A Nearly Exact Reformulation of the Girsanov Linearization for Stochastically Driven Nonlinear Oscillators

The Girsanov linearization method (GLM), proposed earlier in Saha, N., and Roy, D., 2007, ``The Girsanov Linearisation Method for Stochastically Driven Nonlinear Oscillators,'' J. Appl. Mech., 74, pp. 885-897, is reformulated to arrive at a nearly exact, semianalytical, weak and explicit scheme for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the reformulated linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories while weakly applying the Girsanov correction (the Radon-Nikodym derivative) for the linearization errors. The semianalyticity is due to an explicit linearization of the nonlinear drift terms and it plays a crucial role in keeping the Radon-Nikodym derivative ``nearly bounded'' above by the inverse of the linearization time step (which means that only a subset of linearized trajectories with low, yet finite, probability exceeds this bound). Drift linearization is conveniently accomplished via the first few (lower order) terms in the associated stochastic (Ito) Taylor expansion to exclude (multiple) stochastic integrals from the numerical treatment. Similarly, the Radon-Nikodym derivative, which is a strictly positive, exponential (super-) martingale, is converted to a canonical form and evaluated over each time step without directly computing the stochastic integrals appearing in its argument. Through their numeric implementations for a few low-dimensional nonlinear oscillators, the proposed variants of the scheme, presently referred to as the Girsanov corrected linearization method (GCLM), are shown to exhibit remarkably higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own.

A scaled unscented transformation based directed Gaussian sum filter for nonlinear dynamic system identification

Impoverishment of particles, i.e. the discretely simulated sample paths of the process dynamics, poses a major obstacle in employing the particle filters for large dimensional nonlinear system identification. A known route of alleviating this impoverishment, i.e. of using an exponentially increasing ensemble size vis-a-vis the system dimension, remains computationally infeasible in most cases of practical importance. In this work, we explore the possibility of unscented transformation on Gaussian random variables, as incorporated within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional structural system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of structural dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. (C) 2013 Elsevier Ltd. All rights reserved.

Iterated gain-based stochastic filters for dynamic system identification

We propose a novel form of nonlinear stochastic filtering based on an iterative evaluation of a Kalman-like gain matrix computed within a Monte Carlo scheme as suggested by the form of the parent equation of nonlinear filtering (Kushner-Stratonovich equation) and retains the simplicity of implementation of an ensemble Kalman filter (EnKF). The numerical results, presently obtained via EnKF-like simulations with or without a reduced-rank unscented transformation, clearly indicate remarkably superior filter convergence and accuracy vis-a-vis most available filtering schemes and eminent applicability of the methods to higher dimensional dynamic system identification problems of engineering interest. (C) 2013 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification

A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the new filter is the gain-like additive update, designed to approximate the innovation integral in the KS equation and implemented through an annealing-type iterative procedure, which is aimed at rendering the innovation (observation prediction mismatch) for a given time-step to a zero-mean Brownian increment corresponding to the measurement noise. This may be contrasted with the weight-based multiplicative updates in most particle filters that are known to precipitate the numerical problem of weight collapse within a finite-ensemble setting. A study to estimate the a-priori error bounds in the proposed scheme is undertaken. The numerical evidence, presently gathered from the assessed performance of the proposed and a few other competing filters on a class of nonlinear dynamic system identification and target tracking problems, is suggestive of the remarkably improved convergence and accuracy of the new filter. (C) 2013 Elsevier B.V. All rights reserved.

Free turbulent shear layer in a point vortex gas as a problem in nonequilibrium statistical mechanics

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference Delta U across it, statistically homogeneous in the streamwise direction (x) and evolving from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain L x +/-infinity. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a ``vortex gas'' comprising N point vortices of the same strength (gamma = L Delta U/N) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to 32 000 vortices, with ensemble averages evaluated over up to 10(3) realizations and integration over 10(4)L/Delta U. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of L/Delta U. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via ``violent'' and ``slow'' relaxations P.-H. Chavanis, Physica A 391, 3657 (2012)], over flow time scales of order 10(2) and 10(4)L/Delta U, respectively (for N = 400). The final state involves a single structure that stochastically samples the domain, possibly constituting a ``relative equilibrium.'' The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter lambda close to -1). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is 0.0166 +/- 0.0002 times Delta U. Regime II, extensively studied in the turbulent shear flow literature as a self-similar ``equilibrium'' state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term ``explosive'' as it lasts less than one L/Delta U. Regime II also exhibits significant values of N-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as O(1/N) cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers J. Sommeria, C. Staquet, and R. Robert, J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Copula-Based Modeling of TMI Brightness Temperature With Rainfall Type

