Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Analysis of an LMS linear equalizer for fading channels in decision directed mode

We consider a time varying wireless fading channel, equalized by an LMS linear equalizer in decision directed mode (DD-LMS-LE). We study how well this equalizer tracks the optimal Wiener equalizer. Initially we study a fixed channel.For a fixed channel, we obtain the existence of DD attractors near the Wiener filter at high SNRs using an ODE (Ordinary Differential Equation) approximating the DD-LMS-LE. We also show, via examples, that the DD attractors may not be close to the Wiener filters at low SNRs. Next we study a time varying fading channel modeled by an Auto-regressive (AR) process of order 2. The DD-LMS equalizer and the AR process are jointly approximated by the solution of a system of ODEs. We show via examples that the LMS equalizer ODE show tracks the ODE corresponding to the instantaneous Wiener filter when the SNR is high. This may not happen at low SNRs.

A family of Runge-Kutta based explicit methods for rotational dynamics

The present paper develops a family of explicit algorithms for rotational dynamics and presents their comparison with several existing methods. For rotational motion the configuration space is a non-linear manifold, not a Euclidean vector space. As a consequence the rotation vector and its time derivatives correspond to different tangent spaces of rotation manifold at different time instants. This renders the usual integration algorithms for Euclidean space inapplicable for rotation. In the present algorithms this problem is circumvented by relating the equation of motion to a particular tangent space. It has been accomplished with the help of already existing relation between rotation increments which belongs to two different tangent spaces. The suggested method could in principle make any integration algorithm on Euclidean space, applicable to rotation. However, the present paper is restricted only within explicit Runge-Kutta enabled to handle rotation. The algorithms developed here are explicit and hence computationally cheaper than implicit methods. Moreover, they appear to have much higher local accuracy and hence accurate in predicting any constants of motion for reasonably longer time. The numerical results for solutions as well as constants of motion, indicate superior performance by most of our algorithms, when compared to some of the currently known algorithms, namely ALGO-C1, STW, LIEMID[EA], MCG, SUBCYC-M.

LMS versus Wiener filter for a decision feedback equalizer

In this paper we study an LMS-DFE. We use the ODE framework to show that the LMS-DFE attractors are close to the true DFE Wiener filter (designed considering the decision errors) at high SNR. Therefore, via LMS one can obtain a computationally efficient way to obtain the true DFE Wiener filter under high SNR. We also provide examples to show that the DFE filter so obtained can significantly outperform the usual DFE Wiener filter (designed assuming perfect decisions) at all practical SNRs. In fact, the performance improvement is very significant even at high SNRs (up to 50%), where the popular Wiener filter designed with perfect decisions, is believed to be closer to the optimal one.

Physically consistent simulation of mesoscale chemical kinetics: The non-negative FIS-alpha method

Biochemical pathways involving chemical kinetics in medium concentrations (i.e., at mesoscale) of the reacting molecules can be approximated as chemical Langevin equations (CLE) systems. We address the physically consistent non-negative simulation of the CLE sample paths as well as the issue of non-Lipschitz diffusion coefficients when a species approaches depletion and any stiffness due to faster reactions. The non-negative Fully Implicit Stochastic alpha (FIS alpha) method in which stopped reaction channels due to depleted reactants are deleted until a reactant concentration rises again, for non-negativity preservation and in which a positive definite Jacobian is maintained to deal with possible stiffness, is proposed and analysed. The method is illustrated with the computation of active Protein Kinase C response in the Protein Kinase C pathway. (C) 2011 Elsevier Inc. All rights reserved.

