Reliability-based design optimization strategies based on FORM: a review

In deterministic optimization, the uncertainties of the structural system (i.e. dimension, model, material, loads, etc) are not explicitly taken into account. Hence, resulting optimal solutions may lead to reduced reliability levels. The objective of reliability based design optimization (RBDO) is to optimize structures guaranteeing that a minimum level of reliability, chosen a priori by the designer, is maintained. Since reliability analysis using the First Order Reliability Method (FORM) is an optimization procedure itself, RBDO (in its classical version) is a double-loop strategy: the reliability analysis (inner loop) and the structural optimization (outer loop). The coupling of these two loops leads to very high computational costs. To reduce the computational burden of RBDO based on FORM, several authors propose decoupling the structural optimization and the reliability analysis. These procedures may be divided in two groups: (i) serial single loop methods and (ii) unilevel methods. The basic idea of serial single loop methods is to decouple the two loops and solve them sequentially, until some convergence criterion is achieved. On the other hand, uni-level methods employ different strategies to obtain a single loop of optimization to solve the RBDO problem. This paper presents a review of such RBDO strategies. A comparison of the performance (computational cost) of the main strategies is presented for several variants of two benchmark problems from the literature and for a structure modeled using the finite element method.

A dynamical system approach to data assimilation in chaotic models

The Assimilation in the Unstable Subspace (AUS) was introduced by Trevisan and Uboldi in 2004, and developed by Trevisan, Uboldi and Carrassi, to minimize the analysis and forecast errors by exploiting the flow-dependent instabilities of the forecast-analysis cycle system, which may be thought of as a system forced by observations. In the AUS scheme the assimilation is obtained by confining the analysis increment in the unstable subspace of the forecast-analysis cycle system so that it will have the same structure of the dominant instabilities of the system. The unstable subspace is estimated by Breeding on the Data Assimilation System (BDAS). AUS- BDAS has already been tested in realistic models and observational configurations, including a Quasi-Geostrophicmodel and a high dimensional, primitive equation ocean model; the experiments include both fixed and“adaptive”observations. In these contexts, the AUS-BDAS approach greatly reduces the analysis error, with reasonable computational costs for data assimilation with respect, for example, to a prohibitive full Extended Kalman Filter. This is a follow-up study in which we revisit the AUS-BDAS approach in the more basic, highly nonlinear Lorenz 1963 convective model. We run observation system simulation experiments in a perfect model setting, and with two types of model error as well: random and systematic. In the different configurations examined, and in a perfect model setting, AUS once again shows better efficiency than other advanced data assimilation schemes. In the present study, we develop an iterative scheme that leads to a significant improvement of the overall assimilation performance with respect also to standard AUS. In particular, it boosts the efficiency of regime’s changes tracking, with a low computational cost. Other data assimilation schemes need estimates of ad hoc parameters, which have to be tuned for the specific model at hand. In Numerical Weather Prediction models, tuning of parameters — and in particular an estimate of the model error covariance matrix — may turn out to be quite difficult. Our proposed approach, instead, may be easier to implement in operational models.

Modellazione multibody di veicoli ferroviari: sviluppo ed implementazione di modelli innovativi per l'analisi del contatto ruota - rotaia

