A linearization-based system reliability method with application to geotechnical analysis

Los análisis de fiabilidad representan una herramienta adecuada para contemplar las incertidumbres inherentes que existen en los parámetros geotécnicos. En esta Tesis Doctoral se desarrolla una metodología basada en una linealización sencilla, que emplea aproximaciones de primer o segundo orden, para evaluar eficientemente la fiabilidad del sistema en los problemas geotécnicos. En primer lugar, se emplean diferentes métodos para analizar la fiabilidad de dos aspectos propios del diseño de los túneles: la estabilidad del frente y el comportamiento del sostenimiento. Se aplican varias metodologías de fiabilidad — el Método de Fiabilidad de Primer Orden (FORM), el Método de Fiabilidad de Segundo Orden (SORM) y el Muestreo por Importancia (IS). Los resultados muestran que los tipos de distribución y las estructuras de correlación consideradas para todas las variables aleatorias tienen una influencia significativa en los resultados de fiabilidad, lo cual remarca la importancia de una adecuada caracterización de las incertidumbres geotécnicas en las aplicaciones prácticas. Los resultados también muestran que tanto el FORM como el SORM pueden emplearse para estimar la fiabilidad del sostenimiento de un túnel y que el SORM puede mejorar el FORM con un esfuerzo computacional adicional aceptable. Posteriormente, se desarrolla una metodología de linealización para evaluar la fiabilidad del sistema en los problemas geotécnicos. Esta metodología solamente necesita la información proporcionada por el FORM: el vector de índices de fiabilidad de las funciones de estado límite (LSFs) que componen el sistema y su matriz de correlación. Se analizan dos problemas geotécnicos comunes —la estabilidad de un talud en un suelo estratificado y un túnel circular excavado en roca— para demostrar la sencillez, precisión y eficiencia del procedimiento propuesto. Asimismo, se reflejan las ventajas de la metodología de linealización con respecto a las herramientas computacionales alternativas. Igualmente se muestra que, en el caso de que resulte necesario, se puede emplear el SORM —que aproxima la verdadera LSF mejor que el FORM— para calcular estimaciones más precisas de la fiabilidad del sistema. Finalmente, se presenta una nueva metodología que emplea Algoritmos Genéticos para identificar, de manera precisa, las superficies de deslizamiento representativas (RSSs) de taludes en suelos estratificados, las cuales se emplean posteriormente para estimar la fiabilidad del sistema, empleando la metodología de linealización propuesta. Se adoptan tres taludes en suelos estratificados característicos para demostrar la eficiencia, precisión y robustez del procedimiento propuesto y se discuten las ventajas del mismo con respecto a otros métodos alternativos. Los resultados muestran que la metodología propuesta da estimaciones de fiabilidad que mejoran los resultados previamente publicados, enfatizando la importancia de hallar buenas RSSs —y, especialmente, adecuadas (desde un punto de vista probabilístico) superficies de deslizamiento críticas que podrían ser no-circulares— para obtener estimaciones acertadas de la fiabilidad de taludes en suelos. Reliability analyses provide an adequate tool to consider the inherent uncertainties that exist in geotechnical parameters. This dissertation develops a simple linearization-based approach, that uses first or second order approximations, to efficiently evaluate the system reliability of geotechnical problems. First, reliability methods are employed to analyze the reliability of two tunnel design aspects: face stability and performance of support systems. Several reliability approaches —the first order reliability method (FORM), the second order reliability method (SORM), the response surface method (RSM) and importance sampling (IS)— are employed, with results showing that the assumed distribution types and correlation structures for all random variables have a significant effect on the reliability results. This emphasizes the importance of an adequate characterization of geotechnical uncertainties for practical applications. Results also show that both FORM and SORM can be used to estimate the reliability of tunnel-support systems; and that SORM can outperform FORM with an acceptable additional computational effort. A linearization approach is then developed to evaluate the system reliability of series geotechnical problems. The approach only needs information provided by FORM: the vector of reliability indices of the limit state functions (LSFs) composing the system, and their correlation matrix. Two common geotechnical problems —the stability of a slope in layered soil and a circular tunnel in rock— are employed to demonstrate the simplicity, accuracy and efficiency of the suggested procedure. Advantages of the linearization approach with respect to alternative computational tools are discussed. It is also found that, if necessary, SORM —that approximates the true LSF better than FORM— can be employed to compute better estimations of the system’s reliability. Finally, a new approach using Genetic Algorithms (GAs) is presented to identify the fully specified representative slip surfaces (RSSs) of layered soil slopes, and such RSSs are then employed to estimate the system reliability of slopes, using our proposed linearization approach. Three typical benchmark-slopes with layered soils are adopted to demonstrate the efficiency, accuracy and robustness of the suggested procedure, and advantages of the proposed method with respect to alternative methods are discussed. Results show that the proposed approach provides reliability estimates that improve previously published results, emphasizing the importance of finding good RSSs —and, especially, good (probabilistic) critical slip surfaces that might be non-circular— to obtain good estimations of the reliability of soil slope systems.

