A novel filtering framework through Girsanov correction for the identification of nonlinear dynamical systems

Using a Girsanov change of measures, we propose novel variations within a particle-filtering algorithm, as applied to the inverse problem of state and parameter estimations of nonlinear dynamical systems of engineering interest, toward weakly correcting for the linearization or integration errors that almost invariably occur whilst numerically propagating the process dynamics, typically governed by nonlinear stochastic differential equations (SDEs). Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated within the evolving flow in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, which is directly computable, is accounted for via two different schemes, one employing resampling and the other using a gain-weighted innovation term added to the drift field of the process dynamics thereby overcoming the problem of sample dispersion posed by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates vis-a-vis those obtained through the parent-filtering schemes.

Continuity equation based nonquasi-static charge model for independent double gate MOSFET

Using the numerical device simulation we show that the relationship between the surface potentials along the channel in any double gate (DG) MOSFET remains invariant in QS (quasistatic) and NQS (nonquasi-static) condition for the same terminal voltages. This concept along with the recently proposed `piecewise charge linearization' technique is then used to develop the intrinsic NQS charge model for a Independent DG (IDG) MOSFET by solving the governing continuity equation. It is also demonstrated that unlike the usual MOSFET transcapacitances, the inter-gate transcapacitance of a IDG-MOSFET initially increases with the frequency and then saturates, which might find novel analog circuit application. The proposed NQS model shows good agreement with numerical device simulations and appears to be useful for efficient circuit simulation.

Multimodal therapy for complete regression of malignant melanoma using constrained nonlinear optimal dynamic inversion

Using a realistic nonlinear mathematical model for melanoma dynamics and the technique of optimal dynamic inversion (exact feedback linearization with static optimization), a multimodal automatic drug dosage strategy is proposed in this paper for complete regression of melanoma cancer in humans. The proposed strategy computes different drug dosages and gives a nonlinear state feedback solution for driving the number of cancer cells to zero. However, it is observed that when tumor is regressed to certain value, then there is no need of external drug dosages as immune system and other therapeutic states are able to regress tumor at a sufficiently fast rate which is more than exponential rate. As model has three different drug dosages, after applying dynamic inversion philosophy, drug dosages can be selected in optimized manner without crossing their toxicity limits. The combination of drug dosages is decided by appropriately selecting the control design parameter values based on physical constraints. The process is automated for all possible combinations of the chemotherapy and immunotherapy drug dosages with preferential emphasis of having maximum possible variety of drug inputs at any given point of time. Simulation study with a standard patient model shows that tumor cells are regressed from 2 x 107 to order of 105 cells because of external drug dosages in 36.93 days. After this no external drug dosages are required as immune system and other therapeutic states are able to regress tumor at greater than exponential rate and hence, tumor goes to zero (less than 0.01) in 48.77 days and healthy immune system of the patient is restored. Study with different chemotherapy drug resistance value is also carried out. (C) 2014 Elsevier Ltd. All rights reserved.

Antimicrobial Peptides with Potential for Biofilm Eradication: Synthesis and Structure Activity Relationship Studies of Battacin Peptides

We report on the first chemical syntheses and structureactivity analyses of the cyclic lipopeptide battacin which revealed that conjugation of a shorter fatty acid, 4-methyl-hexanoic acid, and linearization of the peptide sequence improves antibacterial activity and reduces hemolysis of mouse blood cells. This surprising finding of higher potency in linear lipopeptides than their cyclic counterparts is economically beneficial. This novel lipopeptide was membrane lytic and exhibited antibiofilm activity against Pseudomonas aeruginosa, Staphylococcus aureus, and, for the first time, Pseudomonas syringe pv. actinidiae. The peptide was unstructured in aqueous buffer and dimyristoylphosphatidylcholine-polymerized diacetylene vesicles, with 12% helicity induced in 50% v/v of trifluoroethanol. Our results indicate that a well-defined secondary structure is not essential for the observed antibacterial activity of this novel lipopeptide. A truncated pentapeptide conjugated to 4-methyl hexanoic acid, having similar potency against Gram negative and Gram positive pathogens was identified through alanine scanning.

A Variational Approach to the Burridge-Knopoff Equation

A variational principle is obtained for the Burridge-Knopoff model for earthquake faults, and this paper considers an analytic approach that does not require linearization or perturbation.

Distributed maximum likelihood for self-localization in sensor networks

We show that the sensor localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we develop fully decentralized versions of the Recursive Maximum Likelihood and the Expectation-Maximization algorithms to localize the network. For linear Gaussian models, our algorithms can be implemented exactly using a distributed version of the Kalman filter and a message passing algorithm to propagate the derivatives of the likelihood. In the non-linear case, a solution based on local linearization in the spirit of the Extended Kalman Filter is proposed. In numerical examples we show that the developed algorithms are able to learn the localization parameters well.

