Two-Stage Extended Kalman Filters with Derivative-Free Local Linearizations

This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts. DOI: 10.1061/(ASCE)EM.1943-7889.0000255. (C) 2011 American Society of Civil Engineers.

Lexicon-free, novel segmentation of online handwritten indic words

Research in the field of recognizing unlimited vocabulary, online handwritten Indic words is still in its infancy. Most of the focus so far has been in the area of isolated character recognition. In the context of lexicon-free recognition of words, one of the primary issues to be addressed is that of segmentation. As a preliminary attempt, this paper proposes a novel script-independent, lexicon-free method for segmenting online handwritten words to their constituent symbols. Feedback strategies, inspired from neuroscience studies, are proposed for improving the segmentation. The segmentation strategy has been tested on an exhaustive set of 10000 Tamil words collected from a large number of writers. The results show that better segmentation improves the overall recognition performance of the handwriting system.

Constraining complex aquifer geometry with geophysics (2-D ERT and MRS measurements) for stochastic modelling of groundwater flow

Stochastic modelling is a useful way of simulating complex hard-rock aquifers as hydrological properties (permeability, porosity etc.) can be described using random variables with known statistics. However, very few studies have assessed the influence of topological uncertainty (i.e. the variability of thickness of conductive zones in the aquifer), probably because it is not easy to retrieve accurate statistics of the aquifer geometry, especially in hard rock context. In this paper, we assessed the potential of using geophysical surveys to describe the geometry of a hard rock-aquifer in a stochastic modelling framework. The study site was a small experimental watershed in South India, where the aquifer consisted of a clayey to loamy-sandy zone (regolith) underlain by a conductive fissured rock layer (protolith) and the unweathered gneiss (bedrock) at the bottom. The spatial variability of the thickness of the regolith and fissured layers was estimated by electrical resistivity tomography (ERT) profiles, which were performed along a few cross sections in the watershed. For stochastic analysis using Monte Carlo simulation, the generated random layer thickness was made conditional to the available data from the geophysics. In order to simulate steady state flow in the irregular domain with variable geometry, we used an isoparametric finite element method to discretize the flow equation over an unstructured grid with irregular hexahedral elements. The results indicated that the spatial variability of the layer thickness had a significant effect on reducing the simulated effective steady seepage flux and that using the conditional simulations reduced the uncertainty of the simulated seepage flux. As a conclusion, combining information on the aquifer geometry obtained from geophysical surveys with stochastic modelling is a promising methodology to improve the simulation of groundwater flow in complex hard-rock aquifers. (C) 2013 Elsevier B.V. All rights reserved.

Diffraction tomography from intensity measurements: an evolutionary stochastic search to invert experimental data

We develop iterative diffraction tomography algorithms, which are similar to the distorted Born algorithms, for inverting scattered intensity data. Within the Born approximation, the unknown scattered field is expressed as a multiplicative perturbation to the incident field. With this, the forward equation becomes stable, which helps us compute nearly oscillation-free solutions that have immediate bearing on the accuracy of the Jacobian computed for use in a deterministic Gauss-Newton (GN) reconstruction. However, since the data are inherently noisy and the sensitivity of measurement to refractive index away from the detectors is poor, we report a derivative-free evolutionary stochastic scheme, providing strictly additive updates in order to bridge the measurement-prediction misfit, to arrive at the refractive index distribution from intensity transport data. The superiority of the stochastic algorithm over the GN scheme for similar settings is demonstrated by the reconstruction of the refractive index profile from simulated and experimentally acquired intensity data. (C) 2014 Optical Society of America

Beyond classical dynamic structural plasticity using mesh-free modelling techniques

The problem of modelling the transient response of an elastic-perfectly-plastic cantilever beam, carrying an impulsively loaded tip mass, is,often referred to as the Parkes cantilever problem 25]; The permanent deformation of a cantilever struck transversely at its tip, Proc. R. Soc. A., 288, pp. 462). This paradigm for classical modelling of projectile impact on structures is re-visited and updated using the mesh-free method, smoothed particle hydrodynamics (SPH). The purpose of this study is to investigate further the behaviour of cantilever beams subjected to projectile impact at its tip, by considering especially physically real effects such as plastic shearing close to the projectile, shear deformation, and the variation of the shear strain along the length and across the thickness of the beam. Finally, going beyond macroscopic structural plasticity, a strategy to incorporate physical discontinuity (due to crack formation) in SPH discretization is discussed and explored in the context of tip-severance of the cantilever beam. Consequently, the proposed scheme illustrates the potency for a more refined treatment of penetration mechanics, paramount in the exploration of structural response under ballistic loading. The objective is to contribute to formulating a computational modelling framework within which transient dynamic plasticity and even penetration/failure phenomena for a range of materials, structures and impact conditions can be explored ab initio, this being essential for arriving at suitable tools for the design of armour systems. (C) 2014 Elsevier Ltd. All rights reserved.

