975 resultados para stochastic modeling


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The heat transfer from a solid phase to an impinging non-isothermal liquid droplet is studied numerically. A new approach based on an arbitrary Lagrangian-Eulerian (ALE) finite element method for solving the incompressible Navier Stokes equations in the liquid and the energy equation within the solid and the liquid is presented. The novelty of the method consists in using the ALE-formulation also in the solid phase to guarantee matching grids along the liquid solid interface. Moreover, a new technique is developed to compute the heat flux without differentiating the numerical solution. The free surface and the liquid solid interface of the droplet are represented by a moving mesh which can handle jumps in the material parameter and a temperature dependent surface tension. Further, the application of the Laplace-Beltrami operator technique for the curvature approximation allows a natural inclusion of the contact angle. Numerical simulation for varying Reynold, Weber, Peclet and Biot numbers are performed to demonstrate the capabilities of the new approach. (C) 2014 Elsevier Ltd. All rights reserved.

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In Incompressible Smooth Particle Hydrodynamics (ISPH), a pressure Poisson equation (PPE) is solved to obtain a divergence free velocity field. When free surfaces are simulated using this method a Dirichlet boundary condition for pressure at the free surface has to be applied. In existing ISPH methods this is achieved by identifying free surface particles using heuristically chosen threshold of a parameter such as kernel sum, density or divergence of the position, and explicitly setting their pressure values. This often leads to clumping of particles near the free surface and spraying off of surface particles during splashes. Moreover, surface pressure gradients in flows where surface tension is important are not captured well using this approach. We propose a more accurate semi-analytical approach to impose Dirichlet boundary conditions on the free surface. We show the efficacy of the proposed algorithm by using test cases of elongation of a droplet and dam break. We perform two dimensional simulations of water entry and validate the proposed algorithm with experimental results. Further, a three dimensional simulation of droplet splash is shown to compare well with the Volume-of-Fluid simulations. (C) 2014 Elsevier Ltd. All rights reserved.

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This paper presents the design and modeling of an active five-axis compliant micromanipulator whose tip orientation can be independently controlled by large angles about two axes and the tip-position can be controlled in three dimensions. These features enable precise control of the contact point of the tip and the tip-sample interaction forces with three-dimensional nanoscale objects, including those features that are conventionally inaccessible. Control of the tip-motion is realized by means of electromagnetic actuation combined with a novel kinematic and structural design of the micromanipulator, which, in addition, also ensures compatibility with existing high-resolution motion-measurement systems. The design and analysis of the manipulator structure and those of the actuation system are first presented. Quasi-static and dynamic lumped-parameter (LP) models are then derived for the five-axis compliant micromanipulator. Finite element (FE) analysis is employed to validate these models, which are subsequently used to study the effects of tip orientation on the mechanical characteristics of the five-axis micromanipulator. Finally, a prototype of the designed five-axis manipulator is fabricated by means of focused ion-beam milling (FIB).

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We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

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The stress states in Si particles of cast Al-Si based alloys depend on its morphology and the heat treatment given to the alloy. The Si particles fracture less on modification and fracture more in the heat treated condition. An attempt has been made in this work to study the effect of heat treatment and Si modification on the stress states of the particles. Such understanding will be valuable for predicting the ductility of the alloy. The stress states of Si particles are estimated by Raman technique and compared with the microstructure-based FEM simulations. Combination of Electron Back-Scattered Diffraction (EBSD) and frequency shift, polarized micro-Raman technique is applied to determine the stress states in Si particles with (111) orientations. Stress states are measured in the as-received state and under uniaxial compression. The residual stress, the stress in the elastic-plastic regime and the stress which causes fracture of the particles is estimated by Raman technique. FEM study demonstrates that the stress distribution is uniform in modified Si, whereas the unmodified Si shows higher and more complex stress states. The onset of plastic flow is observed at sharp corners of the particles and is followed by localization of strain between particles. Clustering of particles generates more inhomogeneous plastic strain in the matrix. Particle stress estimated by Raman technique is in agreement with FEM calculations. (C) 2014 Elsevier B.V. All rights reserved.

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Models of river flow time series are essential in efficient management of a river basin. It helps policy makers in developing efficient water utilization strategies to maximize the utility of scarce water resource. Time series analysis has been used extensively for modeling river flow data. The use of machine learning techniques such as support-vector regression and neural network models is gaining increasing popularity. In this paper we compare the performance of these techniques by applying it to a long-term time-series data of the inflows into the Krishnaraja Sagar reservoir (KRS) from three tributaries of the river Cauvery. In this study flow data over a period of 30 years from three different observation points established in upper Cauvery river sub-basin is analyzed to estimate their contribution to KRS. Specifically, ANN model uses a multi-layer feed forward network trained with a back-propagation algorithm and support vector regression with epsilon intensive-loss function is used. Auto-regressive moving average models are also applied to the same data. The performance of different techniques is compared using performance metrics such as root mean squared error (RMSE), correlation, normalized root mean squared error (NRMSE) and Nash-Sutcliffe Efficiency (NSE).