The wheel - rail contact analysis plays a fundamental role in the multibody modeling of railway vehicles. A good contact model must provide an accurate description of the global contact phenomena (contact forces and torques, number and position of the contact points) and of the local contact phenomena (position and shape of the contact patch, stresses and displacements). The model has also to assure high numerical efficiency (in order to be implemented directly online within multibody models) and a good compatibility with commercial multibody software (Simpack Rail, Adams Rail). The wheel - rail contact problem has been discussed by several authors and many models can be found in the literature. The contact models can be subdivided into two different categories: the global models and the local (or differential) models. Currently, as regards the global models, the main approaches to the problem are the so - called rigid contact formulation and the semi – elastic contact description. The rigid approach considers the wheel and the rail as rigid bodies. The contact is imposed by means of constraint equations and the contact points are detected during the dynamic simulation by solving the nonlinear algebraic differential equations associated to the constrained multibody system. Indentation between the bodies is not permitted and the normal contact forces are calculated through the Lagrange multipliers. Finally the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces respectively. Also the semi - elastic approach considers the wheel and the rail as rigid bodies. However in this case no kinematic constraints are imposed and the indentation between the bodies is permitted. The contact points are detected by means of approximated procedures (based on look - up tables and simplifying hypotheses on the problem geometry). The normal contact forces are calculated as a function of the indentation while, as in the rigid approach, the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces. Both the described multibody approaches are computationally very efficient but their generality and accuracy turn out to be often insufficient because the physical hypotheses behind these theories are too restrictive and, in many circumstances, unverified. In order to obtain a complete description of the contact phenomena, local (or differential) contact models are needed. In other words wheel and rail have to be considered elastic bodies governed by the Navier’s equations and the contact has to be described by suitable analytical contact conditions. The contact between elastic bodies has been widely studied in literature both in the general case and in the rolling case. Many procedures based on variational inequalities, FEM techniques and convex optimization have been developed. This kind of approach assures high generality and accuracy but still needs very large computational costs and memory consumption. Due to the high computational load and memory consumption, referring to the current state of the art, the integration between multibody and differential modeling is almost absent in literature especially in the railway field. However this integration is very important because only the differential modeling allows an accurate analysis of the contact problem (in terms of contact forces and torques, position and shape of the contact patch, stresses and displacements) while the multibody modeling is the standard in the study of the railway dynamics. In this thesis some innovative wheel – rail contact models developed during the Ph. D. activity will be described. Concerning the global models, two new models belonging to the semi – elastic approach will be presented; the models satisfy the following specifics: 1) the models have to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the models have to consider generic railway tracks and generic wheel and rail profiles 3) the models have to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the models have to evaluate the number and the position of the contact points and, for each point, the contact forces and torques 4) the models have to be implementable directly online within the multibody models without look - up tables 5) the models have to assure computation times comparable with those of commercial multibody software (Simpack Rail, Adams Rail) and compatible with RT and HIL applications 6) the models have to be compatible with commercial multibody software (Simpack Rail, Adams Rail). The most innovative aspect of the new global contact models regards the detection of the contact points. In particular both the models aim to reduce the algebraic problem dimension by means of suitable analytical techniques. This kind of reduction allows to obtain an high numerical efficiency that makes possible the online implementation of the new procedure and the achievement of performance comparable with those of commercial multibody software. At the same time the analytical approach assures high accuracy and generality. Concerning the local (or differential) contact models, one new model satisfying the following specifics will be presented: 1) the model has to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the model has to consider generic railway tracks and generic wheel and rail profiles 3) the model has to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the model has to able to calculate both the global contact variables (contact forces and torques) and the local contact variables (position and shape of the contact patch, stresses and displacements) 4) the model has to be implementable directly online within the multibody models 5) the model has to assure high numerical efficiency and a reduced memory consumption in order to achieve a good integration between multibody and differential modeling (the base for the local contact models) 6) the model has to be compatible with commercial multibody software (Simpack Rail, Adams Rail). In this case the most innovative aspects of the new local contact model regard the contact modeling (by means of suitable analytical conditions) and the implementation of the numerical algorithms needed to solve the discrete problem arising from the discretization of the original continuum problem. Moreover, during the development of the local model, the achievement of a good compromise between accuracy and efficiency turned out to be very important to obtain a good integration between multibody and differential modeling. At this point the contact models has been inserted within a 3D multibody model of a railway vehicle to obtain a complete model of the wagon. The railway vehicle chosen as benchmark is the Manchester Wagon the physical and geometrical characteristics of which are easily available in the literature. The model of the whole railway vehicle (multibody model and contact model) has been implemented in the Matlab/Simulink environment. The multibody model has been implemented in SimMechanics, a Matlab toolbox specifically designed for multibody dynamics, while, as regards the contact models, the CS – functions have been used; this particular Matlab architecture allows to efficiently connect the Matlab/Simulink and the C/C++ environment. The 3D multibody model of the same vehicle (this time equipped with a standard contact model based on the semi - elastic approach) has been then implemented also in Simpack Rail, a commercial multibody software for railway vehicles widely tested and validated. Finally numerical simulations of the vehicle dynamics have been carried out on many different railway tracks with the aim of evaluating the performances of the whole model. The comparison between the results obtained by the Matlab/ Simulink model and those obtained by the Simpack Rail model has allowed an accurate and reliable validation of the new contact models. In conclusion to this brief introduction to my Ph. D. thesis, we would like to thank Trenitalia and the Regione Toscana for the support provided during all the Ph. D. activity. Moreover we would also like to thank the INTEC GmbH, the society the develops the software Simpack Rail, with which we are currently working together to develop innovative toolboxes specifically designed for the wheel rail contact analysis.

