Fast automatic two-stage nonlinear model identification based on the extreme learning machine

It is convenient and effective to solve nonlinear problems with a model that has a linear-in-the-parameters (LITP) structure. However, the nonlinear parameters (e.g. the width of Gaussian function) of each model term needs to be pre-determined either from expert experience or through exhaustive search. An alternative approach is to optimize them by a gradient-based technique (e.g. Newton’s method). Unfortunately, all of these methods still need a lot of computations. Recently, the extreme learning machine (ELM) has shown its advantages in terms of fast learning from data, but the sparsity of the constructed model cannot be guaranteed. This paper proposes a novel algorithm for automatic construction of a nonlinear system model based on the extreme learning machine. This is achieved by effectively integrating the ELM and leave-one-out (LOO) cross validation with our two-stage stepwise construction procedure [1]. The main objective is to improve the compactness and generalization capability of the model constructed by the ELM method. Numerical analysis shows that the proposed algorithm only involves about half of the computation of orthogonal least squares (OLS) based method. Simulation examples are included to confirm the efficacy and superiority of the proposed technique.

Threshold Autoregressive Model for a Time Series Data

In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model.

A simple theoretical model for the intensification of tropical cyclones and polar lows

A simple theoretical model for the intensification of tropical cyclones and polar lows is developed using a minimal set of physical assumptions. These disturbances are assumed to be balanced systems intensifying through the WISHE (Wind-Induced Surface Heat Exchange) intensification mechanism, driven by surface fluxes of heat and moisture into an atmosphere which is neutral to moist convection. The equation set is linearized about a resting basic state and solved as an initial-value problem. A system is predicted to intensify with an exponential perturbation growth rate scaled by the radial gradient of an efficiency parameter which crudely represents the effects of unsaturated processes. The form of this efficiency parameter is assumed to be defined by initial conditions, dependent on the nature of a pre-existing vortex required to precondition the atmosphere to a state in which the vortex can intensify. Evaluation of the simple model using a primitive-equation, nonlinear numerical model provides support for the prediction of exponential perturbation growth. Good agreement is found between the simple and numerical models for the sensitivities of the measured growth rate to various parameters, including surface roughness, the rate of transfer of heat and moisture from the ocean surface, and the scale for the growing vortex.

A data driven approach for automating vehicle activated signs

Vehicle activated signs (VAS) display a warning message when drivers exceed a particular threshold. VAS are often installed on local roads to display a warning message depending on the speed of the approaching vehicles. VAS are usually powered by electricity; however, battery and solar powered VAS are also commonplace. This thesis investigated devel-opment of an automatic trigger speed of vehicle activated signs in order to influence driver behaviour, the effect of which has been measured in terms of reduced mean speed and low standard deviation. A comprehen-sive understanding of the effectiveness of the trigger speed of the VAS on driver behaviour was established by systematically collecting data. Specif-ically, data on time of day, speed, length and direction of the vehicle have been collected for the purpose, using Doppler radar installed at the road. A data driven calibration method for the radar used in the experiment has also been developed and evaluated. Results indicate that trigger speed of the VAS had variable effect on driv-ers’ speed at different sites and at different times of the day. It is evident that the optimal trigger speed should be set near the 85th percentile speed, to be able to lower the standard deviation. In the case of battery and solar powered VAS, trigger speeds between the 50th and 85th per-centile offered the best compromise between safety and power consump-tion. Results also indicate that different classes of vehicles report differ-ences in mean speed and standard deviation; on a highway, the mean speed of cars differs slightly from the mean speed of trucks, whereas a significant difference was observed between the classes of vehicles on lo-cal roads. A differential trigger speed was therefore investigated for the sake of completion. A data driven approach using Random forest was found to be appropriate in predicting trigger speeds respective to types of vehicles and traffic conditions. The fact that the predicted trigger speed was found to be consistently around the 85th percentile speed justifies the choice of the automatic model.

