Predictive uncertainty of chaotic daily streamflow using ensemble wavelet networks approach

Perfect or even mediocre weather predictions over a long period are almost impossible because of the ultimate growth of a small initial error into a significant one. Even though the sensitivity of initial conditions limits the predictability in chaotic systems, an ensemble of prediction from different possible initial conditions and also a prediction algorithm capable of resolving the fine structure of the chaotic attractor can reduce the prediction uncertainty to some extent. All of the traditional chaotic prediction methods in hydrology are based on single optimum initial condition local models which can model the sudden divergence of the trajectories with different local functions. Conceptually, global models are ineffective in modeling the highly unstable structure of the chaotic attractor. This paper focuses on an ensemble prediction approach by reconstructing the phase space using different combinations of chaotic parameters, i.e., embedding dimension and delay time to quantify the uncertainty in initial conditions. The ensemble approach is implemented through a local learning wavelet network model with a global feed-forward neural network structure for the phase space prediction of chaotic streamflow series. Quantification of uncertainties in future predictions are done by creating an ensemble of predictions with wavelet network using a range of plausible embedding dimensions and delay times. The ensemble approach is proved to be 50% more efficient than the single prediction for both local approximation and wavelet network approaches. The wavelet network approach has proved to be 30%-50% more superior to the local approximation approach. Compared to the traditional local approximation approach with single initial condition, the total predictive uncertainty in the streamflow is reduced when modeled with ensemble wavelet networks for different lead times. Localization property of wavelets, utilizing different dilation and translation parameters, helps in capturing most of the statistical properties of the observed data. The need for taking into account all plausible initial conditions and also bringing together the characteristics of both local and global approaches to model the unstable yet ordered chaotic attractor of a hydrologic series is clearly demonstrated.

Multivariate nonlinear ensemble prediction of daily chaotic rainfall with climate inputs

The basic characteristic of a chaotic system is its sensitivity to the infinitesimal changes in its initial conditions. A limit to predictability in chaotic system arises mainly due to this sensitivity and also due to the ineffectiveness of the model to reveal the underlying dynamics of the system. In the present study, an attempt is made to quantify these uncertainties involved and thereby improve the predictability by adopting a multivariate nonlinear ensemble prediction. Daily rainfall data of Malaprabha basin, India for the period 1955-2000 is used for the study. It is found to exhibit a low dimensional chaotic nature with the dimension varying from 5 to 7. A multivariate phase space is generated, considering a climate data set of 16 variables. The chaotic nature of each of these variables is confirmed using false nearest neighbor method. The redundancy, if any, of this atmospheric data set is further removed by employing principal component analysis (PCA) method and thereby reducing it to eight principal components (PCs). This multivariate series (rainfall along with eight PCs) is found to exhibit a low dimensional chaotic nature with dimension 10. Nonlinear prediction employing local approximation method is done using univariate series (rainfall alone) and multivariate series for different combinations of embedding dimensions and delay times. The uncertainty in initial conditions is thus addressed by reconstructing the phase space using different combinations of parameters. The ensembles generated from multivariate predictions are found to be better than those from univariate predictions. The uncertainty in predictions is decreased or in other words predictability is increased by adopting multivariate nonlinear ensemble prediction. The restriction on predictability of a chaotic series can thus be altered by quantifying the uncertainty in the initial conditions and also by including other possible variables, which may influence the system. (C) 2011 Elsevier B.V. All rights reserved.

Roy equation analysis of ππ scattering

We analyse the Roy equations for the lowest partial waves of elastic ππ scattering. In the first part of the paper, we review the mathematical properties of these equations as well as their phenomenological applications. In particular, the experimental situation concerning the contributions from intermediate energies and the evaluation of the driving terms are discussed in detail. We then demonstrate that the two S-wave scattering lengths a00 and a02 are the essential parameters in the low energy region: Once these are known, the available experimental information determines the behaviour near threshold to within remarkably small uncertainties. An explicit numerical representation for the energy dependence of the S- and P-waves is given and it is shown that the threshold parameters of the D- and F-waves are also fixed very sharply in terms of a00 and a20. In agreement with earlier work, which is reviewed in some detail, we find that the Roy equations admit physically acceptable solutions only within a band of the (a00,a02) plane. We show that the data on the reactions e+e−→ππ and τ→ππν reduce the width of this band quite significantly. Furthermore, we discuss the relevance of the decay K→ππeν in restricting the allowed range of a00, preparing the grounds for an analysis of the forthcoming precision data on this decay and on pionic atoms. We expect these to reduce the uncertainties in the two basic low energy parameters very substantially, so that a meaningful test of the chiral perturbation theory predictions will become possible.

