Multi-transform based spectral element to include first order shear deformation in plates

For obtaining dynamic response of structure to high frequency shock excitation spectral elements have several advantages over conventional methods. At higher frequencies transverse shear and rotary inertia have a predominant role. These are represented by the First order Shear Deformation Theory (FSDT). But not much work is reported on spectral elements with FSDT. This work presents a new spectral element based on the FSDT/Mindlin Plate Theory which is essential for wave propagation analysis of sandwich plates. Multi-transformation method is used to solve the coupled partial differential equations, i.e., Laplace transforms for temporal approximation and wavelet transforms for spatial approximation. The formulation takes into account the axial-flexure and shear coupling. The ability of the element to represent different modes of wave motion is demonstrated. Impact on the derived wave motion characteristics in the absence of the developed spectral element is discussed. The transient response using the formulated element is validated by the results obtained using Finite Element Method (FEM) which needs significant computational effort. Experimental results are provided which confirms the need to having the developed spectral element for the high frequency response of structures. (C) 2015 Elsevier Ltd. All rights reserved.

Influence of Anisotropy on Pavement Responses Using Adaptive Sparse Polynomial Chaos Expansion

Modeling the spatial variability that exists in pavement systems can be conveniently represented by means of random fields; in this study, a probabilistic analysis that considers the spatial variability, including the anisotropic nature of the pavement layer properties, is presented. The integration of the spatially varying log-normal random fields into a linear-elastic finite difference analysis has been achieved through the expansion optimal linear estimation method. For the estimation of the critical pavement responses, metamodels based on polynomial chaos expansion (PCE) are developed to replace the computationally expensive finite-difference model. The sparse polynomial chaos expansion based on an adaptive regression-based algorithm, and enhanced by the combined use of the global sensitivity analysis (GSA) is used, with significant savings in computational effort. The effect of anisotropy in each layer on the pavement responses was studied separately, and an effort is made to identify the pavement layer wherein the introduction of anisotropic characteristics results in the most significant impact on the critical strains. It is observed that the anisotropy in the base layer has a significant but diverse effect on both critical strains. While the compressive strain tends to be considerably higher than that observed for the isotropic section, the tensile strains show a decrease in the mean value with the introduction of base-layer anisotropy. Furthermore, asphalt-layer anisotropy also tends to decrease the critical tensile strain while having little effect on the critical compressive strain. (C) 2015 American Society of Civil Engineers.

Three-dimensional warping in strip-based composite four-bar mechanisms

This work intends to demonstrate the effect of geometrically non-linear cross-sectional analysis of certain composite beam-based four-bar mechanisms in predicting the three-dimensional warping of the cross-section. The only restriction in the present analysis is that the strains within each elastic body remain small (i.e., this work does not deal with materials exhibiting non-linear constitutive laws at the 3-D level). Here, all component bars of the mechanism are made of fiber-reinforced laminates. They could, in general, be pre-twisted and/or possess initial curvature, either by design or by defect. Each component of the mechanism is modeled as a beam based on geometrically non-linear 3-D elasticity theory. The component problems are thus split into 2-D analyses of reference beam cross-sections and non-linear 1-D analyses along the three beam reference curves. The splitting of the three-dimensional beam problem into two- and one-dimensional parts, called dimensional reduction, results in a tremendous savings of computational effort relative to the cost of three-dimensional finite element analysis, the only alternative for realistic beams. The analysis of beam-like structures made of laminated composite materials requires a much more complicated methodology. Hence, the analysis procedure based on Variational Asymptotic Method (VAM), a tool to carry out the dimensional reduction, is used here. The representative cross-sections of all component bars are analyzed using two different approaches: (1) Numerical Model and (2) Analytical Model. Four-bar mechanisms are analyzed using the above two approaches for Omega = 20 rad/s and Omega = pi rad/s and observed the same behavior in both cases. The noticeable snap-shots of the deformation shapes of the mechanism about 1000 frames are also reported using commercial software (I-DEAS + NASTRAN + ADAMS). The maximum out-of-plane warping of the cross-section is observed at the mid-span of bar-1, bar-2 and bar-3 are 1.5 mm, 250 mm and 1.0 mm, respectively, for t = 0:5 s. (C) 2015 Elsevier Ltd. All rights reserved.

