Bayesian parameter identification in dynamic state space models using modified measurement equations

When Markov chain Monte Carlo (MCMC) samplers are used in problems of system parameter identification, one would face computational difficulties in dealing with large amount of measurement data and (or) low levels of measurement noise. Such exigencies are likely to occur in problems of parameter identification in dynamical systems when amount of vibratory measurement data and number of parameters to be identified could be large. In such cases, the posterior probability density function of the system parameters tends to have regions of narrow supports and a finite length MCMC chain is unlikely to cover pertinent regions. The present study proposes strategies based on modification of measurement equations and subsequent corrections, to alleviate this difficulty. This involves artificial enhancement of measurement noise, assimilation of transformed packets of measurements, and a global iteration strategy to improve the choice of prior models. Illustrative examples cover laboratory studies on a time variant dynamical system and a bending-torsion coupled, geometrically non-linear building frame under earthquake support motions. (C) 2015 Elsevier Ltd. All rights reserved.

A numerical method for solving the dynamic three-dimensional Ericksen-Leslie equations for nematic liquid crystals subject to a strong magnetic field

A finite difference technique, based on a projection method, is developed for solving the dynamic three-dimensional Ericksen-Leslie equations for nematic liquid crystals subject to a strong magnetic field. The governing equations in this situation are derived using primitive variables and are solved using the ideas behind the GENSMAC methodology (Tome and McKee [32]; Tome et al. [34]). The resulting numerical technique is then validated by comparing the numerical solution against an analytic solution for steady three-dimensional flow between two-parallel plates subject to a strong magnetic field. The validated code is then employed to solve channel flow for which there is no analytic solution. (C) 2009 Elsevier B.V. All rights reserved.

A dynamic programming approach to the formulation and solution of finite element equations

A method for formulating and algorithmically solving the equations of finite element problems is presented. The method starts with a parametric partition of the domain in juxtaposed strips that permits sweeping the whole region by a sequential addition (or removal) of adjacent strips. The solution of the difference equations constructed over that grid proceeds along with the addition removal of strips in a manner resembling the transfer matrix approach, except that different rules of composition that lead to numerically stable algorithms are used for the stiffness matrices of the strips. Dynamic programming and invariant imbedding ideas underlie the construction of such rules of composition. Among other features of interest, the present methodology provides to some extent the analyst's control over the type and quantity of data to be computed. In particular, the one-sweep method presented in Section 9, with no apparent counterpart in standard methods, appears to be very efficient insofar as time and storage is concerned. The paper ends with the presentation of a numerical example

Dynamic instabilities in scalar neural field equations with space-dependent delays

In this paper we consider a class of scalar integral equations with a form of space-dependent delay. These non-local models arise naturally when modelling neural tissue with active axons and passive dendrites. Such systems are known to support a dynamic (oscillatory) Turing instability of the homogeneous steady state. In this paper we develop a weakly nonlinear analysis of the travelling and standing waves that form beyond the point of instability. The appropriate amplitude equations are found to be the coupled mean-field Ginzburg-Landau equations describing a Turing-Hopf bifurcation with modulation group velocity of O(1). Importantly we are able to obtain the coefficients of terms in the amplitude equations in terms of integral transforms of the spatio-temporal kernels defining the neural field equation of interest. Indeed our results cover not only models with axonal or dendritic delays but those which are described by a more general distribution of delayed spatio-temporal interactions. We illustrate the predictive power of this form of analysis with comparison against direct numerical simulations, paying particular attention to the competition between standing and travelling waves and the onset of Benjamin-Feir instabilities.

Automated symbolic and numeric procedure for manipulator rigid-body dynamic significance analysis and simplification

This paper describes an automated procedure for analysing the significance of each of the many terms in the equations of motion for a serial-link robot manipulator. Significance analysis provides insight into the rigid-body dynamic effects that are significant locally or globally in the manipulator's state space. Deleting those terms that do not contribute significantly to the total joint torque can greatly reduce the computational burden for online control, and a Monte-Carlo style simulation is used to investigate the errors thus introduced. The procedures described are a hybrid of symbolic and numeric techniques, and can be readily implemented using standard computer algebra packages.

