SPSA algorithms with measurement reuse

Four algorithms, all variants of Simultaneous Perturbation Stochastic Approximation (SPSA), are proposed. The original one-measurement SPSA uses an estimate of the gradient of objective function L containing an additional bias term not seen in two-measurement SPSA. As a result, the asymptotic covariance matrix of the iterate convergence process has a bias term. We propose a one-measurement algorithm that eliminates this bias, and has asymptotic convergence properties making for easier comparison with the two-measurement SPSA. The algorithm, under certain conditions, outperforms both forms of SPSA with the only overhead being the storage of a single measurement. We also propose a similar algorithm that uses perturbations obtained from normalized Hadamard matrices. The convergence w.p. 1 of both algorithms is established. We extend measurement reuse to design two second-order SPSA algorithms and sketch the convergence analysis. Finally, we present simulation results on an illustrative minimization problem.

Direct numerical simulation of autoignition in a non-premixed, turbulent medium

In this paper, direct numerical simulation of autoignition in an initially non-premixed medium under isotropic, homogeneous, and decaying turbulence is presented. The pressure-based method developed herein is a spectral implementation of the sequential steps followed in the predictor-corrector type of algorithms; it includes the effects of density fluctuations caused by spatial inhomogeneities ill temperature and species. The velocity and pressure field are solved in the spectral space while the scalars and density field are solved in the physical space. The presented results reveal that the autoignition spots originate and evolve at locations where (1) the composition corresponds to a small range around a specific mixture fraction, and (2) the conditional scaler dissipation rate is low. A careful examination of the data obtained indicates that the autoignition spots originate in the vortex cores, and the hot gases travel outward as combustion progresses. Hence, the applicability of the transient laminar flamelet model for this problem is questioned. The dependence of autoignition characteristics on parameters such as (1) die initial eddy-turnover time and (2) the initial ratio of length scale of scalars to that of velocities are investigated. Certain implications of new results on the conditional moment closure modeling are discussed.

Aerodynamic noise from wave-turbulence interaction

Abstract. In order to estimate the acoustic energy scattered when a unit volume of free turbulence, such as in free jets, interacts with a plane steady sound wave, theoretical expressions are derived for two simple models of turbulence: eddy model and isotropic model. The effect of convection by mean motion of the energy-bearing eddies on the incident sound wave and on the sound generated from wave-turbulence interaction is taken into account. Finally, by means of a representative calculation,the directionality pattern and Mach number dependence of the noise so generated is discussed.

Methods and applications for improving parameter prediction models for stand structures in Finland

This thesis report attempts to improve the models for predicting forest stand structure for practical use, e.g. forest management planning (FMP) purposes in Finland. Comparisons were made between Weibull and Johnson s SB distribution and alternative regression estimation methods. Data used for preliminary studies was local but the final models were based on representative data. Models were validated mainly in terms of bias and RMSE in the main stand characteristics (e.g. volume) using independent data. The bivariate SBB distribution model was used to mimic realistic variations in tree dimensions by including within-diameter-class height variation. Using the traditional method, diameter distribution with the expected height resulted in reduced height variation, whereas the alternative bivariate method utilized the error-term of the height model. The lack of models for FMP was covered to some extent by the models for peatland and juvenile stands. The validation of these models showed that the more sophisticated regression estimation methods provided slightly improved accuracy. A flexible prediction and application for stand structure consisted of seemingly unrelated regression models for eight stand characteristics, the parameters of three optional distributions and Näslund s height curve. The cross-model covariance structure was used for linear prediction application, in which the expected values of the models were calibrated with the known stand characteristics. This provided a framework to validate the optional distributions and the optional set of stand characteristics. Height distribution is recommended for the earliest state of stands because of its continuous feature. From the mean height of about 4 m, Weibull dbh-frequency distribution is recommended in young stands if the input variables consist of arithmetic stand characteristics. In advanced stands, basal area-dbh distribution models are recommended. Näslund s height curve proved useful. Some efficient transformations of stand characteristics are introduced, e.g. the shape index, which combined the basal area, the stem number and the median diameter. Shape index enabled SB model for peatland stands to detect large variation in stand densities. This model also demonstrated reasonable behaviour for stands in mineral soils.