Efficient simulation and rendering of realistic motion of one-dimensional flexible objects

In gross motion of flexible one-dimensional (1D) objects such as cables, ropes, chains, ribbons and hair, the assumption of constant length is realistic and reasonable. The motion of the object also appears more natural if the motion or disturbance given at one end attenuates along the length of the object. In an earlier work, variational calculus was used to derive natural and length-preserving transformation of planar and spatial curves and implemented for flexible 1D objects discretized with a large number of straight segments. This paper proposes a novel idea to reduce computational effort and enable real-time and realistic simulation of the motion of flexible 1D objects. The key idea is to represent the flexible 1D object as a spline and move the underlying control polygon with much smaller number of segments. To preserve the length of the curve to within a prescribed tolerance as the control polygon is moved, the control polygon is adaptively modified by subdivision and merging. New theoretical results relating the length of the curve and the angle between the adjacent segments of the control polygon are derived for quadratic and cubic splines. Depending on the prescribed tolerance on length error, the theoretical results are used to obtain threshold angles for subdivision and merging. Simulation results for arbitrarily chosen planar and spatial curves whose one end is subjected to generic input motions are provided to illustrate the approach. (C) 2016 Elsevier Ltd. All rights reserved.

Filtering via approximate Bayesian computation

Approximate Bayesian computation (ABC) has become a popular technique to facilitate Bayesian inference from complex models. In this article we present an ABC approximation designed to perform biased filtering for a Hidden Markov Model when the likelihood function is intractable. We use a sequential Monte Carlo (SMC) algorithm to both fit and sample from our ABC approximation of the target probability density. This approach is shown to, empirically, be more accurate w.r.t.~the original filter than competing methods. The theoretical bias of our method is investigated; it is shown that the bias goes to zero at the expense of increased computational effort. Our approach is illustrated on a constrained sequential lasso for portfolio allocation to 15 constituents of the FTSE 100 share index.

Lattice type of fracture model for concrete

Concrete is usually described as a three-phase material, where matrix, aggregate and interface zones are distinguished. The beam lattice model has been applied widely by many investigators to simulate fracture processes in concrete. Due to the extremely large computational effort, however, the beam lattice model faces practical difficulties. In our investigation, a new lattice called generalized beam (GB) lattice is developed to reduce computational effort. Numerical experiments conducted on a panel subjected to uniaxial tension show that the GB lattice model can reproduce the load-displacement curves and crack patterns in agreement to what are observed in tests. Moreover, the effects of the particle overlay on the fracture process are discussed in detail. (C) 2007 Elsevier Ltd. All rights reserved.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

Algorithm for simulating fracture processes in concrete by lattice modeling

To simulate fracture behaviors in concrete more realistically, a theoretical analysis on the potential question in the quasi-static method is presented, then a novel algorithm is proposed which takes into account the inertia effect due to unstable crack propagation and meanwhile requests much lower computational efforts than purely dynamic method. The inertia effect due to load increasing becomes less important and can be ignored with the loading rate decreasing, but the inertia effect due to unstable crack propagation remains considerable no matter how low the loading rate is. Therefore, results may become questionable if a fracture process including unstable cracking is simulated by the quasi-static procedure excluding completely inertia effects. However, it requires much higher computational effort to simulate experiments with not very high loading rates by the dynamic method. In this investigation which can be taken as a natural continuation, the potential question of quasi-static method is analyzed based on the dynamic equations of motion. One solution to this question is the new algorithm mentioned above. Numerical examples are provided by the generalized beam (GB) lattice model to show both fracture processes under different loading rates and capability of the new algorithm.

