Cardiac Position Sensitivity Study in the Electrocardiographic Forward Problem Using Stochastic Collocation and Boundary Element Methods

PubMed Central

Swenson, Darrell J.; Geneser, Sarah E.; Stinstra, Jeroen G.; Kirby, Robert M.; MacLeod, Rob S.

2012-01-01

The electrocardiogram (ECG) is ubiquitously employed as a diagnostic and monitoring tool for patients experiencing cardiac distress and/or disease. It is widely known that changes in heart position resulting from, for example, posture of the patient (sitting, standing, lying) and respiration significantly affect the body-surface potentials; however, few studies have quantitatively and systematically evaluated the effects of heart displacement on the ECG. The goal of this study was to evaluate the impact of positional changes of the heart on the ECG in the specific clinical setting of myocardial ischemia. To carry out the necessary comprehensive sensitivity analysis, we applied a relatively novel and highly efficient statistical approach, the generalized polynomial chaos-stochastic collocation method, to a boundary element formulation of the electrocardiographic forward problem, and we drove these simulations with measured epicardial potentials from whole-heart experiments. Results of the analysis identified regions on the body-surface where the potentials were especially sensitive to realistic heart motion. The standard deviation (STD) of ST-segment voltage changes caused by the apex of a normal heart, swinging forward and backward or side-to-side was approximately 0.2 mV. Variations were even larger, 0.3 mV, for a heart exhibiting elevated ischemic potentials. These variations could be large enough to mask or to mimic signs of ischemia in the ECG. Our results suggest possible modifications to ECG protocols that could reduce the diagnostic error related to postural changes in patients possibly suffering from myocardial ischemia. PMID:21909818

A polynomial-chaos-expansion-based building block approach for stochastic analysis of photonic circuits

NASA Astrophysics Data System (ADS)

Waqas, Abi; Melati, Daniele; Manfredi, Paolo; Grassi, Flavia; Melloni, Andrea

2018-02-01

The Building Block (BB) approach has recently emerged in photonic as a suitable strategy for the analysis and design of complex circuits. Each BB can be foundry related and contains a mathematical macro-model of its functionality. As well known, statistical variations in fabrication processes can have a strong effect on their functionality and ultimately affect the yield. In order to predict the statistical behavior of the circuit, proper analysis of the uncertainties effects is crucial. This paper presents a method to build a novel class of Stochastic Process Design Kits for the analysis of photonic circuits. The proposed design kits directly store the information on the stochastic behavior of each building block in the form of a generalized-polynomial-chaos-based augmented macro-model obtained by properly exploiting stochastic collocation and Galerkin methods. Using this approach, we demonstrate that the augmented macro-models of the BBs can be calculated once and stored in a BB (foundry dependent) library and then used for the analysis of any desired circuit. The main advantage of this approach, shown here for the first time in photonics, is that the stochastic moments of an arbitrary photonic circuit can be evaluated by a single simulation only, without the need for repeated simulations. The accuracy and the significant speed-up with respect to the classical Monte Carlo analysis are verified by means of classical photonic circuit example with multiple uncertain variables.

Collocation and Galerkin Time-Stepping Methods

NASA Technical Reports Server (NTRS)

Huynh, H. T.

2011-01-01

We study the numerical solutions of ordinary differential equations by one-step methods where the solution at tn is known and that at t(sub n+1) is to be calculated. The approaches employed are collocation, continuous Galerkin (CG) and discontinuous Galerkin (DG). Relations among these three approaches are established. A quadrature formula using s evaluation points is employed for the Galerkin formulations. We show that with such a quadrature, the CG method is identical to the collocation method using quadrature points as collocation points. Furthermore, if the quadrature formula is the right Radau one (including t(sub n+1)), then the DG and CG methods also become identical, and they reduce to the Radau IIA collocation method. In addition, we present a generalization of DG that yields a method identical to CG and collocation with arbitrary collocation points. Thus, the collocation, CG, and generalized DG methods are equivalent, and the latter two methods can be formulated using the differential instead of integral equation. Finally, all schemes discussed can be cast as s-stage implicit Runge-Kutta methods.

An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Lu, Dan; Ye, Ming; Gunzburger, Max; Webster, Clayton

2013-10-01

Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.

Geophysical data integration, stochastic simulation and significance analysis of groundwater responses using ANOVA in the Chicot Aquifer system, Louisiana, USA

USGS Publications Warehouse

Rahman, A.; Tsai, F.T.-C.; White, C.D.; Carlson, D.A.; Willson, C.S.

2008-01-01

Data integration is challenging where there are different levels of support between primary and secondary data that need to be correlated in various ways. A geostatistical method is described, which integrates the hydraulic conductivity (K) measurements and electrical resistivity data to better estimate the K distribution in the Upper Chicot Aquifer of southwestern Louisiana, USA. The K measurements were obtained from pumping tests and represent the primary (hard) data. Borehole electrical resistivity data from electrical logs were regarded as the secondary (soft) data, and were used to infer K values through Archie's law and the Kozeny-Carman equation. A pseudo cross-semivariogram was developed to cope with the resistivity data non-collocation. Uncertainties in the auto-semivariograms and pseudo cross-semivariogram were quantified. The groundwater flow model responses by the regionalized and coregionalized models of K were compared using analysis of variance (ANOVA). The results indicate that non-collocated secondary data may improve estimates of K and affect groundwater flow responses of practical interest, including specific capacity and drawdown. ?? Springer-Verlag 2007.

Advanced Stochastic Collocation Methods for Polynomial Chaos in RAVEN

NASA Astrophysics Data System (ADS)

Talbot, Paul W.

