Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Seismic Response Analysis of a Full-Scale Base-Isolated Structure via Measurements and Modeling

The full-scale base-isolated structure studied in this dissertation is the only base-isolated building in South Island of New Zealand. It sustained hundreds of earthquake ground motions from September 2010 and well into 2012. Several large earthquake responses were recorded in December 2011 by NEES@UCLA and by GeoNet recording station nearby Christchurch Women's Hospital. The primary focus of this dissertation is to advance the state-of-the art of the methods to evaluate performance of seismic-isolated structures and the effects of soil-structure interaction by developing new data processing methodologies to overcome current limitations and by implementing advanced numerical modeling in OpenSees for direct analysis of soil-structure interaction.

This dissertation presents a novel method for recovering force-displacement relations within the isolators of building structures with unknown nonlinearities from sparse seismic-response measurements of floor accelerations. The method requires only direct matrix calculations (factorizations and multiplications); no iterative trial-and-error methods are required. The method requires a mass matrix, or at least an estimate of the floor masses. A stiffness matrix may be used, but is not necessary. Essentially, the method operates on a matrix of incomplete measurements of floor accelerations. In the special case of complete floor measurements of systems with linear dynamics, real modes, and equal floor masses, the principal components of this matrix are the modal responses. In the more general case of partial measurements and nonlinear dynamics, the method extracts a number of linearly-dependent components from Hankel matrices of measured horizontal response accelerations, assembles these components row-wise and extracts principal components from the singular value decomposition of this large matrix of linearly-dependent components. These principal components are then interpolated between floors in a way that minimizes the curvature energy of the interpolation. This interpolation step can make use of a reduced-order stiffness matrix, a backward difference matrix or a central difference matrix. The measured and interpolated floor acceleration components at all floors are then assembled and multiplied by a mass matrix. The recovered in-service force-displacement relations are then incorporated into the OpenSees soil structure interaction model.

Numerical simulations of soil-structure interaction involving non-uniform soil behavior are conducted following the development of the complete soil-structure interaction model of Christchurch Women's Hospital in OpenSees. In these 2D OpenSees models, the superstructure is modeled as two-dimensional frames in short span and long span respectively. The lead rubber bearings are modeled as elastomeric bearing (Bouc Wen) elements. The soil underlying the concrete raft foundation is modeled with linear elastic plane strain quadrilateral element. The non-uniformity of the soil profile is incorporated by extraction and interpolation of shear wave velocity profile from the Canterbury Geotechnical Database. The validity of the complete two-dimensional soil-structure interaction OpenSees model for the hospital is checked by comparing the results of peak floor responses and force-displacement relations within the isolation system achieved from OpenSees simulations to the recorded measurements. General explanations and implications, supported by displacement drifts, floor acceleration and displacement responses, force-displacement relations are described to address the effects of soil-structure interaction.

Strength of the Iberian intraplate lithosphere: Cenozoic deformations and seismicity

Previous studies about the strength of the lithosphere in the Iberia centre fail to resolve the depth of earthquakes because of the rheological uncertainties. Therefore, new contributions are considered (the crustal structure from a density model) and several parameters (tectonic regime, mantle rheology, strain rate) are checked in this paper to properly examine the role of lithospheric strength in the intraplate seismicity and the Cenozoic evolution. The strength distribution with depth, the integrated strength, the effective elastic thickness and the seismogenic thickness have been calculated by a finite element modelling of the lithosphere across the Central System mountain range and the bordering Duero and Madrid sedimentary basins. Only a dry mantle under strike-slip/extension and a strain rate of 10-15 s-1, or under extension and 10-16 s-1, causes a strong lithosphere. The integrated strength and the elastic thickness are lower in the mountain chain than in the basins. These anisotropies have been maintained since the Cenozoic and determine the mountain uplift and the biharmonic folding of the Iberian lithosphere during the Alpine deformations. The seismogenic thickness bounds the seismic activity in the upper–middle crust, and the decreasing crustal strength from the Duero Basin towards the Madrid Basin is related to a parallel increase in Plio–Quaternary deformations and seismicity. However, elasto–plastic modelling shows that current African–Eurasian convergence is resolved elastically or ductilely, which accounts for the low seismicity recorded in this region.

Relating Innovative 2D Ideas into 3D Garments in Terms of Structure, Using ‘Sculptural Form Giving’ as an Intermediate Step in Creation.

