Formulation of a mathematical approach to regional frequency analysis

Estimation of design quantiles of hydrometeorological variables at critical locations in river basins is necessary for hydrological applications. To arrive at reliable estimates for locations (sites) where no or limited records are available, various regional frequency analysis (RFA) procedures have been developed over the past five decades. The most widely used procedure is based on index-flood approach and L-moments. It assumes that values of scale and shape parameters of frequency distribution are identical across all the sites in a homogeneous region. In real-world scenario, this assumption may not be valid even if a region is statistically homogeneous. To address this issue, a novel mathematical approach is proposed. It involves (i) identification of an appropriate frequency distribution to fit the random variable being analyzed for homogeneous region, (ii) use of a proposed transformation mechanism to map observations of the variable from original space to a dimensionless space where the form of distribution does not change, and variation in values of its parameters is minimal across sites, (iii) construction of a growth curve in the dimensionless space, and (iv) mapping the curve to the original space for the target site by applying inverse transformation to arrive at required quantile(s) for the site. Effectiveness of the proposed approach (PA) in predicting quantiles for ungauged sites is demonstrated through Monte Carlo simulation experiments considering five frequency distributions that are widely used in RFA, and by case study on watersheds in conterminous United States. Results indicate that the PA outperforms methods based on index-flood approach.

Response of vertically loaded pile in clay: a probabilistic study

This study presents the response of a vertically loaded pile in undrained clay considering spatially distributed undrained shear strength. The probabilistic study is performed considering undrained shear strength as random variable and the analysis is conducted using random field theory. The inherent soil variability is considered as source of variability and the field is modeled as two dimensional non-Gaussian homogeneous random field. Random field is simulated using Cholesky decomposition technique within the finite difference program and Monte Carlo simulation approach is considered for the probabilistic analysis. The influence of variance and spatial correlation of undrained shear strength on the ultimate capacity as summation of ultimate skin friction and end bearing resistance of pile are examined. It is observed that the coefficient of variation and spatial correlation distance are the most important parameters that affect the pile ultimate capacity.

Linear filtering methods for fixed rate quantisation with noisy symmetric error channels

This study considers linear filtering methods for minimising the end-to-end average distortion of a fixed-rate source quantisation system. For the source encoder, both scalar and vector quantisation are considered. The codebook index output by the encoder is sent over a noisy discrete memoryless channel whose statistics could be unknown at the transmitter. At the receiver, the code vector corresponding to the received index is passed through a linear receive filter, whose output is an estimate of the source instantiation. Under this setup, an approximate expression for the average weighted mean-square error (WMSE) between the source instantiation and the reconstructed vector at the receiver is derived using high-resolution quantisation theory. Also, a closed-form expression for the linear receive filter that minimises the approximate average WMSE is derived. The generality of framework developed is further demonstrated by theoretically analysing the performance of other adaptation techniques that can be employed when the channel statistics are available at the transmitter also, such as joint transmit-receive linear filtering and codebook scaling. Monte Carlo simulation results validate the theoretical expressions, and illustrate the improvement in the average distortion that can be obtained using linear filtering techniques.

Study of ground state phases for spin-1/2 Falicov-Kimball model on a triangular lattice

The spin dependent Falicov-Kimball model (FKM) is studied on a triangular lattice using numerical diagonalization technique and Monte-Carlo simulation algorithm. Magnetic properties have been explored for different values of parameters: on-site Coulomb correlation U, exchange interaction J and filling of electrons. We have found that the ground state configurations exhibit long range Neel order, ferromagnetism or a mixture of both as J is varied. The magnetic moments of itinerant (d) and localized U) electrons are also studied. For the one-fourth filling case we found no magnetic moment from d- and f-electrons for U less than a critical value. `.2014 Elsevier Ltd. All rights reserved.