As experiment complexity in fields such as nuclear engineering continually increases, so does the demand for robust computational methods to simulate them. In many simulations, input design parameters and intrinsic experiment properties are sources of uncertainty. Often small perturbations in uncertain parameters have significant impact on the experiment outcome. For instance, in nuclear fuel performance, small changes in fuel thermal conductivity can greatly affect maximum stress on the surrounding cladding. The difficulty quantifying input uncertainty impact in such systems has grown with the complexity of numerical models. Traditionally, uncertainty quantification has been approached using random sampling methods like Monte Carlo. For some models, the input parametric space and corresponding response output space is sufficiently explored with few low-cost calculations. For other models, it is computationally costly to obtain good understanding of the output space. To combat the expense of random sampling, this research explores the possibilities of using advanced methods in Stochastic Collocation for generalized Polynomial Chaos (SCgPC) as an alternative to traditional uncertainty quantification techniques such as Monte Carlo (MC) and Latin Hypercube Sampling (LHS) methods for applications in nuclear engineering. We consider traditional SCgPC construction strategies as well as truncated polynomial spaces using Total Degree and Hyperbolic Cross constructions. We also consider applying anisotropy (unequal treatment of different dimensions) to the polynomial space, and offer methods whereby optimal levels of anisotropy can be approximated. We contribute development to existing adaptive polynomial construction strategies. Finally, we consider High-Dimensional Model Reduction (HDMR) expansions, using SCgPC representations for the subspace terms, and contribute new adaptive methods to construct them. We apply these methods on a series of models of increasing complexity. We use analytic models of various levels of complexity, then demonstrate performance on two engineering-scale problems: a single-physics nuclear reactor neutronics problem, and a multiphysics fuel cell problem coupling fuels performance and neutronics. Lastly, we demonstrate sensitivity analysis for a time-dependent fuels performance problem. We demonstrate the application of all the algorithms in RAVEN, a production-level uncertainty quantification framework.

ecode - Electron Transport Algorithm Testing v. 1.0

DOE Office of Scientific and Technical Information (OSTI.GOV)

Franke, Brian C.; Olson, Aaron J.; Bruss, Donald Eugene

2016-10-05

ecode is a Monte Carlo code used for testing algorithms related to electron transport. The code can read basic physics parameters, such as energy-dependent stopping powers and screening parameters. The code permits simple planar geometries of slabs or cubes. Parallelization consists of domain replication, with work distributed at the start of the calculation and statistical results gathered at the end of the calculation. Some basic routines (such as input parsing, random number generation, and statistics processing) are shared with the Integrated Tiger Series codes. A variety of algorithms for uncertainty propagation are incorporated based on the stochastic collocation and stochasticmore » Galerkin methods. These permit uncertainty only in the total and angular scattering cross sections. The code contains algorithms for simulating stochastic mixtures of two materials. The physics is approximate, ranging from mono-energetic and isotropic scattering to screened Rutherford angular scattering and Rutherford energy-loss scattering (simple electron transport models). No production of secondary particles is implemented, and no photon physics is implemented.« less

Application of stochastic particle swarm optimization algorithm to determine the graded refractive index distribution in participating media

NASA Astrophysics Data System (ADS)

Wei, Lin-Yang; Qi, Hong; Ren, Ya-Tao; Ruan, Li-Ming

2016-11-01

Inverse estimation of the refractive index distribution in one-dimensional participating media with graded refractive index (GRI) is investigated. The forward radiative transfer problem is solved by the Chebyshev collocation spectral method. The stochastic particle swarm optimization (SPSO) algorithm is employed to retrieve three kinds of GRI distribution, i.e. the linear, sinusoidal and quadratic GRI distribution. The retrieval accuracy of GRI distribution with different wall emissivity, optical thickness, absorption coefficients and scattering coefficients are discussed thoroughly. To improve the retrieval accuracy of quadratic GRI distribution, a double-layer model is proposed to supply more measurement information. The influence of measurement errors upon the precision of estimated results is also investigated. Considering the GRI distribution is unknown beforehand in practice, a quadratic function is employed to retrieve the linear GRI by SPSO algorithm. All the results show that the SPSO algorithm is applicable to retrieve different GRI distributions in participating media accurately even with noisy data.

Accurate, efficient, and (iso)geometrically flexible collocation methods for phase-field models

NASA Astrophysics Data System (ADS)

Gomez, Hector; Reali, Alessandro; Sangalli, Giancarlo

2014-04-01

We propose new collocation methods for phase-field models. Our algorithms are based on isogeometric analysis, a new technology that makes use of functions from computational geometry, such as, for example, Non-Uniform Rational B-Splines (NURBS). NURBS exhibit excellent approximability and controllable global smoothness, and can represent exactly most geometries encapsulated in Computer Aided Design (CAD) models. These attributes permitted us to derive accurate, efficient, and geometrically flexible collocation methods for phase-field models. The performance of our method is demonstrated by several numerical examples of phase separation modeled by the Cahn-Hilliard equation. We feel that our method successfully combines the geometrical flexibility of finite elements with the accuracy and simplicity of pseudo-spectral collocation methods, and is a viable alternative to classical collocation methods.

A Study on the Phenomenon of Collocations: Methodology of Teaching English and German Collocations to Russian Students

ERIC Educational Resources Information Center

Varlamova, Elena V.; Naciscione, Anita; Tulusina, Elena A.