This research focuses on finding a fashion design methodology to reliably translate innovative two-dimensional ideas on paper, via a structural design sculpture, into an intermediate model. The author, both as a fashion designer and a researcher, has witnessed the issues which arise, regarding the loss of some of the initial ideas and distortion during the two-dimensional creative sketch to three-dimensional garment transfer process. Therefore, this research is concerned with fashion designers engaged in transferring a two-dimensional sketch through the method ‘sculptural form giving’. This research method applies the ideal model of conceptual sculpture, in the fashion design process, akin to those used in the disciplines of architecture. These parallel design disciplines share similar processes for realizing design ideas. Moreover, this research investigates and formalizes the processes that utilize the measurable space between the garment and the body, to help transfer garment variation and scale. In summation, this research proposition focuses on helping fashion designers to produce a creative method that helps the designer transfer their imaginative concept through intermediate modeling.

Three dimensional modeling of contaminants transportation (oil spill) in Caspian Sea

Nowadays, Caspian Sea is in focus of more attentions than past because of its individualistic as the biggest lake in the world and the existing of very large oil and gas resources within it. Very large scale of oil pollution caused by development of oil exploration and excavation activities not only make problem for coastal facilities but also make severe damage on environment. In the first stage of this research, the location and quality of oil resources in offshore and onshore have been determined and then affected depletion factors on oil spill such as evaporation, emulsification, dissolution, sedimentation and so on have been studied. In second stage, sea hydrodynamics model is offered and tested by determination of governing hydrodynamic equations on sea currents and on pollution transportation in sea surface and by finding out main parameters in these equations such as Coriolis, bottom friction, wind and etc. this model has been calculated by using cell vertex finite volume method in an unstructured mesh domain. According to checked model; sea currents of Caspian Sea in different seasons of the year have been determined and in final stage different scenarios of oil spill movement in Caspian sea on various conditions have been investigated by modeling of three dimensional oil spill movement on surface (affected by sea currents) and on depth (affected by buoyancy, drag and gravity forces) by applying main above mentioned depletion factors.

Off-diagonal ekpyrotic scenarios and equivalence of modified, massive and/or Einstein gravity

Using our anholonomic frame deformation method, we show how generic off-diagonal cosmological solutions depending, in general, on all spacetime coordinates and undergoing a phase of ultra-slow contraction can be constructed in massive gravity. In this paper, there are found and studied new classes of locally anisotropic and (in)homogeneous cosmological metrics with open and closed spatial geometries. The late time acceleration is present due to effective cosmological terms induced by nonlinear off-diagonal interactions and graviton mass. The off-diagonal cosmological metrics and related Stückelberg fields are constructed in explicit form up to nonholonomic frame transforms of the Friedmann–Lamaître–Robertson–Walker (FLRW) coordinates. We show that the solutions include matter, graviton mass and other effective sources modeling nonlinear gravitational and matter fields interactions in modified and/or massive gravity, with polarization of physical constants and deformations of metrics, which may explain certain dark energy and dark matter effects. There are stated and analyzed the conditions when such configurations mimic interesting solutions in general relativity and modifications and recast the general Painlevé–Gullstrand and FLRW metrics. Finally, we elaborate on a reconstruction procedure for a subclass of off-diagonal cosmological solutions which describe cyclic and ekpyrotic universes, with an emphasis on open issues and observable signatures.

Cone penetration testing to assess slope stability in the 1979 Nice landslide area (Ligurian Margin, SE France)

In the landslide-prone area near the Nice international airport, southeastern France, an interdisciplinary approach is applied to develop realistic lithological/geometrical profiles and geotechnical/strength sub-seafloor models. Such models are indispensable for slope stability assessments using limit equilibrium or finite element methods. Regression analyses, based on the undrained shear strength (su) of intact gassy sediments are used to generate a sub-seafloor strength model based on 37 short dynamic and eight long static piezocone penetration tests, and laboratory experiments on one Calypso piston and 10 gravity cores. Significant strength variations were detected when comparing measurements from the shelf and the shelf break, with a significant drop in su to 5.5 kPa being interpreted as a weak zone at a depth between 6.5 and 8.5 m below seafloor (mbsf). Here, a 10% reduction of the in situ total unit weight compared to the surrounding sediments is found to coincide with coarse-grained layers that turn into a weak zone and detachment plane for former and present-day gravitational, retrogressive slide events, as seen in 2D chirp profiles. The combination of high-resolution chirp profiles and comprehensive geotechnical information allows us to compute enhanced 2D finite element slope stability analysis with undrained sediment response compared to previous 2D numerical and 3D limit equilibrium assessments. Those models suggest that significant portions (detachment planes at 20 m or even 55 mbsf) of the Quaternary delta and slope apron deposits may be mobilized. Given that factors of safety are equal or less than 1 when further considering the effect of free gas, a high risk for a landslide event of considerable size off Nice international airport is identified

AN ASSESSMENT OF FLOW REGIME MAPS AND A NUMERICAL HEAT TRANSFER CORRELATION FOR THE STRATIFIED/ANNULAR REGIME OF SHEAR-DRIVEN INTERNAL CONDENSING FLOWS

