Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

The diffusion and relaxation of Gaussian chains in narrow rectangular slits

The confinement of a polymer to volumes whose characteristic linear dimensions are comparable to or smaller than its bulk radius of gyration R-G,R-bulk can produce significant changes in its static and dynamic properties, with important implications for the understanding of single-molecule processes in biology and chemistry. In this paper, we present calculations of the effects of a narrow rectangular slit of thickness d on the scaling behavior of the diffusivity D and relaxation time tau(r) of a Gaussian chain of polymerization index N and persistence length l(0). The calculations are based on the Rouse-Zimm model of chain dynamics, with the pre-averaged hydrodynamic interaction being obtained from the solutions to Stokes equations for an incompressible fluid in a parallel plate geometry in the limit of small d. They go beyond de Gennes' purely phenomenological analysis of the problem based on blobs, which has so far been the only analytical route to the determination of chain scaling behavior for this particular geometry. The present model predicts that D similar to dN(-1) ln(N/d(2)) and tau(r) similar to N(2)d(-1) ln(N/d(2))(-1) in the regime of moderate confinement, where l(0) << d < R-G,R-bulk. The corresponding results for the blob model have exactly the same power law behavior, but contain no logarithmic corrections; the difference suggests that segments within a blob may actually be partially draining and not non-draining as generally assumed.

Experimental determination and activity coefficient based models for mixture solubilities of nitrophenol isomers in supercritical carbon dioxide

The experimental solubilities of the mixture of nitrophenol (m- and p-) isomers were determined at 308, 318 and 328 K over a pressure range of 10-17.55 MPa. Compared to the binary solubilities, the ternary solubilities of m-nitrophenol increased at 308, 318 and 328 K. The ternary solubilities of p-nitrophenol increased at 308 K, while the ternary solubilities decreased at lower pressures and increased at higher pressure at 318 and 328 K. The solubilities of the solid mixtures in supercritical carbon dioxide (SCCO2) were correlated with solution models by incorporating the non-idealities using activity coefficient based models. The Wilson and NRTL activity coefficient models were applied to determine the nature of the interactions between the molecules. The equation developed by using the NRTL model has three parameters and correlates mixture solubilities of solid solutes in terms of temperature and cosolute composition. The equation derived from the Wilson model contains five parameters and correlates solubilities in terms of temperature, density and cosolute composition. These two new equations developed in this work were used to correlate the solubilities of 25 binary solid mixtures including the current data. The average AARDs of the model equations derived using the NRTL and Wilson models for the solid mixtures were found to be 7% and 4%, respectively. (C) 2012 Elsevier B.V. All rights reserved.

Study of buoyant jets in natural ventilation of a model room

Buoyant jets in natural ventilation of a model room with water as the fluid medium have been studied. A constant heat flux has been maintained on the bottom surface of the room. The buoyancy causes flow to enter through the bottom opening and leave through the top opening. The shadowgraph technique is used for visualization. At the inlet, a negatively buoyant jet is observed, whereas a positively buoyant jet is observed at the outlet. The theoretical results for the centerline trajectories of these buoyant jets using both Gaussian and top-hat profiles are discussed considering the variation of the entrainment coefficient with the local Froude number and the variation of the spreading ratio of buoyancy to velocity profile with the distance from the source. The shape of the profiles is found to evolve from top-hat to Gaussian geometry.

The diffusion and relaxation of Gaussian chains in narrow rectangular slits

The confinement of a polymer to volumes whose characteristic linear dimensions are comparable to or smaller than its bulk radius of gyration R-G,R-bulk can produce significant changes in its static and dynamic properties, with important implications for the understanding of single-molecule processes in biology and chemistry. In this paper, we present calculations of the effects of a narrow rectangular slit of thickness d on the scaling behavior of the diffusivity D and relaxation time tau(r) of a Gaussian chain of polymerization index N and persistence length l(0). The calculations are based on the Rouse-Zimm model of chain dynamics, with the pre-averaged hydrodynamic interaction being obtained from the solutions to Stokes equations for an incompressible fluid in a parallel plate geometry in the limit of small d. They go beyond de Gennes' purely phenomenological analysis of the problem based on blobs, which has so far been the only analytical route to the determination of chain scaling behavior for this particular geometry. The present model predicts that D similar to dN(-1) ln(N/d(2)) and tau(r) similar to N(2)d(-1) ln(N/d(2))(-1) in the regime of moderate confinement, where l(0) << d < R-G,R-bulk. The corresponding results for the blob model have exactly the same power law behavior, but contain no logarithmic corrections; the difference suggests that segments within a blob may actually be partially draining and not non-draining as generally assumed. (C) 2013 AIP Publishing LLC.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Validation based sparse Gaussian processes for ordinal regression

This paper proposes a sparse modeling approach to solve ordinal regression problems using Gaussian processes (GP). Designing a sparse GP model is important from training time and inference time viewpoints. We first propose a variant of the Gaussian process ordinal regression (GPOR) approach, leave-one-out GPOR (LOO-GPOR). It performs model selection using the leave-one-out cross-validation (LOO-CV) technique. We then provide an approach to design a sparse model for GPOR. The sparse GPOR model reduces computational time and storage requirements. Further, it provides faster inference. We compare the proposed approaches with the state-of-the-art GPOR approach on some benchmark data sets. Experimental results show that the proposed approaches are competitive.

