Parameter estimation for chaotic systems using a geometric approach: theory and experiment

A method for estimating model parameters based on chaotic system response data is described. This estimation problem is made challenging by sensitive dependence to initial conditions. The standard maximum likelihood estimation method is practically infeasible due to the non-smooth nature of the likelihood function. We bypass the problem by introducing an alternative, smoother function that admits a better-defined maximum and show that the parameters that maximize this new function are asymptotically equivalent to maximum likelihood estimates. We use simulations to explore the influence of noise and available data on model Duffing and Lorenz oscillators. We then apply the approach to experimental data from a chaotic Duffing system. Our method does not require estimation of initial conditions and parameter estimates may be obtained even when system dynamics have been estimated from a delay embedding.     

A diagnostic tool for jet noise using a line-source approach and implicit large-eddy simulation data

In this work, we propose a cost-effective approach allowing one to evaluate the acoustic field generated by a turbulent jet. A turbulence-resolving simulation of an incompressible turbulent round jet is performed for a Reynolds number equal to $460,000$ thanks to the massively parallel high-order flow solver Incompact3d. Then a formulation of Lighthill's solution is derived, using an azimuthal Fourier series expansion and a compactness assumption in the radial direction. The formulation then reduces to a line source theory, which is cost-effective to implement and evaluate. The accuracy of the radial compactness assumption, however, depends on the Strouhal number, the Mach number, the observation elevation angle, and the radial extent of the source. Preliminary results are showing that the proposed method approaches the experimental overall sound pressure level by less than 4 dB for aft emission angles below 50°.     

The distribution of solid particles suspended in a turbulent flow: A stochastic approach

Basic fluid mechanics and stochastic theories are applied to show that the concentration distribution of suspended solid particles in a direction normal to the mean streamlines of a two-dimensional turbulent flow is greatly influenced by the lift force exerted on them in the vicinity of the wall. Analytic solution shows that, when the direction of the mean flow is horizontal, the probability density functionp (y, t) for random displacements of the particles will have a maximum value at a point from the wall where the perpendicular component of the lift force precisely balances particle gravity. Interpretation of experimental observations is presented using this theory.     

Rapid uncertainty quantification for non-linear and stochastic wind excited structures: a metamodeling approach

Meccanica - The application of performance-based design (PBD) requires the modeling of the dynamic response of the system beyond the elastic limit. If probabilistic PBD is considered, this implies...     

A stochastic approach to the internal damage in a structure solid: Part 1: Theoretical model

The material system is considered as heterogenous medium of actual microstructural elements. These elements exhibit random geometric and physical characteristics and are further disturbed by a latitude of randomly oriented, second phase particles. A stochastic model is presented for the occurring damage process due to the nucleation and growth of microvoids under external loading. From a micromechanical point of view, the nucleation of a void at a partile-matrix interface is considered to be associated with the cut-off of the interfacial binding potential. The growth of an elemental void is seen, then, to follow a random walk of the discrete Markov type. The latter is associated with the build-up of strain in front of the tip of the advancing void and the redistribution of local stress. As the void reaches the boundary between neighbouring elements, a dicrete inter-elemental fracture process is examined in relation to the intensities of transformation within the elemental boundary.     

General perspectives on model construction and evaluation for stochastic estimation,with application to a blunt trailing edge wake

The technique of stochastic estimation is examined as a specific application of linear least squares modelling. Factors that are relevant to the objectives of estimation in fluids, such as the number of sensors, the use of multiple time lags, and the strength of linear correlations, are discussed in the context of a general regression formulation. We consolidate the established findings of several research fields in order to outline clearly the potential pitfalls and reasonable performance expectations of these empirical strategies. Experimental measurements of velocity and fluctuating pressure in the wake of a blunt trailing edge body are used for quantitative illustration of key considerations for model construction and performance evaluation. It is emphasized that estimator accuracy is influenced strongly by the physical relationships among the measured variables, in addition to their correlation with the estimated variable. The evaluation of several performance metrics on an independent test set provides valuable information for the selection of a suitably complex model. In particular, “variance inflation” is interpreted as an indicator of the potential amplification of noise by a stochastic estimator.     

Deformation and failure in nanomaterials via a data driven modelling approach

A data driven computational model that accounts for more than two material states has been presented in this work. Presented model can account for multiple state variables, such as stresses,strains, strain rates and failure stress, as compared to previously reported models with two states.Model is used to perform deformation and failure simulations of carbon nanotubes and carbon nanotube/epoxy nanocomposites. The model capability of capturing the strain rate dependent deformation and failure has been demonstrated through predictions against uniaxial test data taken from literature. The predicted results show a good agreement between data set taken from literature and simulations.     

