Iterated stochastic filters with additive updates for dynamic system identification: Annealing-type iterations and the filter bank

A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

Faster computation of the Karhunen-Loeve expansion using its domain independence property

The goal of this work is to reduce the cost of computing the coefficients in the Karhunen-Loeve (KL) expansion. The KL expansion serves as a useful and efficient tool for discretizing second-order stochastic processes with known covariance function. Its applications in engineering mechanics include discretizing random field models for elastic moduli, fluid properties, and structural response. The main computational cost of finding the coefficients of this expansion arises from numerically solving an integral eigenvalue problem with the covariance function as the integration kernel. Mathematically this is a homogeneous Fredholm equation of second type. One widely used method for solving this integral eigenvalue problem is to use finite element (FE) bases for discretizing the eigenfunctions, followed by a Galerkin projection. This method is computationally expensive. In the current work it is first shown that the shape of the physical domain in a random field does not affect the realizations of the field estimated using KL expansion, although the individual KL terms are affected. Based on this domain independence property, a numerical integration based scheme accompanied by a modification of the domain, is proposed. In addition to presenting mathematical arguments to establish the domain independence, numerical studies are also conducted to demonstrate and test the proposed method. Numerically it is demonstrated that compared to the Galerkin method the computational speed gain in the proposed method is of three to four orders of magnitude for a two dimensional example, and of one to two orders of magnitude for a three dimensional example, while retaining the same level of accuracy. It is also shown that for separable covariance kernels a further cost reduction of three to four orders of magnitude can be achieved. Both normal and lognormal fields are considered in the numerical studies. (c) 2014 Elsevier B.V. All rights reserved.

Girsanov Transformation-Based Reliability Modeling and Testing of Actively Controlled Structures

The problem of estimation of the time-variant reliability of actively controlled structural dynamical systems under stochastic excitations is considered. Monte Carlo simulations, reinforced with Girsanov transformation-based sampling variance reduction, are used to tackle the problem. In this approach, the external excitations are biased by an additional artificial control force. The conflicting objectives of the two control forces-one designed to reduce structural responses and the other to promote limit-state violations (but to reduce sampling variance)-are noted. The control for variance reduction is fashioned after design-point oscillations based on a first-order reliability method. It is shown that for structures that are amenable to laboratory testing, the reliability can be estimated experimentally with reduced testing times by devising a procedure based on the ideas of the Girsanov transformation. Illustrative examples include studies on a building frame with a magnetorheologic damper-based isolation system subject to nonstationary random earthquake excitations. (C) 2014 American Society of Civil Engineers.

Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

Prediction of Fatigue Life in Plain Concrete Using Entropy Production

An energy approach within the framework of thermodynamics is used to model the fatigue process in plain concrete. Fatigue crack growth is an irreversible process associated with an irreversible entropy gain. A closed-form expression for entropy generated during fatigue in terms of energy dissipated is derived using principles of dimensional analysis and self-similarity. An increase in compliance is considered as a measure of damage accumulated during fatigue. The entropy at final fatigue failure is shown to be independent of loading and geometry and is proposed as a material property. A relationship between energy dissipated and number of cycles of fatigue loading is obtained. (C) 2015 American Society of Civil Engineers.

Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis

The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

Global Response Sensitivity Analysis of Randomly Excited Dynamic Structures

The response of structural dynamical systems excited by multiple random excitations is considered. Two new procedures for evaluating global response sensitivity measures with respect to the excitation components are proposed. The first procedure is valid for stationary response of linear systems under stationary random excitations and is based on the notion of Hellinger's metric of distance between two power spectral density functions. The second procedure is more generally valid and is based on the l2 norm based distance measure between two probability density functions. Specific cases which admit exact solutions are presented, and solution procedures based on Monte Carlo simulations for more general class of problems are outlined. Illustrations include studies on a parametrically excited linear system and a nonlinear random vibration problem involving moving oscillator-beam system that considers excitations attributable to random support motions and guide-way unevenness. (C) 2015 American Society of Civil Engineers.

Ocean currents-induced pipeline lateral stability on sandy seabed

Unlike previous mechanical actuator loading methods, in this study, a hydrodynamic loading method was employed in a flow flume for simulating ocean currents induced submarine pipeline stability on a sandy seabed. It has been observed that, in the process of pipeline losing lateral stability in currents, there usually exist three characteristic times: (1) onset of sand scour; (2) slight lateral displacement of pipeline; and (3) breakout of pipeline. An empirical linear relationship is established between the dimensionless submerged weight of pipeline and Froude number for describing pipeline lateral stability in currents, in which the current-pipe-soil coupling effects are reflected. Scale effects are examined with the method of "modeling of models," and the sand particle size effects on pipeline stability are also discussed. Moreover, the pipeline stability in currents is compared with that in waves, which indicates that the pipeline laid directly upon the sandy seabed is more laterally stable in currents than in waves.

Kinetic theory for particle concentration distribution in two phase flow

The results of experiments in open channels and closed pipelines show two kinds of patterns for the vertical distribution of particle concentration (i.e., pattern I and pattern II). The former shows a pattern of maximum concentration at some location above the bottom and the downward decay of the concentration below the location. The latter always shows an increase of the particle concentration downward over the whole vertical, with the maximum value at the bottom. Many investigations were made on the pattern II, but few were made on pattern I. In this paper, a particle velocity distribution function is first obtained in the equilibrium state or in dilute steady state for the particle in two-phase flows, then a theoretical model for the particle concentration distribution is derived from the kinetic theory. More attention is paid to the predictions of the concentration distribution of pattern I and comparisons of the present model are made with the data measured by means of laser doppler anemometry (LDA). Very good agreements are obtained between the measured and calculated results.

¿Cómo afecta la introducción de las metodologías del Aprendizaje Cooperativo y del Aprendizaje Basado en Proyectos en la opinión de los/las estudiantes sobre su profesorado

XX1 CUIEET - Congreso Universitario de Innovación Educativa en las Enseñanzas Técnicas, Valencia, 2013.