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.

Doubly spectral stochastic finite element method (DSSFEM) for random field problems

Uncertainties in complex dynamic systems play an important role in the prediction of a dynamic response in the mid- and high-frequency ranges. For distributed parameter systems, parametric uncertainties can be represented by random fields leading to stochastic partial differential equations. Over the past two decades, the spectral stochastic finite-element method has been developed to discretize the random fields and solve such problems. On the other hand, for deterministic distributed parameter linear dynamic systems, the spectral finite-element method has been developed to efficiently solve the problem in the frequency domain. In spite of the fact that both approaches use spectral decomposition (one for the random fields and the other for the dynamic displacement fields), very little overlap between them has been reported in literature. In this paper, these two spectral techniques are unified with the aim that the unified approach would outperform any of the spectral methods considered on their own. An exponential autocorrelation function for the random fields, a frequency-dependent stochastic element stiffness, and mass matrices are derived for the axial and bending vibration of rods. Closed-form exact expressions are derived by using the Karhunen-Loève expansion. Numerical examples are given to illustrate the unified spectral approach.

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.

Filtered density function for large eddy simulation of turbulent reacting flows

A methodology termed the “filtered density function” (FDF) is developed and implemented for large eddy simulation (LES) of chemically reacting turbulent flows. In this methodology, the effects of the unresolved scalar fluctuations are taken into account by considering the probability density function (PDF) of subgrid scale (SGS) scalar quantities. A transport equation is derived for the FDF in which the effect of chemical reactions appears in a closed form. The influences of scalar mixing and convection within the subgrid are modeled. The FDF transport equation is solved numerically via a Lagrangian Monte Carlo scheme in which the solutions of the equivalent stochastic differential equations (SDEs) are obtained. These solutions preserve the Itô-Gikhman nature of the SDEs. The consistency of the FDF approach, the convergence of its Monte Carlo solution and the performance of the closures employed in the FDF transport equation are assessed by comparisons with results obtained by direct numerical simulation (DNS) and by conventional LES procedures in which the first two SGS scalar moments are obtained by a finite difference method (LES-FD). These comparative assessments are conducted by implementations of all three schemes (FDF, DNS and LES-FD) in a temporally developing mixing layer and a spatially developing planar jet under both non-reacting and reacting conditions. In non-reacting flows, the Monte Carlo solution of the FDF yields results similar to those via LES-FD. The advantage of the FDF is demonstrated by its use in reacting flows. In the absence of a closure for the SGS scalar fluctuations, the LES-FD results are significantly different from those based on DNS. The FDF results show a much closer agreement with filtered DNS results. © 1998 American Institute of Physics.

Switching Transients in Single-Phase Induction Motors

The subject of transients in polyphase induction motors and synchronous machines has been studied in very great detail by several investigators, but no published literature exists dealing exclusively with the analysis of the problem of transients in single-phase induction motors. This particular problem has been studied in this paper by applying the Laplace transform. The results of actual computation of the currents and developed electrical torque are compared with the data obtained by setting up the integro-differential equations of the machine on an electronic differential analyzer. It is shown that if the motor is switched on to the supply when the potential passes through its zero value, there is a pulsating fundamental frequency torque superimposed on the average steady-state unidirectional torque. If, on the other hand, the switch is closed when the applied potential passes through its maximum value, the developed electrical torque settles down to its final steady-state value during the first cycle of the supply voltage.

The x¿n-x Plane for Analysis of Certain Second-Order Nonlinear Systems

Analysis of certain second-order nonlinear systems, not easily amenable to the phase-plane methods, and described by either of the following differential equations xÿn-2ÿ+ f(x)xÿ2n+g(x)xÿn+h(x)=0 ÿ+f(x)xÿn+h(x)=0 n≫0 can be effected easily by drawing the entire portrait of trajectories on a new plane; that is, on one of the xÿnÿx planes. Simple equations are given to evaluate time from a trajectory on any of these n planes. Poincaré's fundamental phase plane xÿÿx is conceived of as the simplest case of the general xÿnÿx plane.

Techniques for Analysis of Certain Nonlinear Systems

This paper suggests the use of simple transformations like ÿ=kx, kx2 for second-order nonlinear differential equations to effect rapid plotting of the phase-plane trajectories. The method is particularly helpful in determining quickly the trajectory slopes along simple curves in any desired region of the phase plane. New planes such as the tÿ-x, tÿ2-x are considered for the study of some groups of nonlinear time-varying systems. Suggestions for solving certain higher-order nonlinear systems are also made.

