Monte Carlo Methods in Parameter Estimation of Nonlinear Models

Yksi keskeisimmistä tehtävistä matemaattisten mallien tilastollisessa analyysissä on mallien tuntemattomien parametrien estimointi. Tässä diplomityössä ollaan kiinnostuneita tuntemattomien parametrien jakaumista ja niiden muodostamiseen sopivista numeerisista menetelmistä, etenkin tapauksissa, joissa malli on epälineaarinen parametrien suhteen. Erilaisten numeeristen menetelmien osalta pääpaino on Markovin ketju Monte Carlo -menetelmissä (MCMC). Nämä laskentaintensiiviset menetelmät ovat viime aikoina kasvattaneet suosiotaan lähinnä kasvaneen laskentatehon vuoksi. Sekä Markovin ketjujen että Monte Carlo -simuloinnin teoriaa on esitelty työssä siinä määrin, että menetelmien toimivuus saadaan perusteltua. Viime aikoina kehitetyistä menetelmistä tarkastellaan etenkin adaptiivisia MCMC menetelmiä. Työn lähestymistapa on käytännönläheinen ja erilaisia MCMC -menetelmien toteutukseen liittyviä asioita korostetaan. Työn empiirisessä osuudessa tarkastellaan viiden esimerkkimallin tuntemattomien parametrien jakaumaa käyttäen hyväksi teoriaosassa esitettyjä menetelmiä. Mallit kuvaavat kemiallisia reaktioita ja kuvataan tavallisina differentiaaliyhtälöryhminä. Mallit on kerätty kemisteiltä Lappeenrannan teknillisestä yliopistosta ja Åbo Akademista, Turusta.

Analysis of a finite volume method for a cross-diffusion model in population dynamics

The main goal of this paper is to propose a convergent finite volume method for a reactionâeuro"diffusion system with cross-diffusion. First, we sketch an existence proof for a class of cross-diffusion systems. Then the standard two-point finite volume fluxes are used in combination with a nonlinear positivity-preserving approximation of the cross-diffusion coefficients. Existence and uniqueness of the approximate solution are addressed, and it is also shown that the scheme converges to the corresponding weak solution for the studied model. Furthermore, we provide a stability analysis to study pattern-formation phenomena, and we perform two-dimensional numerical examples which exhibit formation of nonuniform spatial patterns. From the simulations it is also found that experimental rates of convergence are slightly below second order. The convergence proof uses two ingredients of interest for various applications, namely the discrete Sobolev embedding inequalities with general boundary conditions and a space-time $L^1$ compactness argument that mimics the compactness lemma due to Kruzhkov. The proofs of these results are given in the Appendix.

Direct-on-line axial flux permanent magnet synchronous generator static and dynamic performance

In distributed energy production, permanent magnet synchronous generators (PMSG) are often connected to the grid via frequency converters, such as voltage source line converters. The price of the converter may constitute a large part of the costs of a generating set. Some of the permanent magnet synchronous generators with converters and traditional separately excited synchronous generators couldbe replaced by direct-on-line (DOL) non-controlled PMSGs. Small directly networkconnected generators are likely to have large markets in the area of distributed electric energy generation. Typical prime movers could be windmills, watermills and internal combustion engines. DOL PMSGs could also be applied in island networks, such as ships and oil platforms. Also various back-up power generating systems could be carried out with DOL PMSGs. The benefits would be a lower priceof the generating set and the robustness and easy use of the system. The performance of DOL PMSGs is analyzed. The electricity distribution companies have regulations that constrain the design of the generators being connected to the grid. The general guidelines and recommendations are applied in the analysis. By analyzing the results produced by the simulation model for the permanent magnet machine, the guidelines for efficient damper winding parameters for DOL PMSGs are presented. The simulation model is used to simulate grid connections and load transients. The damper winding parameters are calculated by the finite element method (FEM) and determined from experimental measurements. Three-dimensional finite element analysis (3D FEA) is carried out. The results from the simulation model and 3D FEA are compared with practical measurements from two prototype axial flux permanent magnet generators provided with damper windings. The dimensioning of the damper winding parameters is case specific. The damper winding should be dimensioned based on the moment of inertia of the generating set. It is shown that the damper winding has optimal values to reach synchronous operation in the shortest period of time after transient operation. With optimal dimensioning, interferenceon the grid is minimized.