A stabilization approach for mesh-free simulations of systems developing shocks or extreme strain localizations

A new stabilization scheme, based on a stochastic representation of the discretized field variables, is proposed with a view to reduce or even eliminate unphysical oscillations in the mesh-free numerical simulations of systems developing shocks or exhibiting localized bands of extreme deformation in the response. The origin of the stabilization scheme may be traced to nonlinear stochastic filtering and, consistent with a class of such filters, gain-based additive correction terms are applied to the simulated solution of the system, herein achieved through the element-free Galerkin method, in order to impose a set of constraints that help arresting the spurious oscillations. The method is numerically illustrated through its Applications to inviscid Burgers' equations, wherein shocks may develop as a result of intersections of the characteristics, and to a gradient plasticity model whose response is often characterized by a developing shear band as the external load is gradually increased. The potential of the method in stabilized yet accurate numerical simulations of such systems involving extreme gradient variations in the response is thus brought forth. (C) 2014 Elsevier Ltd. All rights reserved.

Eye-hand coordination during a double-step task: evidence for a common stochastic accumulator

Many studies of reaching and pointing have shown significant spatial and temporal correlations between eye and hand movements. Nevertheless, it remains unclear whether these correlations are incidental, arising from common inputs (independent model); whether these correlations represent an interaction between otherwise independent eye and hand systems (interactive model); or whether these correlations arise from a single dedicated eye-hand system (common command model). Subjects were instructed to redirect gaze and pointing movements in a double-step task in an attempt to decouple eye-hand movements and causally distinguish between the three architectures. We used a drift-diffusion framework in the context of a race model, which has been previously used to explain redirect behavior for eye and hand movements separately, to predict the pattern of eye-hand decoupling. We found that the common command architecture could best explain the observed frequency of different eye and hand response patterns to the target step. A common stochastic accumulator for eye-hand coordination also predicts comparable variances, despite significant difference in the means of the eye and hand reaction time (RT) distributions, which we tested. Consistent with this prediction, we observed that the variances of the eye and hand RTs were similar, despite much larger hand RTs (similar to 90 ms). Moreover, changes in mean eye RTs, which also increased eye RT variance, produced a similar increase in mean and variance of the associated hand RT. Taken together, these data suggest that a dedicated circuit underlies coordinated eye-hand planning.

Polarization Self-Modulation Phenomenon in a Free Oscillated Nd: YAG Laser

Polarization self-modulation effect in a free oscillated Nd:YAG laser is investigated after a quarter wave plate is introduced independently in the two positions of the cavity. As described in the previous experiments, the intensity components in the orthogonal directions are modulated with a period of the round-trip time or twice. Different pulse shapes reveal that the seed field from the spontaneous emission is not uniform and seems to be stochastic for each pulse.

Reference Points and Optimal Management in Stochastic Age-Structured Fisheries Models

The purpose of this article is to characterize dynamic optimal harvesting trajectories that maximize discounted utility assuming an age-structured population model, in the same line as Tahvonen (2009). The main novelty of our study is that uses as an age-structured population model the standard stochastic cohort framework applied in Virtual Population Analysis for fish stock assessment. This allows us to compare optimal harvesting in a discounted economic context with standard reference points used by fisheries agencies for long term management plans (e.g. Fmsy). Our main findings are the following. First, optimal steady state is characterized and sufficient conditions that guarantees its existence and uniqueness for the general case of n cohorts are shown. It is also proved that the optimal steady state coincides with the traditional target Fmsy when the utility function to be maximized is the yield and the discount rate is zero. Second, an algorithm to calculate the optimal path that easily drives the resource to the steady state is developed. And third, the algorithm is applied to the Northern Stock of hake. Results show that management plans based exclusively on traditional reference targets as Fmsy may drive fishery economic results far from the optimal.

The Evaluation of Fisheries Management: A Dynamic Stochastic Approach

In this article, we analyze how to evaluate fishery resource management under “ecological uncertainty”. In this context, an efficient policy consists of applying a different exploitation rule depending on the state of the resource and we could say that the stock is always in transition, jumping from one steady state to another. First, we propose a method for calibrating the growth path of the resource such that observed dynamics of resource and captures are matched. Second, we apply the calibration procedure proposed in two different fishing grounds: the European Anchovy (Division VIII) and the Southern Stock of Hake. Our results show that the role played by uncertainty is essential for the conclusions. For European Anchovy fishery (Division VIII) we find, in contrast with Del Valle et al. (2001), that this is not an overexploited fishing ground. However, we show that the Southern Stock of Hake is in a dangerous situation. In both cases our results are in accordance with ICES advice.

A Breakdown Criterion of Free Molecular Flows and an Optimum Analysis of EBPVD

Two important issues in electron beam physical vapor deposition (EBPVD) are addressed. The first issue is a validity condition of the classical cosine law widely used in the engineering context. This requires a breakdown criterion of the free molecular assumption on which the cosine law is established. Using the analytical solution of free molecular effusion flow, the number of collisions (N-c) for a particle moving from an evaporative source to a substrate is estimated that is proven inversely proportional to the local Knudsen number at the evaporation surface. N-c = 1 is adopted as a breakdown criterion of the free molecular assumption, and it is verified by experimental data and DSMC results. The second issue is how to realize the uniform distributions of thickness and component over a large-area thin film. Our analysis shows that at relatively low evaporation rates the goal is easy achieved through arranging the evaporative source positions properly and rotating the substrate.