2016-01-01

Relevance of the issue stated in the article is determined by the fact that there is a lack of research devoted to the methods of teaching English and German collocations. The aim of our work is to determine methods of teaching English and German collocations to Russian university students studying foreign languages through experimental testing.…

Nanosecond Enhancements of the Atmospheric Electron Density by Extensive Air Showers

NASA Astrophysics Data System (ADS)

Rutjes, C.; Camporeale, E.; Ebert, U.; Buitink, S.; Scholten, O.; Trinh, G. T. N.; Witteveen, J.

2015-12-01

As is well known a sufficient density of free electrons and strong electric fields are the basic requirements to start any electrical discharge. In the context of thunderstorm discharges it has become clear that in addition droplets and or ice particles are required to enhance the electric field to values above breakdown. In our recent study [1] we have shown that these three ingredients have to interplay to allow for lightning inception, triggered by an extensive air shower event. The extensive air showers are a very stochastic natural phenomenon, creating highly coherent sub-nanosecond enhancements of the atmospheric electron density. Predicting these electron density enhancements accurately one has to take the uncertainty of the input variables into account. For this study we use the initial energy, inclination and altitude of first interaction, which will influence the evolution of the shower significantly. To this end, we use the stochastic collocation method, [2] to post-process our detailed Monte Carlo extensive air shower simulations, done with the CORSIKA [3] software package, which provides an efficient and elegant way to determine the distribution of the atmospheric electron density enhancements. [1] Dubinova, A., Rutjes, C., Ebert, E., Buitink, S., Scholten, O., and Trinh, G. T. N. "Prediction of Lightning Inception by Large Ice Particles and Extensive Air Showers." PRL 115 015002 (2015)[2] G.J.A. Loeven, J.A.S. Witteveen, H. Bijl, Probabilistic collocation: an efficient nonintrusive approach for arbitrarily distributed parametric uncertainties, 45th AIAA Aerospace Sciences Meeting, Reno, Nevada, 2007, AIAA-2007-317[3] Heck, Dieter, et al. CORSIKA: A Monte Carlo code to simulate extensive air showers. No. FZKA-6019. 1998.

Least-squares collocation meshless approach for radiative heat transfer in absorbing and scattering media

NASA Astrophysics Data System (ADS)

Liu, L. H.; Tan, J. Y.

2007-02-01

A least-squares collocation meshless method is employed for solving the radiative heat transfer in absorbing, emitting and scattering media. The least-squares collocation meshless method for radiative transfer is based on the discrete ordinates equation. A moving least-squares approximation is applied to construct the trial functions. Except for the collocation points which are used to construct the trial functions, a number of auxiliary points are also adopted to form the total residuals of the problem. The least-squares technique is used to obtain the solution of the problem by minimizing the summation of residuals of all collocation and auxiliary points. Three numerical examples are studied to illustrate the performance of this new solution method. The numerical results are compared with the other benchmark approximate solutions. By comparison, the results show that the least-squares collocation meshless method is efficient, accurate and stable, and can be used for solving the radiative heat transfer in absorbing, emitting and scattering media.

Instability, rupture and fluctuations in thin liquid films: Theory and computations

NASA Astrophysics Data System (ADS)

Gvalani, Rishabh; Duran-Olivencia, Miguel; Kalliadasis, Serafim; Pavliotis, Grigorios

2017-11-01

Thin liquid films are ubiquitous in natural phenomena and technological applications. They are commonly studied via deterministic hydrodynamic equations, but thermal fluctuations often play a crucial role that still needs to be understood. An example of this is dewetting, which involves the rupture of a thin liquid film and the formation of droplets. Such a process is thermally activated and requires fluctuations to be taken into account self-consistently. Here we present an analytical and numerical study of a stochastic thin-film equation derived from first principles. We scrutinise the behaviour of the stochastic thin film equation in the limit of perfectly correlated noise along the wall-normal direction. We also perform Monte Carlo simulations of the stochastic equation by adopting a numerical scheme based on a spectral collocation method. The numerical scheme allows us to explore the fluctuating dynamics of the thin film and the behaviour of the system's free energy close to rupture. Finally, we also study the effect of the noise intensity on the rupture time, which is in good agreement with previous works. Imperial College London (ICL) President's PhD Scholarship; European Research Council Advanced Grant No. 247031; EPSRC Grants EP/L025159, EP/L020564, EP/P031587, EP/L024926, and EP/L016230/1.

Estimating the Effective Permittivity for Reconstructing Accurate Microwave-Radar Images.

PubMed

Lavoie, Benjamin R; Okoniewski, Michal; Fear, Elise C

2016-01-01

We present preliminary results from a method for estimating the optimal effective permittivity for reconstructing microwave-radar images. Using knowledge of how microwave-radar images are formed, we identify characteristics that are typical of good images, and define a fitness function to measure the relative image quality. We build a polynomial interpolant of the fitness function in order to identify the most likely permittivity values of the tissue. To make the estimation process more efficient, the polynomial interpolant is constructed using a locally and dimensionally adaptive sampling method that is a novel combination of stochastic collocation and polynomial chaos. Examples, using a series of simulated, experimental and patient data collected using the Tissue Sensing Adaptive Radar system, which is under development at the University of Calgary, are presented. These examples show how, using our method, accurate images can be reconstructed starting with only a broad estimate of the permittivity range.

The welfare effects of integrating renewable energy into electricity markets

NASA Astrophysics Data System (ADS)

Lamadrid, Alberto J.