On subspace method for source localization

A method of source localization in shallow water, based on subspace concept, is described. It is shown that a vector representing the source in the image space spanned by the direction vectors of the source images is orthogonal to the noise eigenspace of the covariance matrix. Computer simulation has shown that a horizontal array of eight sensors can accurately localize one or more uncorrelated sources in shallow water dominated by multipath propagation.

Low reynolds number flow of a dilute suspension in slowly varying tubes

We have discussed here the flow of a dilute suspension of rigid particles in Newtonian fluid in slowly varying tubes characterized by a small parameter ε. Solutions are presented in the form of asymptotic expansions in powers of ε. The effect of the suspension on the fluid is described by two parameters β and γ which depend on the volume fraction of the particles which we assume to be small. It is found that the presence of the particles accelerate the process of eddy formation near the constriction and shifts the point of separation.

Leisure-time physical activity, health related functioning and retirement : a prospective cohort study among middle-aged employees

Physical inactivity has become a major threat to public health worldwide. The Finnish health and welfare policies emphasize that the working population should maintain good health and functioning until their normal retirement age and remain in good health and independence later in life. Health behaviours like physical activity potentially play an important role in reaching this target as physical activity contributes to better physical fitness and to reduced risk of major chronic diseases. The aim of this study was to examine first whether the volume and intensity of leisure-time physical activity impacts on subsequent physical health functioning, sickness absence and disability retirement. The second aim was to examine changes in leisure-time physical activity of moderate and vigorous intensity after transition to retirement. This study is part of the ongoing Helsinki Health Study. The baseline data were collected by questionnaires in 2000 - 02 among the employees of the City of Helsinki aged 40 to 60. The follow-up survey data were collected in 2007. Data on sickness absence were obtained from the employer s (City of Helsinki) sickness absence registers and pension data were obtained from the Finnish Centre for Pensions. Leisure-time physical activity was measured in four grades of intensity and classified according to physical activity recommendations considering both the volume and intensity of physical activity. Statistical techniques including analysis of covariance, logistic regression, Cox proportional hazards models and Poisson regression were used. Employees who were vigorously active during leisure time especially had better physical health functioning than those physically inactive. High physical activity in particular contributed to the maintenance of good physical health functioning. High physical activity also reduced the risk of subsequent sickness absences as well as the risk of all-cause disability retirement and retirement due to musculoskeletal and mental causes. Among those transferred to old-age retirement moderate-intensity leisure-time physical activity increased on average by more than half an hour per week and in addition the occurrence of physical inactivity reduced. Such changes were not observed among those remained employed and those transferred to disability retirement. This prospective cohort study provided novel results on the effects of leisure-time physical activity on health related functioning and changes in leisure-time physical activity after retirement. Although the benefits of moderate-intensity physical activity for health are well known these results suggest the importance of vigorous physical activity for subsequent health related functioning. Thus vigorous physical activity to enhance fitness should be given more emphasis from a public health perspective. In addition, physical activity should be encouraged among those who are about to retire.

Professional Driving : An Emphasis on Organizational Safety Climate

According to the literature and statistical figures, professional drivers constitute a high-risk group in traffic and should be investigated in connection with the factors related to safe driving. However, safety-related behaviours and outcomes among professional drivers have attracted very little attention from safety researchers. In addition, comparing different professional and non-professional driver groups in terms of critical on-the-road characteristics and outcomes has been indicated in the literature as being necessary for a more comprehensive understanding of driver groups and the nature of driving itself. The aim of the present study was to investigate professional driving from a safety climate stand point in relation to predominant driving-related factors and by considering the differences between driver groups. Hence, four Sub-studies were conducted according to a framework emphasizing the relationships between safety climate, driver groups, driver stress, human factors (i.e., driver behaviour and performance) and accidents. Demographic information, as well as data for driver behaviour, performance, and driver stress was collected by questionnaire. The data was analysed using factor analysis, analysis of covariance as well as hierarchical and logistic regression analysis. The results revealed multi-dimensional factor structures for the safety climate measures. Considering the relationships between variables, differences were evidenced regarding on-the-road stress reactions, risky driver behaviours and penalties, between the various professional and non-professional driver groups. Driver stress was found to be related to accidents. The results also indicated that the safety climate has positive relationships with both driver behaviour and performance, and as well as involvement in accidents. The present study has a number of critical implications resulting from the fact that the way in which the effects of safety climate on professional driving were investigated, as well as the differences between professional and non-professional driver groups, was unique. Additionally, for the first time, a safety climate scale was developed specifically for professional drivers. According to the results of the study and to previous literature, a tentative model was proposed representing a possible route for the relationships between safety climate, human factors, driver stress, driver groups and accidents, by emphasizing the effects of safety climate.

