884 resultados para stochastic dynamic systems


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The problem of time variant reliability analysis of randomly parametered and randomly driven nonlinear vibrating systems is considered. The study combines two Monte Carlo variance reduction strategies into a single framework to tackle the problem. The first of these strategies is based on the application of the Girsanov transformation to account for the randomness in dynamic excitations, and the second approach is fashioned after the subset simulation method to deal with randomness in system parameters. Illustrative examples include study of single/multi degree of freedom linear/non-linear inelastic randomly parametered building frame models driven by stationary/non-stationary, white/filtered white noise support acceleration. The estimated reliability measures are demonstrated to compare well with results from direct Monte Carlo simulations. (C) 2014 Elsevier Ltd. All rights reserved.

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The problem of modelling the transient response of an elastic-perfectly-plastic cantilever beam, carrying an impulsively loaded tip mass, is,often referred to as the Parkes cantilever problem 25]; The permanent deformation of a cantilever struck transversely at its tip, Proc. R. Soc. A., 288, pp. 462). This paradigm for classical modelling of projectile impact on structures is re-visited and updated using the mesh-free method, smoothed particle hydrodynamics (SPH). The purpose of this study is to investigate further the behaviour of cantilever beams subjected to projectile impact at its tip, by considering especially physically real effects such as plastic shearing close to the projectile, shear deformation, and the variation of the shear strain along the length and across the thickness of the beam. Finally, going beyond macroscopic structural plasticity, a strategy to incorporate physical discontinuity (due to crack formation) in SPH discretization is discussed and explored in the context of tip-severance of the cantilever beam. Consequently, the proposed scheme illustrates the potency for a more refined treatment of penetration mechanics, paramount in the exploration of structural response under ballistic loading. The objective is to contribute to formulating a computational modelling framework within which transient dynamic plasticity and even penetration/failure phenomena for a range of materials, structures and impact conditions can be explored ab initio, this being essential for arriving at suitable tools for the design of armour systems. (C) 2014 Elsevier Ltd. All rights reserved.

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A simple ball-drop impact tester is developed for studying the dynamic response of hierarchical, complex, small-sized systems and materials. The developed algorithm and set-up have provisions for applying programmable potential difference along the height of a test specimen during an impact loading; this enables us to conduct experiments on various materials and smart structures whose mechanical behavior is sensitive to electric field. The software-hardware system allows not only acquisition of dynamic force-time data at very fast sampling rate (up to 2 x 10(6) samples/s), but also application of a pre-set potential difference (up to +/- 10 V) across a test specimen for a duration determined by feedback from the force-time data. We illustrate the functioning of the set-up by studying the effect of electric field on the energy absorption capability of carbon nanotube foams of 5 x 5 x 1.2 mm(3) size under impact conditions. (C) 2014 AIP Publishing LLC.

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Understanding the growth behavior of microorganisms using modeling and optimization techniques is an active area of research in the fields of biochemical engineering and systems biology. In this paper, we propose a general modeling framework, based on Monad model, to model the growth of microorganisms. Utilizing the general framework, we formulate an optimal control problem with the objective of maximizing a long-term cellular goal and solve it analytically under various constraints for the growth of microorganisms in a two substrate batch environment. We investigate the relation between long term and short term cellular goals and show that the objective of maximizing cellular concentration at a fixed final time is equivalent to maximization of instantaneous growth rate. We then establish the mathematical connection between the generalized framework and optimal and cybernetic modeling frameworks and derive generalized governing dynamic equations for optimal and cybernetic models. We finally illustrate the influence of various constraints in the cybernetic modeling framework on the optimal growth behavior of microorganisms by solving several dynamic optimization problems using genetic algorithms. (C) 2014 Published by Elsevier Inc.

