Dynamic fault tree analysis with PEWMA modeling of event rates and Bayesian updating of material balance parameters using MCMC

This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.

Integrated sensitivity analysis, calibration, and uncertainty propagation analysis approaches for supporting hydrological modeling

The successful performance of a hydrological model is usually challenged by the quality of the sensitivity analysis, calibration and uncertainty analysis carried out in the modeling exercise and subsequent simulation results. This is especially important under changing climatic conditions where there are more uncertainties associated with climate models and downscaling processes that increase the complexities of the hydrological modeling system. In response to these challenges and to improve the performance of the hydrological models under changing climatic conditions, this research proposed five new methods for supporting hydrological modeling. First, a design of experiment aided sensitivity analysis and parameterization (DOE-SAP) method was proposed to investigate the significant parameters and provide more reliable sensitivity analysis for improving parameterization during hydrological modeling. The better calibration results along with the advanced sensitivity analysis for significant parameters and their interactions were achieved in the case study. Second, a comprehensive uncertainty evaluation scheme was developed to evaluate three uncertainty analysis methods, the sequential uncertainty fitting version 2 (SUFI-2), generalized likelihood uncertainty estimation (GLUE) and Parameter solution (ParaSol) methods. The results showed that the SUFI-2 performed better than the other two methods based on calibration and uncertainty analysis results. The proposed evaluation scheme demonstrated that it is capable of selecting the most suitable uncertainty method for case studies. Third, a novel sequential multi-criteria based calibration and uncertainty analysis (SMC-CUA) method was proposed to improve the efficiency of calibration and uncertainty analysis and control the phenomenon of equifinality. The results showed that the SMC-CUA method was able to provide better uncertainty analysis results with high computational efficiency compared to the SUFI-2 and GLUE methods and control parameter uncertainty and the equifinality effect without sacrificing simulation performance. Fourth, an innovative response based statistical evaluation method (RESEM) was proposed for estimating the uncertainty propagated effects and providing long-term prediction for hydrological responses under changing climatic conditions. By using RESEM, the uncertainty propagated from statistical downscaling to hydrological modeling can be evaluated. Fifth, an integrated simulation-based evaluation system for uncertainty propagation analysis (ISES-UPA) was proposed for investigating the effects and contributions of different uncertainty components to the total propagated uncertainty from statistical downscaling. Using ISES-UPA, the uncertainty from statistical downscaling, uncertainty from hydrological modeling, and the total uncertainty from two uncertainty sources can be compared and quantified. The feasibility of all the methods has been tested using hypothetical and real-world case studies. The proposed methods can also be integrated as a hydrological modeling system to better support hydrological studies under changing climatic conditions. The results from the proposed integrated hydrological modeling system can be used as scientific references for decision makers to reduce the potential risk of damages caused by extreme events for long-term water resource management and planning.

Seismic Retrofitting of a Historic Structure with Limited Construction Documentation

Many buildings constructed during the middle of the 20th century were constructed with criteria that fall short of current requirements. Although shortcomings are possible in all aspects of the design, the inadequacies in terms of seismic design present a more pressing issue to human life. This risk has been seen in various earthquakes that have struck Italy recently, and subsequently, the codes have been altered to account for this underestimated danger. Structures built after these changes remain at risk and must be retrofitted depending on their use. This report centers around the Giovanni Michelucci Institute of Mathematics at the University of Bologna and the work required to modify the building so that it can withstand 60% of the current design requirements. The goal of this particular report is to verify the previous reports written in Italian and present an accurate analysis along with intervention suggestions for this particular building. The work began with an investigation into the previous sources and work to find out how the structure had been interpreted. After understanding the building, corrections were made where required, and the failing elements were organized graphically to more easily show where the building needed the most work. Once the critical zones were mapped, remediation techniques were tested on the top floor, and the modeling techniques and effects of the interventions were presented to assist in further work on the structure.

Theoretical modeling and experimental validation of fluid-loaded micro rectangular plates

This paper presents a theoretical model on the vibration analysis of micro scale fluid-loaded rectangular isotropic plates, based on the Lamb's assumption of fluid-structure interaction and the Rayleigh-Ritz energy method. An analytical solution for this model is proposed, which can be applied to most cases of boundary conditions. The dynamical experimental data of a series of microfabricated silicon plates are obtained using a base-excitation dynamic testing facility. The natural frequencies and mode shapes in the experimental results are in good agreement with the theoretical simulations for the lower order modes. The presented theoretical and experimental investigations on the vibration characteristics of the micro scale plates are of particular interest in the design of microplate based biosensing devices. Copyright © 2009 by ASME.