The challenges of deploying more renewable energy sources on an electric grid are caused largely by their inherent variability. In this context, energy storage can help make the electric delivery system more reliable by mitigating this variability. This thesis analyzes a series of models for procuring electricity and ancillary services for both individuals and social planners with high penetrations of stochastic wind energy. The results obtained for an individual decision maker using stochastic optimization are ambiguous, with closed form solutions dependent on technological parameters, and no consideration of the system reliability. The social planner models correctly reflect the effect of system reliability, and in the case of a Stochastic, Security Constrained Optimal Power Flow (S-SC-OPF or SuperOPF), determine reserve capacity endogenously so that system reliability is maintained. A single-period SuperOPF shows that including ramping costs in the objective function leads to more wind spilling and increased capacity requirements for reliability. However, this model does not reflect the inter temporal tradeoffs of using Energy Storage Systems (ESS) to improve reliability and mitigate wind variability. The results with the multiperiod SuperOPF determine the optimum use of storage for a typical day, and compare the effects of collocating ESS at wind sites with the same amount of storage (deferrable demand) located at demand centers. The collocated ESS has slightly lower operating costs and spills less wind generation compared to deferrable demand, but the total amount of conventional generating capacity needed for system adequacy is higher. In terms of the total system costs, that include the capital cost of conventional generating capacity, the costs with deferrable demand is substantially lower because the daily demand profile is flattened and less conventional generation capacity is then needed for reliability purposes. The analysis also demonstrates that the optimum daily pattern of dispatch and reserves is seriously distorted if the stochastic characteristics of wind generation are ignored.

47 CFR 51.321 - Methods of obtaining interconnection and access to unbundled elements under section 251 of the Act.

Code of Federal Regulations, 2010 CFR

2010-10-01

... elements include, but are not limited to: (1) Physical collocation and virtual collocation at the premises... seeking a particular collocation arrangement, either physical or virtual, is entitled to a presumption... incumbent LEC shall be required to provide virtual collocation, except at points where the incumbent LEC...

Non-standard finite difference and Chebyshev collocation methods for solving fractional diffusion equation

NASA Astrophysics Data System (ADS)

Agarwal, P.; El-Sayed, A. A.

2018-06-01

In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.

Systematic parameter inference in stochastic mesoscopic modeling

NASA Astrophysics Data System (ADS)

Lei, Huan; Yang, Xiu; Li, Zhen; Karniadakis, George Em

2017-02-01

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are "sparse". The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.

Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion

NASA Astrophysics Data System (ADS)

Li, Z.; Ghaith, M.

2017-12-01

Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.

Six-Degree-of-Freedom Trajectory Optimization Utilizing a Two-Timescale Collocation Architecture

NASA Technical Reports Server (NTRS)

Desai, Prasun N.; Conway, Bruce A.

2005-01-01

Six-degree-of-freedom (6DOF) trajectory optimization of a reentry vehicle is solved using a two-timescale collocation methodology. This class of 6DOF trajectory problems are characterized by two distinct timescales in their governing equations, where a subset of the states have high-frequency dynamics (the rotational equations of motion) while the remaining states (the translational equations of motion) vary comparatively slowly. With conventional collocation methods, the 6DOF problem size becomes extraordinarily large and difficult to solve. Utilizing the two-timescale collocation architecture, the problem size is reduced significantly. The converged solution shows a realistic landing profile and captures the appropriate high-frequency rotational dynamics. A large reduction in the overall problem size (by 55%) is attained with the two-timescale architecture as compared to the conventional single-timescale collocation method. Consequently, optimum 6DOF trajectory problems can now be solved efficiently using collocation, which was not previously possible for a system with two distinct timescales in the governing states.

Entropy Stable Spectral Collocation Schemes for the Navier-Stokes Equations: Discontinuous Interfaces

NASA Technical Reports Server (NTRS)

Carpenter, Mark H.; Fisher, Travis C.; Nielsen, Eric J.; Frankel, Steven H.

2013-01-01

Nonlinear entropy stability and a summation-by-parts framework are used to derive provably stable, polynomial-based spectral collocation methods of arbitrary order. The new methods are closely related to discontinuous Galerkin spectral collocation methods commonly known as DGFEM, but exhibit a more general entropy stability property. Although the new schemes are applicable to a broad class of linear and nonlinear conservation laws, emphasis herein is placed on the entropy stability of the compressible Navier-Stokes equations.

Occurrence of dead core in catalytic particles containing immobilized enzymes: analysis for the Michaelis-Menten kinetics and assessment of numerical methods.

PubMed

Pereira, Félix Monteiro; Oliveira, Samuel Conceição

2016-11-01

In this article, the occurrence of dead core in catalytic particles containing immobilized enzymes is analyzed for the Michaelis-Menten kinetics. An assessment of numerical methods is performed to solve the boundary value problem generated by the mathematical modeling of diffusion and reaction processes under steady state and isothermal conditions. Two classes of numerical methods were employed: shooting and collocation. The shooting method used the ode function from Scilab software. The collocation methods included: that implemented by the bvode function of Scilab, the orthogonal collocation, and the orthogonal collocation on finite elements. The methods were validated for simplified forms of the Michaelis-Menten equation (zero-order and first-order kinetics), for which analytical solutions are available. Among the methods covered in this article, the orthogonal collocation on finite elements proved to be the most robust and efficient method to solve the boundary value problem concerning Michaelis-Menten kinetics. For this enzyme kinetics, it was found that the dead core can occur when verified certain conditions of diffusion-reaction within the catalytic particle. The application of the concepts and methods presented in this study will allow for a more generalized analysis and more accurate designs of heterogeneous enzymatic reactors.

