Interface Engineering and Design: Adaptibility Problems

* The research work reviewed in this paper has been carried out in the context of the Russian Foundation for Basic Research funded project “Adaptable Intelligent Interfaces Research and Development for Distance Learning Systems”(grant N 02-01-81019). The authors wish to acknowledge the co-operation with the Byelorussian partners of this project.

Using the Simulation Modeling Methods for the Designing Real-Time Integrated Expert Systems

Certain theoretical and methodological problems of designing real-time dynamical expert systems, which belong to the class of the most complex integrated expert systems, are discussed. Primary attention is given to the problems of designing subsystems for modeling the external environment in the case where the environment is represented by complex engineering systems. A specific approach to designing simulation models for complex engineering systems is proposed and examples of the application of this approach based on the G2 (Gensym Corp.) tool system are described.

Applied Aspects of Mathematical Modeling and Optimization of Dynamics of Charged Beams

The complex of questions connected with the analysis, estimation and structural-parametrical optimization of dynamic system is considered in this article. Connection of such problems with tasks of control by beams of trajectories is emphasized. The special attention is concentrated on the review and analysis of spent scientific researches, the attention is stressed to their constructability and applied directedness. Efficiency of the developed algorithmic and software is demonstrated on the tasks of modeling and optimization of output beam characteristics in linear resonance accelerators.

Modeling of Effective Process of Network Maintaining Based on Statistical Data

This paper is dedicated to modelling of network maintaining based on live example – maintaining ATM banking network, where any problems are mean money loss. A full analysis is made in order to estimate valuable and not-valuable parameters based on complex analysis of available data. Correlation analysis helps to estimate provided data and to produce a complex solution of increasing network maintaining effectiveness.

Modeling of Cylindrical Couette Flow of Rarefied Gas Between Rotating Cylinders

Петър Господинов, Добри Данков, Владимир Русинов, Стефан Стефанов - Изследвано е цилиндрично течение на Кует за разреден газ между два въртящи се цилиндъра. Получени са профилите на налягането, скоростта и температурата по метода на прякото статистическо моделиране (DSMC) и чрез числено решаване на уравненията на Навие-Стокс за свиваем флуид. Резултатите сочат много добро съвпадение за малки числа на Кнудсен Kn = 0.02. Показано е, че при различни кинематични гранични условия, газът изостава или избързва спрямо скоростта на стената, или има поведение на твърдо еластично тяло. Получените резултати са важни при решаването на неравнинни, задачи от микрофлуидиката с отчитане на ефектите на кривината.

Mathematical Modeling of the Weaving Structure Design

Красимир Йорджев, Христина Костадинова - В работата се разглежда една релация на еквивалентност в множеството от всички квадратни бинарни матрици. Обсъдена е комбинаторната задача за намиране мощността и елементите на фактормножеството относно тази релация. Разгледана е и възможността за получаване на някои специални елементи на това фактормножество. Предложен е алгоритъм за решаване на поставените задачи. Получените в статията резултати намират приложение при описанието топологията на различните тъкачни структури.

Ionized cluster beam deposition: Modeling, cluster size measurement and applications

Clusters are aggregations of atoms or molecules, generally intermediate in size between individual atoms and aggregates that are large enough to be called bulk matter. Clusters can also be called nanoparticles, because their size is on the order of nanometers or tens of nanometers. A new field has begun to take shape called nanostructured materials which takes advantage of these atom clusters. The ultra-small size of building blocks leads to dramatically different properties and it is anticipated that such atomically engineered materials will be able to be tailored to perform as no previous material could.^ The idea of ionized cluster beam (ICB) thin film deposition technique was first proposed by Takagi in 1972. It was based upon using a supersonic jet source to produce, ionize and accelerate beams of atomic clusters onto substrates in a vacuum environment. Conditions for formation of cluster beams suitable for thin film deposition have only recently been established following twenty years of effort. Zinc clusters over 1,000 atoms in average size have been synthesized both in our lab and that of Gspann. More recently, other methods of synthesizing clusters and nanoparticles, using different types of cluster sources, have come under development.^ In this work, we studied different aspects of nanoparticle beams. The work includes refinement of a model of the cluster formation mechanism, development of a new real-time, in situ cluster size measurement method, and study of the use of ICB in the fabrication of semiconductor devices.^ The formation process of the vaporized-metal cluster beam was simulated and investigated using classical nucleation theory and one dimensional gas flow equations. Zinc cluster sizes predicted at the nozzle exit are in good quantitative agreement with experimental results in our laboratory.^ A novel in situ real-time mass, energy and velocity measurement apparatus has been designed, built and tested. This small size time-of-flight mass spectrometer is suitable to be used in our cluster deposition systems and does not suffer from problems related to other methods of cluster size measurement like: requirement for specialized ionizing lasers, inductive electrical or electromagnetic coupling, dependency on the assumption of homogeneous nucleation, limits on the size measurement and non real-time capability. Measured ion energies using the electrostatic energy analyzer are in good accordance with values obtained from computer simulation. The velocity (v) is measured by pulsing the cluster beam and measuring the time of delay between the pulse and analyzer output current. The mass of a particle is calculated from m = (2E/v$\sp2).$ The error in the measured value of background gas mass is on the order of 28% of the mass of one N$\sb2$ molecule which is negligible for the measurement of large size clusters. This resolution in cluster size measurement is very acceptable for our purposes.^ Selective area deposition onto conducting patterns overlying insulating substrates was demonstrated using intense, fully-ionized cluster beams. Parameters influencing the selectivity are ion energy, repelling voltage, the ratio of the conductor to insulator dimension, and substrate thickness. ^