Variation of the gas and radiation content in the sub-Keplerian accretion disk around black holes and its impact to the solutions

We investigate the variation of the gas and the radiation pressure in accretion disks during the infall of matter to the black hole and its effect to the flow. While the flow far away from the black hole might be non-relativistic, in the vicinity of the black hole it is expected to be relativistic behaving more like radiation. Therefore, the ratio of gas pressure to total pressure (beta) and the underlying polytropic index (gamma) should not be constant throughout the flow. We obtain that accretion flows exhibit significant variation of beta and then gamma, which affects solutions described in the standard literature based on constant beta. Certain solutions for a particular set of initial parameters with a constant beta do not exist when the variation of beta is incorporated appropriately. We model the viscous sub-Keplerian accretion disk with a nonzero component of advection and pressure gradient around black holes by preserving the conservations of mass, momentum, energy, supplemented by the evolution of beta. By solving the set of five coupled differential equations, we obtain the thermo-hydrodynamical properties of the flow. We show that during infall, beta of the flow could vary up to similar to 300%, while gamma up to similar to 20%. This might have a significant impact to the disk solutions in explaining observed data, e.g. super-luminal jets from disks, luminosity, and then extracting fundamental properties from them. Hence any conclusion based on constant gamma and beta should be taken with caution and corrected. (C) 2011 Elsevier B.V. All rights reserved.

Prediction of Breakout Noise from a Rectangular Duct with Compliant Walls

Breakout noise from HVAC ducts is important at low frequencies, and the coupling between the acoustic waves and the structural waves plays a critical role in the prediction of the transverse transmission loss. This paper describes the analytical calculation of breakout noise by incorporating three-dimensional effects along with the acoustical and structural wave coupling phenomena. The first step in the breakout noise prediction is to calculate the inside duct pressure field and the normal duct wall vibration by using the solution of the governing differential equations in terms of Green's function. The resultant equations are rearranged in terms of impedance and mobility, which results in a compact matrix formulation. The Green's function selected for the current problem is the cavity Green's function with modification of wave number in the longitudinal direction in order to incorporate the terminal impedance. The second step is to calculate the radiated sound power from the compliant duct walls by means of an ``equivalent unfolded plate'' model. The transverse transmission loss from the duct walls is calculated using the ratio of the incident power due to surface source inside the duct to the acoustic power radiated from the compliant duct walls. Analytical results are validated with the FE-BE numerical models.

An Overview of Homogenization

Homogenization of partial differential equations is relatively a new area and has tremendous applications in various branches of engineering sciences like: material science,porous media, study of vibrations of thin structures, composite materials to name a few. Though the material scientists and others had reasonable idea about the homogenization process, it was lacking a good mathematical theory till early seventies. The first proper mathematical procedure was developed in the seventies and later in the last 30 years or so it has flourished in various ways both application wise and mathematically. This is not a full survey article and on the other hand we will not be concentrating on a specialized problem. Indeed, we do indicate certain specialized problems of our interest without much details and that is not the main theme of the article. I plan to give an introductory presentation with the aim of catering to a wider audience. We go through few examples to understand homogenization procedure in a general perspective together with applications. We also present various mathematical techniques available and if possible some details about some of the techniques. A possible definition of homogenization would be that it is a process of understanding a heterogeneous (in-homogeneous) media, where the heterogeneties are at the microscopic level, like in composite materials, by a homogeneous media. In other words, one would like to obtain a homogeneous description of a highly oscillating in-homogeneous media. We also present other generalizations to non linear problems, porous media and so on. Finally, we will like to see a closely related issue of optimal bounds which itself is an independent area of research.

Five-stage Milstein methods for SDEs

In this paper, we consider the problem of computing numerical solutions for Ito stochastic differential equations (SDEs). The five-stage Milstein (FSM) methods are constructed for solving SDEs driven by an m-dimensional Wiener process. The FSM methods are fully explicit methods. It is proved that the FSM methods are convergent with strong order 1 for SDEs driven by an m-dimensional Wiener process. The analysis of stability (with multidimensional Wiener process) shows that the mean-square stable regions of the FSM methods are unbounded. The analysis of stability shows that the mean-square stable regions of the methods proposed in this paper are larger than the Milstein method and three-stage Milstein methods.

Longitudinal Magnetic Field Effect on Nonlocal Ultrasonic Vibration Analysis of Single-Walled Carbon Nanotubes Based on Wave Propagation Approach

This paper studies the effect of longitudinal magnetic field on ultrasonic vibration in single walled carbon nanotubes (CNTs) based on nonlocal continuum medium theory. Governing partial differential equations of CNTs are derived by considering the Lorentz magnetic forces applied on CNTs induced by a longitudinal magnetic field through Maxwell equations. The vibration characteristics of CNTs under a longitudinal magnetic field are obtained by solving the governing equations via wave propagation approach. The effects of longitudinal magnetic field on vibration of CNTs are discussed through numerical experiments. The present analysis show that vibration frequencies of CNTs drops dramatically in the presence of the magnetic field for various circumferential wavenumbers. Such effect is also observed for various boundary conditions of the CNT. New features for the effect of longitudinal magnetic field on ultrasonic vibration of CNTs, presented in this paper are useful in the design of nano-drive device, nano-oscillator and actuators and nano-electron technology, where carbon nanotubes act as basic elements.