Reliability Based Design Optimization for Internal Stability of Reinforced Soil Structures Using Pseudo‐Static Method

Seismic design of reinforced soil structures involves many uncertainties that arise from the backfill soil properties and tensile strength of the reinforcement which is not addressed in current design guidelines. This paper highlights the significance of variability in the internal stability assessment of reinforced soil structures. Reliability analysis is applied to estimate probability of failure and pseudo‐static approach has been used for the calculation of the tensile strength and length of the reinforcement needed to maintain the internal stability against tension and pullout failures. Logarithmic spiral failure surface has been considered in conjunction with the limit equilibrium method. Two modes of failure namely, tension failure and pullout failure have been considered. The influence of variations of the backfill soil friction angle, the tensile strength of reinforcement, horizontal seismic acceleration on the reliability index against tension failure and pullout failure of reinforced earth structure have been discussed.

Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Reliability-based load and resistance factors for soil-nail walls

Existing soil nailing design methodologies are essentially based on limit equilibrium principles that together with a lumped factor of safety or a set of partial factors on the material parameters and loads account for uncertainties in design input parameter values. Recent trends in the development of design procedures for earth retaining structures are towards load and resistance factor design (LRFD). In the present study, a methodology for the use of LRFD in the context of soil-nail walls is proposed and a procedure to determine reliability-based load and resistance factors is illustrated for important strength limit states with reference to a 10 m high soil-nail wall. The need for separate partial factors for each limit state is highlighted, and the proposed factors are compared with those existing in the literature.

Greenhouse gas inventory estimates for India

This article reports the greenhouse gas emissions of anthropogenic origin by sources and removals by sinks of India for 2007 prepared under the aegis of the Indian Network for Climate Change Assessment (INCCA) (note 1). The emission profile includes carbon dioxide (CO(2)), methane and nitrous oxide. It also includes the estimates of hydrofluorocarbons, perfluorocarbons and sulphur hexafluoride at the national level from various sectors, viz, energy, industrial process and product use, agriculture, land-use, land-use change and forestry (LULUCF), and waste. In 2007, emissions were of the order of 2008.67 Tg (note 2) of CO(2) equivalents without emissions from the LULUCF sector. Whereas with LULUCF the emissions were about 1831.65 Tg CO(2) equivalents. The energy sector accounted for 69% of the total emissions, the agriculture sector contributed 19% of the emissions, 9% of the emissions was from the industrial processes and product use, and only 3% of the emissions was attributable to the waste sector. The LULUCF sector on the whole was net sink category for CO(2). The study tracks the improvements made in inventory estimates at the national level through the years, in terms of the expanding coverage of sources, reducing uncertainties and inclusion of new methodologies, including some elements of future areas of work.

Doubly spectral stochastic finite element method (DSSFEM) for random field problems

Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

Time dependent deformations in concrete: A multi-scale approach

Estimation of creep and shrinkage are critical in order to compute loss of prestress with time in order to compute leak tightness and assess safety margins available in containment structures of nuclear power plants. Short-term creep and shrinkage experiments have been conducted using in-house test facilities developed specifically for the present research program on 35 and 45 MPa normal concrete and 25 MPa heavy density concrete. The extensive experimental program for creep, has cylinders subject to sustained levels of load typically for several days duration (till negligible strain increase with time is observed in the creep specimen), to provide the total creep strain versus time curves for the two normal density concrete grades and one heavy density concrete grade at different load levels, different ages at loading, and at different relative humidity’s. Shrinkage studies on prism specimen for concrete of the same mix grades are also being studied. In the first instance, creep and shrinkage prediction models reported in the literature has been used to predict the creep and shrinkage levels in subsequent experimental data with acceptable accuracy. While macro-scale short experiments and analytical model development to estimate time dependent deformation under sustained loads over long term, accounting for the composite rheology through the influence of parameters such as the characteristic strength, age of concrete at loading, relative humidity, temperature, mix proportion (cement: fine aggregate: coarse aggregate: water) and volume to surface ratio and the associated uncertainties in these variables form one part of the study, it is widely believed that strength, early age rheology, creep and shrinkage are affected by the material properties at the nano-scale that are not well established. In order to understand and improve cement and concrete properties, investigation of the nanostructure of the composite and how it relates to the local mechanical properties is being undertaken. While results of creep and shrinkage obtained at macro-scale and their predictions through rheological modeling are satisfactory, the nano and micro indenting experimental and analytical studies are presently underway. Computational mechanics based models for creep and shrinkage in concrete must necessarily account for numerous parameters that impact their short and long term response. A Kelvin type model with several elements representing the influence of various factors that impact the behaviour is under development. The immediate short term deformation (elastic response), effects of relative humidity and temperature, volume to surface ratio, water cement ratio and aggregate cement ratio, load levels and age of concrete at loading are parameters accounted for in this model. Inputs to this model, such as the pore structure and mechanical properties at micro/nano scale have been taken from scanning electron microscopy and micro/nano-indenting of the sample specimen.