Theoretical and numerical investigations towards a new geoid model for the Mediterranean Sea - The GEOMED2 project

NASA Astrophysics Data System (ADS)

Barzaghi, Riccardo; Vergos, Georgios S.; Albertella, Alberta; Carrion, Daniela; Cazzaniga, Noemi; Tziavos, Ilias N.; Grigoriadis, Vassilios N.; Natsiopoulos, Dimitrios A.; Bruinsma, Sean; Bonvalot, Sylvain; Lequentrec-Lalancette, Marie-Françoise; Bonnefond, Pascal; Knudsen, Per; Andersen, Ole; Simav, Mehmet; Yildiz, Hasan; Basic, Tomislav; Gil, Antonio J.

2016-04-01

The unique features of the Mediterranean Sea, with its large gravity variations, complex circulation, and geodynamic peculiarities have always constituted this semi-enclosed sea area as a unique geodetic, geodynamics and ocean laboratory. The main scope of the GEOMED 2 project is the collection of all available gravity, topography/bathymetry and satellite altimetry data in order to improve the representation of the marine geoid and estimate the Mean Dynamic sea surface Topography (MDT) and the circulation with higher accuracy and resolution. Within GEOMED2, the data employed are land and marine gravity data, GOCE/GRACE based Global Geopotential Models and a combination after proper validation of MISTRAL, HOMONIM and SRTM/bathymetry terrain models. In this work we present the results achieved for an inner test region spanning the Adriatic Sea area, bounded between 36o < φ < 48o and 10o < λ < 22o. Within this test region, the available terrain/bathymetry models have been evaluated in terms of their contribution to geoid modeling, the processing methodologies have been tested in terms of the provided geoid accuracy and finally some preliminary results on the MDT determination have been compiled. The aforementioned will server as the guide for the Mediterranean-wide marine geoid estimation. The processing methodology was based on the well-known remove-compute-restore method following both stochastic and spectral methods. Classic least-squares collocation (LSC) with errors has been employed, along with fast Fourier transform (FFT)-based techniques, the Least-Squares Modification of Stokes' Formula (KTH) method and windowed LSC. All methods have been evaluated against in-situ collocated GPS/Levelling geoid heights, using EGM2008 as a reference, in order to conclude on the one(s) to be used for the basin-wide geoid evaluation.

Meshless collocation methods for the numerical solution of elliptic boundary valued problems the rotational shallow water equations on the sphere

NASA Astrophysics Data System (ADS)

Blakely, Christopher D.

This dissertation thesis has three main goals: (1) To explore the anatomy of meshless collocation approximation methods that have recently gained attention in the numerical analysis community; (2) Numerically demonstrate why the meshless collocation method should clearly become an attractive alternative to standard finite-element methods due to the simplicity of its implementation and its high-order convergence properties; (3) Propose a meshless collocation method for large scale computational geophysical fluid dynamics models. We provide numerical verification and validation of the meshless collocation scheme applied to the rotational shallow-water equations on the sphere and demonstrate computationally that the proposed model can compete with existing high performance methods for approximating the shallow-water equations such as the SEAM (spectral-element atmospheric model) developed at NCAR. A detailed analysis of the parallel implementation of the model, along with the introduction of parallel algorithmic routines for the high-performance simulation of the model will be given. We analyze the programming and computational aspects of the model using Fortran 90 and the message passing interface (mpi) library along with software and hardware specifications and performance tests. Details from many aspects of the implementation in regards to performance, optimization, and stabilization will be given. In order to verify the mathematical correctness of the algorithms presented and to validate the performance of the meshless collocation shallow-water model, we conclude the thesis with numerical experiments on some standardized test cases for the shallow-water equations on the sphere using the proposed method.

DAKOTA Design Analysis Kit for Optimization and Terascale

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Dalbey, Keith R.; Eldred, Michael S.

2010-02-24

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes (computational models) and iterative analysis methods. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and analysis of computational models on high performance computers.A user provides a set of DAKOTA commands in an input file and launches DAKOTA. DAKOTA invokes instances of the computational models, collects their results, and performs systems analyses. DAKOTA contains algorithms for optimization with gradient and nongradient-basedmore » methods; uncertainty quantification with sampling, reliability, polynomial chaos, stochastic collocation, and epistemic methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as hybrid optimization, surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. Services for parallel computing, simulation interfacing, approximation modeling, fault tolerance, restart, and graphics are also included.« less

Spectral collocation methods

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Kopriva, D. A.; Patera, A. T.

1987-01-01

This review covers the theory and application of spectral collocation methods. Section 1 describes the fundamentals, and summarizes results pertaining to spectral approximations of functions. Some stability and convergence results are presented for simple elliptic, parabolic, and hyperbolic equations. Applications of these methods to fluid dynamics problems are discussed in Section 2.

Comparison of Implicit Collocation Methods for the Heat Equation

NASA Technical Reports Server (NTRS)

Kouatchou, Jules; Jezequel, Fabienne; Zukor, Dorothy (Technical Monitor)

2001-01-01

We combine a high-order compact finite difference scheme to approximate spatial derivatives arid collocation techniques for the time component to numerically solve the two dimensional heat equation. We use two approaches to implement the collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadrature. We compare them by studying their merits and analyzing their numerical performance. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.

Iranian Pre-University Student's Retention of Collocations: Implicit Exposure or Explicit Instruction

ERIC Educational Resources Information Center

Gheisari, Nouzar; Yousofi, Nouroldin

2016-01-01

The effectiveness of different teaching methods of collocational expressions in ESL/EFL contexts of education has been a point of debate for more than two decades, with some believing in explicit and the others in implicit instruction of collocations. In this regard, the present study aimed at finding about which kind of instruction is more…

The Chebyshev-Legendre method: Implementing Legendre methods on Chebyshev points

NASA Technical Reports Server (NTRS)

Don, Wai Sun; Gottlieb, David

1993-01-01

We present a new collocation method for the numerical solution of partial differential equations. This method uses the Chebyshev collocation points, but because of the way the boundary conditions are implemented, it has all the advantages of the Legendre methods. In particular, L2 estimates can be obtained easily for hyperbolic and parabolic problems.

