A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

n this work, a mathematical unifying framework for designing new fault detection schemes in nonlinear stochastic continuous-time dynamical systems is developed. These schemes are based on a stochastic process, called the residual, which reflects the system behavior and whose changes are to be detected. A quickest detection scheme for the residual is proposed, which is based on the computed likelihood ratios for time-varying statistical changes in the Ornstein–Uhlenbeck process. Several expressions are provided, depending on a priori knowledge of the fault, which can be employed in a proposed CUSUM-type approximated scheme. This general setting gathers different existing fault detection schemes within a unifying framework, and allows for the definition of new ones. A comparative simulation example illustrates the behavior of the proposed schemes.

Dimensionless wave height parameter for preliminary design of scour protection in offshore wind farms

This article describes the results of an investigation aimed at the analysis methods used in the design of the protections against scour phenomenon on offshore wind farms in transitional waters, using medium and large diameter monopile type deep foundations.

Analysis of QoS Parameter in AODV a DSR in Mobile Ad Hoc Networks

Providing QoS in the context of Ad Hoc networks includes a very wide field of application from the perspective of every level of the architecture in the network. Saying It in another way, It is possible to speak about QoS when a network is capable of guaranteeing a trustworthy communication in both extremes, between any couple of the network nodes by means of an efficient Management and administration of the resources that allows a suitable differentiation of services in agreement with the characteristics and demands of every single application.The principal objective of this article is the analysis of the quality parameters of service that protocols of routering reagents such as AODV and DSR give in the Ad Hoc mobile Networks; all of this is supported by the simulator ns-2. Here were going to analyze the behavior of some other parameters like effective channel, loss of packages and latency in the protocols of routering. Were going to show you which protocol presents better characteristics of Quality of Service (QoS) in the MANET networks.

Computational Methods for Identification of Vibrating Structures

System identification deals with the problem of building mathematical models of dynamical systems based on observed data from the system" [1]. In the context of civil engineering, the system refers to a large scale structure such as a building, bridge, or an offshore structure, and identification mostly involves the determination of modal parameters (the natural frequencies, damping ratios, and mode shapes). This paper presents some modal identification results obtained using a state-of-the-art time domain system identification method (data-driven stochastic subspace algorithms [2]) applied to the output-only data measured in a steel arch bridge. First, a three dimensional finite element model was developed for the numerical analysis of the structure using ANSYS. Modal analysis was carried out and modal parameters were extracted in the frequency range of interest, 0-10 Hz. The results obtained from the finite element modal analysis were used to determine the location of the sensors. After that, ambient vibration tests were conducted during April 23-24, 2009. The response of the structure was measured using eight accelerometers. Two stations of three sensors were formed (triaxial stations). These sensors were held stationary for reference during the test. The two remaining sensors were placed at the different measurement points along the bridge deck, in which only vertical and transversal measurements were conducted (biaxial stations). Point estimate and interval estimate have been carried out in the state space model using these ambient vibration measurements. In the case of parametric models (like state space), the dynamic behaviour of a system is described using mathematical models. Then, mathematical relationships can be established between modal parameters and estimated point parameters (thus, it is common to use experimental modal analysis as a synonym for system identification). Stable modal parameters are found using a stabilization diagram. Furthermore, this paper proposes a method for assessing the precision of estimates of the parameters of state-space models (confidence interval). This approach employs the nonparametric bootstrap procedure [3] and is applied to subspace parameter estimation algorithm. Using bootstrap results, a plot similar to a stabilization diagram is developed. These graphics differentiate system modes from spurious noise modes for a given order system. Additionally, using the modal assurance criterion, the experimental modes obtained have been compared with those evaluated from a finite element analysis. A quite good agreement between numerical and experimental results is observed.