Moral hazard and nonlinear pricing in a general equilibrium model

The paper analyzes a two period general equilibrium model with individual risk and moral hazard. Each household faces two individual states of nature in the second period. These states solely differ in the household's vector of initial endowments, which is strictly larger in the first state (good state) than in the second state (bad state). In the first period households choose a non-observable action. Higher leveis of action give higher probability of the good state of nature to occur, but lower leveIs of utility. Households have access to an insurance market that allows transfer of income across states of oature. I consider two models of financiaI markets, the price-taking behavior model and the nonlínear pricing modelo In the price-taking behavior model suppliers of insurance have a belief about each household's actíon and take asset prices as given. A variation of standard arguments shows the existence of a rational expectations equilibrium. For a generic set of economies every equilibrium is constraíned sub-optímal: there are commodity prices and a reallocation of financiaI assets satisfying the first period budget constraint such that, at each household's optimal choice given those prices and asset reallocation, markets clear and every household's welfare improves. In the nonlinear pricing model suppliers of insurance behave strategically offering nonlinear pricing contracts to the households. I provide sufficient conditions for the existence of equilibrium and investigate the optimality properties of the modeI. If there is a single commodity then every equilibrium is constrained optimaI. Ir there is more than one commodity, then for a generic set of economies every equilibrium is constrained sub-optimaI.

Genetic correlations between categorical morphological traits in Nelore cattle by applying Bayesian analysis under a threshold animal model

P>In this study, Bayesian analysis under a threshold animal model was used to estimate genetic correlations between morphological traits (body structure, finishing precocity and muscling) in Nelore cattle evaluated at weaning and yearling. Visual scores obtained from 7651 Nelore cattle at weaning and from 4155 animals at yearling, belonging to the Brazilian Nelore Program, were used. Genetic parameters for the morphological traits were estimated by two-trait Bayesian analysis under a threshold animal model. The genetic correlations between the morphological traits evaluated at two ages of the animal (weaning and yearling) were positive and high for body structure (0.91), finishing precocity (0.96) and muscling (0.94). These results indicate that the traits are mainly determined by the same set of genes of additive action and that direct selection at weaning will also result in genetic progress for the same traits at yearling. Thus, selection of the best genotypes during only one phase of life of the animal is suggested. However, genetic differences between morphological traits were better detected during the growth phase to yearling. Direct selection for body structure, finishing precocity and muscling at only one age, preferentially at yearling, is recommended as genetic differences between traits can be detected at this age.

A new transmission model in cognitive radio based on cyclic generalized polynomial codes for bandwidth reduction

The frequency spectrums are inefficiently utilized and cognitive radio has been proposed for full utilization of these spectrums. The central idea of cognitive radio is to allow the secondary user to use the spectrum concurrently with the primary user with the compulsion of minimum interference. However, designing a model with minimum interference is a challenging task. In this paper, a transmission model based on cyclic generalized polynomial codes discussed in [2] and [15], is proposed for the improvement in utilization of spectrum. The proposed model assures a non interference data transmission of the primary and secondary users. Furthermore, analytical results are presented to show that the proposed model utilizes spectrum more efficiently as compared to traditional models.

Predicting spike timing of neocortical pyramidal neurons by simple threshold models

Neurons generate spikes reliably with millisecond precision if driven by a fluctuating current--is it then possible to predict the spike timing knowing the input? We determined parameters of an adapting threshold model using data recorded in vitro from 24 layer 5 pyramidal neurons from rat somatosensory cortex, stimulated intracellularly by a fluctuating current simulating synaptic bombardment in vivo. The model generates output spikes whenever the membrane voltage (a filtered version of the input current) reaches a dynamic threshold. We find that for input currents with large fluctuation amplitude, up to 75% of the spike times can be predicted with a precision of +/-2 ms. Some of the intrinsic neuronal unreliability can be accounted for by a noisy threshold mechanism. Our results suggest that, under random current injection into the soma, (i) neuronal behavior in the subthreshold regime can be well approximated by a simple linear filter; and (ii) most of the nonlinearities are captured by a simple threshold process.

A nonlinear QCT-based finite element model validation study for the human femur tested in two configurations in vitro

Purpose Femoral fracture is a common medical problem in osteoporotic individuals. Bone mineral density (BMD) is the gold standard measure to evaluate fracture risk in vivo. Quantitative computed tomography (QCT)-based homogenized voxel finite element (hvFE) models have been proved to be more accurate predictors of femoral strength than BMD by adding geometrical and material properties. The aim of this study was to evaluate the ability of hvFE models in predicting femoral stiffness, strength and failure location for a large number of pairs of human femora tested in two different loading scenarios. Methods Thirty-six pairs of femora were scanned with QCT and total proximal BMD and BMC were evaluated. For each pair, one femur was positioned in one-legged stance configuration (STANCE) and the other in a sideways configuration (SIDE). Nonlinear hvFE models were generated from QCT images by reproducing the same loading configurations imposed in the experiments. For experiments and models, the structural properties (stiffness and ultimate load), the failure location and the motion of the femoral head were computed and compared. Results In both configurations, hvFE models predicted both stiffness (R2=0.82 for STANCE and R2=0.74 for SIDE) and femoral ultimate load (R2=0.80 for STANCE and R2=0.85 for SIDE) better than BMD and BMC. Moreover, the models predicted qualitatively well the failure location (66% of cases) and the motion of the femoral head. Conclusions The subject specific QCT-based nonlinear hvFE model cannot only predict femoral apparent mechanical properties better than densitometric measures, but can additionally provide useful qualitative information about failure location.

