Statistical mechanics approaches to granular media: between micromechanics and macromechanics

The mechanical behavior of granular materials has been traditionally approached through two theoretical and computational frameworks: macromechanics and micromechanics. Macromechanics focuses on continuum based models. In consequence it is assumed that the matter in the granular material is homogeneous and continuously distributed over its volume so that the smallest element cut from the body possesses the same physical properties as the body. In particular, it has some equivalent mechanical properties, represented by complex and non-linear constitutive relationships. Engineering problems are usually solved using computational methods such as FEM or FDM. On the other hand, micromechanics is the analysis of heterogeneous materials on the level of their individual constituents. In granular materials, if the properties of particles are known, a micromechanical approach can lead to a predictive response of the whole heterogeneous material. Two classes of numerical techniques can be differentiated: computational micromechanics, which consists on applying continuum mechanics on each of the phases of a representative volume element and then solving numerically the equations, and atomistic methods (DEM), which consist on applying rigid body dynamics together with interaction potentials to the particles. Statistical mechanics approaches arise between micro and macromechanics. It tries to state which the expected macroscopic properties of a granular system are, by starting from a micromechanical analysis of the features of the particles and the interactions. The main objective of this paper is to introduce this approach.

Modelling the dynamics of genetic algorithms using statistical mechanics

A formalism for modelling the dynamics of Genetic Algorithms (GAs) using methods from statistical mechanics, originally due to Prugel-Bennett and Shapiro, is reviewed, generalized and improved upon. This formalism can be used to predict the averaged trajectory of macroscopic statistics describing the GA's population. These macroscopics are chosen to average well between runs, so that fluctuations from mean behaviour can often be neglected. Where necessary, non-trivial terms are determined by assuming maximum entropy with constraints on known macroscopics. Problems of realistic size are described in compact form and finite population effects are included, often proving to be of fundamental importance. The macroscopics used here are cumulants of an appropriate quantity within the population and the mean correlation (Hamming distance) within the population. Including the correlation as an explicit macroscopic provides a significant improvement over the original formulation. The formalism is applied to a number of simple optimization problems in order to determine its predictive power and to gain insight into GA dynamics. Problems which are most amenable to analysis come from the class where alleles within the genotype contribute additively to the phenotype. This class can be treated with some generality, including problems with inhomogeneous contributions from each site, non-linear or noisy fitness measures, simple diploid representations and temporally varying fitness. The results can also be applied to a simple learning problem, generalization in a binary perceptron, and a limit is identified for which the optimal training batch size can be determined for this problem. The theory is compared to averaged results from a real GA in each case, showing excellent agreement if the maximum entropy principle holds. Some situations where this approximation brakes down are identified. In order to fully test the formalism, an attempt is made on the strong sc np-hard problem of storing random patterns in a binary perceptron. Here, the relationship between the genotype and phenotype (training error) is strongly non-linear. Mutation is modelled under the assumption that perceptron configurations are typical of perceptrons with a given training error. Unfortunately, this assumption does not provide a good approximation in general. It is conjectured that perceptron configurations would have to be constrained by other statistics in order to accurately model mutation for this problem. Issues arising from this study are discussed in conclusion and some possible areas of further research are outlined.

On the annealed VC entropy for margin classifiers: A statistical mechanics study

Using techniques from Statistical Physics, the annealed VC entropy for hyperplanes in high dimensional spaces is calculated as a function of the margin for a spherical Gaussian distribution of inputs.

Statistical mechanics of low-density parity check error-correcting codes over Galois fields

A variation of low-density parity check (LDPC) error-correcting codes defined over Galois fields (GF(q)) is investigated using statistical physics. A code of this type is characterised by a sparse random parity check matrix composed of C non-zero elements per column. We examine the dependence of the code performance on the value of q, for finite and infinite C values, both in terms of the thermodynamical transition point and the practical decoding phase characterised by the existence of a unique (ferromagnetic) solution. We find different q-dependence in the cases of C = 2 and C ≥ 3; the analytical solutions are in agreement with simulation results, providing a quantitative measure to the improvement in performance obtained using non-binary alphabets.

Sparsely spread CDMA - A statistical mechanics-based analysis

Sparse code division multiple access (CDMA), a variation on the standard CDMA method in which the spreading (signature) matrix contains only a relatively small number of nonzero elements, is presented and analysed using methods of statistical physics. The analysis provides results on the performance of maximum likelihood decoding for sparse spreading codes in the large system limit. We present results for both cases of regular and irregular spreading matrices for the binary additive white Gaussian noise channel (BIAWGN) with a comparison to the canonical (dense) random spreading code. © 2007 IOP Publishing Ltd.

Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Probability analysis of machine angle stability with non-gaussian wind power input

The security of power transfer across a given transmission link is typically a steady state assessment. This paper develops tools to assess machine angle stability as affected by a combination of faults and uncertainty of wind power using probability analysis. The paper elaborates on the development of the theoretical assessment tool and demonstrates its efficacy using single machine infinite bus system.

