Integration of local-scale hydrological and regional-scale geophysical based on a nonlinear Bayesian sequential simulation approach

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the regional scale represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed a downscaling procedure based on a non-linear Bayesian sequential simulation approach. The basic objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity, which is available throughout the model space. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariate kernel density function. This method is then applied to the stochastic integration of low-resolution, re- gional-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities. Finally, the overall viability of this downscaling approach is tested and verified by performing and comparing flow and transport simulation through the original and the downscaled hydraulic conductivity fields. Our results indicate that the proposed procedure does indeed allow for obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

Nonlinear analysis of human physical activity patterns in health and disease.

The reliable and objective assessment of chronic disease state has been and still is a very significant challenge in clinical medicine. An essential feature of human behavior related to the health status, the functional capacity, and the quality of life is the physical activity during daily life. A common way to assess physical activity is to measure the quantity of body movement. Since human activity is controlled by various factors both extrinsic and intrinsic to the body, quantitative parameters only provide a partial assessment and do not allow for a clear distinction between normal and abnormal activity. In this paper, we propose a methodology for the analysis of human activity pattern based on the definition of different physical activity time series with the appropriate analysis methods. The temporal pattern of postures, movements, and transitions between postures was quantified using fractal analysis and symbolic dynamics statistics. The derived nonlinear metrics were able to discriminate patterns of daily activity generated from healthy and chronic pain states.

"Suddenly I get into the zone": Examining discontinuities and nonlinear changes in flow experiences at work

Work-related flow is defined as a sudden and enjoyable merging of action and awareness that represents a peak experience in the daily lives of workers. Employees" perceptions of challenge and skill and their subjective experiences in terms of enjoyment, interest and absorption were measured using the experience sampling method, yielding a total of 6981 observations from a sample of 60 employees. Linear and nonlinear approaches were applied in order to model both continuous and sudden changes. According to the R2, AICc and BIC indexes, the nonlinear dynamical systems model (i.e. cusp catastrophe model) fit the data better than the linear and logistic regression models. Likewise, the cusp catastrophe model appears to be especially powerful for modelling those cases of high levels of flow. Overall, flow represents a nonequilibrium condition that combines continuous and abrupt changes across time. Research and intervention efforts concerned with this process should focus on the variable of challenge, which, according to our study, appears to play a key role in the abrupt changes observed in work-related flow.

Dynamics of flow: a nonlinear perspective

The aims of this study are to consider the experience of flow from a nonlinear dynamics perspective. The processes and temporal nature of intrinsic motivation and flow, would suggest that flow experiences fluctuate over time in a dynamical fashion. Thus it can be argued that the potential for chaos is strong. The sample was composed of 20 employees (both full and part time) recruited from a number of different organizations and work backgrounds. The Experience Sampling Method (ESM) was used for data collection. Once obtained the temporal series, they were subjected to various analyses proper to the com- plexity theory (Visual Recurrence Analysis and Surrogate Data Analysis). Results showed that in 80% of the cases, flow presented a chaotic dynamic, in that, flow experiences delineated a complex dynamic whose patterns of change were not easy to predict. Implications of the study, its limitations and future research are discussed.

Nonlinear Pile Behavior in Integral Abutment Bridges, HR-227, Part 1, 1982

The highway departments of all fifty states were contacted to find the extent of application of integral abutment bridges, to survey the different guidelines used for analysis and design of integral abutment bridges, and to assess the performance of such bridges through the years. The variation in design assumptions and length limitations among the various states in their approach to the use of integral abutments is discussed. The problems associated with lateral displacements at the abutment, and the solutions developed by the different states for most of the ill effects of abutment movements are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure was developed and used to study piling stresses and pile-soil interaction in integral abutment bridges. The finite element idealization consists of beam-column elements with geometric and material nonlinearities for the pile and nonlinear springs for the soil. An idealized soil model (modified Ramberg-Osgood model) was introduced in this investigation to obtain the tangent stiffness of the nonlinear spring elements. Several numerical examples are presented in order to establish the reliability of the finite element model and the computer software developed. Three problems with analytical solutions were first solved and compared with theoretical solutions. A 40 ft H pile (HP 10 X 42) in six typical Iowa soils was then analyzed by first applying a horizontal displacement (to simulate bridge motion) and no rotation at the top and then applying a vertical load V incrementally until failure occurred. Based on the numerical results, the failure mechanisms were generalized to be of two types: (a) lateral type failure and (b) vertical type failure. It appears that most piles in Iowa soils (sand, soft clay and stiff clay) failed when the applied vertical load reached the ultimate soil frictional resistance (vertical type failure). In very stiff clays, however, the lateral type failure occurs before vertical type failure because the soil is sufficiently stiff to force a plastic hinge to form in the pile as the specified lateral displacement is applied. Preliminary results from this investigation showed that the vertical load-carrying capacity of H piles is not significantly affected by lateral displacements of 2 inches in soft clay, stiff clay, loose sand, medium sand and dense sand. However, in very stiff clay (average blow count of 50 from standard penetration tests), it was found that the vertical load carrying capacity of the H pile is reduced by about 50 percent for 2 inches of lateral displacement and by about 20 percent for lateral displacement of 1 inch. On the basis of the preliminary results of this investigation, the 265-feet length limitation in Iowa for integral abutment concrete bridges appears to be very conservative.