Three-dimensional unsaturated flow in heterogeneous systems and implications on groundwater contamination: A stochastic approach

A stochastic approach for modeling transient unsaturated flow in large-scale spatially variable soils is developed in order to overcome the problem of limited information about the local details of spatial soil variability. It is assumed that local soil properties are realizations of three-dimensional stationary random fields, and a large-scale model representation is derived by averaging the local governing flow equation over the ensemble of realizations of the underlying soil property random fields. The three-dimensionality of the local flow equations and the nonlinear dependence of the local flow output on the local soil properties are considered. The resulting mean representation (structure) is in the form of a partial differential equation in which averaged or effective model parameters occur. These effective model parameters are evalutated using a quasi-linearized fluctuation equation and a spectral representation of stationary processes. The large-scale model structure considers the large-scale effects of soil variability and have relatively few parameters which should be identifiable from a realistic data set. The general stochastic theory is then applied to the case of flow in stratified soil formations, which is of practical importance in applications such as waste disposal control. An important finding of this study is that spatial variability of the hydraulic soil properties produces significant large-scale effects, such as large-scale hysteresis and anisotropy of the effective parameters. These large-scale effects should be considered in field applications such as for predicting the movement of liquid wastes in the unsaturated zone.     

Resonance,Parameter Estimation,and Modal Interactions in a Strongly Nonlinear Benchtop Oscillator

We study the vibrations of a strongly nonlinear, electromechanically forced, benchtop experimental oscillator. We consciously avoid first-principles derivations of the governing equations, with an eye towards more complex practical applications where such derivations are difficult. Instead, we spend our effort in using simple insights from the subject of nonlinear oscillations to develop a quantitatively accurate model for the single-mode resonant behavior of our oscillator. In particular, we assume an SDOF model for the oscillator; and develop a structure for, and estimate the parameters of, this model. We validate the model thus obtained against experimental free and forced vibration data. We find that, although the qualitative dynamics is simple, some effort in the modeling is needed to quantitatively capture the dynamic response well. We also briefly study the higher dimensional dynamics of the oscillator, and present some experimental results showing modal interactions through a 0:1 internal resonance, which has been studied elsewhere. The novelty here lies in the strong nonlinearity of the slow mode.     

Banking biological collections: data warehousing, data mining, and data dilemmas in genomics and global health policy

While DNA databases may offer the opportunity to (1) assess population-based prevalence of specific genes and variants, (2) simplify the search for molecular markers, (3) improve targeted drug discovery and development for disease management, (4) refine strategies for disease prevention, and (5) provide the data necessary for evidence-based decision-making, serious scientific and social questions remain. Whether samples are identified, coded, or anonymous, biological banking raises profound ethical and legal issues pertaining to access, informed consent, privacy and confidentiality of genomic information, civil liberties, patenting, and proprietary rights. This paper provides an overview of key policy issues and questions pertaining to biological banking, with a focus on developments in specimen collection, transnational distribution, and public health and academic-industry research alliances. It highlights the challenges posed by the commercialization of genomics, and proposes the need for harmonization of biological banking policies.     

Periodic Solutions of Delay Differential Equations with a Small Parameter: Existence,Stability and Asymptotic Expansion

We consider a scalar delay differential equation with a small parameter, and employ Walthers method to obtain a result on the existence and stability of a slowly oscillatory periodic solution that represents a refinement of the estimate for the Lipschitz constant of a returning map. We also develop a matching method and obtain asymptotic expansions of the slowly oscillatory periodic solution and its minimal period.Dedicated to Professor Shui-Nee Chow on the occasion of his 60th birthdayAMS subject classifications: 34K15; 34K20; 34C25.     

Mechanisms of stress transfer and interface integrity in carbon/epoxy composites under compression loading. Part II: Numerical approach

The finite element method is used to get an insight into the micromechanics of the compressive behaviour of carbon fibre composites. First the developed model is validated with existing experimental data and good agreement between predictions and experiments was found. Then the FE model is used to derive the complete stress field in the fibre and the matrix in the vicinity of a fibre fracture location. It was found that the perturbation of the stress field occurs mainly in the direction transverse to the fibre axis and this could explain the failure modes observed in composites tested in compression. Finally, a parametric study was performed on the effect of matrix modulus and matrix yield stress on the compressive fragmentation process.     

