Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

Coalescence of drops in stirred dispersion. A white noise model for coalescence

Coalescence between two droplets in a turbulent liquid-liquid dispersion is generally viewed as a consequence of forces exerted on the drop-pair squeezing out the intervening continuous phase to a critical thickness. A new synthesis is proposed herein which models the film drainage as a stochastic process driven by a suitably idealized random process for the fluctuating force. While the true test of the model lies in detailed parameter estimations with measurement of drop-size distributions in coalescing dispersions, experimental measurements on average coalescence frequencies lend preliminary support to the model.

Inflammation-driven bone formation in a mouse model of ankylosing spondylitis: Sequential not parallel processes

Background Ankylosing spondylitis (AS) is an immune-mediated arthritis particularly targeting the spine and pelvis and is characterised by inflammation, osteoproliferation and frequently ankylosis. Current treatments that predominately target inflammatory pathways have disappointing efficacy in slowing disease progression. Thus, a better understanding of the causal association and pathological progression from inflammation to bone formation, particularly whether inflammation directly initiates osteoproliferation, is required. Methods The proteoglycan-induced spondylitis (PGISp) mouse model of AS was used to histopathologically map the progressive axial disease events, assess molecular changes during disease progression and define disease progression using unbiased clustering of semi-quantitative histology. PGISp mice were followed over a 24-week time course. Spinal disease was assessed using a novel semi-quantitative histological scoring system that independently evaluated the breadth of pathological features associated with PGISp axial disease, including inflammation, joint destruction and excessive tissue formation (osteoproliferation). Matrix components were identified using immunohistochemistry. Results Disease initiated with inflammation at the periphery of the intervertebral disc (IVD) adjacent to the longitudinal ligament, reminiscent of enthesitis, and was associated with upregulated tumor necrosis factor and metalloproteinases. After a lag phase, established inflammation was temporospatially associated with destruction of IVDs, cartilage and bone. At later time points, advanced disease was characterised by substantially reduced inflammation, excessive tissue formation and ectopic chondrocyte expansion. These distinct features differentiated affected mice into early, intermediate and advanced disease stages. Excessive tissue formation was observed in vertebral joints only if the IVD was destroyed as a consequence of the early inflammation. Ectopic excessive tissue was predominantly chondroidal with chondrocyte-like cells embedded within collagen type II- and X-rich matrix. This corresponded with upregulation of mRNA for cartilage markers Col2a1, sox9 and Comp. Osteophytes, though infrequent, were more prevalent in later disease. Conclusions The inflammation-driven IVD destruction was shown to be a prerequisite for axial disease progression to osteoproliferation in the PGISp mouse. Osteoproliferation led to vertebral body deformity and fusion but was never seen concurrent with persistent inflammation, suggesting a sequential process. The findings support that early intervention with anti-inflammatory therapies will be needed to limit destructive processes and consequently prevent progression of AS.

Interfacial tension model for catalytically driven nanorods

We present an analysis of the interfacial tension model for the movement of the catalytically driven nanorod. The model considers the convective reaction-diffusion equation for the production and diffusion of oxygen around the bimetallic nanorod. We solve the equation and find the concentration difference, which drives the nanorod. We use our expression to calculate the force on the nanorod and find that the result is within 20% of the results found earlier [ W. Paxton et al., J. Am. Chem. Soc. 128, 14881 (2006) ] by an approximate method. Unlike the earlier results, our results are valid from short to long lengths of the nanorod.

Dense granular flow down an inclined plane A comparison between the hard particle model and soft particle simulations

The granular flow down an inclined plane is simulated using the discrete element (DE) technique to examine the extent to which the dynamics of an unconfined dense granular flow can be well described by a hard particle model First, we examine the average coordination number for the particles in the flow down an inclined plane using the DE technique using the linear contact model with and without friction, and the Hertzian contact model with friction The simulations show that the average coordination number decreases below 1 for values of the spring stiffness corresponding to real materials, such as sand and glass, even when the angle of inclination is only 10 larger than the angle of repose Additional measures of correlations in the system, such as the fraction of particles with multibody contact, the force ratio (average ratio of the magnitudes of the largest and the second largest force on a particle), and the angle between the two largest forces on the particle, show no evidence of force chains or other correlated motions in the system An analysis of the bond-orientational order parameter indicates that the flow is in the random state, as in event-driven (ED) simulations V Kumaran, J Fluid Mech 632, 107 (2009), J Fluid Mech 632, 145 (2009)] The results of the two simulation techniques for the Bagnold coefficients (ratio of stress and square of the strain rate) and the granular temperature (mean square of the fluctuating velocity) are compared with the theory V Kumaran, J Fluid Mech 632, 107 (2009), J Fluid Mech 632, 145 (2009)] and are found to be in quantitative agreement In addition, we also conduct a comparison of the collision frequency and the distribution of the precollisional relative velocities of particles in contact The strong correlation effects exhibited by these two quantities in event-driven simulations V Kumaran, J Fluid Mech 632, 145 (2009)] are also found in the DE simulations (C) 2010 American Institute of Physics doi 10 1063/1 3504660]

Optimal management of beaver population using a reduced-order distributed parameter model and single network adaptive critics

Beavers are often found to be in conflict with human interests by creating nuisances like building dams on flowing water (leading to flooding), blocking irrigation canals, cutting down timbers, etc. At the same time they contribute to raising water tables, increased vegetation, etc. Consequently, maintaining an optimal beaver population is beneficial. Because of their diffusion externality (due to migratory nature), strategies based on lumped parameter models are often ineffective. Using a distributed parameter model for beaver population that accounts for their spatial and temporal behavior, an optimal control (trapping) strategy is presented in this paper that leads to a desired distribution of the animal density in a region in the long run. The optimal control solution presented, imbeds the solution for a large number of initial conditions (i.e., it has a feedback form), which is otherwise nontrivial to obtain. The solution obtained can be used in real-time by a nonexpert in control theory since it involves only using the neural networks trained offline. Proper orthogonal decomposition-based basis function design followed by their use in a Galerkin projection has been incorporated in the solution process as a model reduction technique. Optimal solutions are obtained through a "single network adaptive critic" (SNAC) neural-network architecture.