A silviculture-oriented spatio-temporal model for germination in Pinus pinea L. in the Spanish Northern Plateau based on a direct seeding experiment

Natural regeneration in Pinus pinea stands commonly fails throughout the Spanish Northern Plateau under current intensive regeneration treatments. As a result, extensive direct seeding is commonly conducted to guarantee regeneration occurrence. In a period of rationalization of the resources devoted to forest management, this kind of techniques may become unaffordable. Given that the climatic and stand factors driving germination remain unknown, tools are required to understand the process and temper the use of direct seeding. In this study, the spatio-temporal pattern of germination of P. pinea was modelled with those purposes. The resulting findings will allow us to (1) determine the main ecological variables involved in germination in the species and (2) infer adequate silvicultural alternatives. The modelling approach focuses on covariates which are readily available to forest managers. A two-step nonlinear mixed model was fitted to predict germination occurrence and abundance in P. pinea under varying climatic, environmental and stand conditions, based on a germination data set covering a 5-year period. The results obtained reveal that the process is primarily driven by climate variables. Favourable conditions for germination commonly occur in fall although the optimum window is often narrow and may not occur at all in some years. At spatial level, it would appear that germination is facilitated by high stand densities, suggesting that current felling intensity should be reduced. In accordance with other studies on P. pinea dispersal, it seems that denser stands during the regeneration period will reduce the present dependence on direct seeding.

Coupled Nonlinear Ginzburg-Landau and Mechanics Model for Martensitic Transformations in Polycrystals