Nonlinear Finite Element Study of Piles in Integral Abutment Bridges, HR-227, Part 2, 1982

The highway departments of the states which use integral abutments in bridge design were contacted in order to study the extent of integral abutment use in skewed bridges and to survey the different guidelines used for analysis and design of integral abutments in skewed bridges. The variation in design assumptions and pile orientations among the various states in their approach to the use of integral abutments on skewed bridges is discussed. The problems associated with the treatment of the approach slab, backfill, and pile cap, and the reason for using different pile orientations are summarized in the report. An algorithm based on a state-of-the-art nonlinear finite element procedure previously developed by the authors was modified and used to study the influence of different factors on behavior of piles in integral abutment bridges. An idealized integral abutment was introduced by assuming that the pile is rigidly cast into the pile cap and that the approach slab offers no resistance to lateral thermal expansion. Passive soil and shear resistance of the cap are neglected in design. A 40-foot H pile (HP 10 X 42) in six typical Iowa soils was analyzed for fully restrained pile head and pinned pile head. According to numerical results, the maximum safe length for fully restrained pile head is one-half the maximum safe length for pinned pile head. If the pile head is partially restrained, the maximum safe length will lie between the two limits. The numerical results from an investigation of the effect of predrilled oversized holes indicate that if the length of the predrilled oversized hole is at least 4 feet below the ground, the vertical load-carrying capacity of the H pile is only reduced by 10 percent for 4 inches of lateral displacement in very stiff clay. With no predrilled oversized hole, the pile failed before the 4-inch lateral displacement was reached. Thus, the maximum safe lengths for integral abutment bridges may be increased by predrilling. Four different typical Iowa layered soils were selected and used in this investigation. In certain situations, compacted soil (> 50 blow count in standard penetration tests) is used as fill on top of natural soil. The numerical results showed that the critical conditions will depend on the length of the compacted soil. If the length of the compacted soil exceeds 4 feet, the failure mechanism for the pile is similar to one in a layer of very stiff clay. That is, the vertical load-carrying capacity of the H pile will be greatly reduced as the specified lateral displacement increases.

Stimulus statistics shape oscillations in nonlinear recurrent neural networks.

Rhythmic activity plays a central role in neural computations and brain functions ranging from homeostasis to attention, as well as in neurological and neuropsychiatric disorders. Despite this pervasiveness, little is known about the mechanisms whereby the frequency and power of oscillatory activity are modulated, and how they reflect the inputs received by neurons. Numerous studies have reported input-dependent fluctuations in peak frequency and power (as well as couplings across these features). However, it remains unresolved what mediates these spectral shifts among neural populations. Extending previous findings regarding stochastic nonlinear systems and experimental observations, we provide analytical insights regarding oscillatory responses of neural populations to stimulation from either endogenous or exogenous origins. Using a deceptively simple yet sparse and randomly connected network of neurons, we show how spiking inputs can reliably modulate the peak frequency and power expressed by synchronous neural populations without any changes in circuitry. Our results reveal that a generic, non-nonlinear and input-induced mechanism can robustly mediate these spectral fluctuations, and thus provide a framework in which inputs to the neurons bidirectionally regulate both the frequency and power expressed by synchronous populations. Theoretical and computational analysis of the ensuing spectral fluctuations was found to reflect the underlying dynamics of the input stimuli driving the neurons. Our results provide insights regarding a generic mechanism supporting spectral transitions observed across cortical networks and spanning multiple frequency bands.