Biodiversity of macrozoobenthos in a large river, the Austrian Danube, including quantitative studies in a free-flowing stretch below Vienna: a short review

The Danube is ca. 2850 km in length and is the second largest river in Europe. The Austrian part of the Danube falls 156 metres in altitude over its 351 km length and, since the early 1950s, the river has been developed into a power-generating waterway, so that the continuity of the river is now interrupted by ten impounded areas. Only two stretches of the original free-flowing river are left, the Wachau region (above river-km 2005, west of Vienna) and the region downstream from the impoundment at Vienna (river-km 1921). Most of the recent theories and concepts related to invertebrates, in the context of the ecology of running waters, are based on studies on small streams, whereas investigations of large rivers have played a minor role for a long time, mainly due to methodological difficulties. The authors' recent detailed studies on macroinvertebrates in the free-flowing section of the Danube below Vienna, provide an excellent opportunity to survey or restate scientific hypotheses on the basis of a large river. In this review the main interest focuses on the investigation of biodiversity, i.e. the number of species and their relative proportions in the whole invertebrate community, as well as major governing environmental factors. The article summarises the species composition, the important environmental variables at the river cross-section and the effect of upstream impoundment on the riverbed and its fauna.

Strong atom-light interactions along nanostructures: Transition from free-space to nanophotonic interfaces

An exciting frontier in quantum information science is the integration of otherwise "simple'' quantum elements into complex quantum networks. The laboratory realization of even small quantum networks enables the exploration of physical systems that have not heretofore existed in the natural world. Within this context, there is active research to achieve nanoscale quantum optical circuits, for which atoms are trapped near nano-scopic dielectric structures and "wired'' together by photons propagating through the circuit elements. Single atoms and atomic ensembles endow quantum functionality for otherwise linear optical circuits and thereby enable the capability of building quantum networks component by component. Toward these goals, we have experimentally investigated three different systems, from conventional to rather exotic systems : free-space atomic ensembles, optical nano fibers, and photonics crystal waveguides. First, we demonstrate measurement-induced quadripartite entanglement among four quantum memories. Next, following the landmark realization of a nanofiber trap, we demonstrate the implementation of a state-insensitive, compensated nanofiber trap. Finally, we reach more exotic systems based on photonics crystal devices. Beyond conventional topologies of resonators and waveguides, new opportunities emerge from the powerful capabilities of dispersion and modal engineering in photonic crystal waveguides. We have implemented an integrated optical circuit with a photonics crystal waveguide capable of both trapping and interfacing atoms with guided photons, and have observed the collective effect, superradiance, mediated by the guided photons. These advances provide an important capability for engineered light-matter interactions, enabling explorations of novel quantum transport and quantum many-body phenomena.

Analysis of multivariate stochastic signals sampled by on-line particle analyzers: Application to the quantitative assessment of occupational exposure to NOAA in multisource industrial scenarios (MSIS)

In multisource industrial scenarios (MSIS) coexist NOAA generating activities with other productive sources of airborne particles, such as parallel processes of manufacturing or electrical and diesel machinery. A distinctive characteristic of MSIS is the spatially complex distribution of aerosol sources, as well as their potential differences in dynamics, due to the feasibility of multi-task configuration at a given time. Thus, the background signal is expected to challenge the aerosol analyzers at a probably wide range of concentrations and size distributions, depending of the multisource configuration at a given time. Monitoring and prediction by using statistical analysis of time series captured by on-line particle analyzers in industrial scenarios, have been proven to be feasible in predicting PNC evolution provided a given quality of net signals (difference between signal at source and background). However the analysis and modelling of non-consistent time series, influenced by low levels of SNR (Signal-Noise Ratio) could build a misleading basis for decision making. In this context, this work explores the use of stochastic models based on ARIMA methodology to monitor and predict exposure values (PNC). The study was carried out in a MSIS where an case study focused on the manufacture of perforated tablets of nano-TiO2 by cold pressing was performed

Growth and production of free-living heterotrophic nanoflagellates in a eutrophic lake - Lake Donghu, Wuhan, China

In situ growth of heterotrophic nanoflagellates (HNF) in Lake Donghu, a eutrophic shallow lake in mainland China, was studied from January 1999 to March 2000 using a modified Weisse protocol. The study results indicated that the growth rates of HNF showed pronounced seasonal variation (-0.37-1.25 d(-1)), reaching the maximum during spring to early summer. When the water temperature was higher than 25.5 degreesC, HNF growth was inversely proportional to water temperature. There was an effect by bacterial abundance and autotrophic picoplankton on HNF growth that depended on location. HNF biomass was the highest in late spring, and the HNF production ranged from -2.25 to 35.45 mg l(-1) d(-1) with mean of 3.17 mg l(-1) d(-1). When considered in the context of biomass and production data for zooplankton in Lake Donghu, it was evident that HNF contributed significantly to the total zooplankton production in Lake Donghu. These in situ studies indicate that temperature and food supply are the major determinants of HNF abundance and productivity.