Determination of alpha(s)(M-tau(2)) from improved fixed order perturbation theory

We revisit the extraction of alpha(s)(M-tau(2)) from the QCD perturbative corrections to the hadronic tau branching ratio, using an improved fixed-order perturbation theory based on the explicit summation of all renormalization-group accessible logarithms, proposed some time ago in the literature. In this approach, the powers of the coupling in the expansion of the QCD Adler function are multiplied by a set of functions D-n, which depend themselves on the coupling and can be written in a closed form by iteratively solving a sequence of differential equations. We find that the new expansion has an improved behavior in the complex energy plane compared to that of the standard fixed-order perturbation theory (FOPT), and is similar but not identical to the contour-improved perturbation theory (CIPT). With five terms in the perturbative expansion we obtain in the (MS) over bar scheme alpha(s)(M-tau(2)) = 0.338 +/- 0.010, using as input a precise value for the perturbative contribution to the hadronic width of the tau lepton reported recently in the literature.

Practical fully three-dimensional reconstruction algorithms for diffuse optical tomography

We have developed an efficient fully three-dimensional (3D) reconstruction algorithm for diffuse optical tomography (DOT). The 3D DOT, a severely ill-posed problem, is tackled through a pseudodynamic (PD) approach wherein an ordinary differential equation representing the evolution of the solution on pseudotime is integrated that bypasses an explicit inversion of the associated, ill-conditioned system matrix. One of the most computationally expensive parts of the iterative DOT algorithm, the reevaluation of the Jacobian in each of the iterations, is avoided by using the adjoint-Broyden update formula to provide low rank updates to the Jacobian. In addition, wherever feasible, we have also made the algorithm efficient by integrating along the quadratic path provided by the perturbation equation containing the Hessian. These algorithms are then proven by reconstruction, using simulated and experimental data and verifying the PD results with those from the popular Gauss-Newton scheme. The major findings of this work are as follows: (i) the PD reconstructions are comparatively artifact free, providing superior absorption coefficient maps in terms of quantitative accuracy and contrast recovery; (ii) the scaling of computation time with the dimension of the measurement set is much less steep with the Jacobian update formula in place than without it; and (iii) an increase in the data dimension, even though it renders the reconstruction problem less ill conditioned and thus provides relatively artifact-free reconstructions, does not necessarily provide better contrast property recovery. For the latter, one should also take care to uniformly distribute the measurement points, avoiding regions close to the source so that the relative strength of the derivatives for measurements away from the source does not become insignificant. (c) 2012 Optical Society of America

Nonlocal continuum mechanics based ultrasonic flexural wave dispersion characteristics of a monolayer graphene embedded in polymer matrix

Wave propagation in graphene sheet embedded in elastic medium (polymer matrix) has been a topic of great interest in nanomechanics of graphene sheets, where the equivalent continuum models are widely used. In this manuscript, we examined this issue by incorporating the nonlocal theory into the classical plate model. The influence of the nonlocal scale effects has been investigated in detail. The results are qualitatively different from those obtained based on the local/classical plate theory and thus, are important for the development of monolayer graphene-based nanodevices. In the present work, the graphene sheet is modeled as an isotropic plate of one-atom thick. The chemical bonds are assumed to be formed between the graphene sheet and the elastic medium. The polymer matrix is described by a Pasternak foundation model, which accounts for both normal pressure and the transverse shear deformation of the surrounding elastic medium. When the shear effects are neglected, the model reduces to Winkler foundation model. The normal pressure or Winkler elastic foundation parameter is approximated as a series of closely spaced, mutually independent, vertical linear elastic springs where the foundation modulus is assumed equivalent to stiffness of the springs. For this model, the nonlocal governing differential equations of motion are derived from the minimization of the total potential energy of the entire system. An ultrasonic type of flexural wave propagation model is also derived and the results of the wave dispersion analysis are shown for both local and nonlocal elasticity calculations. From this analysis we show that the elastic matrix highly affects the flexural wave mode and it rapidly increases the frequency band gap of flexural mode. The flexural wavenumbers obtained from nonlocal elasticity calculations are higher than the local elasticity calculations. The corresponding wave group speeds are smaller in nonlocal calculation as compared to local elasticity calculation. The effect of y-directional wavenumber (eta(q)) on the spectrum and dispersion relations of the graphene embedded in polymer matrix is also observed. We also show that the cut-off frequencies of flexural wave mode depends not only on the y-direction wavenumber but also on nonlocal scaling parameter (e(0)a). The effect of eta(q) and e(0)a on the cut-off frequency variation is also captured for the cases of with and without elastic matrix effect. For a given nanostructure, nonlocal small scale coefficient can be obtained by matching the results from molecular dynamics (MD) simulations and the nonlocal elasticity calculations. At that value of the nonlocal scale coefficient, the waves will propagate in the nanostructure at that cut-off frequency. In the present paper, different values of e(0)a are used. One can get the exact e(0)a for a given graphene sheet by matching the MD simulation results of graphene with the results presented in this article. (c) 2012 Elsevier Ltd. All rights reserved.