Investigation on laser shock peening capability by FE simulation

Laser shock peening is a technique similar to shot peening that imparts compressive residual stresses in materials for improving fatigue resistance. The ability to use a high energy laser pulse to generate shock waves, inducing a compressive residual stress field in metallic materials, has applications in multiple fields such as turbo-machinery, airframe structures, and medical appliances. The transient nature of the LSP phenomenon and the high rate of the laser's dynamic make real time in-situ measurement of laser/material interaction very challenging. For this reason and for the high cost of the experimental tests, reliable analytical methods for predicting detailed effects of LSP are needed to understand the potential of the process. Aim of this work has been the prediction of residual stress field after Laser Peening process by means of Finite Element Modeling. The work has been carried out in the Stress Methods department of Airbus Operations GmbH (Hamburg) and it includes investigation on compressive residual stresses induced by Laser Shock Peening, study on mesh sensitivity, optimization and tuning of the model by using physical and numerical parameters, validation of the model by comparing it with experimental results. The model has been realized with Abaqus/Explicit commercial software starting from considerations done on previous works. FE analyses are “Mesh Sensitive”: by increasing the number of elements and by decreasing their size, the software is able to probe even the details of the real phenomenon. However, these details, could be only an amplification of real phenomenon. For this reason it was necessary to optimize the mesh elements' size and number. A new model has been created with a more fine mesh in the trough thickness direction because it is the most involved in the process deformations. This increment of the global number of elements has been paid with an "in plane" size reduction of the elements far from the peened area in order to avoid too high computational costs. Efficiency and stability of the analyses has been improved by using bulk viscosity coefficients, a merely numerical parameter available in Abaqus/Explicit. A plastic rate sensitivity study has been also carried out and a new set of Johnson Cook's model coefficient has been chosen. These investigations led to a more controllable and reliable model, valid even for more complex geometries. Moreover the study about the material properties highlighted a gap of the model about the simulation of the surface conditions. Modeling of the ablative layer employed during the real process has been used to fill this gap. In the real process ablative layer is a super thin sheet of pure aluminum stuck on the masterpiece. In the simulation it has been simply reproduced as a 100µm layer made by a material with a yield point of 10MPa. All those new settings has been applied to a set of analyses made with different geometry models to verify the robustness of the model. The calibration of the model with the experimental results was based on stress and displacement measurements carried out on the surface and in depth as well. The good correlation between the simulation and experimental tests results proved this model to be reliable.

Coarse-graining methods and polymer dynamics

This thesis studies molecular dynamics simulations on two levels of resolution: the detailed level of atomistic simulations, where the motion of explicit atoms in a many-particle system is considered, and the coarse-grained level, where the motion of superatoms composed of up to 10 atoms is modeled. While atomistic models are capable of describing material specific effects on small scales, the time and length scales they can cover are limited due to their computational costs. Polymer systems are typically characterized by effects on a broad range of length and time scales. Therefore it is often impossible to atomistically simulate processes, which determine macroscopic properties in polymer systems. Coarse-grained (CG) simulations extend the range of accessible time and length scales by three to four orders of magnitude. However, no standardized coarse-graining procedure has been established yet. Following the ideas of structure-based coarse-graining, a coarse-grained model for polystyrene is presented. Structure-based methods parameterize CG models to reproduce static properties of atomistic melts such as radial distribution functions between superatoms or other probability distributions for coarse-grained degrees of freedom. Two enhancements of the coarse-graining methodology are suggested. Correlations between local degrees of freedom are implicitly taken into account by additional potentials acting between neighboring superatoms in the polymer chain. This improves the reproduction of local chain conformations and allows the study of different tacticities of polystyrene. It also gives better control of the chain stiffness, which agrees perfectly with the atomistic model, and leads to a reproduction of experimental results for overall chain dimensions, such as the characteristic ratio, for all different tacticities. The second new aspect is the computationally cheap development of nonbonded CG potentials based on the sampling of pairs of oligomers in vacuum. Static properties of polymer melts are obtained as predictions of the CG model in contrast to other structure-based CG models, which are iteratively refined to reproduce reference melt structures. The dynamics of simulations at the two levels of resolution are compared. The time scales of dynamical processes in atomistic and coarse-grained simulations can be connected by a time scaling factor, which depends on several specific system properties as molecular weight, density, temperature, and other components in mixtures. In this thesis the influence of molecular weight in systems of oligomers and the situation in two-component mixtures is studied. For a system of small additives in a melt of long polymer chains the temperature dependence of the additive diffusion is predicted and compared to experiments.