A subgrid viscosity Lagrance-Galerkin method for convection-diffusion problems

We present and analyze a subgrid viscosity Lagrange-Galerk in method that combines the subgrid eddy viscosity method proposed in W. Layton, A connection between subgrid scale eddy viscosity and mixed methods. Appl. Math. Comp., 133: 14 7-157, 2002, and a conventional Lagrange-Galerkin method in the framework of P1⊕ cubic bubble finite elements. This results in an efficient and easy to implement stabilized method for convection dominated convection diffusion reaction problems. Numerical experiments support the numerical analysis results and show that the new method is more accurate than the conventional Lagrange-Galerkin one.

Application of the Boundary Method to the determination of the properties of the beam cross-sections

Using the 3-D equations of linear elasticity and the asylllptotic expansion methods in terms of powers of the beam cross-section area as small parameter different beam theories can be obtained, according to the last term kept in the expansion. If it is used only the first two terms of the asymptotic expansion the classical beam theories can be recovered without resort to any "a priori" additional hypotheses. Moreover, some small corrections and extensions of the classical beam theories can be found and also there exists the possibility to use the asymptotic general beam theory as a basis procedure for a straightforward derivation of the stiffness matrix and the equivalent nodal forces of the beam. In order to obtain the above results a set of functions and constants only dependent on the cross-section of the beam it has to be computed them as solutions of different 2-D laplacian boundary value problems over the beam cross section domain. In this paper two main numerical procedures to solve these boundary value pf'oblems have been discussed, namely the Boundary Element Method (BEM) and the Finite Element Method (FEM). Results for some regular and geometrically simple cross-sections are presented and compared with ones computed analytically. Extensions to other arbitrary cross-sections are illustrated.

Sources of selection bias in evaluating social programs: An interpretation of conventional measures and evidence on the effectiveness of matching as a program evaluation method

This paper decomposes the conventional measure of selection bias in observational studies into three components. The first two components are due to differences in the distributions of characteristics between participant and nonparticipant (comparison) group members: the first arises from differences in the supports, and the second from differences in densities over the region of common support. The third component arises from selection bias precisely defined. Using data from a recent social experiment, we find that the component due to selection bias, precisely defined, is smaller than the first two components. However, selection bias still represents a substantial fraction of the experimental impact estimate. The empirical performance of matching methods of program evaluation is also examined. We find that matching based on the propensity score eliminates some but not all of the measured selection bias, with the remaining bias still a substantial fraction of the estimated impact. We find that the support of the distribution of propensity scores for the comparison group is typically only a small portion of the support for the participant group. For values outside the common support, it is impossible to reliably estimate the effect of program participation using matching methods. If the impact of participation depends on the propensity score, as we find in our data, the failure of the common support condition severely limits matching compared with random assignment as an evaluation estimator.

Random circular permutation of genes and expressed polypeptide chains: application of the method to the catalytic chains of aspartate transcarbamoylase.

