about the component and system reliability metrics at usage stresses. The developed methodology is illustrated by analyzing a real as well as a simulated dataset. A simulation study is also carried out to judge the effectiveness of the bootstrap. It is found that in this model, application of bootstrap results in significant improvement over the simple maximum likelihood estimates.

Ab Initio Molecular Dynamics Simulations of Amino Acids in Aqueous Solutions: Estimating pK(a) Values from Metadynamics Sampling

Changes in the protonation and deprotonation of amino acid residues in proteins play a key role in many biological processes and pathways. Here, we report calculations of the free-energy profile for the protonation deprotonation reaction of the 20 canonical alpha amino acids in aqueous solutions using ab initio Car-Parrinello molecular dynamics simulations coupled with metad-ynamics sampling. We show here that the calculated change in free energy of the dissociation reaction provides estimates of the multiple pK(a) values of the amino acids that are in good agreement with experiment. We use the bond-length-dependent number of the protons coordinated to the hydroxyl oxygen of the carboxylic and the amine groups as the collective variables to explore the free-energy profiles of the Bronsted acid-base chemistry of amino acids in aqueous solutions. We ensure that the amino acid undergoing dissociation is solvated by at least three hydrations shells with all water molecules included in the simulations. The method works equally well for amino acids with neutral, acidic and basic side chains and provides estimates of the multiple pK(a) values with a mean relative error, with respect to experimental results, of 0.2 pK(a) units.

On the control of rapidly rotating convection by an axially varying magnetic field

The magnetic field in rapidly rotating dynamos is spatially inhomogeneous. The axial variation of the magnetic field is of particular importance because tall columnar vortices aligned with the rotation axis form at the onset of convection. The classical picture of magnetoconvection with constant or axially varying magnetic fields is that the Rayleigh number and wavenumber at onset decrease appreciably from their non-magnetic values. Nonlinear dynamo simulations show that the axial lengthscale of the self-generated azimuthal magnetic field becomes progressively smaller as we move towards a rapidly rotating regime. With a small-scale field, however, the magnetic control of convection is different from that in previous studies with a uniform or large-scale field. This study looks at the competing viscous and magnetic mode instabilities when the Ekman number E (ratio of viscous to Coriolis forces) is small. As the applied magnetic field strength (measured by the Elsasser number Lambda) increases, the critical Rayleigh number for onset of convection initially increases in a viscous branch, reaches an apex where both viscous and magnetic instabilities co-exist, and then falls in the magnetic branch. The magnetic mode of onset is notable for its dramatic suppression of convection in the bulk of the fluid layer where the field is weak. The viscous-magnetic mode transition occurs at Lambda similar to 1, which implies that small-scale convection can exist at field strengths higher than previously thought. In spherical shell dynamos with basal heating, convection near the tangent cylinder is likely to be in the magnetic mode. The wavenumber of convection is only slightly reduced by the self-generated magnetic field at Lambda similar to 1, in agreement with previous planetary dynamo models. The back reaction of the magnetic field on the flow is, however, visible in the difference in kinetic helicity between cyclonic and anticyclonic vortices.

Endogenous Formation of Competing Partnership with Moral Hazard

Published as an article in: Games and Economic Behavior, 2003, vol. 44, issue 1, pages 183-194.

Values of inland fisheries in the Mekong river basin

Asia has the most productive inland fisheries in the world. The fishery sector contributes significantly to the national economies of the region. Inland fisheries also improve food security by providing a source of protein and a livelihood for millions of people in this part of the world, especially the rural poor. The purpose of this report is to provide information on the biological, economic, social and cultural values of river fisheries in the Lower Mekong Basin, and to identify the main impacts of environmental changes on these values. A review of fisheries-related literature, including project reports and gray literature, was undertaken. More than 800 documents were reviewed, and original information was extracted from 270 of them. The analysis identified a large number of localized studies leading to generic conclusions. The report addresses the basin wide issues and studies. It is then organized by nation, namely, the Chinese province of Yunnan, then Laos, Thailand, Cambodia and Vietnam. It first gives an overview of each country’s economic, fisheries and social situation, then details the values documented for river fisheries in each country.