Übergangsmomente zwischen angeregten Zuständen mit der RI-CC2-Methode: Implementierung und Anwendung auf Triplett-Excimere

Die Themengebiete dieser Arbeit umfassen sowohl methodische Weiterentwicklungen im Rahmen der ab initio zweiter Ordnungsmethoden CC2 und ADC(2) als auch Anwendungen dieser Weiterentwick-lungen auf aktuelle Fragestellungen. Die methodischen Erweiterungen stehen dabei hauptsächlich im Zusammenhang mit Übergangsmomenten zwischen angeregten Zuständen. Durch die Implementie-rung der selbigen ist nun die Berechnung transienter Absorptionsspektren möglich. Die Anwendungen behandeln vorwiegend das Feld der organischen Halbleiter und deren photo-elektronische Eigen-schaften. Dabei spielen die bislang wenig erforschten Triplett-Excimere eine zentrale Rolle.rnDie Übergangsmomente zwischen angeregten Zuständen wurden in das Programmpaket TUR-BOMOLE implementiert. Dadurch wurde die Berechnung der Übergangsmomente zwischen Zustän-den gleicher Multiplizität (d.h. sowohl Singulett-Singulett- als auch Triplett-Triplett-Übergänge) und unterschiedlicher Multiplizität (also Singulett-Triplett-Übergänge) möglich. Als Erweiterung wurde durch ein Interface zum ORCA Programm die Berechnung von Spin-Orbit-Matrixelementen (SOMEs) implementiert. Des Weiteren kann man mit dieser Implementierung auch Übergänge in offenschaligen Systemen berechnen. Um den Speicherbedarf und die Rechenzeit möglichst gering zu halten wurde die resolution-of-the-identity (RI-) Näherung benutzt. Damit lässt sich der Speicherbedarf von O(N4) auf O(N3) reduzieren, da die mit O(N4) skalierenden Größen (z. B. die T2-Amplituden) sehr effizient aus RI-Intermediaten berechnet werden können und daher nicht abgespeichert werden müssen. Dadurch wird eine Berechnung für mittelgroße Moleküle (ca. 20-50 Atome) mit einer angemessenen Basis möglich.rnDie Genauigkeit der Übergangsmomente zwischen angeregten Zuständen wurde für einen Testsatz kleiner Moleküle sowie für ausgewählte größere organische Moleküle getestet. Dabei stellte sich her-aus, dass der Fehler der RI-Näherung sehr klein ist. Die Vorhersage der transienten Spektren mit CC2 bzw. ADC(2) birgt allerdings ein Problem, da diese Methoden solche Zustände nur sehr unzureichend beschreiben, welche hauptsächlich durch zweifach-Anregungen bezüglich der Referenzdeterminante erzeugt werden. Dies ist für die Spektren aus dem angeregten Zustand relevant, da Übergänge zu diesen Zuständen energetisch zugänglich und erlaubt sein können. Ein Beispiel dafür wird anhand eines Singulett-Singulett-Spektrums in der vorliegenden Arbeit diskutiert. Für die Übergänge zwischen Triplettzuständen ist dies allerdings weniger problematisch, da die energetisch niedrigsten Doppelan-regungen geschlossenschalig sind und daher für Tripletts nicht auftreten.rnVon besonderem Interesse für diese Arbeit ist die Bildung von Excimeren im angeregten Triplettzu-stand. Diese können aufgrund starker Wechselwirkungen zwischen den π-Elektronensystemen großer organischer Moleküle auftreten, wie sie zum Beispiel als organische Halbleiter in organischen Leucht-dioden eingesetzt werden. Dabei können die Excimere die photo-elktronischen Eigenschaften dieser Substanzen signifikant beeinflussen. Im Rahmen dieser Dissertation wurden daher zwei solcher Sys-teme untersucht, [3.3](4,4’)Biphenylophan und das Naphthalin-Dimer. Hierzu wurden die transienten Anregungsspektren aus dem ersten angeregten Triplettzustand berechnet und diese Ergebnisse für die Interpretation der experimentellen Spektren herangezogen. Aufgrund der guten Übereinstimmung zwischen den berechneten und den experimentellen Spektren konnte gezeigt werden, dass es für eine koplanare Anordnung der beiden Monomere zu einer starken Kopplung zwischen lokal angereg-ten und charge-transfer Zuständen kommt. Diese Kopplung resultiert in einer signifikanten energeti-schen Absenkung des ersten angeregten Zustandes und zu einem sehr geringen Abstand zwischen den Monomereinheiten. Dabei ist der angeregte Zustand über beide Monomere delokalisiert. Die star-ke Kopplung tritt bei einem intermolekularen Abstand ≤4 Å auf, was einem typischen Abstand in orga-nischen Halbleitern entspricht. In diesem Bereich kann man zur Berechnung dieser Systeme nicht auf die Förster-Dexter-Theorie zurückgreifen, da diese nur für den Grenzfall der schwachen Kopplung gültig ist.