Mixed-dimensional consistent coupling by multi-point constraint equations for efficient multi-scale modeling

Finding an appropriate linking method to connect different dimensional element types in a single finite element model is a key issue in the multi-scale modeling. This paper presents a mixed dimensional coupling method using multi-point constraint equations derived by equating the work done on either side of interface connecting beam elements and shell elements for constructing a finite element multiscale model. A typical steel truss frame structure is selected as case example and the reduced scale specimen of this truss section is then studied in the laboratory to measure its dynamic and static behavior in global truss and local welded details while the different analytical models are developed for numerical simulation. Comparison of dynamic and static response of the calculated results among different numerical models as well as the good agreement with those from experimental results indicates that the proposed multi-scale model is efficient and accurate.

A non-linear dynamic analysis of heavy haul track line sleepers under wheel flat

Significant wheel-rail dynamic forces occur because of imperfections in the wheels and/or rail. One of the key responses to the transmission of these forces down through the track is impact force on the sleepers. Dynamic analysis of nonlinear systems is very complicated and does not lend itself easily to a classical solution of multiple equations. Trying to deduce the behaviour of track components from experimental data is very difficult because such data is hard to obtain and applies to only the particular conditions of the track being tested. The finite element method can be the best solution to this dilemma. This paper describes a finite element model using the software package ANSYS for various sized flat defects in the tread of a wheel rolling at a typical speed on heavy haul track. The paper explores the dynamic response of a prestressed concrete sleeper to these defects.

A meshfree-based local Galerkin method with condensation of degree of freedom for elastic dynamic analysis

Condensation technique of degree of freedom is first proposed to improve the computational efficiency of meshfree method with Galerkin weak form for elastic dynamic analysis. In the present method, scattered nodes without connectivity are divided into several subsets by cells with arbitrary shape. Local discrete equation is established over each cell by using moving Kriging interpolation, in which the nodes that located in the cell are used for approximation. Then local discrete equations can be simplified by condensation of degree of freedom, which transfers equations of inner nodes to equations of boundary nodes based on cells. The global dynamic system equations are obtained by assembling all local discrete equations and are solved by using the standard implicit Newmark’s time integration scheme. In the scheme of present method, the calculation of each cell is carried out by meshfree method, and local search is implemented in interpolation. Numerical examples show that the present method has high computational efficiency and good accuracy in solving elastic dynamic problems.

A fuzzy logic based dynamic wave model inversion algorithm for canal regulation

A fuzzy logic based centralized control algorithm for irrigation canals is presented. Purpose of the algorithm is to control downstream discharge and water level of pools in the canal, by adjusting discharge release from the upstream end and gates settings. The algorithm is based on the dynamic wave model (Saint-Venant equations) inversion in space, wherein the momentum equation is replaced by a fuzzy rule based model, while retaining the continuity equation in its complete form. The fuzzy rule based model is developed on fuzzification of a new mathematical model for wave velocity, the derivational details of which are given. The advantages of the fuzzy control algorithm, over other conventional control algorithms, are described. It is transparent and intuitive, and no linearizations of the governing equations are involved. Timing of the algorithm and method of computation are explained. It is shown that the tuning is easy and the computations are straightforward. The algorithm provides stable, realistic and robust outputs. The disadvantage of the algorithm is reduced precision in its outputs due to the approximation inherent in the fuzzy logic. Feed back control logic is adopted to eliminate error caused by the system disturbances as well as error caused by the reduced precision in the outputs. The algorithm is tested by applying it to water level control problem in a fictitious canal with a single pool and also in a real canal with a series of pools. It is found that results obtained from the algorithm are comparable to those obtained from conventional control algorithms.