Regional flood frequency analysis using kernel- based fuzzy clustering approach

Regionalization approaches are widely used in water resources engineering to identify hydrologically homogeneous groups of watersheds that are referred to as regions. Pooled information from sites (depicting watersheds) in a region forms the basis to estimate quantiles associated with hydrological extreme events at ungauged/sparsely gauged sites in the region. Conventional regionalization approaches can be effective when watersheds (data points) corresponding to different regions can be separated using straight lines or linear planes in the space of watershed related attributes. In this paper, a kernel-based Fuzzy c-means (KFCM) clustering approach is presented for use in situations where such linear separation of regions cannot be accomplished. The approach uses kernel-based functions to map the data points from the attribute space to a higher-dimensional space where they can be separated into regions by linear planes. A procedure to determine optimal number of regions with the KFCM approach is suggested. Further, formulations to estimate flood quantiles at ungauged sites with the approach are developed. Effectiveness of the approach is demonstrated through Monte-Carlo simulation experiments and a case study on watersheds in United States. Comparison of results with those based on conventional Fuzzy c-means clustering, Region-of-influence approach and a prior study indicate that KFCM approach outperforms the other approaches in forming regions that are closer to being statistically homogeneous and in estimating flood quantiles at ungauged sites. Key Points Kernel-based regionalization approach is presented for flood frequency analysis Kernel procedure to estimate flood quantiles at ungauged sites is developed A set of fuzzy regions is delineated in Ohio, USA

Ising model on a random network with annealed or quenched disorder

We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of fourfold coordinated sites connected via variable length one-dimensional chains. Our emphasis is on nonuniversal properties and we consider the transition temperature and other equilibrium thermodynamic properties, including those associated with one-dimensional fluctuations arising from the chains. We use analytic methods in the annealed case, and a Monte Carlo simulation for the quenched disorder. Our objective is to study the difference between quenched and annealed results with a broad random distribution of interaction parameters. The former represents a situation where the time scale associated with the randomness is very long and the corresponding degrees of freedom can be viewed as frozen, while the annealed case models the situation where this is not so. We find that the transition temperature and the entropy associated with one-dimensional fluctuations are always higher for quenched disorder than in the annealed case. These differences increase with the strength of the disorder up to a saturating value. We discuss our results in connection to physical systems where a broad distribution of interaction strengths is present.

Intense Acoustic Burst Ultrasound Modulated Optical Tomography for Elasticity Mapping of Soft Biological Tissue Mimicking Phantom: A Laser Speckle Contrast Analysis Study

This report addresses the assessment of variation in elastic property of soft biological tissues non-invasively using laser speckle contrast measurement. The experimental as well as the numerical (Monte-Carlo simulation) studies are carried out. In this an intense acoustic burst of ultrasound (an acoustic pulse with high power within standard safety limits), instead of continuous wave, is employed to induce large modulation of the tissue materials in the ultrasound insonified region of interest (ROI) and it results to enhance the strength of the ultrasound modulated optical signal in ultrasound modulated optical tomography (UMOT) system. The intensity fluctuation of speckle patterns formed by interference of light scattered (while traversing through tissue medium) is characterized by the motion of scattering sites. The displacement of scattering particles is inversely related to the elastic property of the tissue. We study the feasibility of laser speckle contrast analysis (LSCA) technique to reconstruct a map of the elastic property of a soft tissue-mimicking phantom. We employ source synchronized parallel speckle detection scheme to (experimentally) measure the speckle contrast from the light traversing through ultrasound (US) insonified tissue-mimicking phantom. The measured relative image contrast (the ratio of the difference of the maximum and the minimum values to the maximum value) for intense acoustic burst is 86.44 % in comparison to 67.28 % for continuous wave excitation of ultrasound. We also present 1-D and 2-D image of speckle contrast which is the representative of elastic property distribution.

Fabrication and characterization of sub 100 nm period polymer gratings for photonics applications

We report on the fabrication of polymethylmethacrylate (PMMA) nanogratings on silicon (Si) and glass substrates using electron beam lithography technique. Various aspects of proximity corrections using Monte Carlo simulation have been discussed. The fabrication process parameters such as proximity gap of exposure, exposure dosage and developing conditions have been optimized for high-density PMMA nanogratings structure on Si and glass substrates. Electron beam exposure is adjusted in such a way that PMMA acts as a negative tone resist and at the same time resolution loss due to proximity effect is minimum. Both reflection and transmission-type, nanometre period gratings have been fabricated and their diffraction characteristics are evaluated.