IMEX finite volume methods for the shallow water equations

Die Flachwassergleichungen (SWE) sind ein hyperbolisches System von Bilanzgleichungen, die adäquate Approximationen an groß-skalige Strömungen der Ozeane, Flüsse und der Atmosphäre liefern. Dabei werden Masse und Impuls erhalten. Wir unterscheiden zwei charakteristische Geschwindigkeiten: die Advektionsgeschwindigkeit, d.h. die Geschwindigkeit des Massentransports, und die Geschwindigkeit von Schwerewellen, d.h. die Geschwindigkeit der Oberflächenwellen, die Energie und Impuls tragen. Die Froude-Zahl ist eine Kennzahl und ist durch das Verhältnis der Referenzadvektionsgeschwindigkeit zu der Referenzgeschwindigkeit der Schwerewellen gegeben. Für die oben genannten Anwendungen ist sie typischerweise sehr klein, z.B. 0.01. Zeit-explizite Finite-Volume-Verfahren werden am öftersten zur numerischen Berechnung hyperbolischer Bilanzgleichungen benutzt. Daher muss die CFL-Stabilitätsbedingung eingehalten werden und das Zeitinkrement ist ungefähr proportional zu der Froude-Zahl. Deswegen entsteht bei kleinen Froude-Zahlen, etwa kleiner als 0.2, ein hoher Rechenaufwand. Ferner sind die numerischen Lösungen dissipativ. Es ist allgemein bekannt, dass die Lösungen der SWE gegen die Lösungen der Seegleichungen/ Froude-Zahl Null SWE für Froude-Zahl gegen Null konvergieren, falls adäquate Bedingungen erfüllt sind. In diesem Grenzwertprozess ändern die Gleichungen ihren Typ von hyperbolisch zu hyperbolisch.-elliptisch. Ferner kann bei kleinen Froude-Zahlen die Konvergenzordnung sinken oder das numerische Verfahren zusammenbrechen. Insbesondere wurde bei zeit-expliziten Verfahren falsches asymptotisches Verhalten (bzgl. der Froude-Zahl) beobachtet, das diese Effekte verursachen könnte.Ozeanographische und atmosphärische Strömungen sind typischerweise kleine Störungen eines unterliegenden Equilibriumzustandes. Wir möchten, dass numerische Verfahren für Bilanzgleichungen gewisse Equilibriumzustände exakt erhalten, sonst können künstliche Strömungen vom Verfahren erzeugt werden. Daher ist die Quelltermapproximation essentiell. Numerische Verfahren die Equilibriumzustände erhalten heißen ausbalanciert.rnrnIn der vorliegenden Arbeit spalten wir die SWE in einen steifen, linearen und einen nicht-steifen Teil, um die starke Einschränkung der Zeitschritte durch die CFL-Bedingung zu umgehen. Der steife Teil wird implizit und der nicht-steife explizit approximiert. Dazu verwenden wir IMEX (implicit-explicit) Runge-Kutta und IMEX Mehrschritt-Zeitdiskretisierungen. Die Raumdiskretisierung erfolgt mittels der Finite-Volumen-Methode. Der steife Teil wird mit Hilfe von finiter Differenzen oder au eine acht mehrdimensional Art und Weise approximniert. Zur mehrdimensionalen Approximation verwenden wir approximative Evolutionsoperatoren, die alle unendlich viele Informationsausbreitungsrichtungen berücksichtigen. Die expliziten Terme werden mit gewöhnlichen numerischen Flüssen approximiert. Daher erhalten wir eine Stabilitätsbedingung analog zu einer rein advektiven Strömung, d.h. das Zeitinkrement vergrößert um den Faktor Kehrwert der Froude-Zahl. Die in dieser Arbeit hergeleiteten Verfahren sind asymptotisch erhaltend und ausbalanciert. Die asymptotischer Erhaltung stellt sicher, dass numerische Lösung das "korrekte" asymptotische Verhalten bezüglich kleiner Froude-Zahlen besitzt. Wir präsentieren Verfahren erster und zweiter Ordnung. Numerische Resultate bestätigen die Konvergenzordnung, so wie Stabilität, Ausbalanciertheit und die asymptotische Erhaltung. Insbesondere beobachten wir bei machen Verfahren, dass die Konvergenzordnung fast unabhängig von der Froude-Zahl ist.