Reaction dynamics under confinement: an exact path integral treatment of a two-stage model of stochastic gene expression

Gene expression in living systems is inherently stochastic, and tends to produce varying numbers of proteins over repeated cycles of transcription and translation. In this paper, an expression is derived for the steady-state protein number distribution starting from a two-stage kinetic model of the gene expression process involving p proteins and r mRNAs. The derivation is based on an exact path integral evaluation of the joint distribution, P(p, r, t), of p and r at time t, which can be expressed in terms of the coupled Langevin equations for p and r that represent the two-stage model in continuum form. The steady-state distribution of p alone, P(p), is obtained from P(p, r, t) (a bivariate Gaussian) by integrating out the r degrees of freedom and taking the limit t -> infinity. P(p) is found to be proportional to the product of a Gaussian and a complementary error function. It provides a generally satisfactory fit to simulation data on the same two-stage process when the translational efficiency (a measure of intrinsic noise levels in the system) is relatively low; it is less successful as a model of the data when the translational efficiency (and noise levels) are high.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

The Ginibre Ensemble and Gaussian Analytic Functions

We show that as n changes, the characteristic polynomial of the n x n random matrix with i.i.d. complex Gaussian entries can be described recursively through a process analogous to Polya's urn scheme. As a result, we get a random analytic function in the limit, which is given by a mixture of Gaussian analytic functions. This suggests another reason why the zeros of Gaussian analytic functions and the Ginibre ensemble exhibit similar local repulsion, but different global behavior. Our approach gives new explicit formulas for the limiting analytic function.

Study of ground state phases for spin-1/2 Falicov-Kimball model on a triangular lattice

The spin dependent Falicov-Kimball model (FKM) is studied on a triangular lattice using numerical diagonalization technique and Monte-Carlo simulation algorithm. Magnetic properties have been explored for different values of parameters: on-site Coulomb correlation U, exchange interaction J and filling of electrons. We have found that the ground state configurations exhibit long range Neel order, ferromagnetism or a mixture of both as J is varied. The magnetic moments of itinerant (d) and localized U) electrons are also studied. For the one-fourth filling case we found no magnetic moment from d- and f-electrons for U less than a critical value. `.2014 Elsevier Ltd. All rights reserved.

Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

The key role of polymer grafted nanoparticles in the phase miscibility of an LCST mixture

Blends of bromo-terminated polystyrene (PS-Br) and poly(vinyl methylether) (PVME) exhibit lower critical solution temperatures. In this study, PS-Br was designed by atom transfer radical polymerization and was converted to thiol-capped polystyrene (PS-SH) by reacting with thiourea. The silver nanoparticles (nAg) were then decorated with covalently bound PS-SH macromolecules to improve the phase miscibility in the PS-Br-PVME blends. Thermally induced demixing in this model blend was followed in the presence of polystyrene immobilized silver nanoparticles (PS-g-nAg). The graft density of the PS macromolecules was estimated to be ca. 0.78 chains per nm(2). Although the matrix and the grafted molecular weights were similar, PS-g-nAg particles were expelled from the PS phase and were localized in the PVME phase of the blends. This was addressed with respect to intermediate graft density and favourable PS-PVME contacts from microscopic interactions point of view. Interestingly, blends with 0.5 wt% PS-g-nAg delayed the spinodal decomposition temperature in the blends by ca. 18 degrees C with respect to the control blends. The scale of cooperativity, as determined by differential scanning calorimetry, increased only marginally in the case of PS-g-nAg; however, it increased significantly in the presence of bare nAg particles.

Double Gaussian distribution of barrier height observed in densely packed GaN nanorods over Si (111) heterostructures

GaN nanorods were grown by plasma assisted molecular beam epitaxy on intrinsic Si (111) substrates which were characterized by powder X-ray diffraction, field emission scanning electron microscopy, and photoluminescence. The current-voltage characteristics of the GaN nanorods on Si (111) heterojunction were obtained from 138 to 493K which showed the inverted rectification behavior. The I-V characteristics were analyzed in terms of thermionic emission model. The temperature variation of the apparent barrier height and ideality factor along with the non-linearity of the activation energy plot indicated the presence of lateral inhomogeneities in the barrier height. The observed two temperature regimes in Richardson's plot could be well explained by assuming two separate Gaussian distribution of the barrier heights. (C) 2014 AIP Publishing LLC.