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A neural-network-aided nonlinear dynamic inversion-based hybrid technique of model reference adaptive control flight-control system design is presented in this paper. Here, the gains of the nonlinear dynamic inversion-based flight-control system are dynamically selected in such a manner that the resulting controller mimics a single network, adaptive control, optimal nonlinear controller for state regulation. Traditional model reference adaptive control methods use a linearized reference model, and the presented control design method employs a nonlinear reference model to compute the nonlinear dynamic inversion gains. This innovation of designing the gain elements after synthesizing the single network adaptive controller maintains the advantages that an optimal controller offers, yet it retains a simple closed-form control expression in state feedback form, which can easily be modified for tracking problems without demanding any a priori knowledge of the reference signals. The strength of the technique is demonstrated by considering the longitudinal motion of a nonlinear aircraft system. An extended single network adaptive control/nonlinear dynamic inversion adaptive control design architecture is also presented, which adapts online to three failure conditions, namely, a thrust failure, an elevator failure, and an inaccuracy in the estimation of C-M alpha. Simulation results demonstrate that the presented adaptive flight controller generates a near-optimal response when compared to a traditional nonlinear dynamic inversion controller.

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A new stabilization scheme, based on a stochastic representation of the discretized field variables, is proposed with a view to reduce or even eliminate unphysical oscillations in the mesh-free numerical simulations of systems developing shocks or exhibiting localized bands of extreme deformation in the response. The origin of the stabilization scheme may be traced to nonlinear stochastic filtering and, consistent with a class of such filters, gain-based additive correction terms are applied to the simulated solution of the system, herein achieved through the element-free Galerkin method, in order to impose a set of constraints that help arresting the spurious oscillations. The method is numerically illustrated through its Applications to inviscid Burgers' equations, wherein shocks may develop as a result of intersections of the characteristics, and to a gradient plasticity model whose response is often characterized by a developing shear band as the external load is gradually increased. The potential of the method in stabilized yet accurate numerical simulations of such systems involving extreme gradient variations in the response is thus brought forth. (C) 2014 Elsevier Ltd. All rights reserved.

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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.

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We consider the problem of optimizing the workforce of a service system. Adapting the staffing levels in such systems is non-trivial due to large variations in workload and the large number of system parameters do not allow for a brute force search. Further, because these parameters change on a weekly basis, the optimization should not take longer than a few hours. Our aim is to find the optimum staffing levels from a discrete high-dimensional parameter set, that minimizes the long run average of the single-stage cost function, while adhering to the constraints relating to queue stability and service-level agreement (SLA) compliance. The single-stage cost function balances the conflicting objectives of utilizing workers better and attaining the target SLAs. We formulate this problem as a constrained parameterized Markov cost process parameterized by the (discrete) staffing levels. We propose novel simultaneous perturbation stochastic approximation (SPSA)-based algorithms for solving the above problem. The algorithms include both first-order as well as second-order methods and incorporate SPSA-based gradient/Hessian estimates for primal descent, while performing dual ascent for the Lagrange multipliers. Both algorithms are online and update the staffing levels in an incremental fashion. Further, they involve a certain generalized smooth projection operator, which is essential to project the continuous-valued worker parameter tuned by our algorithms onto the discrete set. The smoothness is necessary to ensure that the underlying transition dynamics of the constrained Markov cost process is itself smooth (as a function of the continuous-valued parameter): a critical requirement to prove the convergence of both algorithms. We validate our algorithms via performance simulations based on data from five real-life service systems. For the sake of comparison, we also implement a scatter search based algorithm using state-of-the-art optimization tool-kit OptQuest. From the experiments, we observe that both our algorithms converge empirically and consistently outperform OptQuest in most of the settings considered. This finding coupled with the computational advantage of our algorithms make them amenable for adaptive labor staffing in real-life service systems.

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The computational architecture that enables the flexible coupling between otherwise independent eye and hand effector systems is not understood. By using a drift diffusion framework, in which variability of the reaction time (RT) distribution scales with mean RT, we tested the ability of a common stochastic accumulator to explain eye-hand coordination. Using a combination of behavior, computational modeling and electromyography, we show how a single stochastic accumulator to threshold, followed by noisy effector-dependent delays, explains eye-hand RT distributions and their correlation, while an alternate independent, interactive eye and hand accumulator model does not. Interestingly, the common accumulator model did not explain the RT distributions of the same subjects when they made eye and hand movements in isolation. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