Systematic parameter inference in stochastic mesoscopic modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lei, Huan; Yang, Xiu; Li, Zhen

2017-02-01

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the priormore » knowledge that the coefficients are “sparse”. The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.« less

“Skin-Core-Skin” Structure of Polymer Crystallization Investigated by Multiscale Simulation

PubMed Central

Ruan, Chunlei

2018-01-01

“Skin-core-skin” structure is a typical crystal morphology in injection products. Previous numerical works have rarely focused on crystal evolution; rather, they have mostly been based on the prediction of temperature distribution or crystallization kinetics. The aim of this work was to achieve the “skin-core-skin” structure and investigate the role of external flow and temperature fields on crystal morphology. Therefore, the multiscale algorithm was extended to the simulation of polymer crystallization in a pipe flow. The multiscale algorithm contains two parts: a collocated finite volume method at the macroscopic level and a morphological Monte Carlo method at the microscopic level. The SIMPLE (semi-implicit method for pressure linked equations) algorithm was used to calculate the polymeric model at the macroscopic level, while the Monte Carlo method with stochastic birth-growth process of spherulites and shish-kebabs was used at the microscopic level. Results show that our algorithm is valid to predict “skin-core-skin” structure, and the initial melt temperature and the maximum velocity of melt at the inlet mainly affects the morphology of shish-kebabs. PMID:29659516

Elastostatic stress analysis of orthotropic rectangular center-cracked plates

NASA Technical Reports Server (NTRS)

Gyekenyesi, G. S.; Mendelson, A.

1972-01-01

A mapping-collocation method was developed for the elastostatic stress analysis of finite, anisotropic plates with centrally located traction-free cracks. The method essentially consists of mapping the crack into the unit circle and satisfying the crack boundary conditions exactly with the help of Muskhelishvili's function extension concept. The conditions on the outer boundary are satisfied approximately by applying the method of least-squares boundary collocation. A parametric study of finite-plate stress intensity factors, employing this mapping-collocation method, is presented. It shows the effects of varying material properties, orientation angle, and crack-length-to-plate-width and plate-height-to-plate-width ratios for rectangular orthotropic plates under constant tensile and shear loads.

Efficient Jacobi-Gauss collocation method for solving initial value problems of Bratu type

NASA Astrophysics Data System (ADS)

Doha, E. H.; Bhrawy, A. H.; Baleanu, D.; Hafez, R. M.

2013-09-01

In this paper, we propose the shifted Jacobi-Gauss collocation spectral method for solving initial value problems of Bratu type, which is widely applicable in fuel ignition of the combustion theory and heat transfer. The spatial approximation is based on shifted Jacobi polynomials J {/n (α,β)}( x) with α, β ∈ (-1, ∞), x ∈ [0, 1] and n the polynomial degree. The shifted Jacobi-Gauss points are used as collocation nodes. Illustrative examples have been discussed to demonstrate the validity and applicability of the proposed technique. Comparing the numerical results of the proposed method with some well-known results show that the method is efficient and gives excellent numerical results.

Analysis of complex environment effect on near-field emission

NASA Astrophysics Data System (ADS)

Ravelo, B.; Lalléchère, S.; Bonnet, P.; Paladian, F.

2014-10-01

The article is dealing with uncertainty analyses of radiofrequency circuits electromagnetic compatibility emission based on the near-field/near-field (NF/NF) transform combined with stochastic approach. By using 2D data corresponding to electromagnetic (EM) field (X=E or H) scanned in the observation plane placed at the position z0 above the circuit under test (CUT), the X field map was extracted. Then, uncertainty analyses were assessed via the statistical moments from X component. In addition, stochastic collocation based was considered and calculations were applied to planar EM NF radiated by the CUTs as Wilkinson power divider and a microstrip line operating at GHz levels. After Matlab implementation, the mean and standard deviation were assessed. The present study illustrates how the variations of environmental parameters may impact EM fields. The NF uncertainty methodology can be applied to any physical parameter effects in complex environment and useful for printed circuit board (PCBs) design guideline.

Adaptive wavelet collocation methods for initial value boundary problems of nonlinear PDE's

NASA Technical Reports Server (NTRS)

Cai, Wei; Wang, Jian-Zhong

1993-01-01

We have designed a cubic spline wavelet decomposition for the Sobolev space H(sup 2)(sub 0)(I) where I is a bounded interval. Based on a special 'point-wise orthogonality' of the wavelet basis functions, a fast Discrete Wavelet Transform (DWT) is constructed. This DWT transform will map discrete samples of a function to its wavelet expansion coefficients in O(N log N) operations. Using this transform, we propose a collocation method for the initial value boundary problem of nonlinear PDE's. Then, we test the efficiency of the DWT transform and apply the collocation method to solve linear and nonlinear PDE's.

Recent advances in (soil moisture) triple collocation analysis

USDA-ARS?s Scientific Manuscript database

To date, triple collocation (TC) analysis is one of the most important methods for the global scale evaluation of remotely sensed soil moisture data sets. In this study we review existing implementations of soil moisture TC analysis as well as investigations of the assumptions underlying the method....