Physically Based, Hydrologic Model Results Based on Three Precipitation Products

The main objective of the study is to examine the accuracy of and differences among simulated streamflows driven by rainfall estimates from a network of 22 rain gauges spread over a 2,170 km2 watershed, NEXRAD Stage III radar data, and Tropical Rainfall Measuring Mission (TRMM) 3B42 satellite data. The Gridded Surface Subsurface Hydrologic Analysis (GSSHA), a physically based, distributed parameter, grid-structured, hydrologic model, was used to simulate the June-2002 flooding event in the Upper Guadalupe River watershed in south central Texas. There were significant differences between the rainfall fields estimated by the three types of measurement technologies. These differences resulted in even larger differences in the simulated hydrologic response of the watershed. In general, simulations driven by radar rainfall yielded better results than those driven by satellite or rain-gauge estimates. This study also presents an overview of effects of land cover changes on runoff and stream discharge. The results demonstrate that, for major rainfall events similar to the 2002 event, the effect of urbanization on the watershed in the past two decades would not have made any significant effect on the hydrologic response. The effect of urbanization on the hydrologic response increases as the size of the rainfall event decreases.

A unified model for the dynamics of driven ribbon with strain and magnetic order parameters

We develop a unified model to explain the dynamics of driven one dimensional ribbon for materials with strain and magnetic order parameters. We show that the model equations in their most general form explain several results on driven magnetostrictive metallic glass ribbons such as the period doubling route to chaos as a function of a dc magnetic field in the presence of a sinusoidal field, the quasiperiodic route to chaos as a function of the sinusoidal field for a fixed dc field, and induced and suppressed chaos in the presence of an additional low amplitude near resonant sinusoidal field. We also investigate the influence of a low amplitude near resonant field on the period doubling route. The model equations also exhibit symmetry restoring crisis with an exponent close to unity. The model can be adopted to explain certain results on magnetoelastic beam and martensitic ribbon under sinusoidal driving conditions. In the latter case, we find interesting dynamics of a periodic one orbit switching between two equivalent wells as a function of an ac magnetic field that eventually makes a direct transition to chaos under resonant driving condition. The model is also applicable to magnetomartensites and materials with two order parameters. (C) 2013 American Institute of Physics. http://dx.doi.org/10.1063/1.4790845]

Model and parameter uncertainty in IDF relationships under climate change

Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.

Internal noise-driven generalized Langevin equation from a nonlocal continuum model

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a single displacement degree of freedom, is derived. The GLE features a memory-dependent multiplicative or internal noise, which appears upon recognizing that the microrotation variables possess randomness owing to an uncertainty principle. Unlike its classical version, the present GLE qualitatively reproduces the experimentally measured fluctuations in the steady-state mean square displacement of scattering centers in a polyvinyl alcohol slab. The origin of the fluctuations is traced to nonlocal spatial interactions within the continuum, a phenomenon that is ubiquitous across a broad class of response regimes in solids and fluids. This renders the proposed GLE a potentially useful model in such cases.

Three-Dimensional Network Model And Its Parameter Calibration

A material model, whose framework is parallel spring-bundles oriented in 3-D space, is proposed. Based on a discussion of the discrete schemes and optimum discretization of the solid angles, a 3-D network cell consisted of one-dimensional components is developed with its geometrical and physical parameters calibrated. It is proved that the 3-D network model is able to exactly simulate materials with arbitrary Poisson ratio from 0 to 1/2, breaking through the limit that the previous models in the literature are only suitable for materials with Poisson ratio from 0 to 1/3. A simplified model is also proposed to realize high computation accuracy within low computation cost. Examples demonstrate that the 3-D network model has particular superiority in the simulation of short-fiber reinforced composites.

Parameter-estimation of a spherical top inductively-coupled plasma source with global-model

Using spatially averaged global model, we succeed in obtaining some plasma parameters for a low pressure inductively coupled plasma source of our laboratory. As far as the global balance is concerned, the models can give reasonable results of the parameters, such as the global electron temperature and the ion impacting energy, etc. It is found that the ion flow is hardly affected by the neutral gas pressure. Finally, the magnetic effects are calculated by means of the method. The magnetic field can play an important role to increase plasma density and ion current.

Model driven product line engineering : core asset and process implications

Reuse is at the heart of major improvements in productivity and quality in Software Engineering. Both Model Driven Engineering (MDE) and Software Product Line Engineering (SPLE) are software development paradigms that promote reuse. Specifically, they promote systematic reuse and a departure from craftsmanship towards an industrialization of the software development process. MDE and SPLE have established their benefits separately. Their combination, here called Model Driven Product Line Engineering (MDPLE), gathers together the advantages of both. Nevertheless, this blending requires MDE to be recasted in SPLE terms. This has implications on both the core assets and the software development process. The challenges are twofold: (i) models become central core assets from which products are obtained and (ii) the software development process needs to cater for the changes that SPLE and MDE introduce. This dissertation proposes a solution to the first challenge following a feature oriented approach, with an emphasis on reuse and early detection of inconsistencies. The second part is dedicated to assembly processes, a clear example of the complexity MDPLE introduces in software development processes. This work advocates for a new discipline inside the general software development process, i.e., the Assembly Plan Management, which raises the abstraction level and increases reuse in such processes. Different case studies illustrate the presented ideas.