Ambulatory assessment of 3D ground reaction force using plantar pressure distribution.

This study aimed to use the plantar pressure insole for estimating the three-dimensional ground reaction force (GRF) as well as the frictional torque (T(F)) during walking. Eleven subjects, six healthy and five patients with ankle disease participated in the study while wearing pressure insoles during several walking trials on a force-plate. The plantar pressure distribution was analyzed and 10 principal components of 24 regional pressure values with the stance time percentage (STP) were considered for GRF and T(F) estimation. Both linear and non-linear approximators were used for estimating the GRF and T(F) based on two learning strategies using intra-subject and inter-subjects data. The RMS error and the correlation coefficient between the approximators and the actual patterns obtained from force-plate were calculated. Our results showed better performance for non-linear approximation especially when the STP was considered as input. The least errors were observed for vertical force (4%) and anterior-posterior force (7.3%), while the medial-lateral force (11.3%) and frictional torque (14.7%) had higher errors. The result obtained for the patients showed higher error; nevertheless, when the data of the same patient were used for learning, the results were improved and in general slight differences with healthy subjects were observed. In conclusion, this study showed that ambulatory pressure insole with data normalization, an optimal choice of inputs and a well-trained nonlinear mapping function can estimate efficiently the three-dimensional ground reaction force and frictional torque in consecutive gait cycle without requiring a force-plate.

Quantitative integration of high-resolution hydrogeophysical data through Monte-Carlo-type conditional simulations

Geophysical techniques can help to bridge the inherent gap with regard to spatial resolution and the range of coverage that plagues classical hydrological methods. This has lead to the emergence of the new and rapidly growing field of hydrogeophysics. Given the differing sensitivities of various geophysical techniques to hydrologically relevant parameters and their inherent trade-off between resolution and range the fundamental usefulness of multi-method hydrogeophysical surveys for reducing uncertainties in data analysis and interpretation is widely accepted. A major challenge arising from such endeavors is the quantitative integration of the resulting vast and diverse database in order to obtain a unified model of the probed subsurface region that is internally consistent with all available data. To address this problem, we have developed a strategy towards hydrogeophysical data integration based on Monte-Carlo-type conditional stochastic simulation that we consider to be particularly suitable for local-scale studies characterized by high-resolution and high-quality datasets. Monte-Carlo-based optimization techniques are flexible and versatile, allow for accounting for a wide variety of data and constraints of differing resolution and hardness and thus have the potential of providing, in a geostatistical sense, highly detailed and realistic models of the pertinent target parameter distributions. Compared to more conventional approaches of this kind, our approach provides significant advancements in the way that the larger-scale deterministic information resolved by the hydrogeophysical data can be accounted for, which represents an inherently problematic, and as of yet unresolved, aspect of Monte-Carlo-type conditional simulation techniques. We present the results of applying our algorithm to the integration of porosity log and tomographic crosshole georadar data to generate stochastic realizations of the local-scale porosity structure. Our procedure is first tested on pertinent synthetic data and then applied to corresponding field data collected at the Boise Hydrogeophysical Research Site near Boise, Idaho, USA.

A framework for hybrid simulations of two-phase flow in porous media

Rough a global coarse problem. Although these techniques are usually employed for problems in which the fine-scale processes are described by Darcy's law, they can also be applied to pore-scale simulations and used as a mathematical framework for hybrid methods that couples a Darcy and pore scales. In this work, we consider a pore-scale description of fine-scale processes. The Navier-Stokes equations are numerically solved in the pore geometry to compute the velocity field and obtain generalized permeabilities. In the case of two-phase flow, the dynamics of the phase interface is described by the volume of fluid method with the continuum surface force model. The MsFV method is employed to construct an algorithm that couples a Darcy macro-scale description with a pore-scale description at the fine scale. The hybrid simulations results presented are in good agreement with the fine-scale reference solutions. As the reconstruction of the fine-scale details can be done adaptively, the presented method offers a flexible framework for hybrid modeling.