Domain identification in impedance computed tomography by spline collocation method

NASA Technical Reports Server (NTRS)

Kojima, Fumio

1990-01-01

A method for estimating an unknown domain in elliptic boundary value problems is considered. The problem is formulated as an inverse problem of integral equations of the second kind. A computational method is developed using a splice collocation scheme. The results can be applied to the inverse problem of impedance computed tomography (ICT) for image reconstruction.

A nonclassical Radau collocation method for solving the Lane-Emden equations of the polytropic index 4.75 ≤ α < 5

NASA Astrophysics Data System (ADS)

Tirani, M. D.; Maleki, M.; Kajani, M. T.

2014-11-01

A numerical method for solving the Lane-Emden equations of the polytropic index α when 4.75 ≤ α ≤ 5 is introduced. The method is based upon nonclassical Gauss-Radau collocation points and Freud type weights. Nonclassical orthogonal polynomials, nonclassical Radau points and weighted interpolation are introduced and are utilized in the interval [0,1]. A smooth, strictly monotonic transformation is used to map the infinite domain x ∈ [0,∞) onto a half-open interval t ∈ [0,1). The resulting problem on the finite interval is then transcribed to a system of nonlinear algebraic equations using collocation. The method is easy to implement and yields very accurate results.

On the Gibbs phenomenon 5: Recovering exponential accuracy from collocation point values of a piecewise analytic function

NASA Technical Reports Server (NTRS)

Gottlieb, David; Shu, Chi-Wang

1994-01-01

The paper presents a method to recover exponential accuracy at all points (including at the discontinuities themselves), from the knowledge of an approximation to the interpolation polynomial (or trigonometrical polynomial). We show that if we are given the collocation point values (or a highly accurate approximation) at the Gauss or Gauss-Lobatto points, we can reconstruct a uniform exponentially convergent approximation to the function f(x) in any sub-interval of analyticity. The proof covers the cases of Fourier, Chebyshev, Legendre, and more general Gegenbauer collocation methods.

Inversion of the strain-life and strain-stress relationships for use in metal fatigue analysis

NASA Technical Reports Server (NTRS)

Manson, S. S.

1979-01-01

The paper presents closed-form solutions (collocation method and spline-function method) for the constants of the cyclic fatigue life equation so that they can be easily incorporated into cumulative damage analysis. The collocation method involves conformity with the experimental curve at specific life values. The spline-function method is such that the basic life relation is expressed as a two-part function, one applicable at strains above the transition strain (strain at intersection of elastic and plastic lines), the other below. An illustrative example is treated by both methods. It is shown that while the collocation representation has the advantage of simplicity of form, the spline-function representation can be made more accurate over a wider life range, and is simpler to use.

Eulerian Lagrangian Adaptive Fup Collocation Method for solving the conservative solute transport in heterogeneous porous media

NASA Astrophysics Data System (ADS)

Gotovac, Hrvoje; Srzic, Veljko

2014-05-01

Contaminant transport in natural aquifers is a complex, multiscale process that is frequently studied using different Eulerian, Lagrangian and hybrid numerical methods. Conservative solute transport is typically modeled using the advection-dispersion equation (ADE). Despite the large number of available numerical methods that have been developed to solve it, the accurate numerical solution of the ADE still presents formidable challenges. In particular, current numerical solutions of multidimensional advection-dominated transport in non-uniform velocity fields are affected by one or all of the following problems: numerical dispersion that introduces artificial mixing and dilution, grid orientation effects, unresolved spatial and temporal scales and unphysical numerical oscillations (e.g., Herrera et al, 2009; Bosso et al., 2012). In this work we will present Eulerian Lagrangian Adaptive Fup Collocation Method (ELAFCM) based on Fup basis functions and collocation approach for spatial approximation and explicit stabilized Runge-Kutta-Chebyshev temporal integration (public domain routine SERK2) which is especially well suited for stiff parabolic problems. Spatial adaptive strategy is based on Fup basis functions which are closely related to the wavelets and splines so that they are also compactly supported basis functions; they exactly describe algebraic polynomials and enable a multiresolution adaptive analysis (MRA). MRA is here performed via Fup Collocation Transform (FCT) so that at each time step concentration solution is decomposed using only a few significant Fup basis functions on adaptive collocation grid with appropriate scales (frequencies) and locations, a desired level of accuracy and a near minimum computational cost. FCT adds more collocations points and higher resolution levels only in sensitive zones with sharp concentration gradients, fronts and/or narrow transition zones. According to the our recent achievements there is no need for solving the large linear system on adaptive grid because each Fup coefficient is obtained by predefined formulas equalizing Fup expansion around corresponding collocation point and particular collocation operator based on few surrounding solution values. Furthermore, each Fup coefficient can be obtained independently which is perfectly suited for parallel processing. Adaptive grid in each time step is obtained from solution of the last time step or initial conditions and advective Lagrangian step in the current time step according to the velocity field and continuous streamlines. On the other side, we implement explicit stabilized routine SERK2 for dispersive Eulerian part of solution in the current time step on obtained spatial adaptive grid. Overall adaptive concept does not require the solving of large linear systems for the spatial and temporal approximation of conservative transport. Also, this new Eulerian-Lagrangian-Collocation scheme resolves all mentioned numerical problems due to its adaptive nature and ability to control numerical errors in space and time. Proposed method solves advection in Lagrangian way eliminating problems in Eulerian methods, while optimal collocation grid efficiently describes solution and boundary conditions eliminating usage of large number of particles and other problems in Lagrangian methods. Finally, numerical tests show that this approach enables not only accurate velocity field, but also conservative transport even in highly heterogeneous porous media resolving all spatial and temporal scales of concentration field.