On the solution of first excursion problems by simulation with applications to probabilistic seismic performance assessment

In a probabilistic assessment of the performance of structures subjected to uncertain environmental loads such as earthquakes, an important problem is to determine the probability that the structural response exceeds some specified limits within a given duration of interest. This problem is known as the first excursion problem, and it has been a challenging problem in the theory of stochastic dynamics and reliability analysis. In spite of the enormous amount of attention the problem has received, there is no procedure available for its general solution, especially for engineering problems of interest where the complexity of the system is large and the failure probability is small.

The application of simulation methods to solving the first excursion problem is investigated in this dissertation, with the objective of assessing the probabilistic performance of structures subjected to uncertain earthquake excitations modeled by stochastic processes. From a simulation perspective, the major difficulty in the first excursion problem comes from the large number of uncertain parameters often encountered in the stochastic description of the excitation. Existing simulation tools are examined, with special regard to their applicability in problems with a large number of uncertain parameters. Two efficient simulation methods are developed to solve the first excursion problem. The first method is developed specifically for linear dynamical systems, and it is found to be extremely efficient compared to existing techniques. The second method is more robust to the type of problem, and it is applicable to general dynamical systems. It is efficient for estimating small failure probabilities because the computational effort grows at a much slower rate with decreasing failure probability than standard Monte Carlo simulation. The simulation methods are applied to assess the probabilistic performance of structures subjected to uncertain earthquake excitation. Failure analysis is also carried out using the samples generated during simulation, which provide insight into the probable scenarios that will occur given that a structure fails.

A probabilistic treatment of uncertainty in nonlinear dynamical systems

In this work, computationally efficient approximate methods are developed for analyzing uncertain dynamical systems. Uncertainties in both the excitation and the modeling are considered and examples are presented illustrating the accuracy of the proposed approximations.

For nonlinear systems under uncertain excitation, methods are developed to approximate the stationary probability density function and statistical quantities of interest. The methods are based on approximating solutions to the Fokker-Planck equation for the system and differ from traditional methods in which approximate solutions to stochastic differential equations are found. The new methods require little computational effort and examples are presented for which the accuracy of the proposed approximations compare favorably to results obtained by existing methods. The most significant improvements are made in approximating quantities related to the extreme values of the response, such as expected outcrossing rates, which are crucial for evaluating the reliability of the system.

Laplace's method of asymptotic approximation is applied to approximate the probability integrals which arise when analyzing systems with modeling uncertainty. The asymptotic approximation reduces the problem of evaluating a multidimensional integral to solving a minimization problem and the results become asymptotically exact as the uncertainty in the modeling goes to zero. The method is found to provide good approximations for the moments and outcrossing rates for systems with uncertain parameters under stochastic excitation, even when there is a large amount of uncertainty in the parameters. The method is also applied to classical reliability integrals, providing approximations in both the transformed (independently, normally distributed) variables and the original variables. In the transformed variables, the asymptotic approximation yields a very simple formula for approximating the value of SORM integrals. In many cases, it may be computationally expensive to transform the variables, and an approximation is also developed in the original variables. Examples are presented illustrating the accuracy of the approximations and results are compared with existing approximations.

Scalable Methods for Deterministic Integration of Quantum Emitters in Photonic Crystal Cavities

We investigated four unique methods for achieving scalable, deterministic integration of quantum emitters into ultra-high Q{V photonic crystal cavities, including selective area heteroepitaxy, engineered photoemission from silicon nanostructures, wafer bonding and dimensional reduction of III-V quantum wells, and cavity-enhanced optical trapping. In these areas, we were able to demonstrate site-selective heteroepitaxy, size-tunable photoluminescence from silicon nanostructures, Purcell modification of QW emission spectra, and limits of cavity-enhanced optical trapping designs which exceed any reports in the literature and suggest the feasibility of capturing- and detecting nanostructures with dimensions below 10 nm. In addition to process scalability and the requirement for achieving accurate spectral- and spatial overlap between the emitter and cavity, these techniques paid specific attention to the ability to separate the cavity and emitter material systems in order to allow optimal selection of these independently, and eventually enable monolithic integration with other photonic and electronic circuitry.