A framework for transforming, analyzing, and realizing software designs in unified modeling language

Unified Modeling Language (UML) is the most comprehensive and widely accepted object-oriented modeling language due to its multi-paradigm modeling capabilities and easy to use graphical notations, with strong international organizational support and industrial production quality tool support. However, there is a lack of precise definition of the semantics of individual UML notations as well as the relationships among multiple UML models, which often introduces incomplete and inconsistent problems for software designs in UML, especially for complex systems. Furthermore, there is a lack of methodologies to ensure a correct implementation from a given UML design. The purpose of this investigation is to verify and validate software designs in UML, and to provide dependability assurance for the realization of a UML design.^ In my research, an approach is proposed to transform UML diagrams into a semantic domain, which is a formal component-based framework. The framework I proposed consists of components and interactions through message passing, which are modeled by two-layer algebraic high-level nets and transformation rules respectively. In the transformation approach, class diagrams, state machine diagrams and activity diagrams are transformed into component models, and transformation rules are extracted from interaction diagrams. By applying transformation rules to component models, a (sub)system model of one or more scenarios can be constructed. Various techniques such as model checking, Petri net analysis techniques can be adopted to check if UML designs are complete or consistent. A new component called property parser was developed and merged into the tool SAM Parser, which realize (sub)system models automatically. The property parser generates and weaves runtime monitoring code into system implementations automatically for dependability assurance. The framework in the investigation is creative and flexible since it not only can be explored to verify and validate UML designs, but also provides an approach to build models for various scenarios. As a result of my research, several kinds of previous ignored behavioral inconsistencies can be detected.^

Quantifying the effects of temperature and concentration on variable-density flow in numerical modeling of groundwater systems: Implications for predictive uncertainty and data collection

Groundwater systems of different densities are often mathematically modeled to understand and predict environmental behavior such as seawater intrusion or submarine groundwater discharge. Additional data collection may be justified if it will cost-effectively aid in reducing the uncertainty of a model's prediction. The collection of salinity, as well as, temperature data could aid in reducing predictive uncertainty in a variable-density model. However, before numerical models can be created, rigorous testing of the modeling code needs to be completed. This research documents the benchmark testing of a new modeling code, SEAWAT Version 4. The benchmark problems include various combinations of density-dependent flow resulting from variations in concentration and temperature. The verified code, SEAWAT, was then applied to two different hydrological analyses to explore the capacity of a variable-density model to guide data collection. ^ The first analysis tested a linear method to guide data collection by quantifying the contribution of different data types and locations toward reducing predictive uncertainty in a nonlinear variable-density flow and transport model. The relative contributions of temperature and concentration measurements, at different locations within a simulated carbonate platform, for predicting movement of the saltwater interface were assessed. Results from the method showed that concentration data had greater worth than temperature data in reducing predictive uncertainty in this case. Results also indicated that a linear method could be used to quantify data worth in a nonlinear model. ^ The second hydrological analysis utilized a model to identify the transient response of the salinity, temperature, age, and amount of submarine groundwater discharge to changes in tidal ocean stage, seasonal temperature variations, and different types of geology. The model was compared to multiple kinds of data to (1) calibrate and verify the model, and (2) explore the potential for the model to be used to guide the collection of data using techniques such as electromagnetic resistivity, thermal imagery, and seepage meters. Results indicated that the model can be used to give insight to submarine groundwater discharge and be used to guide data collection. ^