Democratic Values Transmission

This study addresses the issue of intergenerational transmission of democratic values embedded in social choice rules. We focus on a few rules which have been the focus of social choice theory: plurality, plurality with a runoff, majoritarian compromise, social compromise and Borda rule. We confront subjects with preferences profiles of a hypothetical electorate over a set of four alternatives. Different rules produce different outcomes and subjects decide which alternative should be chosen for the society whose preference profile is shown. We elicit each subject's preferences over rules and his/her parents' and check whether there is any relationship; 186 students and their parents attended the sessions at Istanbul Bilgi University. Overall, we find support for the hypothesis of parental transmission of democratic values and gender differences in the transmitted rule.

Study of the origins of toughness in amorphous metals

Amorphous metals that form fully glassy parts over a few millimeters in thickness are still relatively new materials. Their glassy structure gives them particularly high strengths, high yield strains, high hardness values, high resilience, and low damping losses, but this can also result in an extremely low tolerance to the presence of flaws in the material. Since this glassy structure lacks the ordered crystal structure, it also lacks the crystalline defect (dislocations) that provides the micromechanism of toughening and flaw insensitivity in conventional metals. Without a sufficient and reliable toughness that results in a large tolerance of damage in the material, metallic glasses will struggle to be adopted commercially. Here, we identify the origin of toughness in metallic glass as the competition between the intrinsic toughening mechanism of shear banding ahead of a crack and crack propagation by the cavitation of the liquid inside the shear bands. We present a detailed study over the first three chapters mainly focusing on the process of shear banding; its crucial role in giving rise to one of the most damage-tolerant materials known, its extreme sensitivity to the configurational state of a glass with moderate toughness, and how the configurational state can be changed with the addition of minor elements. The last chapter is a novel investigation into the cavitation barrier in glass-forming liquids, the competing process to shear banding. The combination of our results represents an increased understanding of the major influences on the fracture toughness of metallic glasses and thus provides a path for the improvement and development of tougher metallic glasses.

Optimal scaling in ductile fracture

This work is concerned with the derivation of optimal scaling laws, in the sense of matching lower and upper bounds on the energy, for a solid undergoing ductile fracture. The specific problem considered concerns a material sample in the form of an infinite slab of finite thickness subjected to prescribed opening displacements on its two surfaces. The solid is assumed to obey deformation-theory of plasticity and, in order to further simplify the analysis, we assume isotropic rigid-plastic deformations with zero plastic spin. When hardening exponents are given values consistent with observation, the energy is found to exhibit sublinear growth. We regularize the energy through the addition of nonlocal energy terms of the strain-gradient plasticity type. This nonlocal regularization has the effect of introducing an intrinsic length scale into the energy. We also put forth a physical argument that identifies the intrinsic length and suggests a linear growth of the nonlocal energy. Under these assumptions, ductile fracture emerges as the net result of two competing effects: whereas the sublinear growth of the local energy promotes localization of deformation to failure planes, the nonlocal regularization stabilizes this process, thus resulting in an orderly progression towards failure and a well-defined specific fracture energy. The optimal scaling laws derived here show that ductile fracture results from localization of deformations to void sheets, and that it requires a well-defined energy per unit fracture area. In particular, fractal modes of fracture are ruled out under the assumptions of the analysis. The optimal scaling laws additionally show that ductile fracture is cohesive in nature, i.e., it obeys a well-defined relation between tractions and opening displacements. Finally, the scaling laws supply a link between micromechanical properties and macroscopic fracture properties. In particular, they reveal the relative roles that surface energy and microplasticity play as contributors to the specific fracture energy of the material. Next, we present an experimental assessment of the optimal scaling laws. We show that when the specific fracture energy is renormalized in a manner suggested by the optimal scaling laws, the data falls within the bounds predicted by the analysis and, moreover, they ostensibly collapse---with allowances made for experimental scatter---on a master curve dependent on the hardening exponent, but otherwise material independent.

Competing Ecosystem services: an Assessment of Carbon and timber in the Tropical forests of Central America

4 p.