A fuzzy dynamic flood routing model for natural channels

A fuzzy dynamic flood routing model (FDFRM) for natural channels is presented, wherein the flood wave can be approximated to a monoclinal wave. This study is based on modification of an earlier published work by the same authors, where the nature of the wave was of gravity type. Momentum equation of the dynamic wave model is replaced by a fuzzy rule based model, while retaining the continuity equation in its complete form. Hence, the FDFRM gets rid of the assumptions associated with the momentum equation. Also, it overcomes the necessity of calculating friction slope (S-f) in flood routing and hence the associated uncertainties are eliminated. The fuzzy rule based model is developed on an equation for wave velocity, which is obtained in terms of discontinuities in the gradient of flow parameters. The channel reach is divided into a number of approximately uniform sub-reaches. Training set required for development of the fuzzy rule based model for each sub-reach is obtained from discharge-area relationship at its mean section. For highly heterogeneous sub-reaches, optimized fuzzy rule based models are obtained by means of a neuro-fuzzy algorithm. For demonstration, the FDFRM is applied to flood routing problems in a fictitious channel with single uniform reach, in a fictitious channel with two uniform sub-reaches and also in a natural channel with a number of approximately uniform sub-reaches. It is observed that in cases of the fictitious channels, the FDFRM outputs match well with those of an implicit numerical model (INM), which solves the dynamic wave equations using an implicit numerical scheme. For the natural channel, the FDFRM Outputs are comparable to those of the HEC-RAS model.

The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

Use of Multiblade Coordinates for Helicopter Flap-Lag Stability with Dynamic Inflow

Rotor flap-lag stability in forward flight is studied with and without dynamic inflow feedback via a multiblade coordinate transformation (MCT). The algebra of MCT is found to be so involved that it requires checking the final equations by independent means. Accordingly, an assessment of three derivation methods is given. Numerical results are presented for three- and four-bladed rotors up to an advance ratio of 0.5. While the constant-coefficient approximation under trimmed conditions is satisfactory for low-frequency modes, it is not satisfactory for high-frequency modes or for untrimmed conditions. The advantages of multiblade coordinates are pronounced when the blades are coupled by dynamic inflow.

A Kalman filter based strategy for linear structural system identification based on multiple static and dynamic test data

The problem of identification of stiffness, mass and damping properties of linear structural systems, based on multiple sets of measurement data originating from static and dynamic tests is considered. A strategy, within the framework of Kalman filter based dynamic state estimation, is proposed to tackle this problem. The static tests consists of measurement of response of the structure to slowly moving loads, and to static loads whose magnitude are varied incrementally; the dynamic tests involve measurement of a few elements of the frequency response function (FRF) matrix. These measurements are taken to be contaminated by additive Gaussian noise. An artificial independent variable τ, that simultaneously parameterizes the point of application of the moving load, the magnitude of the incrementally varied static load and the driving frequency in the FRFs, is introduced. The state vector is taken to consist of system parameters to be identified. The fact that these parameters are independent of the variable τ is taken to constitute the set of ‘process’ equations. The measurement equations are derived based on the mechanics of the problem and, quantities, such as displacements and/or strains, are taken to be measured. A recursive algorithm that employs a linearization strategy based on Neumann’s expansion of structural static and dynamic stiffness matrices, and, which provides posterior estimates of the mean and covariance of the unknown system parameters, is developed. The satisfactory performance of the proposed approach is illustrated by considering the problem of the identification of the dynamic properties of an inhomogeneous beam and the axial rigidities of members of a truss structure.

Improved procedures for static and dynamic analyses of wrinkled membranes

An analysis of large deformations of flexible membrane structures within the tension field theory is considered. A modification-of the finite element procedure by Roddeman et al. (Roddeman, D. G., Drukker J., Oomens, C. W J., Janssen, J. D., 1987, ASME J. Appl. Mech. 54, pp. 884-892) is proposed to study the wrinkling behavior of a membrane element. The state of stress in the element is determined through a modified deformation gradient corresponding to a fictive nonwrinkled surface. The new model uses a continuously modified deformation gradient to capture the location orientation of wrinkles more precisely. It is argued that the fictive nonwrinkled surface may be looked upon as an everywhere-taut surface in the limit as the minor (tensile) principal stresses over the wrinkled portions go to zero. Accordingly, the modified deformation gradient is thought of as the limit of a sequence of everywhere-differentiable tensors. Under dynamic excitations, the governing equations are weakly projected to arrive at a system of nonlinear ordinary differential equations that is solved using different integration schemes. It is concluded that, implicit integrators work much better than explicit ones in the present context.