Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems

The problem of estimating the time-dependent statistical characteristics of a random dynamical system is studied under two different settings. In the first, the system dynamics is governed by a differential equation parameterized by a random parameter, while in the second, this is governed by a differential equation with an underlying parameter sequence characterized by a continuous time Markov chain. We propose, for the first time in the literature, stochastic approximation algorithms for estimating various time-dependent process characteristics of the system. In particular, we provide efficient estimators for quantities such as the mean, variance and distribution of the process at any given time as well as the joint distribution and the autocorrelation coefficient at different times. A novel aspect of our approach is that we assume that information on the parameter model (i.e., its distribution in the first case and transition probabilities of the Markov chain in the second) is not available in either case. This is unlike most other work in the literature that assumes availability of such information. Also, most of the prior work in the literature is geared towards analyzing the steady-state system behavior of the random dynamical system while our focus is on analyzing the time-dependent statistical characteristics which are in general difficult to obtain. We prove the almost sure convergence of our stochastic approximation scheme in each case to the true value of the quantity being estimated. We provide a general class of strongly consistent estimators for the aforementioned statistical quantities with regular sample average estimators being a specific instance of these. We also present an application of the proposed scheme on a widely used model in population biology. Numerical experiments in this framework show that the time-dependent process characteristics as obtained using our algorithm in each case exhibit excellent agreement with exact results. (C) 2010 Elsevier Inc. All rights reserved.

Integral treatment for the representation of thermodynamic properties in multicomponent systems using interaction parameters

The partial thermodynamic functions of the solvent component of a ternary system have been deduced in terms of the interaction parameters by integration of several series which emerge from the Maclaurin infinite series based on the integral property of the system and subjected to appropriate boundary conditions. The series integration shows that the resulting partial functions are suitable for interpreting the thermodynamic properties of the system and are independent of compositional paths. In the present analysis, the higher order terms of these series are found to make insignificant contributions.

Machine learning modelling for predicting soil liquefaction susceptibility

This study describes two machine learning techniques applied to predict liquefaction susceptibility of soil based on the standard penetration test (SPT) data from the 1999 Chi-Chi, Taiwan earthquake. The first machine learning technique which uses Artificial Neural Network (ANN) based on multi-layer perceptions (MLP) that are trained with Levenberg-Marquardt backpropagation algorithm. The second machine learning technique uses the Support Vector machine (SVM) that is firmly based on the theory of statistical learning theory, uses classification technique. ANN and SVM have been developed to predict liquefaction susceptibility using corrected SPT (N-1)(60)] and cyclic stress ratio (CSR). Further, an attempt has been made to simplify the models, requiring only the two parameters (N-1)(60) and peck ground acceleration (a(max)/g)], for the prediction of liquefaction susceptibility. The developed ANN and SVM models have also been applied to different case histories available globally. The paper also highlights the capability of the SVM over the ANN models.

Gas-liquid nucleation at large metastability: unusual features and a new formalism