A novel computer simulation method for simulating the multiscale transduction dynamics of signal proteins

Signal proteins are able to adapt their response to a change in the environment, governing in this way a broad variety of important cellular processes in living systems. While conventional molecular-dynamics (MD) techniques can be used to explore the early signaling pathway of these protein systems at atomistic resolution, the high computational costs limit their usefulness for the elucidation of the multiscale transduction dynamics of most signaling processes, occurring on experimental timescales. To cope with the problem, we present in this paper a novel multiscale-modeling method, based on a combination of the kinetic Monte-Carlo- and MD-technique, and demonstrate its suitability for investigating the signaling behavior of the photoswitch light-oxygen-voltage-2-Jα domain from Avena Sativa (AsLOV2-Jα) and an AsLOV2-Jα-regulated photoactivable Rac1-GTPase (PA-Rac1), recently employed to control the motility of cancer cells through light stimulus. More specifically, we show that their signaling pathways begin with a residual re-arrangement and subsequent H-bond formation of amino acids near to the flavin-mononucleotide chromophore, causing a coupling between β-strands and subsequent detachment of a peripheral α-helix from the AsLOV2-domain. In the case of the PA-Rac1 system we find that this latter process induces the release of the AsLOV2-inhibitor from the switchII-activation site of the GTPase, enabling signal activation through effector-protein binding. These applications demonstrate that our approach reliably reproduces the signaling pathways of complex signal proteins, ranging from nanoseconds up to seconds at affordable computational costs.

Gauss-Seidel Estimation of Generalized Linear Mixed Models with Application to Poisson Modeling of Spatially Varying Disease Rates

Generalized linear mixed models (GLMMs) provide an elegant framework for the analysis of correlated data. Due to the non-closed form of the likelihood, GLMMs are often fit by computational procedures like penalized quasi-likelihood (PQL). Special cases of these models are generalized linear models (GLMs), which are often fit using algorithms like iterative weighted least squares (IWLS). High computational costs and memory space constraints often make it difficult to apply these iterative procedures to data sets with very large number of cases. This paper proposes a computationally efficient strategy based on the Gauss-Seidel algorithm that iteratively fits sub-models of the GLMM to subsetted versions of the data. Additional gains in efficiency are achieved for Poisson models, commonly used in disease mapping problems, because of their special collapsibility property which allows data reduction through summaries. Convergence of the proposed iterative procedure is guaranteed for canonical link functions. The strategy is applied to investigate the relationship between ischemic heart disease, socioeconomic status and age/gender category in New South Wales, Australia, based on outcome data consisting of approximately 33 million records. A simulation study demonstrates the algorithm's reliability in analyzing a data set with 12 million records for a (non-collapsible) logistic regression model.