Robust Aeroelastic Optimization Of Composite Helicopter Rotor

A robust aeroelastic optimization is performed to minimize helicopter vibration with uncertainties in the design variables. Polynomial response surfaces and space-¯lling experimental designs are used to generate the surrogate model of aeroelastic analysis code. Aeroelastic simulations are performed at the sample inputs generated by Latin hypercube sampling. The response values which does not satisfy the frequency constraints are eliminated from the data for model ¯tting. This step increased the accuracy of response surface models in the feasible design space. It is found that the response surface models are able to capture the robust optimal regions of design space. The optimal designs show a reduction of 10 percent in the objective function comprising six vibratory hub loads and 1.5 to 80 percent reduction for the individual vibratory forces and moments. This study demonstrates that the second-order response surface models with space ¯lling-designs can be a favorable choice for computationally intensive robust aeroelastic optimization.

Robustness Study of a Dynamic Inversion Control Law for a High Performance Aircraft

In the design of °ight control system modeling uncertainties in the form of param-eter variations is one of the major problems. It is even more critical for high performance aircrafts,since such aircrafts are purposefully designed unstable to enhance their performance (especially ma-neuverability). Hence the °ight control system needs to be quite e®ective in both assuring accurate tracking of pilot commands, while simultaneously assuring overall stability of the aircraft. In addi-tion, the control system must also be su±ciently robust to cater for possible parameter variations and inaccuracies . The primary aim of this paper is to carry out a robustness study of a dynamic inversion based nonlinear control design for a high performance aircraft, which has been developed recently [1].

A smart approach to precision attitude maneuvers of spacecrafts

A nonlinear adaptive approach is presented to achieve rest-to-rest attitude maneuvers for spacecrafts in the presence of parameter uncertainties and unknown disturbances. A nonlinear controller, designed on the principle of dynamic inversion achieves the goals for the nominal model but suffers performance degradation in the presence of off-nominal parameter values and unwanted inputs. To address this issue, a model-following neuro-adaptive control design is carried out by taking the help of neural networks. Due to the structured approach followed here, the adaptation is restricted to the momentum level equations.The adaptive technique presented is computationally nonintensive and hence can be implemented in real-time. Because of these features, this new approach is named as structured model-following adaptive real-time technique (SMART). From simulation studies, this SMART approach is found to be very effective in achieving precision attitude maneuvers in the presence of parameter uncertainties and unknown disturbances.

Reliability based design optimization of gravity retaining walls

In this paper the use of probability theory in reliability based optimum design of reinforced gravity retaining wall is described. The formulation for computing system reliability index is presented. A parametric study is conducted using advanced first order second moment method (AFOSM) developed by Hasofer-Lind and Rackwitz-Fiessler (HL-RF) to asses the effect of uncertainties in design parameters on the probability of failure of reinforced gravity retaining wall. Totally 8 modes of failure are considered, viz overturning, sliding, eccentricity, bearing capacity failure, shear and moment failure in the toe slab and heel slab. The analysis is performed by treating back fill soil properties, foundation soil properties, geometric properties of wall, reinforcement properties and concrete properties as random variables. These results are used to investigate optimum wall proportions for different coefficients of variation of φ (5% and 10%) and targeting system reliability index (βt) in the range of 3 – 3.2.

Evaluation of spatial variation of peak horizontal acceleration and spectral acceleration for south India: a probabilistic approach

In this work, an attempt has been made to evaluate the spatial variation of peak horizontal acceleration (PHA) and spectral acceleration (SA) values at rock level for south India based on the probabilistic seismic hazard analysis (PSHA). These values were estimated by considering the uncertainties involved in magnitude, hypocentral distance and attenuation of seismic waves. Different models were used for the hazard evaluation, and they were combined together using a logic tree approach. For evaluating the seismic hazard, the study area was divided into small grids of size 0.1A degrees A xA 0.1A degrees, and the hazard parameters were calculated at the centre of each of these grid cells by considering all the seismic sources within a radius of 300 km. Rock level PHA values and SA at 1 s corresponding to 10% probability of exceedance in 50 years were evaluated for all the grid points. Maps showing the spatial variation of rock level PHA values and SA at 1 s for the entire south India are presented in this paper. To compare the seismic hazard for some of the important cities, the seismic hazard curves and the uniform hazard response spectrum (UHRS) at rock level with 10% probability of exceedance in 50 years are also presented in this work.

Benchmark Control Problem for Highway Bridge based on FLC

Fuzzy logic control (FLC) systems have been applied as an effective control system in various fields, including vibration control of structures. The advantage of this approach is its inherent robustness and ability to handle non‐linearities and uncertainties in structural behavior and loading. The study evaluates the three‐dimensional benchmark control problem for a seismically excited highway bridge using an ANFIS driven hydraulic actuators. An ANN based training strategy that considers both velocity and acceleration feedback together with a fuzzy logic rule base is developed. Present study needs only 4 accelerometers and 4 fuzzy rule bases to determine the control force, instead of 8 accelerometers and 4 displacement transducers used in the benchmark study problem. The results obtained are better than that obtained from the benchmark control algorithm.