Las transformaciones martensíticas (MT) se definen como un cambio en la estructura del cristal para formar una fase coherente o estructuras de dominio multivariante, a partir de la fase inicial con la misma composición, debido a pequeños intercambios o movimientos atómicos cooperativos. En el siglo pasado se han descubierto MT en diferentes materiales partiendo desde los aceros hasta las aleaciones con memoria de forma, materiales cerámicos y materiales inteligentes. Todos muestran propiedades destacables como alta resistencia mecánica, memoria de forma, efectos de superelasticidad o funcionalidades ferroicas como la piezoelectricidad, electro y magneto-estricción etc. Varios modelos/teorías se han desarrollado en sinergia con el desarrollo de la física del estado sólido para entender por qué las MT generan microstructuras muy variadas y ricas que muestran propiedades muy interesantes. Entre las teorías mejor aceptadas se encuentra la Teoría Fenomenológica de la Cristalografía Martensítica (PTMC, por sus siglas en inglés) que predice el plano de hábito y las relaciones de orientación entre la austenita y la martensita. La reinterpretación de la teoría PTMC en un entorno de mecánica del continuo (CM-PTMC) explica la formación de los dominios de estructuras multivariantes, mientras que la teoría de Landau con dinámica de inercia desentraña los mecanismos físicos de los precursores y otros comportamientos dinámicos. La dinámica de red cristalina desvela la reducción de la dureza acústica de las ondas de tensión de red que da lugar a transformaciones débiles de primer orden en el desplazamiento. A pesar de las diferencias entre las teorías estáticas y dinámicas dado su origen en diversas ramas de la física (por ejemplo mecánica continua o dinámica de la red cristalina), estas teorías deben estar inherentemente conectadas entre sí y mostrar ciertos elementos en común en una perspectiva unificada de la física. No obstante las conexiones físicas y diferencias entre las teorías/modelos no se han tratado hasta la fecha, aun siendo de importancia crítica para la mejora de modelos de MT y para el desarrollo integrado de modelos de transformaciones acopladas de desplazamiento-difusión. Por lo tanto, esta tesis comenzó con dos objetivos claros. El primero fue encontrar las conexiones físicas y las diferencias entre los modelos de MT mediante un análisis teórico detallado y simulaciones numéricas. El segundo objetivo fue expandir el modelo de Landau para ser capaz de estudiar MT en policristales, en el caso de transformaciones acopladas de desplazamiento-difusión, y en presencia de dislocaciones. Comenzando con un resumen de los antecedente, en este trabajo se presentan las bases físicas de los modelos actuales de MT. Su capacidad para predecir MT se clarifica mediante el ansis teórico y las simulaciones de la evolución microstructural de MT de cúbicoatetragonal y cúbicoatrigonal en 3D. Este análisis revela que el modelo de Landau con representación irreducible de la deformación transformada es equivalente a la teoría CM-PTMC y al modelo de microelasticidad para predecir los rasgos estáticos durante la MT, pero proporciona una mejor interpretación de los comportamientos dinámicos. Sin embargo, las aplicaciones del modelo de Landau en materiales estructurales están limitadas por su complejidad. Por tanto, el primer resultado de esta tesis es el desarrollo del modelo de Landau nolineal con representación irreducible de deformaciones y de la dinámica de inercia para policristales. La simulación demuestra que el modelo propuesto es consistente fcamente con el CM-PTMC en la descripción estática, y también permite una predicción del diagrama de fases con la clásica forma ’en C’ de los modos de nucleación martensítica activados por la combinación de temperaturas de enfriamiento y las condiciones de tensión aplicada correlacionadas con la transformación de energía de Landau. Posteriomente, el modelo de Landau de MT es integrado con un modelo de transformación de difusión cuantitativa para elucidar la relajación atómica y la difusión de corto alcance de los elementos durante la MT en acero. El modelo de transformaciones de desplazamiento y difusión incluye los efectos de la relajación en borde de grano para la nucleación heterogenea y la evolución espacio-temporal de potenciales de difusión y movilidades químicas mediante el acoplamiento de herramientas de cálculo y bases de datos termo-cinéticos de tipo CALPHAD. El modelo se aplica para estudiar la evolución microstructural de aceros al carbono policristalinos procesados por enfriamiento y partición (Q&P) en 2D. La microstructura y la composición obtenida mediante la simulación se comparan con los datos experimentales disponibles. Los resultados muestran el importante papel jugado por las diferencias en movilidad de difusión entre la fase austenita y martensita en la distibución de carbono en las aceros. Finalmente, un modelo multi-campo es propuesto mediante la incorporación del modelo de dislocación en grano-grueso al modelo desarrollado de Landau para incluir las diferencias morfológicas entre aceros y aleaciones con memoria de forma con la misma ruptura de simetría. La nucleación de dislocaciones, la formación de la martensita ’butterfly’, y la redistribución del carbono después del revenido son bien representadas en las simulaciones 2D del estudio de la evolución de la microstructura en aceros representativos. Con dicha simulación demostramos que incluyendo las dislocaciones obtenemos para dichos aceros, una buena comparación frente a los datos experimentales de la morfología de los bordes de macla, la existencia de austenita retenida dentro de la martensita, etc. Por tanto, basado en un modelo integral y en el desarrollo de códigos durante esta tesis, se ha creado una herramienta de modelización multiescala y multi-campo. Dicha herramienta acopla la termodinámica y la mecánica del continuo en la macroescala con la cinética de difusión y los modelos de campo de fase/Landau en la mesoescala, y también incluye los principios de la cristalografía y de la dinámica de red cristalina en la microescala. ABSTRACT Martensitic transformation (MT), in a narrow sense, is defined as the change of the crystal structure to form a coherent phase, or multi-variant domain structures out from a parent phase with the same composition, by small shuffles or co-operative movements of atoms. Over the past century, MTs have been discovered in different materials from steels to shape memory alloys, ceramics, and smart materials. They lead to remarkable properties such as high strength, shape memory/superelasticity effects or ferroic functionalities including piezoelectricity, electro- and magneto-striction, etc. Various theories/models have been developed, in synergy with development of solid state physics, to understand why MT can generate these rich microstructures and give rise to intriguing properties. Among the well-established theories, the Phenomenological Theory of Martensitic Crystallography (PTMC) is able to predict the habit plane and the orientation relationship between austenite and martensite. The re-interpretation of the PTMC theory within a continuum mechanics framework (CM-PTMC) explains the formation of the multivariant domain structures, while the Landau theory with inertial dynamics unravels the physical origins of precursors and other dynamic behaviors. The crystal lattice dynamics unveils the acoustic softening of the lattice strain waves leading to the weak first-order displacive transformation, etc. Though differing in statics or dynamics due to their origins in different branches of physics (e.g. continuum mechanics or crystal lattice dynamics), these theories should be inherently connected with each other and show certain elements in common within a unified perspective of physics. However, the physical connections and distinctions among the theories/models have not been addressed yet, although they are critical to further improving the models of MTs and to develop integrated models for more complex displacivediffusive coupled transformations. Therefore, this thesis started with two objectives. The first one was to reveal the physical connections and distinctions among the models of MT by means of detailed theoretical analyses and numerical simulations. The second objective was to expand the Landau model to be able to study MTs in polycrystals, in the case of displacive-diffusive coupled transformations, and in the presence of the dislocations. Starting with a comprehensive review, the physical kernels of the current models of MTs are presented. Their ability to predict MTs is clarified by means of theoretical analyses and simulations of the microstructure evolution of cubic-to-tetragonal and cubic-to-trigonal MTs in 3D. This analysis reveals that the Landau model with irreducible representation of the transformed strain is equivalent to the CM-PTMC theory and microelasticity model to predict the static features during MTs but provides better interpretation of the dynamic behaviors. However, the applications of the Landau model in structural materials are limited due its the complexity. Thus, the first result of this thesis is the development of a nonlinear Landau model with irreducible representation of strains and the inertial dynamics for polycrystals. The simulation demonstrates that the updated model is physically consistent with the CM-PTMC in statics, and also permits a prediction of a classical ’C shaped’ phase diagram of martensitic nucleation modes activated by the combination of quenching temperature and applied stress conditions interplaying with Landau transformation energy. Next, the Landau model of MT is further integrated with a quantitative diffusional transformation model to elucidate atomic relaxation and short range diffusion of elements during the MT in steel. The model for displacive-diffusive transformations includes the effects of grain boundary relaxation for heterogeneous nucleation and the spatio-temporal evolution of diffusion potentials and chemical mobility by means of coupling with a CALPHAD-type thermo-kinetic calculation engine and database. The model is applied to study for the microstructure evolution of polycrystalline carbon steels processed by the Quenching and Partitioning (Q&P) process in 2D. The simulated mixed microstructure and composition distribution are compared with available experimental data. The results show that the important role played by the differences in diffusion mobility between austenite and martensite to the partitioning in carbon steels. Finally, a multi-field model is proposed by incorporating the coarse-grained dislocation model to the developed Landau model to account for the morphological difference between steels and shape memory alloys with same symmetry breaking. The dislocation nucleation, the formation of the ’butterfly’ martensite, and the redistribution of carbon after tempering are well represented in the 2D simulations for the microstructure evolution of the representative steels. With the simulation, we demonstrate that the dislocations account for the experimental observation of rough twin boundaries, retained austenite within martensite, etc. in steels. Thus, based on the integrated model and the in-house codes developed in thesis, a preliminary multi-field, multiscale modeling tool is built up. The new tool couples thermodynamics and continuum mechanics at the macroscale with diffusion kinetics and phase field/Landau model at the mesoscale, and also includes the essentials of crystallography and crystal lattice dynamics at microscale.