Creep behavior of woven roving grp beam in three-point bending

The creep and relaxation behaviour of laminated glass fibre reinforced plastics (GRP) in three-point bending were studied both experimentally and analytically. Creep and relaxation experiments were carried out on eight types of specimens, consisting of glass fibre fabric reinforced epoxy beams. While the bending deflexion and creep strains were measured in the creep tests, the load and relaxation strain were recorded in the relaxation tests. Marked creep effects were seen in the tests, where the environment temperature was 50°C and the period of the measurement was 60 min. An attempt to predict the creep deflexion and relaxation behaviour was made. The transverse shear effect on creep deflexion was taken into account. The predicted results were compared with experimental ones. They were found to be in reasonable agreement, but the linearization assumption, upon which the relaxation behaviour analysis was based, appears to lead to larger inaccuracies in the results.

Random response of nonlinear continuous systems

This thesis presents a technique for obtaining the stochastic response of a nonlinear continuous system. First, the general method of nonstationary continuous equivalent linearization is developed. This technique allows replacement of the original nonlinear system with a time-varying linear continuous system. Next, a numerical implementation is described which allows solution of complex problems on a digital computer. In this procedure, the linear replacement system is discretized by the finite element method. Application of this method to systems satisfying the one-dimensional wave equation with two different types of constitutive nonlinearities is described. Results are discussed for nonlinear stress-strain laws of both hardening and softening types.

Periodic solutions of integro-differential equations which arise in population dynamics

The problem of the existence and stability of periodic solutions of infinite-lag integra-differential equations is considered. Specifically, the integrals involved are of the convolution type with the dependent variable being integrated over the range (- ∞,t), as occur in models of population growth. It is shown that Hopf bifurcation of periodic solutions from a steady state can occur, when a pair of eigenvalues crosses the imaginary axis. Also considered is the existence of traveling wave solutions of a model population equation allowing spatial diffusion in addition to the usual temporal variation. Lastly, the stability of the periodic solutions resulting from Hopf bifurcation is determined with aid of a Floquet theory.

The first chapter is devoted to linear integro-differential equations with constant coefficients utilizing the method of semi-groups of operators. The second chapter analyzes the Hopf bifurcation providing an existence theorem. Also, the two-timing perturbation procedure is applied to construct the periodic solutions. The third chapter uses two-timing to obtain traveling wave solutions of the diffusive model, as well as providing an existence theorem. The fourth chapter develops a Floquet theory for linear integro-differential equations with periodic coefficients again using the semi-group approach. The fifth chapter gives sufficient conditions for the stability or instability of a periodic solution in terms of the linearization of the equations. These results are then applied to the Hopf bifurcation problem and to a certain population equation modeling periodically fluctuating environments to deduce the stability of the corresponding periodic solutions.

The steady-state response of multidegree-of-freedom systems with a spatially localized nonlinearity

This thesis is concerned with the dynamic response of a General multidegree-of-freedom linear system with a one dimensional nonlinear constraint attached between two points. The nonlinear constraint is assumed to consist of rate-independent conservative and hysteretic nonlinearities and may contain a viscous dissipation element. The dynamic equations for general spatial and temporal load distributions are derived for both continuous and discrete systems. The method of equivalent linearization is used to develop equations which govern the approximate steady-state response to generally distributed loads with harmonic time dependence.

The qualitative response behavior of a class of undamped chainlike structures with a nonlinear terminal constraint is investigated. It is shown that the hardening or softening behavior of every resonance curve is similar and is determined by the properties of the constraint. Also examined are the number and location of resonance curves, the boundedness of the forced response, the loci of response extrema, and other characteristics of the response. Particular consideration is given to the dependence of the response characteristics on the properties of the linear system, the nonlinear constraint, and the load distribution.

Numerical examples of the approximate steady-state response of three structural systems are presented. These examples illustrate the application of the formulation and qualitative theory. It is shown that disconnected response curves and response curves which cross are obtained for base excitation of a uniform shear beam with a cubic spring foundation. Disconnected response curves are also obtained for the steady-state response to a concentrated load of a chainlike structure with a hardening hysteretic constraint. The accuracy of the approximate response curves is investigated.

Convex model predictive control for vehicular systems

In this work, the author presents a method called Convex Model Predictive Control (CMPC) to control systems whose states are elements of the rotation matrices SO(n) for n = 2, 3. This is done without charts or any local linearization, and instead is performed by operating over the orbitope of rotation matrices. This results in a novel model predictive control (MPC) scheme without the drawbacks associated with conventional linearization techniques such as slow computation time and local minima. Of particular emphasis is the application to aeronautical and vehicular systems, wherein the method removes many of the trigonometric terms associated with these systems’ state space equations. Furthermore, the method is shown to be compatible with many existing variants of MPC, including obstacle avoidance via Mixed Integer Linear Programming (MILP).