Charged-soliton excitations in statistical mechanics

A method is developed for demonstrating how solitons with some internal periodic motion may emerge as elementary excitations in the statistical mechanics of field systems. The procedure is demonstrated in the context of complex scalar fields which can, for appropriate choices of the Lagrangian, yield charge-carrying solitons with such internal motion. The derivation uses the techniques of the steepest-descent method for functional integrals. It is shown that, despite the constraint of some fixed total charge, a gaslike excitation of such charged solitons does emerge.

Non-Gaussian Cosmological Perturbations from Hybrid Inflation and Preheating

This thesis consists of four research papers and an introduction providing some background. The structure in the universe is generally considered to originate from quantum fluctuations in the very early universe. The standard lore of cosmology states that the primordial perturbations are almost scale-invariant, adiabatic, and Gaussian. A snapshot of the structure from the time when the universe became transparent can be seen in the cosmic microwave background (CMB). For a long time mainly the power spectrum of the CMB temperature fluctuations has been used to obtain observational constraints, especially on deviations from scale-invariance and pure adiabacity. Non-Gaussian perturbations provide a novel and very promising way to test theoretical predictions. They probe beyond the power spectrum, or two point correlator, since non-Gaussianity involves higher order statistics. The thesis concentrates on the non-Gaussian perturbations arising in several situations involving two scalar fields, namely, hybrid inflation and various forms of preheating. First we go through some basic concepts -- such as the cosmological inflation, reheating and preheating, and the role of scalar fields during inflation -- which are necessary for the understanding of the research papers. We also review the standard linear cosmological perturbation theory. The second order perturbation theory formalism for two scalar fields is developed. We explain what is meant by non-Gaussian perturbations, and discuss some difficulties in parametrisation and observation. In particular, we concentrate on the nonlinearity parameter. The prospects of observing non-Gaussianity are briefly discussed. We apply the formalism and calculate the evolution of the second order curvature perturbation during hybrid inflation. We estimate the amount of non-Gaussianity in the model and find that there is a possibility for an observational effect. The non-Gaussianity arising in preheating is also studied. We find that the level produced by the simplest model of instant preheating is insignificant, whereas standard preheating with parametric resonance as well as tachyonic preheating are prone to easily saturate and even exceed the observational limits. We also mention other approaches to the study of primordial non-Gaussianities, which differ from the perturbation theory method chosen in the thesis work.

Free turbulent shear layer in a point vortex gas as a problem in nonequilibrium statistical mechanics

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference Delta U across it, statistically homogeneous in the streamwise direction (x) and evolving from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain L x +/-infinity. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a ``vortex gas'' comprising N point vortices of the same strength (gamma = L Delta U/N) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to 32 000 vortices, with ensemble averages evaluated over up to 10(3) realizations and integration over 10(4)L/Delta U. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of L/Delta U. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via ``violent'' and ``slow'' relaxations P.-H. Chavanis, Physica A 391, 3657 (2012)], over flow time scales of order 10(2) and 10(4)L/Delta U, respectively (for N = 400). The final state involves a single structure that stochastically samples the domain, possibly constituting a ``relative equilibrium.'' The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter lambda close to -1). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is 0.0166 +/- 0.0002 times Delta U. Regime II, extensively studied in the turbulent shear flow literature as a self-similar ``equilibrium'' state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term ``explosive'' as it lasts less than one L/Delta U. Regime II also exhibits significant values of N-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as O(1/N) cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers J. Sommeria, C. Staquet, and R. Robert, J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Three-dimensional localization of multiple acoustic sources in shallow ocean with non-Gaussian noise

In this paper, a low-complexity algorithm SAGE-USL is presented for 3-dimensional (3-D) localization of multiple acoustic sources in a shallow ocean with non-Gaussian ambient noise, using a vertical and a horizontal linear array of sensors. In the proposed method, noise is modeled as a Gaussian mixture. Initial estimates of the unknown parameters (source coordinates, signal waveforms and noise parameters) are obtained by known/conventional methods, and a generalized expectation maximization algorithm is used to update the initial estimates iteratively. Simulation results indicate that convergence is reached in a small number of (<= 10) iterations. Initialization requires one 2-D search and one 1-D search, and the iterative updates require a sequence of 1-D searches. Therefore the computational complexity of the SAGE-USL algorithm is lower than that of conventional techniques such as 3-D MUSIC by several orders of magnitude. We also derive the Cramer-Rao Bound (CRB) for 3-D localization of multiple sources in a range-independent ocean. Simulation results are presented to show that the root-mean-square localization errors of SAGE-USL are close to the corresponding CRBs and significantly lower than those of 3-D MUSIC. (C) 2014 Elsevier Inc. All rights reserved.