We also developed an analytic photonic crystal design process yielding optimized cavity tapers with minimal computational effort, and reported on a general cavity modification which exhibits improved fabrication tolerance by relying exclusively on positional- rather than dimensional tapering. We compared several experimental coupling techniques for device characterization. Significant efforts were devoted to optimizing cavity fabrication, including the use of atomic layer deposition to improve surface quality, exploration into factors affecting the design fracturing, and automated analysis of SEM images. Using optimized fabrication procedures, we experimentally demonstrated 1D photonic crystal nanobeam cavities exhibiting the highest Q/V reported on substrate. Finally, we analyzed the bistable behavior of the devices to quantify the nonlinear optical response of our cavities.

Intensidade acústica útil: um novo método para identificação de regiões radiantes em superfícies com geometrias arbitrárias

Neste trabalho é descrita a teoria necessária para a obtenção da grandeza denominada intensidade supersônica, a qual tem por objetivo identificar as regiões de uma fonte de ruído que efetivamente contribuem para a potência sonora, filtrando, consequentemente, a parcela referente às ondas sonoras recirculantes e evanescentes. É apresentada a abordagem de Fourier para a obtenção da intensidade supersônica em fontes com geometrias separáveis e a formulação numérica existente para a obtenção de um equivalente à intensidade supersônica em fontes sonoras com geometrias arbitrárias. Este trabalho apresenta como principal contribuição original, uma técnica para o cálculo de um equivalente à intensidade supersônica, denominado aqui de intensidade acústica útil, capaz de identificar as regiões de uma superfície vibrante de geometria arbitrária que efetivamente contribuem para a potência sonora que será radiada. Ao contrário da formulação numérica existente, o modelo proposto é mais direto, totalmente formulado na superfície vibrante, onde a potência sonora é obtida através de um operador (uma matriz) que relaciona a potência sonora radiada com a distribuição de velocidade normal à superfície vibrante, obtida com o uso do método de elementos finitos. Tal operador, chamado aqui de operador de potência, é Hermitiano, fato crucial para a obtenção da intensidade acússtica útil, após a aplicação da decomposição em autovalores e autovetores no operador de potência, e do critério de truncamento proposto. Exemplos de aplicações da intensidade acústica útil em superfícies vibrantes com a geometria de uma placa, de um cilindro com tampas e de um silenciador automotivo são apresentados, e os resultados são comparados com os obtidos via intensidade supersônica (placa) e via técnica numérica existente (cilindro), evidenciando que a intensidade acústica útil traz, como benefício adicional, uma redução em relação ao tempo computacional quando comparada com a técnica numérica existente.

Um algoritmo em paralelo para solução de equações diferenciais evolutivas

Este trabalho que envolve matemática aplicada e processamento paralelo: seu objetivo é avaliar uma estratégia de implementação em paralelo para algoritmos de diferenças finitas que aproximam a solução de equações diferenciais de evolução. A alternativa proposta é a substituição dos produtos matriz-vetor efetuados sequencialmente por multiplicações matriz-matriz aceleradas pelo método de Strassen em paralelo. O trabalho desenvolve testes visando verificar o ganho computacional relacionado a essa estratégia de paralelização, pois as aplicacações computacionais, que empregam a estratégia sequencial, possuem como característica o longo período de computação causado pelo grande volume de cálculo. Inclusive como alternativa, nós usamos o algoritmo em paralelo convencional para solução de algoritmos explícitos para solução de equações diferenciais parciais evolutivas no tempo. Portanto, de acordo com os resultados obtidos, nós observamos as características de cada estratégia em paralelo, tendo como principal objetivo diminuir o esforço computacional despendido.