The Phase Space as a New Representation of the Dynamical Behaviour of Temperature and Enthalpy in a Reefer monitored with a Multidistributed Sensors Network

The study of temperature gradients in cold stores and containers is a critical issue in the food industry for the quality assurance of products during transport, as well as forminimizing losses. The objective of this work is to develop a new methodology of data analysis based on phase space graphs of temperature and enthalpy, collected by means of multidistributed, low cost and autonomous wireless sensors and loggers. A transoceanic refrigerated transport of lemons in a reefer container ship from Montevideo (Uruguay) to Cartagena (Spain) was monitored with a network of 39 semi-passive TurboTag RFID loggers and 13 i-button loggers. Transport included intermodal transit from transoceanic to short shipping vessels and a truck trip. Data analysis is carried out using qualitative phase diagrams computed on the basis of Takens?Ruelle reconstruction of attractors. Fruit stress is quantified in terms of the phase diagram area which characterizes the cyclic behaviour of temperature. Areas within the enthalpy phase diagram computed for the short sea shipping transport were 5 times higher than those computed for the long sea shipping, with coefficients of variation above 100% for both periods. This new methodology for data analysis highlights the significant heterogeneity of thermohygrometric conditions at different locations in the container.

Effect of a variable delay in delayed dynamical systems

We report numerical evidence of the effects of a periodic modulation in the delay time of a delayed dynamical system. By referring to a Mackey-Glass equation and by adding a modula- tion in the delay time, we describe how the solution of the system passes from being chaotic to shadow periodic states. We analyze this transition for both sinusoidal and sawtooth wave mod- ulations, and we give, in the latter case, the relationship between the period of the shadowed orbit and the amplitude of the modulation. Future goals and open questions are highlighted.

On the charged particle drag acting on LAGEOS

A recent study by the authors points to Charged Particle Drag (CPD) as a contributor to revisit in the LAGEOS non-gravitational perturbations problem. Such perturbations must account for dynamical contributions in the order of pms−2 . The simulated effect takes into account: (i) spatial and temporal variations of the plasmatic parameters (temperature and concentration of the species), (ii) spacecraft potential variations caused by both the eclipse passages and variations in the parameters mentioned above, and (iii) solar and geomagnetic conditions. Furthermore, recent theoretical improvements concerning scattering drag overcome previous limitations allowing for a complete formulation of this effect. For each satellite the lifetime CPD instantaneous acceleration is computed. The plasmatic parameters have been obtained fromthe Sheffield Coupled Thermosphere-Ionosphere-Plasmasphere (SCTIP) semi-empirical model (up to the polar region), as well as alytical/empirical approximations based on spacecraft measurements for the auroral and polar regions. Results show that maximum amplitudes for LAGEOSI are larger than those for LAGEOS-II: −85 pms−2 and −70 pms−2 respectively. This is due to the almost (magnetically) polar orbit configuration of the first, producing larger combinations of plasmatic parameter values. High solar activity has a huge impact in the resulting LAGEOS accelerations: it yields a perfect modulation of the resulting acceleration with maximum amplitudes up to a factor of 10 when comparing low and high activity periods. On the other hand, the impact of the geomagnetic activity results into a reduction of the effect itself, probably due to a decrease in the hydrogen concentration for high energy input periods. The acceleration results will be used in a refined orbit computation in a subsequent investigation.

A method for revealing phase space structures of general time dependent dynamical systems