A new model for coalescence efficiency of drops in stirred dispersions

A model for coalescence efficiency of two drops embedded in an eddy has been developed. Unlike the other models which consider only head-on collisions, the model considers the droplets to approach at an arbitrary angle. The drop pair is permitted to undergo rotation while they approach each other. For coalescence to occur, the drops are assumed to approach each other under a squeezing force acting over the life time of eddy but which can vary with time depending upon the angle of approach. The model accounts for the deformation of tip regions of the approaching drops and, describes the rupture of the intervening film, based on stability considerations while film drainage is continuing under the combined influence of the hydrodynamic and van der Waals forces. The coalescence efficiency is defined as the ratio of the range of angles resulting in coalescence to the total range of all possible approach angles. The model not only reconciles the contradictory predictions made by the earlier models based on similar framework but also brings out the important role of dispersed-phase viscosity. It further predicts that the dispersions involving pure phases can be stabilized at high rps values. Apart from explaining the hitherto unexplained experimental data of Konno et al. qualitatively, the model also offers an alternate explanation for the interesting observations of Shinnar.

A Theory of the Lifted Temperature Minimum on Calm Clear Nights

Numerous reports from several parts of the world have confirmed that on calm clear nights a minimum in air temperature can occur just above ground, at heights of the order of $\frac{1}{2}$ m or less. This phenomenon, first observed by Ramdas & Atmanathan (1932), carries the associated paradox of an apparently unstable layer that sustains itself for several hours, and has not so far been satisfactorily explained. We formulate here a theory that considers energy balance between radiation, conduction and free or forced convection in humid air, with surface temperature, humidity and wind incorporated into an appropriate mathematical model as parameters. A complete numerical solution of the coupled air-soil problem is used to validate an approach that specifies the surface temperature boundary condition through a cooling rate parameter. Utilizing a flux-emissivity scheme for computing radiative transfer, the model is numerically solved for various values of turbulent friction velocity. It is shown that a lifted minimum is predicted by the model for values of ground emissivity not too close to unity, and for sufficiently low surface cooling rates and eddy transport. Agreement with observation for reasonable values of the parameters is demonstrated. A heuristic argument is offered to show that radiation substantially increases the critical Rayleigh number for convection, thus circumventing or weakening Rayleigh-Benard instability. The model highlights the key role played by two parameters generally ignored in explanations of the phenomenon, namely surface emissivity and soil thermal conductivity, and shows that it is unnecessary to invoke the presence of such particulate constituents as haze to produce a lifted minimum.

Impact of physical processes on the chlorophyll distribution in the Bay of Bengal

Satellite-derived chlorophyll a concentration (chl a) maps show three regions with high chl a in the Bay of Bengal. First among these is close to the coast, particularly off river mouths, with high values coinciding with the season of peak discharge; second is in the southwestern bay during the northeast monsoon, which is forced by local Ekman pumping; and the third is to the east of Sri Lanka in response to the summer monsoon winds. Chlorophyll-rich water from the mouths of rivers flows either along the coast or in an offshore direction, up to several hundred kilometers, depending on the prevailing ocean current pattern. The Irrawady River plume flows toward offshore and then turns northwestward during October–December, but it flows along the coast into the Andaman Sea for the rest of the year. From the Ganga-Brahmaputra river mouth, chl a–rich water flows directly southward into the open bay during spring but along the Indian coast during summer and winter. Along the Indian coast, the flow of chl a–rich water is determined by the East India Coastal Current (EICC). Whenever the EICC meanders off the Indian coast, it leads to an offshore outbreak of chl a–rich water from the coastal region into open ocean. The EICC as well as open ocean circulation in the bay is made up of several eddies, and these eddies show relatively higher chl a. Eddies near the coast, however, can often have higher chl a because of advection from the coastal region rather than generation within the eddy itself. The bay experiences several cyclones in a year, most of them occurring during October–November. These cyclones cause a drop in the sea surface temperature, a dip in the sea level, and a local increase in chl a. The impact of a cyclone is weaker in the northern part of the bay because of stronger stratification compared to the southern parts.