Exploring the Kinetics of Domain Switching in Ferroelectrics for Structural Applications

The complex domain structure in ferroelectrics gives rise to electromechanical coupling, and its evolution (via domain switching) results in a time-dependent (i.e. viscoelastic) response. Although ferroelectrics are used in many technological applications, most do not attempt to exploit the viscoelastic response of ferroelectrics, mainly due to a lack of understanding and accurate models for their description and prediction. Thus, the aim of this thesis research is to gain better understanding of the influence of domain evolution in ferroelectrics on their dynamic mechanical response. There have been few studies on the viscoelastic properties of ferroelectrics, mainly due to a lack of experimental methods. Therefore, an apparatus and method called Broadband Electromechanical Spectroscopy (BES) was designed and built. BES allows for the simultaneous application of dynamic mechanical and electrical loading in a vacuum environment. Using BES, the dynamic stiffness and loss tangent in bending and torsion of a particular ferroelectric, viz. lead zirconate titanate (PZT), was characterized for different combinations of electrical and mechanical loading frequencies throughout the entire electric displacement hysteresis. Experimental results showed significant increases in loss tangent (by nearly an order of magnitude) and compliance during domain switching, which shows promise as a new approach to structural damping. A continuum model of the viscoelasticity of ferroelectrics was developed, which incorporates microstructural evolution via internal variables and associated kinetic relations. For the first time, through a new linearization process, the incremental dynamic stiffness and loss tangent of materials were computed throughout the entire electric displacement hysteresis for different combinations of mechanical and electrical loading frequencies. The model accurately captured experimental results. Using the understanding gained from the characterization and modeling of PZT, two applications of domain switching kinetics were explored by using Micro Fiber Composites (MFCs). Proofs of concept of set-and-hold actuation and structural damping using MFCs were demonstrated.

Theoretical investigation of turbulent boundary layer over a wavy surface

The important features of the two-dimensional incompressible turbulent flow over a wavy surface of wavelength comparable with the boundary layer thickness are analyzed.

A turbulent field method using model equation for turbulent shear stress similar to the scheme of Bradshaw, Ferriss and Atwell (1967) is employed with suitable modification to cover the viscous sublayer. The governing differential equations are linearized based on the small but finite amplitude to wavelength ratio. An orthogonal wavy coordinate system, accurate to the second order in the amplitude ratio, is adopted to avoid the severe restriction to the validity of linearization due to the large mean velocity gradient near the wall. Analytic solution up to the second order is obtained by using the method of matched-asymptotic-expansion based on the large Reynolds number and hence the small skin friction coefficient.

In the outer part of the layer, the perturbed flow is practically "inviscid." Solutions for the velocity, Reynolds stress and also the wall pressure distributions agree well with the experimental measurement. In the wall region where the perturbed Reynolds stress plays an important role in the process of momentum transport, only a qualitative agreement is obtained. The results also show that the nonlinear second-order effect is negligible for amplitude ratio of 0.03. The discrepancies in the detailed structure of the velocity, shear stress, and skin friction distributions near the wall suggest modifications to the model are required to describe the present problem.

Modelagem da Dinâmica do Sistema de Controle de Lastro de uma Plataforma Semisubmersível.

É descrita a modelagem, para controle, da dinâmica de uma plataforma semisubmersível com seis graus de liberdade. O modelo inclui os efeitos dos tanques de lastro como forças e momentos, assim como a dinâmica da plataforma. Os parâmetros do sistema foram obtidos das características da plataforma e de resultados experimentais obtidos com uma plataforma semisubmersível de dimensões reduzidas. O desenvolvimento de uma metodologia e de um software capazes de determinar o volume submerso e o centro de empuxo de uma estrutura com geometria complexa foram pontos determinantes nessa Dissertação, tendo em vista a complexidade do processo e as importâncias desses parâmetros para o desenvolvimento do modelo. A linearização do modelo permitiu a elaboração de uma estratégia de controle capaz de estabilizar a plataforma mesmo em condições iniciais distantes do equilíbrio. As equações que descrevem o movimento da plataforma nos graus de liberdade vertical, jogo e arfagem foram desenvolvidas. A realocação dos polos e um observador de estado foram utilizados com o objetivo de melhorar o controle do sistema.

Modelagem matemática determinística do fluxo do tráfego veicular

Nesta dissertação consideramos duas abordagens para o tráfego de veículos: a macroscópica e a microscópica. O tráfego é descrito macroscopicamente por três grandezas físicas interligadas entre si, a saber, a velocidade, a densidade e o fluxo, descrevendo leis de conservação do número de veículos. Há vários modelos para o tráfego macroscópico de veículos. A maioria deles trata o tráfego de veículos como um fluido compressível, traduzindo a lei de conservação de massa para os veículos e requer uma lei de estado para o par velocidade-densidade, estabelecendo uma relação entre eles. Já o modelo descrito pela abordagem microscópica considera os veículos como partículas individuais. Consideramos os modelos da classe "car - following". Estes modelos baseiam-se no princípio de que o (n - 1)-ésimo veículo (denominado de "following-car") acelera em função do estímulo que recebe do n-ésimo veículo. Analisamos a equação de conservação do número de veículos em modelos macroscópicos para fluxo de tráfego. Posteriormente resolvemos esta equação através da linearização do modelo, estudando suas retas características e apresentamos a resolução do problema não linear em domínios limitados utilizando o método das características