Ontologies and Methods for Interoperability of Engineering Analysis Models (EAMS) in an E-Design Environment

ABSTRACT ONTOLOGIES AND METHODS FOR INTEROPERABILITY OF ENGINEERING ANALYSIS MODELS (EAMS) IN AN E-DESIGN ENVIRONMENT SEPTEMBER 2007 NEELIMA KANURI, B.S., BIRLA INSTITUTE OF TECHNOLOGY AND SCIENCES PILANI INDIA M.S., UNIVERSITY OF MASSACHUSETTS AMHERST Directed by: Professor Ian Grosse Interoperability is the ability of two or more systems to exchange and reuse information efficiently. This thesis presents new techniques for interoperating engineering tools using ontologies as the basis for representing, visualizing, reasoning about, and securely exchanging abstract engineering knowledge between software systems. The specific engineering domain that is the primary focus of this report is the modeling knowledge associated with the development of engineering analysis models (EAMs). This abstract modeling knowledge has been used to support integration of analysis and optimization tools in iSIGHT FD , a commercial engineering environment. ANSYS , a commercial FEA tool, has been wrapped as an analysis service available inside of iSIGHT-FD. Engineering analysis modeling (EAM) ontology has been developed and instantiated to form a knowledge base for representing analysis modeling knowledge. The instances of the knowledge base are the analysis models of real world applications. To illustrate how abstract modeling knowledge can be exploited for useful purposes, a cantilever I-Beam design optimization problem has been used as a test bed proof-of-concept application. Two distinct finite element models of the I-beam are available to analyze a given beam design- a beam-element finite element model with potentially lower accuracy but significantly reduced computational costs and a high fidelity, high cost, shell-element finite element model. The goal is to obtain an optimized I-beam design at minimum computational expense. An intelligent KB tool was developed and implemented in FiPER . This tool reasons about the modeling knowledge to intelligently shift between the beam and the shell element models during an optimization process to select the best analysis model for a given optimization design state. In addition to improved interoperability and design optimization, methods are developed and presented that demonstrate the ability to operate on ontological knowledge bases to perform important engineering tasks. One such method is the automatic technical report generation method which converts the modeling knowledge associated with an analysis model to a flat technical report. The second method is a secure knowledge sharing method which allocates permissions to portions of knowledge to control knowledge access and sharing. Both the methods acting together enable recipient specific fine grain controlled knowledge viewing and sharing in an engineering workflow integration environment, such as iSIGHT-FD. These methods together play a very efficient role in reducing the large scale inefficiencies existing in current product design and development cycles due to poor knowledge sharing and reuse between people and software engineering tools. This work is a significant advance in both understanding and application of integration of knowledge in a distributed engineering design framework.

A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations

In the context of expensive numerical experiments, a promising solution for alleviating the computational costs consists of using partially converged simulations instead of exact solutions. The gain in computational time is at the price of precision in the response. This work addresses the issue of fitting a Gaussian process model to partially converged simulation data for further use in prediction. The main challenge consists of the adequate approximation of the error due to partial convergence, which is correlated in both design variables and time directions. Here, we propose fitting a Gaussian process in the joint space of design parameters and computational time. The model is constructed by building a nonstationary covariance kernel that reflects accurately the actual structure of the error. Practical solutions are proposed for solving parameter estimation issues associated with the proposed model. The method is applied to a computational fluid dynamics test case and shows significant improvement in prediction compared to a classical kriging model.