Nucleation at large metastability is still largely an unsolved problem, even though it is a problem of tremendous current interest, with wide-ranging practical value, from atmospheric research to materials science. It is now well accepted that the classical nucleation theory (CNT) fails to provide a qualitative picture and gives incorrect quantitative values for such quantities as activation-free energy barrier and supersaturation dependence of nucleation rate, especially at large metastability. In this paper, we present an alternative formalism to treat nucleation at large supersaturation by introducing an extended set of order parameters in terms of the kth largest liquid-like clusters, where k = 1 is the largest cluster in the system, k = 2 is the second largest cluster and so on. At low supersaturation, the size of the largest liquid-like cluster acts as a suitable order parameter. At large supersaturation, the free energy barrier for the largest liquid-like cluster disappears. We identify this supersaturation as the one at the onset of kinetic spinodal. The kinetic spinodal is system-size-dependent. Beyond kinetic spinodal many clusters grow simultaneously and competitively and hence the nucleation and growth become collective. In order to describe collective growth, we need to consider the full set of order parameters. We derive an analytic expression for the free energy of formation of the kth largest cluster. The expression predicts that, at large metastability (beyond kinetic spinodal), the barrier of growth for several largest liquid-like clusters disappears, and all these clusters grow simultaneously. The approach to the critical size occurs by barrierless diffusion in the cluster size space. The expression for the rate of barrier crossing predicts weaker supersaturation dependence than what is predicted by CNT at large metastability. Such a crossover behavior has indeed been observed in recent experiments (but eluded an explanation till now). In order to understand the large numerical discrepancy between simulation predictions and experimental results, we carried out a study of the dependence on the range of intermolecular interactions of both the surface tension of an equilibrium planar gas-liquid interface and the free energy barrier of nucleation. Both are found to depend significantly on the range of interaction for the Lennard-Jones potential, both in two and three dimensions. The value of surface tension and also the free energy difference between the gas and the liquid phase increase significantly and converge only when the range of interaction is extended beyond 6-7 molecular diameters. We find, with the full range of interaction potential, that the surface tension shows only a weak dependence on supersaturation, so the reason for the breakdown of CNT (with simulated values of surface tension and free energy gap) cannot be attributed to the supersaturation dependence of surface tension. This remains an unsettled issue at present because of the use of the value of surface tension obtained at coexistence.

Brownian dynamics simulation of dense binary colloidal mixtures. I. Structural evolution and dynamics

We have carried out Brownian dynamics simulations of binary mixtures of charged colloidal suspensions of two different diameter particles with varying volume fractions phi and charged impurity concentrations n(i). For a given phi, the effective temperature is lowered in many steps by reducing n(i) to see how structure and dynamics evolve. The structural quantities studied are the partial and total pair distribution functions g(tau), the static structure factors, the time average g(<(tau)over bar>), and the Wendt-Abraham parameter. The dynamic quantity is the temporal evolution of the total meansquared displacement (MSD). All these parameters show that by lowering the effective temperature at phi = 0.2, liquid freezes into a body-centered-cubic crystal whereas at phi = 0.3, a glassy state is formed. The MSD at intermediate times shows significant subdiffusive behavior whose time span increases with a reduction in the effective temperature. The mean-squared displacements for the supercooled liquid with phi = 0.3 show staircase behavior indicating a strongly cooperative jump motion of the particles.

Refolding of riboflavin carrier protein as probed by biochemical and immunological parameters

The unfolding of the chicken egg white riboflavin carrier protein by disulfide reduction with dithiothreitol led to aggregation with concomitant loss of ligand binding characteristics and the capacity to interact with six monoclonal antibodies directed against surface-exposed discontinuous epitopes. The reduced protein could, however, bind to a monoclonal antibody recognizing sequential epitope. Under optimal conditions of protein refolding, the vitamin carrier protein regained its folded structure with high efficiency with simultaneous complete restoration of hydrophobic flavin binding site as well as the epitopic conformations exposed at the surface in a manner comparable to its native form.

Effect of laser processing parameters on the structure of ductile iron

Laser processing of structure sensitive hypereutectic ductile iron, a cast alloy employed for dynamically loaded automative components, was experimentally investigated over a wide range of process parameters: from power (0.5-2.5 kW) and scan rate (7.5-25 mm s(-1)) leading to solid state transformation, all the way through to melting followed by rapid quenching. Superfine dendritic (at 10(5) degrees C s(-1)) or feathery (at 10(4) degrees C s(-1)) ledeburite of 0.2-0.25 mu m lamellar space, gamma-austenite and carbide in the laser melted and martensite in the transformed zone or heat-affected zone were observed, depending on the process parameters. Depth of geometric profiles of laser transformed or melt zone structures, parameters such as dendrile arm spacing, volume fraction of carbide and surface hardness bear a direct relationship with the energy intensity P/UDb2, (10-100 J mm(-3)). There is a minimum energy intensity threshold for solid state transformation hardening (0.2 J mm(-3)) and similarly for the initiation of superficial melting (9 J mm(-3)) and full melting (15 J mm(-3)) in the case of ductile iron. Simulation, modeling and thermal analysis of laser processing as a three-dimensional quasi-steady moving heat source problem by a finite difference method, considering temperature dependent energy absorptivity of the material to laser radiation, thermal and physical properties (kappa, rho, c(p)) and freezing under non-equilibrium conditions employing Scheil's equation to compute the proportion of the solid enabled determination of the thermal history of the laser treated zone. This includes assessment of the peak temperature attained at the surface, temperature gradients, the freezing time and rates as well as the geometric profile of the melted, transformed or heat-affected zone. Computed geometric profiles or depth are in close agreement with the experimental data, validating the numerical scheme.