Modeling of seepage flow through layered solis

A two-dimensional finite difference model, which solves mixed type of Richards' equation, whose non-linearity is dealt with modified Picard's iteration and strongly implicit procedure to solve the resulting equations, is presented. Modeling of seepage flow through heterogeneous soils, which is common in the field is addressed in the present study. The present model can be applied to both unsaturated and saturated soils and can handle very dry initial condition and steep wetting fronts. The model is validated by comparing experimental results reported in the literature. Newness of this two dimensional model is its application on layered soils with transient seepage face development, which has not been reported in the literature. Application of the two dimensional model for studying unconfined drainage due to sudden drop of water table at seepage face in layered soils is demonstrated. In the present work different sizes of rectangular flow domain with different types of layering are chosen. Sensitivity of seepage height due to problem dimension of layered system is studied. The effect of aspect ratio on seepage face development in case of the flow through layered soil media is demonstrated. The model is also applied to random heterogeneous soils in which the randomness of the model parameters is generated using the turning band technique. The results are discussed in terms of phreatic surface and seepage height development and also flux across the seepage face. Such accurate modeling of seepage face development and quantification of flux moving across the seepage face becomes important while modeling transport problems in variably saturated media.

Effect of capillarity and heterogeneity in the numerical modelling of multiphase flow of fluids in unsaturated porous medium

The multiphase flow of fluids in the unsaturated porous medium is considered as a three phase flow of water, NAPL, and air simultaneously in the porous medium. The adaptive solution fully implicit modified sequential method is used for the numerical modelling. The effect of capillarity and heterogeneity effect at the interface between the media is studied and it is observed that the interface criteria has to be taken into account for the correct prediction of NAPL migration especially in heterogeneous media. The modified Newton Raphson method is used for the linearization and Hestines and Steifel Conjugate Gradient method is used as the solver.

A coupled VOF-IBM-enthalpy approach for modeling motion and growth of equiaxed dendrites in a solidifying melt

A coupled methodology for simulating the simultaneous growth and motion of equiaxed dendrites in solidifying melts is presented. The model uses the volume-averaging principles and combines the features of the enthalpy method for modeling growth, immersed boundary method for handling the rigid solid-liquid interfaces, and the volume of fluid method for tracking the advection of the dendrite. The algorithm also performs explicit-implicit coupling between the techniques used. A two-dimensional framework with incompressible and Newtonian fluid is considered. Validation with available literature is performed and dendrite growth in the presence of rotational and buoyancy driven flow fields is studied. It is seen that the flow fields significantly alter the position and morphology of the dendrites. (C) 2012 Elsevier Inc. All rights reserved.

On maximum entropy and minimum KL-divergence optimization by Grobner basis methods

In this paper we study constrained maximum entropy and minimum divergence optimization problems, in the cases where integer valued sufficient statistics exists, using tools from computational commutative algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. We give an implicit description of maximum entropy models by embedding them in algebraic varieties for which we give a Grobner basis method to compute it. In the cases of minimum KL-divergence models we show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner basis method to embed minimum KL-divergence models in algebraic varieties. (C) 2012 Elsevier Inc. All rights reserved.

Simultaneous Detection of Two Triplets: A Time-Resolved Resonance Raman Study

Solvents are known to affect the triplet state structure and reactivity. In this paper, we have employed time-resolved resonance Raman (TR3) spectroscopy to understand solvent-induced subtle structural changes in the lowest excited triplet state of thioxanthone. Density functional theory (DFT) combined with the self-consistent reaction field (SCRF) implicit solvation model has been used to calculate the vibrational frequencies in the solvents. Here, we report a unique observation of the coexistence of two triplets, which has been substantiated by the probe wavelength-dependent Raman experiments. The coexistence of two triplets has been further supported by photoreduction experiments carried out at various temperatures.

Temporal Moments for Reactive Transport through Fractured Impermeable/Permeable Formations

The transport of reactive solutes through fractured porous formations has been analyzed. The transport through the porous block is represented by a general multiprocess nonequilibrium equation (MPNE), which, for the fracture, is represented by an advection-dispersion equation with linear equilibrium sorption and first-order transformation. An implicit finite-difference technique has been used to solve the two coupled equations. The transport characteristics have been analyzed in terms of zeroth, first, and second temporal moments of the solute in the fracture. The solute behavior for fractured impermeable and fractured permeable formations are first compared and the effects of various fracture and matrix transport parameters are analyzed. Subsequently, the transport through a fractured permeable formation is analyzed to ascertain the effect of equilibrium sorption, rate-limited sorption, and the multiprocess nonequilibrium transport process. It was found that the temporal moments were nearly identical for the fractured impermeable and permeable formations when both the diffusion coefficient and the first-order transformation coefficient were relatively large. The multiprocess nonequilibrium model resulted in a smaller mass recovery in the fracture and higher dispersion than the equilibrium and rate-limited sorption models. DOI: 10.1061/(ASCE)HE.19435584.0000586. (C) 2012 American Society of Civil Engineers.