Several modern-day cooling applications require the incorporation of mini/micro-channel shear-driven flow condensers. There are several design challenges that need to be overcome in order to meet those requirements. The difficulty in developing effective design tools for shear-driven flow condensers is exacerbated due to the lack of a bridge between the physics-based modelling of condensing flows and the current, popular approach based on semi-empirical heat transfer correlations. One of the primary contributors of this disconnect is a lack of understanding caused by the fact that typical heat transfer correlations eliminate the dependence of the heat transfer coefficient on the method of cooling employed on the condenser surface when it may very well not be the case. This is in direct contrast to direct physics-based modeling approaches where the thermal boundary conditions have a direct and huge impact on the heat transfer coefficient values. Typical heat transfer correlations instead introduce vapor quality as one of the variables on which the value of the heat transfer coefficient depends. This study shows how, under certain conditions, a heat transfer correlation from direct physics-based modeling can be equivalent to typical engineering heat transfer correlations without making the same apriori assumptions. Another huge factor that raises doubts on the validity of the heat-transfer correlations is the opacity associated with the application of flow regime maps for internal condensing flows. It is well known that flow regimes influence heat transfer rates strongly. However, several heat transfer correlations ignore flow regimes entirely and present a single heat transfer correlation for all flow regimes. This is believed to be inaccurate since one would expect significant differences in the heat transfer correlations for different flow regimes. Several other studies present a heat transfer correlation for a particular flow regime - however, they ignore the method by which extents of the flow regime is established. This thesis provides a definitive answer (in the context of stratified/annular flows) to: (i) whether a heat transfer correlation can always be independent of the thermal boundary condition and represented as a function of vapor quality, and (ii) whether a heat transfer correlation can be independently obtained for a flow regime without knowing the flow regime boundary (even if the flow regime boundary is represented through a separate and independent correlation). To obtain the results required to arrive at an answer to these questions, this study uses two numerical simulation tools - the approximate but highly efficient Quasi-1D simulation tool and the exact but more expensive 2D Steady Simulation tool. Using these tools and the approximate values of flow regime transitions, a deeper understanding of the current state of knowledge in flow regime maps and heat transfer correlations in shear-driven internal condensing flows is obtained. The ideas presented here can be extended for other flow regimes of shear-driven flows as well. Analogous correlations can also be obtained for internal condensers in the gravity-driven and mixed-driven configuration.

HBIM methodology for structural preservation of historical buildings: the semantic modeling of the San Felice sul Panaro fortress

Building Information Modelling is changing the design and construction field ever since it entered the market. It took just some time to show its capabilities, it takes some time to be mastered before it could be used expressing all its best features. Since it was conceived to be adopted from the earliest stage of design to get the maximum from the decisional project, it still struggles to adapt to existing buildings. In fact, there is a branch of this methodology that is dedicated to what has been already made that is called Historic BIM or HBIM. This study aims to make clear what are BIM and HBIM, both from a theoretical point of view and in practice, applying from scratch the state of the art to a case study. It had been chosen the fortress of San Felice sul Panaro, a marvellous building with a thousand years of history in its bricks, that suffered violent earthquakes, but it is still standing. By means of this example, it will be shown which are the limits that could be encountered when applying BIM methodology to existing heritage, moreover will be pointed out all the new features that a simple 2D design could not achieve.

Graded Meshes In Bio-thermal Problems With Transmission-line Modeling Method.

In this study, the transmission-line modeling (TLM) applied to bio-thermal problems was improved by incorporating several novel computational techniques, which include application of graded meshes which resulted in 9 times faster in computational time and uses only a fraction (16%) of the computational resources used by regular meshes in analyzing heat flow through heterogeneous media. Graded meshes, unlike regular meshes, allow heat sources to be modeled in all segments of the mesh. A new boundary condition that considers thermal properties and thus resulting in a more realistic modeling of complex problems is introduced. Also, a new way of calculating an error parameter is introduced. The calculated temperatures between nodes were compared against the results obtained from the literature and agreed within less than 1% difference. It is reasonable, therefore, to conclude that the improved TLM model described herein has great potential in heat transfer of biological systems.

Variability Modeling Of Rainfall, Deforestation, And Incidence Of American Tegumentary Leishmaniasis In Orán, Argentina, 1985-2007.