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A nonlinear stochastic filtering scheme based on a Gaussian sum representation of the filtering density and an annealing-type iterative update, which is additive and uses an artificial diffusion parameter, is proposed. The additive nature of the update relieves the problem of weight collapse often encountered with filters employing weighted particle based empirical approximation to the filtering density. The proposed Monte Carlo filter bank conforms in structure to the parent nonlinear filtering (Kushner-Stratonovich) equation and possesses excellent mixing properties enabling adequate exploration of the phase space of the state vector. The performance of the filter bank, presently assessed against a few carefully chosen numerical examples, provide ample evidence of its remarkable performance in terms of filter convergence and estimation accuracy vis-a-vis most other competing filters especially in higher dimensional dynamic system identification problems including cases that may demand estimating relatively minor variations in the parameter values from their reference states. (C) 2014 Elsevier Ltd. All rights reserved.

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Electrical resistance of both the electrodes of a lead-acid battery increases during discharge due to formation of lead sulfate, an insulator. Work of Metzendorf 1] shows that resistance increases sharply at about 65% conversion of active materials, and battery stops discharging once this critical conversion is reached. However, these aspects are not incorporated into existing mathematical models. Present work uses the results of Metzendorf 1], and develops a model that includes the effect of variable resistance. Further, it uses a reasonable expression to account for the decrease in active area during discharge instead of the empirical equations of previous work. The model's predictions are compared with observations of Cugnet et al. 2]. The model is as successful as the non-mechanistic models existing in literature. Inclusion of variation in resistance of electrodes in the model is important if one of the electrodes is a limiting reactant. If active materials are stoichiometrically balanced, resistance of electrodes can be very large at the end of discharge but has only a minor effect on charging of batteries. The model points to the significance of electrical conductivity of electrodes in the charging of deep discharged batteries. (C) 2014 Elsevier B.V. All rights reserved.

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Significant changes are reported in extreme rainfall characteristics over India in recent studies though there are disagreements on the spatial uniformity and causes of trends. Based on recent theoretical advancements in the Extreme Value Theory (EVT), we analyze changes in extreme rainfall characteristics over India using a high-resolution daily gridded (1 degrees latitude x 1 degrees longitude) dataset. Intensity, duration and frequency of excess rain over a high threshold in the summer monsoon season are modeled by non-stationary distributions whose parameters vary with physical covariates like the El-Nino Southern Oscillation index (ENSO-index) which is an indicator of large-scale natural variability, global average temperature which is an indicator of human-induced global warming and local mean temperatures which possibly indicate more localized changes. Each non-stationary model considers one physical covariate and the best chosen statistical model at each rainfall grid gives the most significant physical driver for each extreme rainfall characteristic at that grid. Intensity, duration and frequency of extreme rainfall exhibit non-stationarity due to different drivers and no spatially uniform pattern is observed in the changes in them across the country. At most of the locations, duration of extreme rainfall spells is found to be stationary, while non-stationary associations between intensity and frequency and local changes in temperature are detected at a large number of locations. This study presents the first application of nonstationary statistical modeling of intensity, duration and frequency of extreme rainfall over India. The developed models are further used for rainfall frequency analysis to show changes in the 100-year extreme rainfall event. Our findings indicate the varying nature of each extreme rainfall characteristic and their drivers and emphasize the necessity of a comprehensive framework to assess resulting risks of precipitation induced flooding. (C) 2014 Elsevier B.V. All rights reserved.

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Multi temporal land use information were derived using two decades remote sensing data and simulated for 2012 and 2020 with Cellular Automata (CA) considering scenarios, change probabilities (through Markov chain) and Multi Criteria Evaluation (MCE). Agents and constraints were considered for modeling the urbanization process. Agents were nornmlized through fiizzyfication and priority weights were assigned through Analytical Hierarchical Process (AHP) pairwise comparison for each factor (in MCE) to derive behavior-oriented rules of transition for each land use class. Simulation shows a good agreement with the classified data. Fuzzy and AHP helped in analyzing the effects of agents of growth clearly and CA-Markov proved as a powerful tool in modelling and helped in capturing and visualizing the spatiotemporal patterns of urbanization. This provided rapid land evaluation framework with the essential insights of the urban trajectory for effective sustainable city planning.

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The climatic effects of Solar Radiation Management (SRM) geoengineering have been often modeled by simply reducing the solar constant. This is most likely valid only for space sunshades and not for atmosphere and surface based SRM methods. In this study, a global climate model is used to evaluate the differences in the climate response to SRM by uniform solar constant reduction and stratospheric aerosols. Our analysis shows that when global mean warming from a doubling of CO2 is nearly cancelled by both these methods, they are similar when important surface and tropospheric climate variables are considered. However, a difference of 1 K in the global mean stratospheric (61-9.8 hPa) temperature is simulated between the two SRM methods. Further, while the global mean surface diffuse radiation increases by similar to 23 % and direct radiation decreases by about 9 % in the case of sulphate aerosol SRM method, both direct and diffuse radiation decrease by similar fractional amounts (similar to 1.0 %) when solar constant is reduced. When CO2 fertilization effects from elevated CO2 concentration levels are removed, the contribution from shaded leaves to gross primary productivity (GPP) increases by 1.8 % in aerosol SRM because of increased diffuse light. However, this increase is almost offset by a 15.2 % decline in sunlit contribution due to reduced direct light. Overall both the SRM simulations show similar decrease in GPP (similar to 8 %) and net primary productivity (similar to 3 %). Based on our results we conclude that the climate states produced by a reduction in solar constant and addition of aerosols into the stratosphere can be considered almost similar except for two important aspects: stratospheric temperature change and the consequent implications for the dynamics and the chemistry of the stratosphere and the partitioning of direct versus diffuse radiation reaching the surface. Further, the likely dependence of global hydrological cycle response on aerosol particle size and the latitudinal and height distribution of aerosols is discussed.

