Forward Smoothing Using Sequential Monte Carlo

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively. Essentially, it is an on-line or "forward only" implementation of a forward filtering backward smoothing SMC algorithm proposed by Doucet, Godsill and Andrieu (2000). Compared to the standard \emph{path space} SMC estimator whose asymptotic variance increases quadratically with time even under favorable mixing assumptions, the non asymptotic variance of the proposed SMC estimator only increases linearly with time. We show how this allows us to perform recursive parameter estimation using an SMC implementation of an on-line version of the Expectation-Maximization algorithm which does not suffer from the particle path degeneracy problem.

A contact crack problem in an infinite plate

The problem of an infinite plate with crack of length 2a loaded by the remote tensile stress P and a pair of concentrated forces Q is discussed. The value of the force Q for the initial contact of crack face is investigated and the contact length elevated, while the Q force increases. The problem is solved assuming that the stress intensity factor vanishes at the end point of the contact portion. By the Fredholm integral equation for the multiple cracks, the reduction of stress intensity factor due to Q is found. (C) 1999 Elsevier Science Ltd. All rights reserved.

A method to find unstable periodic orbits for the diamagnetic Kepler problem

A method to determine the admissibility of symbolic sequences and to find the unstable periodic orbits corresponding to allowed symbolic sequences for the diamagnetic Kepler problem is proposed by using the ordering of stable and unstable manifolds. By investigating the unstable periodic orbits up to length 6, a one to one correspondence between the unstable periodic orbits and their corresponding symbolic sequences is shown under the system symmetry decomposition.

Electromechanical influence of crack velocity at bifurcation for poled ferroelectric materials

The piezoelastodynamic field equations are solved to determine the crack velocity at bifurcation for poled ferroelectric materials where the applied electrical field and mechanical stress can be varied. The underlying physical mechanism, however, may not correspond to that assumed in the analytical model. Bifurcation has been related to the occurrence of a pair of maximum circumferential stress oriented symmetrically about the moving crack path. The velocity at which this behavior prevails has been referred to as the limiting crack speed. Unlike the classical approach, bifurcation will be identified with finite distances ahead of a moving crack. Nucleation of microcracks can thus be modelled in a single formulation. This can be accomplished by using the energy density function where fracture initiation is identified with dominance of dilatation in relation to distortion. Poled ferroelectric materials are selected for this study because the microstructure effects for this class of materials can be readily reflected by the elastic, piezoelectic and dielectric permittivity constants at the macroscopic scale. Existing test data could also shed light on the trend of the analytical predictions. Numerical results are thus computed for PZT-4 and compared with those for PZT-6B in an effort to show whether the branching behavior would be affected by the difference in the material microstructures. A range of crack bifurcation speed upsilon(b) is found for different r/a and E/sigma ratios. Here, r and a stand for the radial distance and half crack length, respectively, while E and a for the electric field and mechanical stress. For PZT-6B with upsilon(b) in the range 100-1700 m/s, the bifurcation angles varied from +/-6degrees to +/-39degrees. This corresponds to E/sigma of -0.072 to 0.024 V m/N. At the same distance r/a = 0.1, PZT-4 gives upsilon(b) values of 1100-2100 m/s; bifurcation angles of +/-15degrees to +/-49degrees; and E/sigma of -0.056 to 0.059 V m/N. In general, the bifurcation angles +/-theta(0) are found to decrease with decreasing crack velocity as the distance r/a is increased. Relatively speaking, the speed upsilon(b) and angles +/-theta(0) for PZT-4 are much greater than those for PZT-6B. This may be attributed to the high electromechanical coupling effect of PZT-4. Using upsilon(b)(0) as a base reference, an equality relation upsilon(b)(-) < upsilon(b)(0) < upsilon(b)(+) can be established. The superscripts -, 0 and + refer, respectively, to negative, zero and positive electric field. This is reminiscent of the enhancement and retardation of crack growth behavior due to change in poling direction. Bifurcation characteristics are found to be somewhat erratic when r/a approaches the range 10(-2)-10(-1) where the kinetic energy densities would fluctuate and then rise as the distance from the moving crack is increased. This is an artifact introduced by the far away condition of non-vanishing particle velocity. A finite kinetic energy density prevails at infinity unless it is made to vanish in the boundary value problem. Future works are recommended to further clarify the physical mechanism(s) associated with bifurcation by means of analysis and experiment. Damage at the microscopic level needs to be addressed since it has been known to affect the macrocrack speeds and bifurcation characteristics. (C) 2002 Published by Elsevier Science Ltd.