Model-driven software adaptation:report on the workshop M-ADAPT at ECOOP 2007

This first edition of the workshop Model-driven Software Adaptation (M-ADAPT'07) took place in the Technische Universität Berlin with the International Conference ECOOP'07 in the beautiful and buzzing city of Berlin, on the 30th of July, 2007. The workshop was organized by Gordon Blair, Nelly Bencomo, and Robert France. Participants explored how to develop appropriate model-driven approaches to model, analyze, and validate the volatile properties of the behaviour of adaptive systems and its environments. This report gives an overview of the presentations as well as an account of the fruitful discussions that took place at M-ADAPT'07. © 2008 Springer-Verlag Berlin Heidelberg.

Nonlinear Flow in Karst Formations

The variation of effective hydraulic conductivity as a function of specific discharge in several 0.2-m and 0.3-m cubes of Key Largo Limestone was investigated. The experimental results closely match the Forchheimer equation. Defining the pore-size length scale in terms of Forchheimer parameters, it is demonstrated that significant deviations from Darcian flow will occur when the Reynolds number exceeds 0.11. A particular threshold model previously proposed for use in karstic formations does not show strong agreement with the data near the onset of nonlinear flow.

Symmetries and exact solutions of KP equation with an arbitrary nonlinear term

The generalized KP (GKP) equations with an arbitrary nonlinear term model and characterize many nonlinear physical phenomena. The symmetries of GKP equation with an arbitrary nonlinear term are obtained. The condition that must satisfy for existence the symmetries group of GKP is derived and also the obtained symmetries are classified according to different forms of the nonlinear term. The resulting similarity reductions are studied by performing the bifurcation and the phase portrait of GKP and also the corresponding solitary wave solutions of GKP
equation are constructed.