Overland rain retrieval using spaceborne microwave radiometer offers a myriad of complications as land presents itself as a radiometrically warm and highly variable background. Hence, land rainfall algorithms of the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI) have traditionally incorporated empirical relations of microwave brightness temperature (Tb) with rain rate, rather than relying on physically based radiative transfer modeling of rainfall (as implemented in the TMI ocean algorithm). In this paper, sensitivity analysis is conducted using the Spearman rank correlation coefficient as benchmark, to estimate the best combination of TMI low-frequency channels that are highly sensitive to the near surface rainfall rate from the TRMM Precipitation Radar (PR). Results indicate that the TMI channel combinations not only contain information about rainfall wherein liquid water drops are the dominant hydrometeors but also aid in surface noise reduction over a predominantly vegetative land surface background. Furthermore, the variations of rainfall signature in these channel combinations are not understood properly due to their inherent uncertainties and highly nonlinear relationship with rainfall. Copula theory is a powerful tool to characterize the dependence between complex hydrological variables as well as aid in uncertainty modeling by ensemble generation. Hence, this paper proposes a regional model using Archimedean copulas, to study the dependence of TMI channel combinations with respect to precipitation, over the land regions of Mahanadi basin, India, using version 7 orbital data from the passive and active sensors on board TRMM, namely, TMI and PR. Studies conducted for different rainfall regimes over the study area show the suitability of Clayton and Gumbel copulas for modeling convective and stratiform rainfall types for the majority of the intraseasonal months. Furthermore, large ensembles of TMI Tb (from the most sensitive TMI channel combination) were generated conditional on various quantiles (25th, 50th, 75th, and 95th) of the convective and the stratiform rainfall. Comparatively greater ambiguity was observed to model extreme values of the convective rain type. Finally, the efficiency of the proposed model was tested by comparing the results with traditionally employed linear and quadratic models. Results reveal the superior performance of the proposed copula-based technique.

Assessing GCM Convergence for India Using the Variable Convergence Score

General circulation models (GCMs) use transient climate simulations to predict climate conditions in the future. Coarse-grid resolutions and process uncertainties necessitate the use of downscaling models to simulate precipitation. However, in the downscaling models, with multiple GCMs now available, selecting an atmospheric variable from a particular model which is representative of the ensemble mean becomes an important consideration. The variable convergence score (VCS) provides a simple yet meaningful approach to address this issue, providing a mechanism to evaluate variables against each other with respect to the stability they exhibit in future climate simulations. In this study, VCS methodology is applied to 10 atmospheric variables of particular interest in downscaling precipitation over India and also on a regional basis. The nested bias-correction methodology is used to remove the systematic biases in the GCMs simulations, and a single VCS curve is developed for the entire country. The generated VCS curve is expected to assist in quantifying the variable performance across different GCMs, thus reducing the uncertainty in climate impact-assessment studies. The results indicate higher consistency across GCMs for pressure and temperature, and lower consistency for precipitation and related variables. Regional assessments, while broadly consistent with the overall results, indicate low convergence in atmospheric attributes for the Northeastern parts of India.

INDUCTION OF FOLDED STRUCTURES IN DESIGNED PEPTIDES USING CONFORMATIONALLY CONSTRAINED RESIDUES

Folding into compact globular structures, with well-defined modules of secondary structure, appears to be a characteristic of long polypeptide chains, with a specific patterning of coded amino acid residues along the length of sequence. Cooperative hydrogen bond driven secondary structure formation and solvent forces, which contribute favorably to the entropy of folding, by promoting compaction of the polymeric chain, have long been discussed as major determinants of the folding process. First principles design approaches, which use non-coded amino acids, employ an alternative structure directing strategy, by using amino acid residues which exhibit a strong conformational bias for specific regions of the Ramachandran map. This overview of ongoing studies in the authors' laboratory, attempts to explore the use of conformationally restricted amino acid residues in the design of peptides with well-defined secondary structures. Short peptides composed of 20 genetically coded amino acids usually exist in solution as an ensemble of equilibrating conformations. Apolar peptide sequences, which are readily soluble in organic solvents like chloroform and methanol, facilitate formation of structures which are predominately driven by intramolecular hydrogen bond formation. The choice of sequences containing residues with a limited range of conformational choices strongly favors formation of local turn structures, stabilized by short range intramolecular hydrogen bonds. Two residue beta-turns can nucleate either helical or hairpin folding, depending on the precise conformation of the turn segment Restriction of the conformational space available to amino acid residues is easily achieved by introduction of an additional alkyl group at the C alpha carbon atom or by side chain backbone cyclization, as in proline. Studies of synthetic sequences incorporating two prototype residues alpha-aminoisobutyric acid (Aib) and D-proline (DPro) illustrate the utility of the strategy in construction of helices and hairpins. Extensions to the design of conformationally switchable sequences and structurally defined hybrid peptides containing backbone homologated residues are also surveyed.