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Prediction of queue waiting times of jobs submitted to production parallel batch systems is important to provide overall estimates to users and can also help meta-schedulers make scheduling decisions. In this work, we have developed a framework for predicting ranges of queue waiting times for jobs by employing multi-class classification of similar jobs in history. Our hierarchical prediction strategy first predicts the point wait time of a job using dynamic k-Nearest Neighbor (kNN) method. It then performs a multi-class classification using Support Vector Machines (SVMs) among all the classes of the jobs. The probabilities given by the SVM for the class predicted using k-NN and its neighboring classes are used to provide a set of ranges of predicted wait times with probabilities. We have used these predictions and probabilities in a meta-scheduling strategy that distributes jobs to different queues/sites in a multi-queue/grid environment for minimizing wait times of the jobs. Experiments with different production supercomputer job traces show that our prediction strategies can give correct predictions for about 77-87% of the jobs, and also result in about 12% improved accuracy when compared to the next best existing method. Experiments with our meta-scheduling strategy using different production and synthetic job traces for various system sizes, partitioning schemes and different workloads, show that the meta-scheduling strategy gives much improved performance when compared to existing scheduling policies by reducing the overall average queue waiting times of the jobs by about 47%.

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An abundance of spectrum access and sensing algorithms are available in the dynamic spectrum access (DSA) and cognitive radio (CR) literature. Often, however, the functionality and performance of such algorithms are validated against theoretical calculations using only simulations. Both the theoretical calculations and simulations come with their attendant sets of assumptions. For instance, designers of dynamic spectrum access algorithms often take spectrum sensing and rendezvous mechanisms between transmitter-receiver pairs for granted. Test bed designers, on the other hand, either customize so much of their design that it becomes difficult to replicate using commercial off the shelf (COTS) components or restrict themselves to simulation, emulation /hardware-in-Ioop (HIL), or pure hardware but not all three. Implementation studies on test beds sophisticated enough to combine the three aforementioned aspects, but at the same time can also be put together using COTS hardware and software packages are rare. In this paper we describe i) the implementation of a hybrid test bed using a previously proposed hardware agnostic system architecture ii) the implementation of DSA on this test bed, and iii) the realistic hardware and software-constrained performance of DSA. Snapshot energy detector (ED) and Cumulative Summation (CUSUM), a sequential change detection algorithm, are available for spectrum sensing and a two-way handshake mechanism in a dedicated control channel facilitates transmitter-receiver rendezvous.

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Identification of dominant modes is an important step in studying linearly vibrating systems, including flow-induced vibrations. In the presence of uncertainty, when some of the system parameters and the external excitation are modeled as random quantities, this step becomes more difficult. This work is aimed at giving a systematic treatment to this end. The ability to capture the time averaged kinetic energy is chosen as the primary criterion for selection of modes. Accordingly, a methodology is proposed based on the overlap of probability density functions (pdf) of the natural and excitation frequencies, proximity of the natural frequencies of the mean or baseline system, modal participation factor, and stochastic variation of mode shapes in terms of the modes of the baseline system - termed here as statistical modal overlapping. The probabilistic descriptors of the natural frequencies and mode shapes are found by solving a random eigenvalue problem. Three distinct vibration scenarios are considered: (i) undamped arid damped free vibrations of a bladed disk assembly, (ii) forced vibration of a building, and (iii) flutter of a bridge model. Through numerical studies, it is observed that the proposed methodology gives an accurate selection of modes. (C) 2015 Elsevier Ltd. All rights reserved.

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Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (similar to 90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

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In this paper we first derive a necessary and sufficient condition for a stationary strategy to be the Nash equilibrium of discounted constrained stochastic game under certain assumptions. In this process we also develop a nonlinear (non-convex) optimization problem for a discounted constrained stochastic game. We use the linear best response functions of every player and complementary slackness theorem for linear programs to derive both the optimization problem and the equivalent condition. We then extend this result to average reward constrained stochastic games. Finally, we present a heuristic algorithm motivated by our necessary and sufficient conditions for a discounted cost constrained stochastic game. We numerically observe the convergence of this algorithm to Nash equilibrium. (C) 2015 Elsevier B.V. All rights reserved.

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Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes. (C) 2015 Elsevier B.V. All rights reserved.