A completely kinematostatically decoupled XY compliant parallel manipulator through new topology structure

This paper deals with a completely kinematostaticaly decoupled XY compliant parallel manipulator (CPM) composed of exactly-constrained compliant modules. A new 4-PP XY translational parallel mechanism (TPM) with a new topology structure is firstly proposed where each two P (P: prismatic) joints on the base in two non-adjacent legs are rigidly connected. A novel 4-PP XY CPM is then obtained by replacing each traditional P join on the base in the 4-PP XY TPM with a compound basic parallelogram module (CBPM) and replacing each traditional P joint on the motion stage with a basic parallelogram module (BPM). Approximate analytical model is derived with comparison to the FEA (finite element analysis) model and experiment for a case study. The proposed novel XY CPM has a compact configuration with good dynamics, and is able to well constrain the parasitic rotation and the cross-axis coupling of the motion stage. The cross-axis motion of the input stage can be completely eliminated, and the lost motion between the input stage and the motion stage is significantly reduced.

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Elucidating the Space-Time Structure of Low Level Warm Season Precipitation Processes in the Southern Appalachian Mountains Using Models and Observations

Light rainfall is the baseline input to the annual water budget in mountainous landscapes through the tropics and at mid-latitudes. In the Southern Appalachians, the contribution from light rainfall ranges from 50-60% during wet years to 80-90% during dry years, with convective activity and tropical cyclone input providing most of the interannual variability. The Southern Appalachians is a region characterized by rich biodiversity that is vulnerable to land use/land cover changes due to its proximity to a rapidly growing population. Persistent near surface moisture and associated microclimates observed in this region has been well documented since the colonization of the area in terms of species health, fire frequency, and overall biodiversity. The overarching objective of this research is to elucidate the microphysics of light rainfall and the dynamics of low level moisture in the inner region of the Southern Appalachians during the warm season, with a focus on orographically mediated processes. The overarching research hypothesis is that physical processes leading to and governing the life cycle of orographic fog, low level clouds, and precipitation, and their interactions, are strongly tied to landform, land cover, and the diurnal cycles of flow patterns, radiative forcing, and surface fluxes at the ridge-valley scale. The following science questions will be addressed specifically: 1) How do orographic clouds and fog affect the hydrometeorological regime from event to annual scale and as a function of terrain characteristics and land cover?; 2) What are the source areas, governing processes, and relevant time-scales of near surface moisture convergence patterns in the region?; and 3) What are the four dimensional microphysical and dynamical characteristics, including variability and controlling factors and processes, of fog and light rainfall? The research was conducted with two major components: 1) ground-based high-quality observations using multi-sensor platforms and 2) interpretive numerical modeling guided by the analysis of the in situ data collection. Findings illuminate a high level of spatial – down to the ridge scale - and temporal – from event to annual scale - heterogeneity in observations, and a significant impact on the hydrological regime as a result of seeder-feeder interactions among fog, low level clouds, and stratiform rainfall that enhance coalescence efficiency and lead to significantly higher rainfall rates at the land surface. Specifically, results show that enhancement of an event up to one order of magnitude in short-term accumulation can occur as a result of concurrent fog presence. Results also show that events are modulated strongly by terrain characteristics including elevation, slope, geometry, and land cover. These factors produce interactions between highly localized flows and gradients of temperature and moisture with larger scale circulations. Resulting observations of DSD and rainfall patterns are stratified by region and altitude and exhibit clear diurnal and seasonal cycles.

A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.

Modeling of a Heat-Induced Buckling of Plates Using the Mesh-free Method

In the process of engineering design of structural shapes, the flat plate analysis results can be generalized to predict behaviors of complete structural shapes. In this case, the purpose of this project is to analyze a thin flat plate under conductive heat transfer and to simulate the temperature distribution, thermal stresses, total displacements, and buckling deformations. The current approach in these cases has been using the Finite Element Method (FEM), whose basis is the construction of a conforming mesh. In contrast, this project uses the mesh-free Scan Solve Method. This method eliminates the meshing limitation using a non-conforming mesh. I implemented this modeling process developing numerical algorithms and software tools to model thermally induced buckling. In addition, convergence analysis was achieved, and the results were compared with FEM. In conclusion, the results demonstrate that the method gives similar solutions to FEM in quality, but it is computationally less time consuming.