Graphical method to determine the parameters of the two-parameter fracture model for concrete

To evaluate the parameters in the two-parameter fracture model, i.e. the critical stress intensity factor and critical crack tip opening displacement for the fracture of plain concrete in Mode 1 for the given test configuration and geometry, considerable computational effort is necessary. A simple graphical method has been proposed using normalized fracture parameters for the three-point bend (3PB) notched specimen and the double-edged notched (DEN) specimen. A similar graphical method is proposed to compute the maximum load carrying capacity of a specimen, using the critical fracture parameters both for 3PB and DEN configurations.

MONTBLEX tower observations: Instrumentation, data acquisition and data quality

Tower platforms, with instrumentation at six levels above the surface to a height of 30 m, were used to record various atmospheric parameters in the surface layer. Sensors for measuring both mean and fluctuating quantities were used, with the majority of them indigenously built. Soil temperature sensors up to a depth of 30 cm from the surface were among the variables connected to the mean data logger. A PC-based data acquisition system built at the Centre for Atmospheric Sciences, IISc, was used to acquire the data from fast response sensors. This paper reports the various components of a typical MONTBLEX tower observatory and describes the actual experiments carried out in the surface layer at four sites over the monsoon trough region as a part of the MONTBLEX programme. It also describes and discusses several checks made on randomly selected tower data-sets acquired during the experiment. Checks made include visual inspection of time traces from various sensors, comparative plots of sensors measuring the same variable, wind and temperature profile plots calculation of roughness lengths, statistical and stability parameters, diurnal variation of stability parameters, and plots of probability density and energy spectrum for the different sensors. Results from these checks are found to be very encouraging and reveal the potential for further detailed analysis to understand more about surface layer characteristics.

Vibration and Stability of Fluid Conveying Pipes with Stochastic Parameters

Flexible cantilever pipes conveying fluids with high velocity are analysed for their dynamic response and stability behaviour. The Young's modulus and mass per unit length of the pipe material have a stochastic distribution. The stochastic fields, that model the fluctuations of Young's modulus and mass density are characterized through their respective means, variances and autocorrelation functions or their equivalent power spectral density functions. The stochastic non self-adjoint partial differential equation is solved for the moments of characteristic values, by treating the point fluctuations to be stochastic perturbations. The second-order statistics of vibration frequencies and mode shapes are obtained. The critical flow velocity is-first evaluated using the averaged eigenvalue equation. Through the eigenvalue equation, the statistics of vibration frequencies are transformed to yield critical flow velocity statistics. Expressions for the bounds of eigenvalues are obtained, which in turn yield the corresponding bounds for critical flow velocities.

Instability, intermittency, and multiscaling in discrete growth models of kinetic roughening

We show by numerical simulations that discretized versions of commonly studied continuum nonlinear growth equations (such as the Kardar-Parisi-Zhangequation and the Lai-Das Sarma-Villain equation) and related atomistic models of epitaxial growth have a generic instability in which isolated pillars (or grooves) on an otherwise flat interface grow in time when their height (or depth) exceeds a critical value. Depending on the details of the model, the instability found in the discretized version may or may not be present in the truly continuum growth equation, indicating that the behavior of discretized nonlinear growth equations may be very different from that of their continuum counterparts. This instability can be controlled either by the introduction of higher-order nonlinear terms with appropriate coefficients or by restricting the growth of pillars (or grooves) by other means. A number of such ''controlled instability'' models are studied by simulation. For appropriate choice of the parameters used for controlling the instability, these models exhibit intermittent behavior, characterized by multiexponent scaling of height fluctuations, over the time interval during which the instability is active. The behavior found in this regime is very similar to the ''turbulent'' behavior observed in recent simulations of several one- and two-dimensional atomistic models of epitaxial growth.