Experimental and Numerical Analysis of Different Volutes in a Centrifugal Compressor

In a centrifugal compressor the flow around the diffuser is collected and led to the pipe system by a spiral-shaped volute. In this study a single-stage centrifugal compressor with three different volutes is investigated. The compressorwas first equipped with the original volute, the cross-section of which was a combination of a rectangle and semi-circle. Next a new volute with a fully circular cross-section was designed and manufactured. Finally, the circular volute wasmodified by rounding the tongue and smoothing the tongue area. The overall performance of the compressor as well as the static pressure distribution after the impeller and on the volute surface were measured. The flow entering the volute was measured using a three-hole Cobra-probe, and flow visualisations were carriedout in the exit cone of the volute. In addition, the radial force acting on theimpeller was measured using magnetic bearings. The complete compressor with thecircular volute (inlet pipe, full impeller, diffuser, volute and outlet pipe) was also modelled using computational fluid dynamics (CFD). A fully 3-D viscous flow was solved using a Navier-Stokes solver, Finflo, developed at Helsinki University of Technology. Chien's k-e model was used to take account of the turbulence. The differences observed in the performance of the different volutes were quite small. The biggest differences were at low speeds and high volume flows,i.e. when the flow entered the volute most radially. In this operating regime the efficiency of the compressor with the modified circular volute was about two percentage points higher than with the other volutes. Also, according to the Cobra-probe measurements and flow visualisations, the modified circular volute performed better than the other volutes in this operating area. The circumferential static pressure distribution in the volute showed increases at low flow, constant distribution at the design flow and decrease at high flow. The non-uniform static pressure distribution of the volute was transmitted backwards across the vaneless diffuser and observed at the impeller exit. At low volume flow a strong two-wave pattern developed into the static pressure distribution at the impeller exit due to the response of the impeller to the non-uniformity of pressure. The radial force of the impeller was the greatest at the choke limit, the smallest atthe design flow, and moderate at low flow. At low flow the force increase was quite mild, whereas the increase at high flow was rapid. Thus, the non-uniformityof pressure and the force related to it are strong especially at high flow. Theforce caused by the modified circular volute was weaker at choke and more symmetric as a function of the volume flow than the force caused by the other volutes.

Direct torque control of permanent magnet synchronous machines - analysis and implementation

Thedirect torque control (DTC) has become an accepted vector control method besidethe current vector control. The DTC was first applied to asynchronous machines,and has later been applied also to synchronous machines. This thesis analyses the application of the DTC to permanent magnet synchronous machines (PMSM). In order to take the full advantage of the DTC, the PMSM has to be properly dimensioned. Therefore the effect of the motor parameters is analysed taking the control principle into account. Based on the analysis, a parameter selection procedure is presented. The analysis and the selection procedure utilize nonlinear optimization methods. The key element of a direct torque controlled drive is the estimation of the stator flux linkage. Different estimation methods - a combination of current and voltage models and improved integration methods - are analysed. The effect of an incorrect measured rotor angle in the current model is analysed andan error detection and compensation method is presented. The dynamic performance of an earlier presented sensorless flux estimation method is made better by improving the dynamic performance of the low-pass filter used and by adapting the correction of the flux linkage to torque changes. A method for the estimation ofthe initial angle of the rotor is presented. The method is based on measuring the inductance of the machine in several directions and fitting the measurements into a model. The model is nonlinear with respect to the rotor angle and therefore a nonlinear least squares optimization method is needed in the procedure. A commonly used current vector control scheme is the minimum current control. In the DTC the stator flux linkage reference is usually kept constant. Achieving the minimum current requires the control of the reference. An on-line method to perform the minimization of the current by controlling the stator flux linkage reference is presented. Also, the control of the reference above the base speed is considered. A new estimation flux linkage is introduced for the estimation of the parameters of the machine model. In order to utilize the flux linkage estimates in off-line parameter estimation, the integration methods are improved. An adaptive correction is used in the same way as in the estimation of the controller stator flux linkage. The presented parameter estimation methods are then used in aself-commissioning scheme. The proposed methods are tested with a laboratory drive, which consists of a commercial inverter hardware with a modified software and several prototype PMSMs.