Modeling, Analysis and Performance Comparison of Two Direct Sampling DCSK Receivers under Frequency Nonselective Fading Channels

Two direct sampling correlator-type receivers for differential chaos shift keying (DCSK) communication systems under frequency non-selective fading channels are proposed. These receivers operate based on the same hardware platform with different architectures. In the first scheme, namely sum-delay-sum (SDS) receiver, the sum of all samples in a chip period is correlated with its delayed version. The correlation value obtained in each bit period is then compared with a fixed threshold to decide the binary value of recovered bit at the output. On the other hand, the second scheme, namely delay-sum-sum (DSS) receiver, calculates the correlation value of all samples with its delayed version in a chip period. The sum of correlation values in each bit period is then compared with the threshold to recover the data. The conventional DCSK transmitter, frequency non-selective Rayleigh fading channel, and two proposed receivers are mathematically modelled in discrete-time domain. The authors evaluated the bit error rate performance of the receivers by means of both theoretical analysis and numerical simulation. The performance comparison shows that the two proposed receivers can perform well under the studied channel, where the performances get better when the number of paths increases and the DSS receiver outperforms the SDS one.

On the Use of Regression and Verbal Protocol Analysis in Modeling Analysts’ Behavior in an Unstructured Task Environment: A Methodological Note

This paper discusses areas for future research opportunities by addressing accounting issues faced by management accountants practicing in hospitality organizations. Specifically, the article focuses on the use of the uniform system of accounts by operating properties, the usefulness of allocating support costs to operated departments, extending our understanding of operating costs and performance measurement systems and the certification of practicing accountants.

Flexible modeling and estimation for high-dimensional graphs

Thesis (Ph.D.)--University of Washington, 2016-08

Multiphase flow in porous media: meta-modeling techniques for sensitivity analysis and risk assessment

One of the biggest challenges that contaminant hydrogeology is facing, is how to adequately address the uncertainty associated with model predictions. Uncertainty arise from multiple sources, such as: interpretative error, calibration accuracy, parameter sensitivity and variability. This critical issue needs to be properly addressed in order to support environmental decision-making processes. In this study, we perform Global Sensitivity Analysis (GSA) on a contaminant transport model for the assessment of hydrocarbon concentration in groundwater. We provide a quantification of the environmental impact and, given the incomplete knowledge of hydrogeological parameters, we evaluate which are the most influential, requiring greater accuracy in the calibration process. Parameters are treated as random variables and a variance-based GSA is performed in a optimized numerical Monte Carlo framework. The Sobol indices are adopted as sensitivity measures and they are computed by employing meta-models to characterize the migration process, while reducing the computational cost of the analysis. The proposed methodology allows us to: extend the number of Monte Carlo iterations, identify the influence of uncertain parameters and lead to considerable saving computational time obtaining an acceptable accuracy.

Exploring social representations of adapting to climate change using topic modeling and Bayesian networks

When something unfamiliar emerges or when something familiar does something unexpected people need to make sense of what is emerging or going on in order to act. Social representations theory suggests how individuals and society make sense of the unfamiliar and hence how the resultant social representations (SRs) cognitively, emotionally, and actively orient people and enable communication. SRs are social constructions that emerge through individual and collective engagement with media and with everyday conversations among people. Recent developments in text analysis techniques, and in particular topic modeling, provide a potentially powerful analytical method to examine the structure and content of SRs using large samples of narrative or text. In this paper I describe the methods and results of applying topic modeling to 660 micronarratives collected from Australian academics / researchers, government employees, and members of the public in 2010-2011. The narrative fragments focused on adaptation to climate change (CC) and hence provide an example of Australian society making sense of an emerging and conflict ridden phenomena. The results of the topic modeling reflect elements of SRs of adaptation to CC that are consistent with findings in the literature as well as being reasonably robust predictors of classes of action in response to CC. Bayesian Network (BN) modeling was used to identify relationships among the topics (SR elements) and in particular to identify relationships among topics, sentiment, and action. Finally the resulting model and topic modeling results are used to highlight differences in the salience of SR elements among social groups. The approach of linking topic modeling and BN modeling offers a new and encouraging approach to analysis for ongoing research on SRs.