Generation and nonlinear evolution of shore-oblique/transverse sand bars

The coupling between topography, waves and currents in the surf zone may selforganize to produce the formation of shore-transverse or shore-oblique sand bars on an otherwise alongshore uniform beach. In the absence of shore-parallel bars, this has been shown by previous studies of linear stability analysis, but is now extended to the finite-amplitude regime. To this end, a nonlinear model coupling wave transformation and breaking, a shallow-water equations solver, sediment transport and bed updating is developed. The sediment flux consists of a stirring factor multiplied by the depthaveraged current plus a downslope correction. It is found that the cross-shore profile of the ratio of stirring factor to water depth together with the wave incidence angle primarily determine the shape and the type of bars, either transverse or oblique to the shore. In the latter case, they can open an acute angle against the current (upcurrent oriented) or with the current (down-current oriented). At the initial stages of development, both the intensity of the instability which is responsible for the formation of the bars and the damping due to downslope transport grow at a similar rate with bar amplitude, the former being somewhat stronger. As bars keep on growing, their finite-amplitude shape either enhances downslope transport or weakens the instability mechanism so that an equilibrium between both opposing tendencies occurs, leading to a final saturated amplitude. The overall shape of the saturated bars in plan view is similar to that of the small-amplitude ones. However, the final spacings may be up to a factor of 2 larger and final celerities can also be about a factor of 2 smaller or larger. In the case of alongshore migrating bars, the asymmetry of the longshore sections, the lee being steeper than the stoss, is well reproduced. Complex dynamics with merging and splitting of individual bars sometimes occur. Finally, in the case of shore-normal incidence the rip currents in the troughs between the bars are jet-like while the onshore return flow is wider and weaker as is observed in nature.

Self-organization mechanisms for the formation on nearshore crescentic and transverse sand bars

The formation and development of transverse and crescentic sand bars in the coastal marine environment has been investigated by means of a nonlinear numerical model based on the shallow-water equations and on a simpli ed sediment transport parameterization. By assuming normally approaching waves and a saturated surf zone, rhythmic patterns develop from a planar slope where random perturbations of small amplitude have been superimposed. Two types of bedforms appear: one is a crescentic bar pattern centred around the breakpoint and the other, herein modelled for the rst time, is a transverse bar pattern. The feedback mechanism related to the formation and development of the patterns can be explained by coupling the water and sediment conservation equations. Basically, the waves stir up the sediment and keep it in suspension with a certain cross-shore distribution of depth-averaged concentration. Then, a current flowing with (against) the gradient of sediment concentration produces erosion (deposition). It is shown that inside the surf zone, these currents may occur due to the wave refraction and to the redistribution of wave breaking produced by the growing bedforms. Numerical simulations have been performed in order to understand the sensitivity of the pattern formation to the parameterization and to relate the hydro-morphodynamic input conditions to which of the patterns develops. It is suggested that crescentic bar growth would be favoured by high-energy conditions and ne sediment while transverse bars would grow for milder waves and coarser sediment. In intermediate conditions mixed patterns may occur.

Parametric Approach to Blind Deconvolution of Nonlinear Channels

A parametric procedure for the blind inversion of nonlinear channels is proposed, based on a recent method of blind source separation in nonlinear mixtures. Experiments show that the proposed algorithms perform efficiently, even in the presence of hard distortion. The method, based on the minimization of the output mutual information, needs the knowledge of log-derivative of input distribution (the so-called score function). Each algorithm consists of three adaptive blocks: one devoted to adaptive estimation of the score function, and two other blocks estimating the inverses of the linear and nonlinear parts of the channel, (quasi-)optimally adapted using the estimated score functions. This paper is mainly concerned by the nonlinear part, for which we propose two parametric models, the first based on a polynomial model and the second on a neural network, while [14, 15] proposed non-parametric approaches.

A Fast Gradient Approximation for Nonlinear Blind Signal Processing

When dealing with nonlinear blind processing algorithms (deconvolution or post-nonlinear source separation), complex mathematical estimations must be done giving as a result very slow algorithms. This is the case, for example, in speech processing, spike signals deconvolution or microarray data analysis. In this paper, we propose a simple method to reduce computational time for the inversion of Wiener systems or the separation of post-nonlinear mixtures, by using a linear approximation in a minimum mutual information algorithm. Simulation results demonstrate that linear spline interpolation is fast and accurate, obtaining very good results (similar to those obtained without approximation) while computational time is dramatically decreased. On the other hand, cubic spline interpolation also obtains similar good results, but due to its intrinsic complexity, the global algorithm is much more slow and hence not useful for our purpose.