Dynamic analysis of belt-drives using the absolute nodal coordinate formulation

Belt-drive systems have been and still are the most commonly used power transmission form in various applications of different scale and use. The peculiar features of the dynamics of the belt-drives include highly nonlinear deformation,large rigid body motion, a dynamical contact through a dry friction interface between the belt and pulleys with sticking and slipping zones, cyclic tension of the belt during the operation and creeping of the belt against the pulleys. The life of the belt-drive is critically related on these features, and therefore, amodel which can be used to study the correlations between the initial values and the responses of the belt-drives is a valuable source of information for the development process of the belt-drives. Traditionally, the finite element models of the belt-drives consist of a large number of elements thatmay lead to computational inefficiency. In this research, the beneficial features of the absolute nodal coordinate formulation are utilized in the modeling of the belt-drives in order to fulfill the following requirements for the successful and efficient analysis of the belt-drive systems: the exact modeling of the rigid body inertia during an arbitrary rigid body motion, the consideration of theeffect of the shear deformation, the exact description of the highly nonlinear deformations and a simple and realistic description of the contact. The use of distributed contact forces and high order beam and plate elements based on the absolute nodal coordinate formulation are applied to the modeling of the belt-drives in two- and three-dimensional cases. According to the numerical results, a realistic behavior of the belt-drives can be obtained with a significantly smaller number of elements and degrees of freedom in comparison to the previously published finite element models of belt-drives. The results of theexamples demonstrate the functionality and suitability of the absolute nodal coordinate formulation for the computationally efficient and realistic modeling ofbelt-drives. This study also introduces an approach to avoid the problems related to the use of the continuum mechanics approach in the definition of elastic forces on the absolute nodal coordinate formulation. This approach is applied to a new computationally efficient two-dimensional shear deformable beam element based on the absolute nodal coordinate formulation. The proposed beam element uses a linear displacement field neglecting higher-order terms and a reduced number of nodal coordinates, which leads to fewer degrees of freedom in a finite element.

Identifying the preferred subset of enzymatic profiles in nonlinear kinetic metabolic models via multiobjective global optimization and pareto filters

Optimization models in metabolic engineering and systems biology focus typically on optimizing a unique criterion, usually the synthesis rate of a metabolite of interest or the rate of growth. Connectivity and non-linear regulatory effects, however, make it necessary to consider multiple objectives in order to identify useful strategies that balance out different metabolic issues. This is a fundamental aspect, as optimization of maximum yield in a given condition may involve unrealistic values in other key processes. Due to the difficulties associated with detailed non-linear models, analysis using stoichiometric descriptions and linear optimization methods have become rather popular in systems biology. However, despite being useful, these approaches fail in capturing the intrinsic nonlinear nature of the underlying metabolic systems and the regulatory signals involved. Targeting more complex biological systems requires the application of global optimization methods to non-linear representations. In this work we address the multi-objective global optimization of metabolic networks that are described by a special class of models based on the power-law formalism: the generalized mass action (GMA) representation. Our goal is to develop global optimization methods capable of efficiently dealing with several biological criteria simultaneously. In order to overcome the numerical difficulties of dealing with multiple criteria in the optimization, we propose a heuristic approach based on the epsilon constraint method that reduces the computational burden of generating a set of Pareto optimal alternatives, each achieving a unique combination of objectives values. To facilitate the post-optimal analysis of these solutions and narrow down their number prior to being tested in the laboratory, we explore the use of Pareto filters that identify the preferred subset of enzymatic profiles. We demonstrate the usefulness of our approach by means of a case study that optimizes the ethanol production in the fermentation of Saccharomyces cerevisiae.

Dynamic Criteria: a Longitudinal Analysis of Professional Basketball Players" Outcomes

This paper describes the fluctuations of temporal criteria dynamics in the context of professional sport. Specifically, we try to verify the underlying deterministic patterns in the outcomes of professional basketball players. We use a longitudinal approach based on the analysis of the outcomes of 94 basketball players over ten years, covering practically players" entire career development. Time series were analyzed with techniques derived from nonlinear dynamical systems theory. These techniques analyze the underlying patterns in outcomes without previous shape assumptions (linear or nonlinear). These techniques are capable of detecting an intermediate situation between randomness and determinism, called chaos. So they are very useful for the study of dynamic criteria in organizations. We have found most players (88.30%) have a deterministic pattern in their outcomes, and most cases are chaotic (81.92%). Players with chaotic patterns have higher outcomes than players with linear patterns. Moreover, players with power forward and center positions achieve better results than other players. The high number of chaotic patterns found suggests caution when appraising individual outcomes, when coaches try to find the appropriate combination of players to design a competitive team, and other personnel decisions. Management efforts must be made to assume this uncertainty.