Optimal forwarding in delay tolerant networks with multiple destinations

We study the trade-off between delivery delay and energy consumption in a delay tolerant network in which a message (or a file) has to be delivered to each of several destinations by epidemic relaying. In addition to the destinations, there are several other nodes in the network that can assist in relaying the message. We first assume that, at every instant, all the nodes know the number of relays carrying the packet and the number of destinations that have received the packet. We formulate the problem as a controlled continuous time Markov chain and derive the optimal closed loop control (i.e., forwarding policy). However, in practice, the intermittent connectivity in the network implies that the nodes may not have the required perfect knowledge of the system state. To address this issue, we obtain an ODE (i.e., fluid) approximation for the optimally controlled Markov chain. This fluid approximation also yields an asymptotically optimal open loop policy. Finally, we evaluate the performance of the deterministic policy over finite networks. Numerical results show that this policy performs close to the optimal closed loop policy.

MAPS: midline analysis and propagation of segmentation

Scenic word images undergo degradations due to motion blur, uneven illumination, shadows and defocussing, which lead to difficulty in segmentation. As a result, the recognition results reported on the scenic word image datasets of ICDAR have been low. We introduce a novel technique, where we choose the middle row of the image as a sub-image and segment it first. Then, the labels from this segmented sub-image are used to propagate labels to other pixels in the image. This approach, which is unique and distinct from the existing methods, results in improved segmentation. Bayesian classification and Max-flow methods have been independently used for label propagation. This midline based approach limits the impact of degradations that happens to the image. The segmented text image is recognized using the trial version of Omnipage OCR. We have tested our method on ICDAR 2003 and ICDAR 2011 datasets. Our word recognition results of 64.5% and 71.6% are better than those of methods in the literature and also methods that competed in the Robust reading competition. Our method makes an implicit assumption that degradation is not present in the middle row.

Penetrative phototactic bioconvection in an isotropic scattering suspension

Phototaxis is a directed swimming response dependent upon the light intensity sensed by micro-organisms. Positive (negative) phototaxis denotes the motion directed towards (away from) the source of light. Using the phototaxis model of Ghorai, Panda, and Hill ''Bioconvection in a suspension of isotropically scattering phototactic algae,'' Phys. Fluids 22, 071901 (2010)], we investigate two-dimensional phototactic bioconvection in an absorbing and isotropic scattering suspension in the nonlinear regime. The suspension is confined by a rigid bottom boundary, and stress-free top and lateral boundaries. The governing equations for phototactic bioconvection consist of Navier-Stokes equations for an incompressible fluid coupled with a conservation equation for micro-organisms and the radiative transfer equation for light transport. The governing system is solved efficiently using a semi-implicit second-order accurate conservative finite-difference method. The radiative transfer equation is solved by the finite volume method using a suitable step scheme. The resulting bioconvective patterns differ qualitatively from those found by Ghorai and Hill ''Penetrative phototactic bioconvection,'' Phys. Fluids 17, 074101 (2005)] at a higher critical wavelength due to the effects of scattering. The solutions show transition from steady state to periodic oscillations as the governing parameters are varied. Also, we notice the accumulation of micro-organisms in two horizontal layers at two different depths via their mean swimming orientation profile for some governing parameters at a higher scattering albedo. (C) 2013 AIP Publishing LLC.

Exponential compact higher order scheme and their stability analysis for unsteady convection-diffusion equations

Exponential compact higher-order schemes have been developed for unsteady convection-diffusion equation (CDE). One of the developed scheme is sixth-order accurate which is conditionally stable for the Peclet number 0 <= Pe <= 2.8 and the other is fourth-order accurate which is unconditionally stable. Schemes for two-dimensional (2D) problems are made to use alternate direction implicit (ADI) algorithm. Example problems are solved and the numerical solutions are compared with the analytical solutions for each case.