In this paper we develop new techniques for revealing geometrical structures in phase space that are valid for aperiodically time dependent dynamical systems, which we refer to as Lagrangian descriptors. These quantities are based on the integration, for a finite time, along trajectories of an intrinsic bounded, positive geometrical and/or physical property of the trajectory itself. We discuss a general methodology for constructing Lagrangian descriptors, and we discuss a “heuristic argument” that explains why this method is successful for revealing geometrical structures in the phase space of a dynamical system. We support this argument by explicit calculations on a benchmark problem having a hyperbolic fixed point with stable and unstable manifolds that are known analytically. Several other benchmark examples are considered that allow us the assess the performance of Lagrangian descriptors in revealing invariant tori and regions of shear. Throughout the paper “side-by-side” comparisons of the performance of Lagrangian descriptors with both finite time Lyapunov exponents (FTLEs) and finite time averages of certain components of the vector field (“time averages”) are carried out and discussed. In all cases Lagrangian descriptors are shown to be both more accurate and computationally efficient than these methods. We also perform computations for an explicitly three dimensional, aperiodically time-dependent vector field and an aperiodically time dependent vector field defined as a data set. Comparisons with FTLEs and time averages for these examples are also carried out, with similar conclusions as for the benchmark examples.

A stochastic model updating method for parameter variability quantification based on response surface models and Monte Carlo simulation

Stochastic model updating must be considered for quantifying uncertainties inherently existing in real-world engineering structures. By this means the statistical properties,instead of deterministic values, of structural parameters can be sought indicating the parameter variability. However, the implementation of stochastic model updating is much more complicated than that of deterministic methods particularly in the aspects of theoretical complexity and low computational efficiency. This study attempts to propose a simple and cost-efficient method by decomposing a stochastic updating process into a series of deterministic ones with the aid of response surface models and Monte Carlo simulation. The response surface models are used as surrogates for original FE models in the interest of programming simplification, fast response computation and easy inverse optimization. Monte Carlo simulation is adopted for generating samples from the assumed or measured probability distributions of responses. Each sample corresponds to an individual deterministic inverse process predicting the deterministic values of parameters. Then the parameter means and variances can be statistically estimated based on all the parameter predictions by running all the samples. Meanwhile, the analysis of variance approach is employed for the evaluation of parameter variability significance. The proposed method has been demonstrated firstly on a numerical beam and then a set of nominally identical steel plates tested in the laboratory. It is found that compared with the existing stochastic model updating methods, the proposed method presents similar accuracy while its primary merits consist in its simple implementation and cost efficiency in response computation and inverse optimization.

Fault isolation schemes for a class of continuous-time stochastic dynamical systems

In this paper a new method for fault isolation in a class of continuous-time stochastic dynamical systems is proposed. The method is framed in the context of model-based analytical redundancy, consisting in the generation of a residual signal by means of a diagnostic observer, for its posterior analysis. Once a fault has been detected, and assuming some basic a priori knowledge about the set of possible failures in the plant, the isolation task is then formulated as a type of on-line statistical classification problem. The proposed isolation scheme employs in parallel different hypotheses tests on a statistic of the residual signal, one test for each possible fault. This isolation method is characterized by deriving for the unidimensional case, a sufficient isolability condition as well as an upperbound of the probability of missed isolation. Simulation examples illustrate the applicability of the proposed scheme.

Structure of intermediate shocks in collisionsless anisotropic Hall-magnetohydrodynamics plasma models

The existence of discontinuities within the double-adiabatic Hall-magnetohydrodynamics (MHD) model is discussed. These solutions are transitional layers where some of the plasma properties change from one equilibrium state to another. Under the assumption of traveling wave solutions with velocity C and propagation angle θ with respect to the ambient magnetic field, the Hall-MHD model reduces to a dynamical system and the waves are heteroclinic orbits joining two different fixed points. The analysis of the fixed points rules out the existence of rotational discontinuities. Simple considerations about the Hamiltonian nature of the system show that, unlike dissipative models, the intermediate shock waves are organized in branches in parameter space, i.e., they occur if a given relationship between θ and C is satisfied. Electron-polarized (ion-polarized) shock waves exhibit, in addition to a reversal of the magnetic field component tangential to the shock front, a maximum (minimum) of the magnetic field amplitude. The jumps of the magnetic field and the relative specific volume between the downstream and the upstream states as a function of the plasma properties are presented. The organization in parameter space of localized structures including in the model the influence of finite Larmor radius is discussed