Thermodynamics, Kinetics, and Hydrodynamics of Mixed Salt Precipitation in Porous Media: Model Development and Parameter Estimation

Demands for hydrocarbon production have been increasing in recent years. Today many oilfields around the world are afflicted by the problem of scaling leading to severe formation damage and hampering of petroleum production from hydrocarbon reservoirs. In current study, a mathematical model for prediction of permeability reduction due to scale deposition is developed based on thermodynamics, kinetics, and hydrodynamics of mixed salt precipitation during flow through porous media. Model predictions are compared with sound experimental data for single deposition of barium sulfate and most importantly, for simultaneous precipitation of barium sulfate and strontium sulfate onto rock surface. Owing to high nonlinearity of the proposed model, kinetic parameters embedded in the mathematical model were tuned employing a new approach based on a hybrid algorithm consisting of particle swarm optimization (PSO) technique and pattern search (PS) algorithm. The average absolute deviations ranging from 1.03 to 9.3 % were observed between model forecasts and experimental data which corroborate the suitability and applicability of the model and also confirm the capability of PSO–PS hybrid algorithm as a highly efficient optimization tool. Estimated values for kinetic parameters are also in accordance with collision theory of chemical reactions.     

Compressible and incompressible constituents in anisotropic poroelasticity: The problem of unconfined compression of a disk

The governing equations for the theory of anisotropic poroelastic materials with incompressible constituents undergoing small deformations are developed from the theory of anisotropic poroelastic materials without the constituent incompressibility constraint. The development of the constituent specific incompressibility constraint is accomplished by restricting the elastic constants rather than by introducing Lagrange multipliers, the conventional method. The advantage of the approach is insight into the nature of the elastic response that characterizes incompressible poroelasticity. An application of the theory to the unconfined compression of a circular porous disk is presented to illustrate the effects of compressibility vs. incompressibility and transverse isotropy vs. isotropy.     

On a systematic approach for cracked rotating shaft study: breathing mechanism,dynamics and instability

Nonlinear Dynamics - We present a systematic approach to deal with the modelling and analysis of the cracked rotating shafts behaviour. We begin by revisiting the problem of modelling the breathing...     

Stability,bifurcation, and softening in discrete systems: A conceptual approach for granular materials

Matrix stiffness expressions are derived for the particle movements in an assembly of rigid granules having compliant contacts. The derivations include stiffness terms that arise from the particle shapes at their contacts. These geometric stiffness terms may become significant during granular failure. The geometric stiffness must be added to the mechanical stiffnesses of the contacts to produce the complete stiffness. With frictional contacts, this stiffness expression is incrementally nonlinear, having multiple loading branches. To aid the study of material behavior, a modified stiffness is derived for isolated granular clusters that are considered detached from the rest of a granular body. Criteria are presented for bifurcation, instability, and softening of such isolated and discrete granular sub-regions. Examples show that instability and softening can result entirely from the geometric terms in the matrix stiffness.     

A semi-analytical approach to Biot instability in a growing layer: Strain gradient correction,weakly non-linear analysis and imperfection sensitivity

Many experimental works have recently investigated the dynamics of crease formation during the swelling of long soft slabs attached to a rigid substrate. Mechanically, the spatially constrained growth provokes a residual strain distribution inside the material, and therefore the problem is equivalent to the uniaxial compression of an elastic layer.The aim of this work is to propose a semi-analytical approach to study the non-linear buckling behaviour of a growing soft layer. We consider the presence of a microstructural length, which describes the effect of a simple strain gradient correction in the growing hyperelastic layer, considered as a neo-Hookean material. By introducing a non-linear stream function for enforcing exactly the incompressibility constraint, we develop a variational formulation for performing a stability analysis of the basic homogeneous solution. At the linear order, we derive the corresponding dispersion relation, proving that even a small strain gradient effect allows the system to select a critical dimensionless wavenumber while giving a small correction to the Biot instability threshold. A weakly non-linear analysis is then performed by applying a multiple-scale expansion to the neutrally stable mode. By applying the global conservation of the mechanical energy, we derive the Ginzburg–Landau equation for the critical single mode, identifying a pitchfork bifurcation. Since the bifurcation is found to be subcritical for a small ratio between the microstructural length and the layer׳s thickness, we finally perform a sensitivity analysis to study the effect of the initial presence of a sinusoidal imperfection on the free surface of the layer. In this case, the incremental solution for the stream function is written as a Fourier series, so that the surface imperfection can have a cubic resonance with the linear modes. The solutions indicate the presence of a turning point close to the critical threshold for the perfect system. We also find that the inclusion of higher modes has a steepening effect on the surface profile, indicating the incipient formation of an elastic singularity, possibly a crease.