Recent studies on proteins whose N and C termini are in close proximity have demonstrated that folding of polypeptide chains and assembly of oligomers can be accomplished with circularly permuted chains. As yet no methodical study has been conducted to determine how extensively new termini can be introduced and where such termini cannot be tolerated. We have devised a procedure to generate random circular permutations of the catalytic chains of Escherichia coli aspartate transcarbamoylase (ATCase; EC 2.1.3.2) and to select clones that produce active or stable holoenzyme containing permuted chains. A tandem gene construct was made, based on the desired linkage between amino acid residues in the C- and N-terminal regions of the polypeptide chain, and this DNA was treated with a suitable restriction enzyme to yield a fragment containing the rearranged coding sequence for the chain. Circularization achieved with DNA ligase, followed by linearization at random with DNase I, and incorporation of the linearized, repaired, blunt-ended, rearranged genes into a suitable plasmid permitted the expression of randomly permuted polypeptide chains. The plasmid with appropriate stop codons also contained pyrI, the gene encoding the regulatory chain of ATCase. Colonies expressing detectable amounts of ATCase-like molecules containing permuted catalytic chains were identified by an immunoblot technique or by their ability to grow in the absence of pyrimidines in the growth medium. Sequencing of positive clones revealed a variety of novel circular permutations. Some had N and C termini within helices of the wild-type enzyme as well as deletions and insertions. Permutations were concentrated in the C-terminal domain and only few were detected in the N-terminal domain. The technique, which is adaptable generally to proteins whose N and C termini are near each other, can be of value in relating in vivo folding of nascent, growing polypeptide chains to in vitro renaturation of complete chains and determining the role of protein sequence in folding kinetics.

A fast marching level set method for monotonically advancing fronts.

A fast marching level set method is presented for monotonically advancing fronts, which leads to an extremely fast scheme for solving the Eikonal equation. Level set methods are numerical techniques for computing the position of propagating fronts. They rely on an initial value partial differential equation for a propagating level set function and use techniques borrowed from hyperbolic conservation laws. Topological changes, corner and cusp development, and accurate determination of geometric properties such as curvature and normal direction are naturally obtained in this setting. This paper describes a particular case of such methods for interfaces whose speed depends only on local position. The technique works by coupling work on entropy conditions for interface motion, the theory of viscosity solutions for Hamilton-Jacobi equations, and fast adaptive narrow band level set methods. The technique is applicable to a variety of problems, including shape-from-shading problems, lithographic development calculations in microchip manufacturing, and arrival time problems in control theory.

3D numerical modelling of acoustic horns using the method of fundamental solutions

In the present work, a three-dimensional (3D) formulation based on the method of fundamental solutions (MFS) is applied to the study of acoustic horns. The implemented model follows and extends previous works that only considered two-dimensional and axisymmetric horn configurations. The more realistic case of 3D acoustic horns with symmetry regarding two orthogonal planes is addressed. The use of the domain decomposition technique with two interconnected sub-regions along a continuity boundary is proposed, allowing for the computation of the sound pressure generated by an acoustic horn installed on a rigid screen. In order to reduce the model discretization requirements for these cases, Green’s functions derived with the image source methodology are adopted, automatically accounting for the presence of symmetry conditions. A strategy for the calculation of an optimal position of the virtual sources used by the MFS to define the solution is also used, leading to improved reliability and flexibility of the proposed method. The responses obtained by the developed model are compared to reference solutions, computed by well-established models based on the boundary element method. Additionally, numerically calculated acoustic parameters, such as directivity and beamwidth, are compared with those evaluated experimentally.

Beryllium sampling methods: Comparison of two personal sample collection methods with the AEC sample collection method as used for one year in a beryllium production facility. /

Item 499-F-2

Pruning and branching methods for designing optimal networks by the branch-and-bound method

Includes bibliographical references.

An efficient numerical method for highly oscillatory ordinary differential equations /

"Supported in part by the Department of Energy under contract ENERGY/EY-76-S-02-2383, and submitted in partial fulfillment of the requirements of the Graduate College for the degree of doctor of philosophy."

The use of Chebyshev matrix polynomials in the iterative solution of linear equations compared to the method of successive overrelaxtion /

"(This is being submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Mathematics, June 1959.)"

Development of a method for numerical calculation of wave refraction /

"October 1964."

Investigations of certain proposed methods of bank and embankment protection : part 1, full-scale experiments to determine method for protection of railroad embankments subject to overflow : part 2, laboratory investigations of the effectiveness of various proposed types of revetment.

Mode of access: Internet.

Preliminary report on the visual tube method for sedimentation analysis of sands : a study of methods used in measurement and analysis of sediment loads in streams /

Mode of access: Internet.