Desenvolvimento de técnicas de otimização da programação das limpezas de redes de trocadores de calor

Trocadores de calor são equipamentos muito utilizados na indústria de processos com o objetivo de modificar a temperatura e/ou o estado físico de correntes materiais. Uma rede de trocadores de calor pode ser definida como um grupo de trocadores de calor interligados, a fim de reduzir as necessidades de energia de um sistema. No entanto, durante a operação de uma rede, a eficiência térmica dos trocadores de calor diminui devido à deposição. Esse efeito promove o aumento dos custos de combustível e das emissões de carbono. Uma alternativa para mitigar este problema baseia-se no estabelecimento de uma programação das limpezas dos trocadores de calor durante a operação de rede. Este tipo de abordagem ocasiona uma situação na qual ocorre um conflito de escolha: a limpeza de um trocador de calor pode recuperar a sua eficiência térmica, mas implica custos adicionais, tais como, mão-de-obra, produtos químicos, etc. Além disso, durante a limpeza, o trocador de calor tem de ser contornado por uma corrente de by-pass, o que aumenta temporariamente o consumo de energia. Neste contexto, o presente trabalho tem como objetivo explorar diferentes técnicas de otimização envolvendo métodos estocásticos e heurísticos. Com este objetivo foi desenvolvido um conjunto de códigos computacionais integrados que envolvem a simulação pseudo-estacionária do comportamento da rede relacionado com incrustações e a otimização da programação das limpezas deste tipo de sistema. A solução do problema indica os períodos de tempo para a limpeza de cada trocador de calor. Na abordagem estocástica empregada, os parâmetros do algoritmo genético, como probabilidade de crossover e probabilidade de mutação, foram calibrados para o presente problema. A abordagem heurística desenvolvida se deu através da sequência do conjunto de movimentos zero, um e dois. De forma alternativa, desenvolveu-se a metodologia heurística recursiva na qual os conjuntos de movimentos um e dois foram empregados recursivamente. Também foi desenvolvida a abordagem híbrida que consistiu em diferentes combinações da metodologia estocástica e heurística. A análise comparativa entre as metodologias empregadas teve como objetivo avaliar a abordagem mais adequada para o presente problema da programação das limpezas em termos de função objetivo e esforço computacional. O desempenho da abordagem proposta foi explorado através de uma série de exemplos, incluindo uma refinaria real brasileira. Os resultados foram promissores, indicando que as técnicas de otimização analisadas neste trabalho podem ser abordagens interessantes para operações que envolvam redes de trocadores de calor. Dentre as abordagens de otimização analisadas, a metodologia heurística desenvolvida no presente trabalho apresentou os melhores resultados se mostrando competitiva frente às abordagens comparadas da literatura

Aplicação da técnica simulated annealing na investigação da ciclagem de nitrogênio na inteface água-sedimento

Neste trabalho é apresentado a aplicação de um método de otimização a fim de estimar parâmetros que normalmente estão presentes na modelagem matemática da dinâmica de espécies químicas na interface água-sedimento. O Problema Direto aqui consistiu na simulação das concentrações das espécies orgânicas e inorgânicas (amônia e nitrato) de nitrogênio, num ambiente idealizado, o qual foi fracionado em quatro camadas: uma camada de água (1 metro) e três camadas de sedimento (0-1 cm, 1-2 cm e 2-10 cm). O Problema Direto foi resolvido pelo Método de Runge Kutta, tendo sido gerada uma simulação de 50 dias. Na estimativa dos coeficientes de difusão e porosidade foi aplicado o Método Simulated Annealing (SA). A eficiência da estratégia aqui adotada foi avaliada através do confronto entre dados experimentais sintéticos e as concentrações calçadas pela solução do Problema Direto, adotando-se os parâmetros estimados pela SA. O melhor ajuste entre dados experimentais e valores calculados se deu quando o parâmetro estimado foi a porosidade. Com relação à minimização da função objetivo, a estimativa desse parâmetro também foi a que exigiu menor esforço computacional. Após a introdução de um ruído randômico às concentrações das espécies nitrogenadas, a técnica SA não foi capaz de obter uma estimativa satisfatória para o coeficiente de difusão, com exceção da camada 0-1 cm sedimentar. Para outras camadas, erros da ordem de 10 % foram encontrados (para amônia na coluna dágua, pro exemplo). Os resultados mostraram que a metodologia aqui adotada pode ser bastante promissora enquanto ferramenta de gestão de corpos dágua, especialmente daqueles submetidos a um regime de baixa energia, como lagos e lagoas costeiras.