Semi-weight function method on computation of stress intensity factors in dissimilar materials

Semi-weight function method is developed to solve the plane problem of two bonded dissimilar materials containing a crack along the bond. From equilibrium equation, stress and strain relationship, conditions of continuity across interface and free crack surface, the stress and displacement fields were obtained. The eigenvalue of these fields is lambda. Semi-weight functions were obtained as virtual displacement and stress fields with eigenvalue-lambda. Integral expression of fracture parameters, K-I and K-II, were obtained from reciprocal work theorem with semi-weight functions and approximate displacement and stress values on any integral path around crack tip. The calculation results of applications show that the semi-weight function method is a simple, convenient and high precision calculation method.

A geometry model for tortuosity of flow path in porous media

A simple geometry model for tortuosity of flow path in porous media is proposed based on the assumption that some particles in a porous medium are unrestrictedly overlapped and the others are not. The proposed model is expressed as a function of porosity and there is no empirical constant in this model. The model predictions are compared with those from available correlations obtained numerically and experimentally, both of which are in agreement with each other. The present model can also give the tortuosity with a good approximation near the percolation threshold. The validity of the present tortuosity model is thus verified.

Stress intensity factors calculation in anti-plane fracture problem by orthogonal integral extraction method based on femol

For an anti-plane problem, the differential operator is self-adjoint and the corresponding eigenfunctions belong to the Hilbert space. The orthogonal property between eigenfunctions (or between the derivatives of eigenfunctions) of anti-plane problem is exploited. We developed for the first time two sets of radius-independent orthogonal integrals for extraction of stress intensity factors (SIFs), so any order SIF can be extracted based on a certain known solution of displacement (an analytic result or a numerical result). Many numerical examples based on the finite element method of lines (FEMOL) show that the present method is very powerful and efficient.

Three-dimensional crack problem analysis using boundary element method with finite-part integrals

A set of hypersingular integral equations of a three-dimensional finite elastic solid with an embedded planar crack subjected to arbitrary loads is derived. Then a new numerical method for these equations is proposed by using the boundary element method combined with the finite-part integral method. According to the analytical theory of the hypersingular integral equations of planar crack problems, the square root models of the displacement discontinuities in elements near the crack front are applied, and thus the stress intensity factors can be directly calculated from these. Finally, the stress intensity factor solutions to several typical planar crack problems in a finite body are evaluated.

On crack path stability in a layered material

Crack paths in an elastic layer on top of a substrate are considered. Crack growth is initiated from an edge crack in the layer. The plane of the initially straight crack forms an angle to the free surface. The load consists of a pair of forces applied at the crack mouth and parallel to the interface. Crack paths are calculated using a boundary element method. Crack growth is assumed to proceed along a path for which the mode II stress intensity factor vanishes. The inclination and the length of the initial crack are varied. The effect of two different substrates on the crack path evolution is demonstrated. A crack path initially leading perpendicularly to the interface is shown to be directionally unstable for a rigid substrate. Irrespective of its initial angle, the crack does not reach the interface, but reaches the free surface if the layer is infinitely long. At finite layer length the crack reaches the upper free surface if the initial crack inclination to the surface is small enough. For an inextendable flexible substrate, on the other hand, the crack reaches the interface if its initial inclination is large enough. For the flexible substrate an unstable path parallel with the sides of an infinitely long layer is identified. The results are compared with experimental results and discussed in view of characterisation of directionally unstable crack paths. The energy release rate for an inclined edge crack is determined analytically.