Lattice Boltzmann modeling of fluid flow and solute transport in karst aquifers

A novel modeling approach is applied to karst hydrology. Long-standing problems in karst hydrology and solute transport are addressed using Lattice Boltzmann methods (LBMs). These methods contrast with other modeling approaches that have been applied to karst hydrology. The motivation of this dissertation is to develop new computational models for solving ground water hydraulics and transport problems in karst aquifers, which are widespread around the globe. This research tests the viability of the LBM as a robust alternative numerical technique for solving large-scale hydrological problems. The LB models applied in this research are briefly reviewed and there is a discussion of implementation issues. The dissertation focuses on testing the LB models. The LBM is tested for two different types of inlet boundary conditions for solute transport in finite and effectively semi-infinite domains. The LBM solutions are verified against analytical solutions. Zero-diffusion transport and Taylor dispersion in slits are also simulated and compared against analytical solutions. These results demonstrate the LBM’s flexibility as a solute transport solver. The LBM is applied to simulate solute transport and fluid flow in porous media traversed by larger conduits. A LBM-based macroscopic flow solver (Darcy’s law-based) is linked with an anisotropic dispersion solver. Spatial breakthrough curves in one and two dimensions are fitted against the available analytical solutions. This provides a steady flow model with capabilities routinely found in ground water flow and transport models (e.g., the combination of MODFLOW and MT3D). However the new LBM-based model retains the ability to solve inertial flows that are characteristic of karst aquifer conduits. Transient flows in a confined aquifer are solved using two different LBM approaches. The analogy between Fick’s second law (diffusion equation) and the transient ground water flow equation is used to solve the transient head distribution. An altered-velocity flow solver with source/sink term is applied to simulate a drawdown curve. Hydraulic parameters like transmissivity and storage coefficient are linked with LB parameters. These capabilities complete the LBM’s effective treatment of the types of processes that are simulated by standard ground water models. The LB model is verified against field data for drawdown in a confined aquifer.

A diagnostic framework for demand amplification problems in supply chains

This dissertation delivers a framework to diagnose the Bull-Whip Effect (BWE) in supply chains and then identify methods to minimize it. Such a framework is needed because in spite of the significant amount of literature discussing the bull-whip effect, many companies continue to experience the wide variations in demand that are indicative of the bull-whip effect. While the theory and knowledge of the bull-whip effect is well established, there still is the lack of an engineering framework and method to systematically identify the problem, diagnose its causes, and identify remedies. ^ The present work seeks to fill this gap by providing a holistic, systems perspective to bull-whip identification and diagnosis. The framework employs the SCOR reference model to examine the supply chain processes with a baseline measure of demand amplification. Then, research of the supply chain structural and behavioral features is conducted by means of the system dynamics modeling method. ^ The contribution of the diagnostic framework, is called Demand Amplification Protocol (DAMP), relies not only on the improvement of existent methods but also contributes with original developments introduced to accomplish successful diagnosis. DAMP contributes a comprehensive methodology that captures the dynamic complexities of supply chain processes. The method also contributes a BWE measurement method that is suitable for actual supply chains because of its low data requirements, and introduces a BWE scorecard for relating established causes to a central BWE metric. In addition, the dissertation makes a methodological contribution to the analysis of system dynamic models with a technique for statistical screening called SS-Opt, which determines the inputs with the greatest impact on the bull-whip effect by means of perturbation analysis and subsequent multivariate optimization. The dissertation describes the implementation of the DAMP framework in an actual case study that exposes the approach, analysis, results and conclusions. The case study suggests a balanced solution between costs and demand amplification can better serve both firms and supply chain interests. Insights pinpoint to supplier network redesign, postponement in manufacturing operations and collaborative forecasting agreements with main distributors.^

Physics-based modeling of power system components for the evaluation of low-frequency radiated electromagnetic fields

The low-frequency electromagnetic compatibility (EMC) is an increasingly important aspect in the design of practical systems to ensure the functional safety and reliability of complex products. The opportunities for using numerical techniques to predict and analyze system's EMC are therefore of considerable interest in many industries. As the first phase of study, a proper model, including all the details of the component, was required. Therefore, the advances in EMC modeling were studied with classifying analytical and numerical models. The selected model was finite element (FE) modeling, coupled with the distributed network method, to generate the model of the converter's components and obtain the frequency behavioral model of the converter. The method has the ability to reveal the behavior of parasitic elements and higher resonances, which have critical impacts in studying EMI problems. For the EMC and signature studies of the machine drives, the equivalent source modeling was studied. Considering the details of the multi-machine environment, including actual models, some innovation in equivalent source modeling was performed to decrease the simulation time dramatically. Several models were designed in this study and the voltage current cube model and wire model have the best result. The GA-based PSO method is used as the optimization process. Superposition and suppression of the fields in coupling the components were also studied and verified. The simulation time of the equivalent model is 80-100 times lower than the detailed model. All tests were verified experimentally. As the application of EMC and signature study, the fault diagnosis and condition monitoring of an induction motor drive was developed using radiated fields. In addition to experimental tests, the 3DFE analysis was coupled with circuit-based software to implement the incipient fault cases. The identification was implemented using ANN for seventy various faulty cases. The simulation results were verified experimentally. Finally, the identification of the types of power components were implemented. The results show that it is possible to identify the type of components, as well as the faulty components, by comparing the amplitudes of their stray field harmonics. The identification using the stray fields is nondestructive and can be used for the setups that cannot go offline and be dismantled