Theory of intermittency applied to classical pathological cases

The classical theory of intermittency developed for return maps assumes uniform density of points reinjected from the chaotic to laminar region. Though it works fine in some model systems, there exist a number of so-called pathological cases characterized by a significant deviation of main characteristics from the values predicted on the basis of the uniform distribution. Recently, we reported on how the reinjection probability density (RPD) can be generalized. Here, we extend this methodology and apply it to different dynamical systems exhibiting anomalous type-II and type-III intermittencies. Estimation of the universal RPD is based on fitting a linear function to experimental data and requires no a priori knowledge on the dynamical model behind. We provide special fitting procedure that enables robust estimation of the RPD from relatively short data sets (dozens of points). Thus, the method is applicable for a wide variety of data sets including numerical simulations and real-life experiments. Estimated RPD enables analytic evaluation of the length of the laminar phase of intermittent behaviors. We show that the method copes well with dynamical systems exhibiting significantly different statistics reported in the literature. We also derive and classify characteristic relations between the mean laminar length and main controlling parameter in perfect agreement with data provided by numerical simulations

Modelización de reacciones químicas en presencia de un campo electromagnético variable

En esta tesis se aborda el estudio del proceso de isomerización del sistema molecular LiNC/LiCN tanto aislado como en presencia de un pulso láser aplicando la teoría del estado de transición (TST). Esta teoría tiene como pilar fundamental el hecho de que el conocimiento de la dinámica en las proximidades de un punto de silla de la superficie de energía potencial permite determinar los parámetros cinéticos de la reacción objeto de estudio. Históricamente, existen dos formulaciones de la teoría del estado de transición, la versión termodinámica de Eyring (Eyr38) y la visión dinámica de Wigner (Wig38). Ésta última ha sufrido recientemente un amplio desarrollo, paralelo a los avances en sistemas dinámicos que ha dado lugar a una formulación geométrica en el espacio de fases que sirve como base al trabajo desarrollado en esta tesis. Nos hemos centrado en abordar el problema desde una visión fundamentalmente práctica, ya que la teoría del estado de transición presenta una desventaja: su elevado coste computacional y de tiempo de cálculo. Dos han sido los principales objetivos de este trabajo. El primero de ellos ha sido sentar las bases teóricas y computacionales de un algoritmo eficiente que permita obtener las magnitudes fundamentales de la TST. Así, hemos adaptado con éxito un algoritmo computacional desarrollado en el ámbito de la mecánica celeste (Jor99), obteniendo un método rápido y eficiente para la obtención de los objetos geométricos que rigen la dinámica en el espacio de fases y que ha permitido calcular magnitudes cinéticas tales como el flujo reactivo, la densidad de estados de reactivos y productos y en última instancia la constante de velocidad. Dichos cálculos han sido comparados con resultados estadísticos (presentados en (Mül07)) lo cual nos ha permitido demostrar la eficacia del método empleado. El segundo objetivo de esta tesis, ha sido la evaluación de la influencia de los parámetros de un pulso electromagnético sobre la dinámica de reacción. Para ello se ha generalizado la metodología de obtención de la forma normal del hamiltoniano cuando el sistema químico es alterado mediante una perturbación temporal periódica. En este caso el punto fijo inestable en cuya vecindad se calculan los objetos geométricos de interés para la aplicación de la TST, se transforma en una órbita periódica del mismo periodo que la perturbación. Esto ha permitido la simulación de la reactividad en presencia de un pulso láser. Conocer el efecto de esta perturbación posibilita el control de la reactividad química. Además de obtener los objetos geométricos que rigen la dinámica en una cierta vecindad de la órbita periódica y que son la clave de la TST, se ha estudiado el efecto de los parámetros del pulso sobre la reactividad en el espacio de fases global así como sobre el flujo reactivo que atraviesa la superficie divisoria que separa reactivos de productos. Así, se ha puesto de manifiesto, que la amplitud del pulso es el parámetro más influyente sobre la reactividad química, pudiendo producir la aparición de flujos reactivos a energías inferiores a las de aparición del sistema aislado y el aumento del flujo reactivo a valores constantes de energía inicial. ABSTRACT We have studied the isomerization reaction LiNC/LiCN isolated and perturbed by a laser pulse. Transition State theory (TST) is the main tool we have used. The basis of this theory is knowing the dynamics close to a fixed point of the potential energy surface. It is possible to calculate kinetic magnitudes by knowing the dynamics in a neighbourhood of the fixed point. TST was first formulated in the 30's and there were 2 points of view, one thermodynamical by Eyring (Eyr38) and another dynamical one by Wigner (Wig38). The latter one has grown lately due to the growth of the dynamical systems leading to a geometrical view of the TST. This is the basis of the work shown in this thesis. As the TST has one main handicap: the high computational cost, one of the main goals of this work is to find an efficient method. We have adapted a methodology developed in the field of celestial mechanics (Jor99). The result: an efficient, fast and accurate algorithm that allows us to obtain the geometric objects that lead the dynamics close to the fixed point. Flux across the dividing surface, density of states and reaction rate coefficient have been calculated and compared with previous statistical results, (Mül07), leading to the conclusion that the method is accurate and good enough. We have widen the methodology to include a time dependent perturbation. If the perturbation is periodic in time, the fixed point becomes a periodic orbit whose period is the same as the period of the perturbation. This way we have been able to simulate the isomerization reaction when the system has been perturbed by a laser pulse. By knowing the effect of that perturbation we will be able to control the chemical reactivity. We have also studied the effect of the parameters on the global phase space dynamics and on the flux across the dividing surface. It has been prove that amplitude is the most influent parameter on the reaction dynamics. Increasing amplitude leads to greater fluxes and to some flux at energies it would not if the systems would not have been perturbed.