American tegumentary leishmaniasis (ATL) is a disease transmitted to humans by the female sandflies of the genus Lutzomyia. Several factors are involved in the disease transmission cycle. In this work only rainfall and deforestation were considered to assess the variability in the incidence of ATL. In order to reach this goal, monthly recorded data of the incidence of ATL in Orán, Salta, Argentina, were used, in the period 1985-2007. The square root of the relative incidence of ATL and the corresponding variance were formulated as time series, and these data were smoothed by moving averages of 12 and 24 months, respectively. The same procedure was applied to the rainfall data. Typical months, which are April, August, and December, were found and allowed us to describe the dynamical behavior of ATL outbreaks. These results were tested at 95% confidence level. We concluded that the variability of rainfall would not be enough to justify the epidemic outbreaks of ATL in the period 1997-2000, but it consistently explains the situation observed in the years 2002 and 2004. Deforestation activities occurred in this region could explain epidemic peaks observed in both years and also during the entire time of observation except in 2005-2007.

Modeling The Effects Of Temperature And Ph On The Resistance Of Alicyclobacillus Acidoterrestris In Conventional Heat-treated Fruit Beverages Through A Meta-analysis Approach.

In this work, all publicly-accessible published findings on Alicyclobacillus acidoterrestris heat resistance in fruit beverages as affected by temperature and pH were compiled. Then, study characteristics (protocols, fruit and variety, °Brix, pH, temperature, heating medium, culture medium, inactivation method, strains, etc.) were extracted from the primary studies, and some of them incorporated to a meta-analysis mixed-effects linear model based on the basic Bigelow equation describing the heat resistance parameters of this bacterium. The model estimated mean D* values (time needed for one log reduction at a temperature of 95 °C and a pH of 3.5) of Alicyclobacillus in beverages of different fruits, two different concentration types, with and without bacteriocins, and with and without clarification. The zT (temperature change needed to cause one log reduction in D-values) estimated by the meta-analysis model were compared to those ('observed' zT values) reported in the primary studies, and in all cases they were within the confidence intervals of the model. The model was capable of predicting the heat resistance parameters of Alicyclobacillus in fruit beverages beyond the types available in the meta-analytical data. It is expected that the compilation of the thermal resistance of Alicyclobacillus in fruit beverages, carried out in this study, will be of utility to food quality managers in the determination or validation of the lethality of their current heat treatment processes.

Supercritical CO2 recovery of caffeine from green coffee oil: new experimental solubility data and modeling

The caffeine solubility in supercritical CO2 was studied by assessing the effects of pressure and temperature on the extraction of green coffee oil (GCO). The Peng-Robinson¹ equation of state was used to correlate the solubility of caffeine with a thermodynamic model and two mixing rules were evaluated: the classical mixing rule of van der Waals with two adjustable parameters (PR-VDW) and a density dependent one, proposed by Mohamed and Holder² with two (PR-MH, two parameters adjusted to the attractive term) and three (PR-MH3 two parameters adjusted to the attractive and one to the repulsive term) adjustable parameters. The best results were obtained with the mixing rule of Mohamed and Holder² with three parameters.

Spatial pattern detection modeling of thrips (Thrips tabaci) on onion fields

Onion (Allium cepa) is one of the most cultivated and consumed vegetables in Brazil and its importance is due to the large laborforce involved. One of the main pests that affect this crop is the Onion Thrips (Thrips tabaci), but the spatial distribution of this insect, although important, has not been considered in crop management recommendations, experimental planning or sampling procedures. Our purpose here is to consider statistical tools to detect and model spatial patterns of the occurrence of the onion thrips. In order to characterize the spatial distribution pattern of the Onion Thrips a survey was carried out to record the number of insects in each development phase on onion plant leaves, on different dates and sample locations, in four rural properties with neighboring farms under different infestation levels and planting methods. The Mantel randomization test proved to be a useful tool to test for spatial correlation which, when detected, was described by a mixed spatial Poisson model with a geostatistical random component and parameters allowing for a characterization of the spatial pattern, as well as the production of prediction maps of susceptibility to levels of infestation throughout the area.

Scavenging processes of atmospheric particulate matter: a numerical modeling of case studies

Below cloud scavenging processes have been investigated considering a numerical simulation, local atmospheric conditions and particulate matter (PM) concentrations, at different sites in Germany. The below cloud scavenging model has been coupled with bulk particulate matter counter TSI (Trust Portacounter dataset, consisting of the variability prediction of the particulate air concentrations during chosen rain events. The TSI samples and meteorological parameters were obtained during three winter Campaigns: at Deuselbach, March 1994, consisting in three different events; Sylt, April 1994 and; Freiburg, March 1995. The results show a good agreement between modeled and observed air concentrations, emphasizing the quality of the conceptual model used in the below cloud scavenging numerical modeling. The results between modeled and observed data have also presented high square Pearson coefficient correlations over 0.7 and significant, except the Freiburg Campaign event. The differences between numerical simulations and observed dataset are explained by the wind direction changes and, perhaps, the absence of advection mass terms inside the modeling. These results validate previous works based on the same conceptual model.