An integrated estimation/guidance approach for seeker-less interceptors

This paper addresses the problem of intercepting highly maneuverable threats using seeker-less interceptors that operate in the command guidance mode. These systems are more prone to estimation errors than standard seeker-based systems. In this paper, an integrated estimation/guidance (IEG) algorithm, which combines interactive multiple model (IMM) estimator with differential game guidance law (DGL), is proposed for seeker-less interception. In this interception scenario, the target performs an evasive bang-bang maneuver, while the sensor has noisy measurements and the interceptor is subject to acceleration bound. The IMM serves as a basis for the synthesis of efficient filters for tracking maneuvering targets and reducing estimation errors. The proposed game-based guidance law for two-dimensional interception, later extended to three-dimensional interception scenarios, is used to improve the endgame performance of the command-guided seeker-less interceptor. The IMM scheme and an optimal selection of filters, to cater to various maneuvers that are expected during the endgame, are also described. Furthermore, a chatter removal algorithm is introduced, thus modifying the differential game guidance law (modified DGL). A comparison between modified DGL guidance law and conventional proportional navigation guidance law demonstrates significant improvement in miss distance in a pursuer-evader scenario. Simulation results are also presented for varying flight path angle errors. A numerical study is provided which demonstrates the performance of the combined interactive multiple model with game-based guidance law (IMM/DGL). Simulation study is also carried out for combined IMM and modified DGL (IMM/modified DGL) which exhibits the superior performance and viability of the algorithm reducing the chattering phenomenon. The results are illustrated by an extensive Monte Carlo simulation study in the presence of estimation errors.

Analytical approach to quantile estimation in regional frequency analysis based on fuzzy framework

Regional frequency analysis is widely used for estimating quantiles of hydrological extreme events at sparsely gauged/ungauged target sites in river basins. It involves identification of a region (group of watersheds) resembling watershed of the target site, and use of information pooled from the region to estimate quantile for the target site. In the analysis, watershed of the target site is assumed to completely resemble watersheds in the identified region in terms of mechanism underlying generation of extreme event. In reality, it is rare to find watersheds that completely resemble each other. Fuzzy clustering approach can account for partial resemblance of watersheds and yield region(s) for the target site. Formation of regions and quantile estimation requires discerning information from fuzzy-membership matrix obtained based on the approach. Practitioners often defuzzify the matrix to form disjoint clusters (regions) and use them as the basis for quantile estimation. The defuzzification approach (DFA) results in loss of information discerned on partial resemblance of watersheds. The lost information cannot be utilized in quantile estimation, owing to which the estimates could have significant error. To avert the loss of information, a threshold strategy (TS) was considered in some prior studies. In this study, it is analytically shown that the strategy results in under-prediction of quantiles. To address this, a mathematical approach is proposed in this study and its effectiveness in estimating flood quantiles relative to DFA and TS is demonstrated through Monte-Carlo simulation experiments and case study on Mid-Atlantic water resources region, USA. (C) 2015 Elsevier B.V. All rights reserved.

Markov chain splitting methods in structural reliability integral estimation

Monte Carlo simulation methods involving splitting of Markov chains have been used in evaluation of multi-fold integrals in different application areas. We examine in this paper the performance of these methods in the context of evaluation of reliability integrals from the point of view of characterizing the sampling fluctuations. The methods discussed include the Au-Beck subset simulation, Holmes-Diaconis-Ross method, and generalized splitting algorithm. A few improvisations based on first order reliability method are suggested to select algorithmic parameters of the latter two methods. The bias and sampling variance of the alternative estimators are discussed. Also, an approximation to the sampling distribution of some of these estimators is obtained. Illustrative examples involving component and series system reliability analyses are presented with a view to bring out the relative merits of alternative methods. (C) 2015 Elsevier Ltd. All rights reserved.