Representation of thermodynamic properties of quaternary systems using interaction parameters

Integral excess free energy of a quaternary system has been expressed in terms of the MacLaurin infinite series. The series is subjected to appropriate boundary conditions and each of the derivatives correlated to the corresponding interaction coefficients. The derivation of the partial functions involves extensive summation of various infinite series pertaining to the first order and quaternary parameters to remove any truncational error. The thermodynamic consistency of the derived partials has been established based on the Gibbs-Duhem relations. The equations are used to interpret the thermodynamic properties of the Fe-Cr-Ni-N system.

Reverse flotation of silica from Kudremukh iron ore .2. Optimization of flotation process

An experimental programme based on statistical analysis was used for optimizing the reverse Rotation of silica from non-magnetic spiral preconcentrate of Kudremukh iron ore. Flotation of silica with amine and starch as the Rotation reagents was studied to estimate the optimum reagent levels at various mesh of grind. The experiments were first carried out using a two level three factor design. Analysis of the results showed that two parameters namely, the concentration level of the amine collector and the mesh of grind, were significant. Experiments based on an orthogonal design of the hexagonal type were then carried out to determine the effects of these two variables, on recovery and grade of the concentrate. Regression equations have been developed as models. Response contours have been plotted using the 'path of steepest ascent', maximum response has been optimized at 0.27 kg/ton of amine collector, 0.5 kg/ton of starch and mesh of grind of 48.7% passing 300 mesh to give a recovery of 83.43% of Fe in the concentrate containing 66.6% Fe and 2.17% SiO2.

The effect of temperature on the surface tension and adsorption functions of the Fe-S-O melts - an analysis based on interaction parameters

The present investigation analyses the thermodynamic behaviour of the surfaces and adsorption as a function of temperature and composition in the Fe-S-O melts based on the Butler's equations. The calculated-values of the surface tensions exhibit an elevation or depression depending on the type of the added solute at a concentration which coincides with that already present in the system. Generally, the desorption of the solutes as a function of temperature results in an initial increase followed by a decrease in the values of the surface tension. The observations are analyzed based on the surface interaction parameters which are derived in the present research.

Predictive uncertainty of chaotic daily streamflow using ensemble wavelet networks approach

Perfect or even mediocre weather predictions over a long period are almost impossible because of the ultimate growth of a small initial error into a significant one. Even though the sensitivity of initial conditions limits the predictability in chaotic systems, an ensemble of prediction from different possible initial conditions and also a prediction algorithm capable of resolving the fine structure of the chaotic attractor can reduce the prediction uncertainty to some extent. All of the traditional chaotic prediction methods in hydrology are based on single optimum initial condition local models which can model the sudden divergence of the trajectories with different local functions. Conceptually, global models are ineffective in modeling the highly unstable structure of the chaotic attractor. This paper focuses on an ensemble prediction approach by reconstructing the phase space using different combinations of chaotic parameters, i.e., embedding dimension and delay time to quantify the uncertainty in initial conditions. The ensemble approach is implemented through a local learning wavelet network model with a global feed-forward neural network structure for the phase space prediction of chaotic streamflow series. Quantification of uncertainties in future predictions are done by creating an ensemble of predictions with wavelet network using a range of plausible embedding dimensions and delay times. The ensemble approach is proved to be 50% more efficient than the single prediction for both local approximation and wavelet network approaches. The wavelet network approach has proved to be 30%-50% more superior to the local approximation approach. Compared to the traditional local approximation approach with single initial condition, the total predictive uncertainty in the streamflow is reduced when modeled with ensemble wavelet networks for different lead times. Localization property of wavelets, utilizing different dilation and translation parameters, helps in capturing most of the statistical properties of the observed data. The need for taking into account all plausible initial conditions and also bringing together the characteristics of both local and global approaches to model the unstable yet ordered chaotic attractor of a hydrologic series is clearly demonstrated.