Materiaalimallin määrityksestä kylmämuovattujen putkipalkkien K-liitosten FE-analyysissä

Työssä on tutkittu kylmämuovattujen nelikulmaisten putkipalkkien K-liitosten mallinnusta epälineaarisella elementtimenetelmällä. Työn tärkeimpänä tavoitteena on ollut kehittää putkipalkin osien materiaalimalleja siten, että liitosten kestävyyttä voidaan tutkia laboratoriokokeiden ohella luotettavasti myös elementtimenetelmällä. Toisena tavoitteena on ollut tutkia, voidaanko putkipalkkien liitosten mitoitusohjeita turvallisesti soveltaa kylmämuovatuille putkipalkeille, joissa valmistusprosessi aiheuttaa muutoksia materiaaliominaisuuksiin, erityisesti muodonmuutoskykyyn. Työssä tehtyjen laboratoriokokeiden ja elementtianalyysien perusteella elementti-menetelmä on käyttökelpoinen työkalu putkipalkkiliitosten staattista kestävyyttä määritettäessä, kun materiaalimallit on määritetty oikein. Erityisesti liitoksen käyttö-rajatilan mukaisen kestävyyden laskennassa elementtimenetelmällä saadaan hyvin laboratoriokokeita vastaavia tuloksia. Tehdyt laboratoriokokeet osoittavat myös, että Eurocode 3:n mukaisia putkipalkkien liitosten mitoitusohjeita voi turvallisesti käyttää kylmämuovatuille putkipalkeille.

On the Analysis and Control of a Linear Synchronous Servomotor with a Flexible Load

Industry's growing need for higher productivity is placing new demands on mechanisms connected with electrical motors, because these can easily lead to vibration problems due to fast dynamics. Furthermore, the nonlinear effects caused by a motor frequently reduce servo stability, which diminishes the controller's ability to predict and maintain speed. Hence, the flexibility of a mechanism and its control has become an important area of research. The basic approach in control system engineering is to assume that the mechanism connected to a motor is rigid, so that vibrations in the tool mechanism, reel, gripper or any apparatus connected to the motor are not taken into account. This might reduce the ability of the machine system to carry out its assignment and shorten the lifetime of the equipment. Nonetheless, it is usually more important to know how the mechanism, or in other words the load on the motor, behaves. A nonlinear load control method for a permanent magnet linear synchronous motor is developed and implemented in the thesis. The purpose of the controller is to track a flexible load to the desired velocity reference as fast as possible and without awkward oscillations. The control method is based on an adaptive backstepping algorithm with its stability ensured by the Lyapunov stability theorem. As a reference controller for the backstepping method, a hybrid neural controller is introduced in which the linear motor itself is controlled by a conventional PI velocity controller and the vibration of the associated flexible mechanism is suppressed from an outer control loop using a compensation signal from a multilayer perceptron network. To avoid the local minimum problem entailed in neural networks, the initial weights are searched for offline by means of a differential evolution algorithm. The states of a mechanical system for controllers are estimated using the Kalman filter. The theoretical results obtained from the control design are validated with the lumped mass model for a mechanism. Generalization of the mechanism allows the methods derived here to be widely implemented in machine automation. The control algorithms are first designed in a specially introduced nonlinear simulation model and then implemented in the physical linear motor using a DSP (Digital Signal Processor) application. The measurements prove that both controllers are capable of suppressing vibration, but that the backstepping method is superior to others due to its accuracy of response and stability properties.

Improving anterior deltoid activity in a musculoskeletal shoulder model - an analysis of the torque-feasible space at the sternoclavicular joint.

Modelling the shoulder's musculature is challenging given its mechanical and geometric complexity. The use of the ideal fibre model to represent a muscle's line of action cannot always faithfully represent the mechanical effect of each muscle, leading to considerable differences between model-estimated and in vivo measured muscle activity. While the musculo-tendon force coordination problem has been extensively analysed in terms of the cost function, only few works have investigated the existence and sensitivity of solutions to fibre topology. The goal of this paper is to present an analysis of the solution set using the concepts of torque-feasible space (TFS) and wrench-feasible space (WFS) from cable-driven robotics. A shoulder model is presented and a simple musculo-tendon force coordination problem is defined. The ideal fibre model for representing muscles is reviewed and the TFS and WFS are defined, leading to the necessary and sufficient conditions for the existence of a solution. The shoulder model's TFS is analysed to explain the lack of anterior deltoid (DLTa) activity. Based on the analysis, a modification of the model's muscle fibre geometry is proposed. The performance with and without the modification is assessed by solving the musculo-tendon force coordination problem for quasi-static abduction in the scapular plane. After the proposed modification, the DLTa reaches 20% of activation.