Global response sensitivity analysis using probability distance measures and generalization of Sobol's analysis

The study introduces two new alternatives for global response sensitivity analysis based on the application of the L-2-norm and Hellinger's metric for measuring distance between two probabilistic models. Both the procedures are shown to be capable of treating dependent non-Gaussian random variable models for the input variables. The sensitivity indices obtained based on the L2-norm involve second order moments of the response, and, when applied for the case of independent and identically distributed sequence of input random variables, it is shown to be related to the classical Sobol's response sensitivity indices. The analysis based on Hellinger's metric addresses variability across entire range or segments of the response probability density function. The measure is shown to be conceptually a more satisfying alternative to the Kullback-Leibler divergence based analysis which has been reported in the existing literature. Other issues addressed in the study cover Monte Carlo simulation based methods for computing the sensitivity indices and sensitivity analysis with respect to grouped variables. Illustrative examples consist of studies on global sensitivity analysis of natural frequencies of a random multi-degree of freedom system, response of a nonlinear frame, and safety margin associated with a nonlinear performance function. (C) 2015 Elsevier Ltd. All rights reserved.

Evaluation of the Index-Flood Approach Related Regional Frequency Analysis Procedures

Index-flood related regional frequency analysis (RFA) procedures are in use by hydrologists to estimate design quantiles of hydrological extreme events at data sparse/ungauged locations in river basins. There is a dearth of attempts to establish which among those procedures is better for RFA in the L-moment framework. This paper evaluates the performance of the conventional index flood (CIF), the logarithmic index flood (LIF), and two variants of the population index flood (PIF) procedures in estimating flood quantiles for ungauged locations by Monte Carlo simulation experiments and a case study on watersheds in Indiana in the U.S. To evaluate the PIF procedure, L-moment formulations are developed for implementing the procedure in situations where the regional frequency distribution (RFD) is the generalized logistic (GLO), generalized Pareto (GPA), generalized normal (GNO) or Pearson type III (PE3), as those formulations are unavailable. Results indicate that one of the variants of the PIF procedure, which utilizes the regional information on the first two L-moments is more effective than the CIF and LIF procedures. The improvement in quantile estimation using the variant of PIF procedure as compared with the CIF procedure is significant when the RFD is a generalized extreme value, GLO, GNO, or PE3, and marginal when it is GPA. (C) 2015 American Society of Civil Engineers.

Effect of Super-exchange Interaction on Ground state Magnetic Properties of Spin-dependent Falicov-Kimball Model on a Triangular Lattice

Ground state magnetic properties are studied by incorporating the super-exchange interaction (J(se)) in the spin-dependent Falicov-Kimball model (FKM) between localized (f-) electrons on a triangular lattice for half filled case. Numerical diagonalization and Monte-Carlo simulation are used to study the ground state magnetic properties. We have found that the magnetic moment of (d-) and (f-) electrons strongly depend on the value of Hund's exchange (J), super-exchange interaction (J(se)) and also depends on the number of (d-) electrons (N-d). The ground state changes from antiferromagnetic (AFM) to ferromagnetic (FM) state as we decrease (N-d). Also the density of d electrons at each site depends on the value of J and J(se).

Damage assessment of composite plate structures with material and measurement uncertainty

Composite materials are very useful in structural engineering particularly in weight sensitive applications. Two different test models of the same structure made from composite materials can display very different dynamic behavior due to large uncertainties associated with composite material properties. Also, composite structures can suffer from pre-existing imperfections like delaminations, voids or cracks during fabrication. In this paper, we show that modeling and material uncertainties in composite structures can cause considerable problein in damage assessment. A recently developed C-0 shear deformable locking free refined composite plate element is employed in the numerical simulations to alleviate modeling uncertainty. A qualitative estimate of the impact of modeling uncertainty on the damage detection problem is made. A robust Fuzzy Logic System (FLS) with sliding window defuzzifier is used for delamination damage detection in composite plate type structures. The FLS is designed using variations in modal frequencies due to randomness in material properties. Probabilistic analysis is performed using Monte Carlo Simulation (MCS) on a composite plate finite element model. It is demonstrated that the FLS shows excellent robustness in delamination detection at very high levels of randomness in input data. (C) 2016 Elsevier Ltd. All rights reserved.