Advanced methodologies in dynamic traffic assignment modeling of managed lanes

Managed lane strategies are innovative road operation schemes for addressing congestion problems. These strategies operate a lane (lanes) adjacent to a freeway that provides congestion-free trips to eligible users, such as transit or toll-payers. To ensure the successful implementation of managed lanes, the demand on these lanes need to be accurately estimated. Among different approaches for predicting this demand, the four-step demand forecasting process is most common. Managed lane demand is usually estimated at the assignment step. Therefore, the key to reliably estimating the demand is the utilization of effective assignment modeling processes. ^ Managed lanes are particularly effective when the road is functioning at near-capacity. Therefore, capturing variations in demand and network attributes and performance is crucial for their modeling, monitoring and operation. As a result, traditional modeling approaches, such as those used in static traffic assignment of demand forecasting models, fail to correctly predict the managed lane demand and the associated system performance. The present study demonstrates the power of the more advanced modeling approach of dynamic traffic assignment (DTA), as well as the shortcomings of conventional approaches, when used to model managed lanes in congested environments. In addition, the study develops processes to support an effective utilization of DTA to model managed lane operations. ^ Static and dynamic traffic assignments consist of demand, network, and route choice model components that need to be calibrated. These components interact with each other, and an iterative method for calibrating them is needed. In this study, an effective standalone framework that combines static demand estimation and dynamic traffic assignment has been developed to replicate real-world traffic conditions. ^ With advances in traffic surveillance technologies collecting, archiving, and analyzing traffic data is becoming more accessible and affordable. The present study shows how data from multiple sources can be integrated, validated, and best used in different stages of modeling and calibration of managed lanes. Extensive and careful processing of demand, traffic, and toll data, as well as proper definition of performance measures, result in a calibrated and stable model, which closely replicates real-world congestion patterns, and can reasonably respond to perturbations in network and demand properties.^

Lattice Boltzmann Modeling of Fluid Flow and Solute Transport in Karst Aquifers

A novel modeling approach is applied to karst hydrology. Long-standing problems in karst hydrology and solute transport are addressed using Lattice Boltzmann methods (LBMs). These methods contrast with other modeling approaches that have been applied to karst hydrology. The motivation of this dissertation is to develop new computational models for solving ground water hydraulics and transport problems in karst aquifers, which are widespread around the globe. This research tests the viability of the LBM as a robust alternative numerical technique for solving large-scale hydrological problems. The LB models applied in this research are briefly reviewed and there is a discussion of implementation issues. The dissertation focuses on testing the LB models. The LBM is tested for two different types of inlet boundary conditions for solute transport in finite and effectively semi-infinite domains. The LBM solutions are verified against analytical solutions. Zero-diffusion transport and Taylor dispersion in slits are also simulated and compared against analytical solutions. These results demonstrate the LBM’s flexibility as a solute transport solver. The LBM is applied to simulate solute transport and fluid flow in porous media traversed by larger conduits. A LBM-based macroscopic flow solver (Darcy’s law-based) is linked with an anisotropic dispersion solver. Spatial breakthrough curves in one and two dimensions are fitted against the available analytical solutions. This provides a steady flow model with capabilities routinely found in ground water flow and transport models (e.g., the combination of MODFLOW and MT3D). However the new LBM-based model retains the ability to solve inertial flows that are characteristic of karst aquifer conduits. Transient flows in a confined aquifer are solved using two different LBM approaches. The analogy between Fick’s second law (diffusion equation) and the transient ground water flow equation is used to solve the transient head distribution. An altered-velocity flow solver with source/sink term is applied to simulate a drawdown curve. Hydraulic parameters like transmissivity and storage coefficient are linked with LB parameters. These capabilities complete the LBM’s effective treatment of the types of processes that are simulated by standard ground water models. The LB model is verified against field data for drawdown in a confined aquifer.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.