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The Variational Asymptotic Method (VAM) is used for modeling a coupled non-linear electromechanical problem finding applications in aircrafts and Micro Aerial Vehicle (MAV) development. VAM coupled with geometrically exact kinematics forms a powerful tool for analyzing a complex nonlinear phenomena as shown previously by many in the literature 3 - 7] for various challenging problems like modeling of an initially twisted helicopter rotor blades, matrix crack propagation in a composite, modeling of hyper elastic plates and various multi-physics problems. The problem consists of design and analysis of a piezocomposite laminate applied with electrical voltage(s) which can induce direct and planar distributed shear stresses and strains in the structure. The deformations are large and conventional beam theories are inappropriate for the analysis. The behavior of an elastic body is completely understood by its energy. This energy must be integrated over the cross-sectional area to obtain the 1-D behavior as is typical in a beam analysis. VAM can be used efficiently to approximate 3-D strain energy as closely as possible. To perform this simplification, VAM makes use of thickness to width, width to length, width multiplied by initial twist and strain as small parameters embedded in the problem definition and provides a way to approach the exact solution asymptotically. In this work, above mentioned electromechanical problem is modeled using VAM which breaks down the 3-D elasticity problem into two parts, namely a 2-D non-linear cross-sectional analysis and a 1-D non-linear analysis, along the reference curve. The recovery relations obtained as a by-product in the cross-sectional analysis earlier are used to obtain 3-D stresses, displacements and velocity contours. The piezo-composite laminate which is chosen for an initial phase of computational modeling is made up of commercially available Macro Fiber Composites (MFCs) stacked together in an arbitrary lay-up and applied with electrical voltages for actuation. The expressions of sectional forces and moments as obtained from cross-sectional analysis in closed-form show the electro-mechanical coupling and relative contribution of electric field in individual layers of the piezo-composite laminate. The spatial and temporal constitutive law as obtained from the cross-sectional analysis are substituted into 1-D fully intrinsic, geometrically exact equilibrium equations of motion and 1-D intrinsic kinematical equations to solve for all 1-D generalized variables as function of time and an along the reference curve co-ordinate, x(1).

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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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This work presents the development of piezocomposites made up of Macro Fiber Composites (MFCs) for aerospace applications and specifically involves, their computational analysis, material characterization and certain parametric studies. MFC was developed by NASA Langley Research Center in 1996 and currently is being distributed by Smart Material Co. 1] worldwide and finds applications both as an actuator as well as for sensor in various engineering applications. In this work, MFC is being modeled as an actuator and a theoretical formulation based on Variational Asymptotic Method (VAM) 2] is presented to analyse the laminates made up of MFCs. VAM minimizes the total electro-mechanical energy for the MFC laminate and approaches the exact solution asymptotically by making use of certain small parameters inherent to the problem through dimensional reduction. VAM provides closed form solutions for 1D constitutive law, recovery relations of warpings, 3D stress/strain fields and displacements and hence an ideal tool for carrying out parametric and design studies in such applications. VAM is geometrically exact and offers rigorous material characterization through cross-sectional analysis and dimensional reduction.

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Structural Health Monitoring (SHM) systems require integration of non-destructive technologies into structural design and operational processes. Modeling and simulation of complex NDE inspection processes are important aspects in the development and deployment of SHM technologies. Ray tracing techniques are vital simulation tools to visualize the wave path inside a material. These techniques also help in optimizing the location of transducers and their orientation with respect to the zone of interrogation. It helps in increasing the chances of detection and identification of a flaw in that zone. While current state-of-the-art techniques such as ray tracing based on geometric principle help in such visualization, other information such as signal losses due to spherical or cylindrical shape of wave front are rarely taken into consideration. The problem becomes a little more complicated in the case of dispersive guided wave propagation and near-field defect scattering. We review the existing models and tools to perform ultrasonic NDE simulation in structural components. As an initial step, we develop a ray-tracing approach, where phase and spectral information are preserved. This enables one to study wave scattering beyond simple time of flight calculation of rays. Challenges in terms of theory and modelling of defects of various kinds are discussed. Various additional considerations such as signal decay and physics of scattering are reviewed and challenges involved in realistic computational implementation are discussed. Potential application of this approach to SHM system design is highlighted and by applying this to complex structural components such as airframe structures, SHM is demonstrated to provide additional value in terms of lighter weight and/or longevity enhancement resulting from an extension of the damage tolerance design principle not compromising safety and reliability.