Modelling Nd-isotopes with a coarse resolution ocean circulation model: Sensitivities to model parameters and source/sink distributions

The neodymium (Nd) isotopic composition (Nd) of seawater is a quasi-conservative tracer of water mass mixing and is assumed to hold great potential for paleoceanographic studies. Here we present a comprehensive approach for the simulation of the two neodymium isotopes 143Nd, and 144Nd using the Bern3D model, a low resolution ocean model. The high computational efficiency of the Bern3D model in conjunction with our comprehensive approach allows us to systematically and extensively explore the sensitivity of Nd concentrations and Nd to the parametrisation of sources and sinks. Previous studies have been restricted in doing so either by the chosen approach or by computational costs. Our study thus presents the most comprehensive survey of the marine Nd cycle to date. Our model simulates both Nd concentrations as well as Nd in good agreement with observations. Nd covaries with salinity, thus underlining its potential as a water mass proxy. Results confirm that the continental margins are required as a Nd source to simulate Nd concentrations and Nd consistent with observations. We estimate this source to be slightly smaller than reported in previous studies and find that above a certain magnitude its magnitude affects Nd only to a small extent. On the other hand, the parametrisation of the reversible scavenging considerably affects the ability of the model to simulate both, Nd concentrations and Nd. Furthermore, despite their small contribution, we find dust and rivers to be important components of the Nd cycle. In additional experiments, we systematically varied the diapycnal diffusivity as well as the Atlantic-to-Pacific freshwater flux to explore the sensitivity of Nd concentrations and its isotopic signature to the strength and geometry of the overturning circulation. These experiments reveal that Nd concentrations and Nd are comparatively little affected by variations in diapycnal diffusivity and the Atlantic-to-Pacific freshwater flux. In contrast, an adequate representation of Nd sources and sinks is crucial to simulate Nd concentrations and Nd consistent with observations. The good agreement of our results with observations paves the way for the evaluation of the paleoceanographic potential of Nd in further model studies.

Functional error modeling for uncertainty quantification in hydrogeology

Approximate models (proxies) can be employed to reduce the computational costs of estimating uncertainty. The price to pay is that the approximations introduced by the proxy model can lead to a biased estimation. To avoid this problem and ensure a reliable uncertainty quantification, we propose to combine functional data analysis and machine learning to build error models that allow us to obtain an accurate prediction of the exact response without solving the exact model for all realizations. We build the relationship between proxy and exact model on a learning set of geostatistical realizations for which both exact and approximate solvers are run. Functional principal components analysis (FPCA) is used to investigate the variability in the two sets of curves and reduce the dimensionality of the problem while maximizing the retained information. Once obtained, the error model can be used to predict the exact response of any realization on the basis of the sole proxy response. This methodology is purpose-oriented as the error model is constructed directly for the quantity of interest, rather than for the state of the system. Also, the dimensionality reduction performed by FPCA allows a diagnostic of the quality of the error model to assess the informativeness of the learning set and the fidelity of the proxy to the exact model. The possibility of obtaining a prediction of the exact response for any newly generated realization suggests that the methodology can be effectively used beyond the context of uncertainty quantification, in particular for Bayesian inference and optimization.

Distributed Atomic Polarizabilities of Amino Acids and their Hydrogen-Bonded Aggregates

With the purpose of rational design of optical materials, distributed atomic polarizabilities of amino acid molecules and their hydrogen-bonded aggregates are calculated in order to identify the most efficient functional groups, able to buildup larger electric susceptibilities in crystals. Moreover, we carefully analyze how the atomic polarizabilities depend on the one-electron basis set or the many-electron Hamiltonian, including both wave function and density functional theory methods. This is useful for selecting the level of theory that best combines high accuracy and low computational costs, very important in particular when using the cluster method to estimate susceptibilities of molecular-based materials.

Determinacy analysis for logic programs using mode and type information

We propose an analysis for detecting procedures and goals that are deterministic (i.e. that produce at most one solution), or predicates whose clause tests are mutually exclusive (which implies that at most one of their clauses will succeed) even if they are not deterministic (because they cali other predicates that can produce more than one solution). Applications of such determinacy information include detecting programming errors, performing certain high-level program transformations for improving search efñciency, optimizing low level code generation and parallel execution, and estimating tighter upper bounds on the computational costs of goals and data sizes, which can be used for program debugging, resource consumption and granularity control, etc. We have implemented the analysis and integrated it in the CiaoPP system, which also infers automatically the mode and type information that our analysis takes as input. Experiments performed on this implementation show that the analysis is fairly accurate and efncient.