Modelling body mass index and endometrial cancer risk in a pooled-analysis of three case-control studies.

OBJECTIVE: To quantify the relation between body mass index (BMI) and endometrial cancer risk, and to describe the shape of such a relation. DESIGN: Pooled analysis of three hospital-based case-control studies. SETTING: Italy and Switzerland. POPULATION: A total of 1449 women with endometrial cancer and 3811 controls. METHODS: Multivariate odds ratios (OR) and 95% confidence intervals (95% CI) were obtained from logistic regression models. The shape of the relation was determined using a class of flexible regression models. MAIN OUTCOME MEASURE: The relation of BMI with endometrial cancer. RESULTS: Compared with women with BMI 18.5 to <25 kg/m(2) , the odds ratio was 5.73 (95% CI 4.28-7.68) for women with a BMI ≥35 kg/m(2) . The odds ratios were 1.10 (95% CI 1.09-1.12) and 1.63 (95% CI 1.52-1.75) respectively for an increment of BMI of 1 and 5 units. The relation was stronger in never-users of oral contraceptives (OR 3.35, 95% CI 2.78-4.03, for BMI ≥30 versus <25 kg/m(2) ) than in users (OR 1.22, 95% CI 0.56-2.67), and in women with diabetes (OR 8.10, 95% CI 4.10-16.01, for BMI ≥30 versus <25 kg/m(2) ) than in those without diabetes (OR 2.95, 95% CI 2.44-3.56). The relation was best fitted by a cubic model, although after the exclusion of the 5% upper and lower tails, it was best fitted by a linear model. CONCLUSIONS: The results of this study confirm a role of elevated BMI in the aetiology of endometrial cancer and suggest that the risk in obese women increases in a cubic nonlinear fashion. The relation was stronger in never-users of oral contraceptives and in women with diabetes. TWEETABLE ABSTRACT: Risk of endometrial cancer increases with elevated body weight in a cubic nonlinear fashion.

Headspace needle-trap analysis of priority volatile organic compounds from aqueous samples: application to the analysis of natural and waste waters

Combining headspace (HS) sampling with a needle-trap device (NTD) to determine priority volatile organic compounds (VOCs) in water samples results in improved sensitivity and efficiency when compared to conventional static HS sampling. A 22 gauge stainless steel, 51-mm needle packed with Tenax TA and Carboxen 1000 particles is used as the NTD. Three different HS-NTD sampling methodologies are evaluated and all give limits of detection for the target VOCs in the ng L−1 range. Active (purge-and-trap) HS-NTD sampling is found to give the best sensitivity but requires exhaustive control of the sampling conditions. The use of the NTD to collect the headspace gas sample results in a combined adsorption/desorption mechanism. The testing of different temperatures for the HS thermostating reveals a greater desorption effect when the sample is allowed to diffuse, whether passively or actively, through the sorbent particles. The limits of detection obtained in the simplest sampling methodology, static HS-NTD (5 mL aqueous sample in 20 mL HS vials, thermostating at 50 °C for 30 min with agitation), are sufficiently low as to permit its application to the analysis of 18 priority VOCs in natural and waste waters. In all cases compounds were detected below regulated levels

Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis

This paper measures the connectedness in EMU sovereign market volatility between April 1999 and January 2014, in order to monitor stress transmission and to identify episodes of intensive spillovers from one country to the others. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire period (the system-wide approach) using a framework recently proposed by Diebold and Yılmaz (2014). Second, we make use of a dynamic analysis to evaluate the net directional connectedness for each country and apply panel model techniques to investigate its determinants. Finally, to gain further insights, we examine the timevarying behaviour of net pair-wise directional connectedness at different stages of the recent sovereign debt crisis.

Fourier self-deconvolution in coherent anti-Stokes Raman scattering spectrum analysis

Coherent anti-Stokes Raman scattering (CARS) microscopy is rapidly developing into a unique microscopic tool in biophysics, biology and the material sciences. The nonlinear nature of CARS spectroscopy complicates the analysis of the received spectra. There were developed mathematical methods for signal processing and for calculations spectra. Fourier self-deconvolution is a special high pass FFT filter which synthetically narrows the effective trace bandwidth features. As Fourier self-deconvolution can effectively reduce the noise, which may be at a higher spatial frequency than the peaks, without losing peak resolution. The idea of the work is to experiment the possibility of using wavelet decomposition in spectroscopic for background and noise removal, and Fourier transformation for linenarrowing.