Detecting changes in the basin of attraction of a dynamical system: Application to the postural restoring system

A method that provides athree-dimensional representation ofthe basin ofattraction of a dynamical system from experimen tal data was applied tothe problem ofdynamic balance restoration. The method isbased onthe density ofthe data onthe phase space ofthe system under study and makes use ofmodeling and numerical curve fittingtools.For the dynamical system ofbalance restora tion,the shape and the size of the basin of attraction depend on the dynamics of the postural restoring mechanisms and contain important information regarding the biomechanical,as well as the neuromuscular condition of the individual. The aim ofthis work was toexamine the ability ofthe method todetect, through the observed changes inthe shape and/or the size ofthe calculated basins of attraction, (a)the inherent differences between different systems (in the current application, postural restoring systems of different individuals)and (b)induced chan ges in the same system (thepostural restoring system of an individual).The results ofthe study confirm the validity of the method and furthermore justify its robustness.

Risk-based methodology for parameter calibration of a reservoir flood control model

Flash floods are of major relevance in natural disaster management in the Mediterranean region. In many cases, the damaging effects of flash floods can be mitigated by adequate management of flood control reservoirs. This requires the development of suitable models for optimal operation of reservoirs. A probabilistic methodology for calibrating the parameters of a reservoir flood control model (RFCM) that takes into account the stochastic variability of flood events is presented. This study addresses the crucial problem of operating reservoirs during flood events, considering downstream river damages and dam failure risk as conflicting operation criteria. These two criteria are aggregated into a single objective of total expected damages from both the maximum released flows and stored volumes (overall risk index). For each selected parameter set the RFCM is run under a wide range of hydrologic loads (determined through Monte Carlo simulation). The optimal parameter set is obtained through the overall risk index (balanced solution) and then compared with other solutions of the Pareto front. The proposed methodology is implemented at three different reservoirs in the southeast of Spain. The results obtained show that the balanced solution offers a good compromise between the two main objectives of reservoir flood control management