Parametric instability of stochastic columns

Columns which have stochastically distributed Young's modulus and mass density and are subjected to deterministic periodic axial loadings are considered. The general case of a column supported on a Winkler elastic foundation of random stiffness and also on discrete elastic supports which are also random is considered. Material property fluctuations are modeled as independent one-dimensional univariate homogeneous real random fields in space. In addition to autocorrelation functions or their equivalent power spectral density functions, the input random fields are characterized by scale of fluctuations or variance functions for their second order properties. The foundation stiffness coefficient and the stiffnesses of discrete elastic supports are treated to constitute independent random variables. The system equations of boundary frequencies are obtained using Bolotin's method for deterministic systems. Stochastic FEM is used to obtain the discrete system with random as well as periodic coefficients. Statistical properties of boundary frequencies are derived in terms of input parameter statistics. A complete covariance structure is obtained. The equations developed are illustrated using a numerical example employing a practical correlation structure.

Relationship between the controllability grammian and closed-loop eigenvalues: the single input case

The controllability grammian is important in many control applications. Given a set of closed-loop eigenvalues the corresponding controllability grammian can be obtained by computing the controller which assigns the eigenvalues and then by solving the Lyapunov equation that defines the grammian. The relationship between the controllability grammian, resulting from state feedback, and the closed-loop eigenvalues of a single input linear time invariant (LTI) system is obtained. The proposed methodology does not require the computation of the controller that assigns the specified eigenvalues. The closed-loop system matrix is obtained from the knowledge of the open-loop system matrix, control influence matrix and the specified closed-loop eigenvalues. Knowing the closed-loop system matrix, the grammian is then obtained from the solution of the Lyapunov equation that defines it. Finally the proposed idea is extended to find the state covariance matrix for a specified set of closed-loop eigenvalues (without computing the controller), due to impulsive input in the disturbance channel and to solve the eigenvalue assignment problem for the single input case.

Dynamic coupling between the LID and NMP domain motions in the catalytic conversion of ATP and AMP to ADP by adenylate kinase

The catalytic conversion of adenosine triphosphate (ATP) and adenosine monophosphate (AMP) to adenosine diphosphate (ADP) by adenylate kinase (ADK) involves large amplitude, ligand induced domain motions, involving the opening and the closing of ATP binding domain (LID) and AMP binding domain (NMP) domains, during the repeated catalytic cycle. We discover and analyze an interesting dynamical coupling between the motion of the two domains during the opening, using large scale atomistic molecular dynamics trajectory analysis, covariance analysis, and multidimensional free energy calculations with explicit water. Initially, the LID domain must open by a certain amount before the NMP domain can begin to open. Dynamical correlation map shows interesting cross-peak between LID and NMP domain which suggests the presence of correlated motion between them. This is also reflected in our calculated two-dimensional free energy surface contour diagram which has an interesting elliptic shape, revealing a strong correlation between the opening of the LID domain and that of the NMP domain. Our free energy surface of the LID domain motion is rugged due to interaction with water and the signature of ruggedness is evident in the observed root mean square deviation variation and its fluctuation time correlation functions. We develop a correlated dynamical disorder-type theoretical model to explain the observed dynamic coupling between the motion of the two domains in ADK. Our model correctly reproduces several features of the cross-correlation observed in simulations. (C) 2011 American Institute of Physics. doi:10.1063/1.3516588]

Decorrelation of broad band signals by toeplitz-block-toeplitz structuring

We propose F-norm of the cross-correlation part of the array covariance matrix as a measure of correlation between the impinging signals and study the performance of different decorrelation methods in the broadband case using this measure. We first show that dimensionality of the composite signal subspace, defined as the number of significant eigenvectors of the source sample covariance matrix, collapses in the presence of multipath and the spatial smoothing recovers this dimensionality. Using an upper bound on the proposed measure, we then study the decorrelation of the broadband signals with spatial smoothing and the effect of spacing and directions of the sources on the rate of decorrelation with progressive smoothing. Next, we introduce a weighted smoothing method based on Toeplitz-block-Toeplitz (TBT) structuring of the data covariance matrix which decorrelates the signals much faster than the spatial smoothing. Computer simulations are included to demonstrate the performance of the two methods.