An empirical understanding of triple collocation evaluation measure

NASA Astrophysics Data System (ADS)

Scipal, Klaus; Doubkova, Marcela; Hegyova, Alena; Dorigo, Wouter; Wagner, Wolfgang

2013-04-01

Triple collocation method is an advanced evaluation method that has been used in the soil moisture field for only about half a decade. The method requires three datasets with an independent error structure that represent an identical phenomenon. The main advantages of the method are that it a) doesn't require a reference dataset that has to be considered to represent the truth, b) limits the effect of random and systematic errors of other two datasets, and c) simultaneously assesses the error of three datasets. The objective of this presentation is to assess the triple collocation error (Tc) of the ASAR Global Mode Surface Soil Moisture (GM SSM 1) km dataset and highlight problems of the method related to its ability to cancel the effect of error of ancillary datasets. In particular, the goal is to a) investigate trends in Tc related to the change in spatial resolution from 5 to 25 km, b) to investigate trends in Tc related to the choice of a hydrological model, and c) to study the relationship between Tc and other absolute evaluation methods (namely RMSE and Error Propagation EP). The triple collocation method is implemented using ASAR GM, AMSR-E, and a model (either AWRA-L, GLDAS-NOAH, or ERA-Interim). First, the significance of the relationship between the three soil moisture datasets was tested that is a prerequisite for the triple collocation method. Second, the trends in Tc related to the choice of the third reference dataset and scale were assessed. For this purpose the triple collocation is repeated replacing AWRA-L with two different globally available model reanalysis dataset operating at different spatial resolution (ERA-Interim and GLDAS-NOAH). Finally, the retrieved results were compared to the results of the RMSE and EP evaluation measures. Our results demonstrate that the Tc method does not eliminate the random and time-variant systematic errors of the second and the third dataset used in the Tc. The possible reasons include the fact a) that the TC method could not fully function with datasets acting at very different spatial resolutions, or b) that the errors were not fully independent as initially assumed.

Understanding a reference-free impedance method using collocated piezoelectric transducers

NASA Astrophysics Data System (ADS)

Kim, Eun Jin; Kim, Min Koo; Sohn, Hoon; Park, Hyun Woo

2010-03-01

A new concept of a reference-free impedance method, which does not require direct comparison with a baseline impedance signal, is proposed for damage detection in a plate-like structure. A single pair of piezoelectric (PZT) wafers collocated on both surfaces of a plate are utilized for extracting electro-mechanical signatures (EMS) associated with mode conversion due to damage. A numerical simulation is conducted to investigate the EMS of collocated PZT wafers in the frequency domain at the presence of damage through spectral element analysis. Then, the EMS due to mode conversion induced by damage are extracted using the signal decomposition technique based on the polarization characteristics of the collocated PZT wafers. The effects of the size and the location of damage on the decomposed EMS are investigated as well. Finally, the applicability of the decomposed EMS to the reference-free damage diagnosis is discussed.

Domain decomposition preconditioners for the spectral collocation method

NASA Technical Reports Server (NTRS)

Quarteroni, Alfio; Sacchilandriani, Giovanni

1988-01-01

Several block iteration preconditioners are proposed and analyzed for the solution of elliptic problems by spectral collocation methods in a region partitioned into several rectangles. It is shown that convergence is achieved with a rate which does not depend on the polynomial degree of the spectral solution. The iterative methods here presented can be effectively implemented on multiprocessor systems due to their high degree of parallelism.

Some spectral approximation of one-dimensional fourth-order problems

NASA Technical Reports Server (NTRS)

Bernardi, Christine; Maday, Yvon

1989-01-01

Some spectral type collocation method well suited for the approximation of fourth-order systems are proposed. The model problem is the biharmonic equation, in one and two dimensions when the boundary conditions are periodic in one direction. It is proved that the standard Gauss-Lobatto nodes are not the best choice for the collocation points. Then, a new set of nodes related to some generalized Gauss type quadrature formulas is proposed. Also provided is a complete analysis of these formulas including some new issues about the asymptotic behavior of the weights and we apply these results to the analysis of the collocation method.

A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

A review on the solution of Grad-Shafranov equation in the cylindrical coordinates based on the Chebyshev collocation technique

NASA Astrophysics Data System (ADS)

Amerian, Z.; Salem, M. K.; Salar Elahi, A.; Ghoranneviss, M.

2017-03-01

Equilibrium reconstruction consists of identifying, from experimental measurements, a distribution of the plasma current density that satisfies the pressure balance constraint. Numerous methods exist to solve the Grad-Shafranov equation, describing the equilibrium of plasma confined by an axisymmetric magnetic field. In this paper, we have proposed a new numerical solution to the Grad-Shafranov equation (an axisymmetric, magnetic field transformed in cylindrical coordinates solved with the Chebyshev collocation method) when the source term (current density function) on the right-hand side is linear. The Chebyshev collocation method is a method for computing highly accurate numerical solutions of differential equations. We describe a circular cross-section of the tokamak and present numerical result of magnetic surfaces on the IR-T1 tokamak and then compare the results with an analytical solution.

Parallel Implementation of a High Order Implicit Collocation Method for the Heat Equation

NASA Technical Reports Server (NTRS)

Kouatchou, Jules; Halem, Milton (Technical Monitor)

2000-01-01

We combine a high order compact finite difference approximation and collocation techniques to numerically solve the two dimensional heat equation. The resulting method is implicit arid can be parallelized with a strategy that allows parallelization across both time and space. We compare the parallel implementation of the new method with a classical implicit method, namely the Crank-Nicolson method, where the parallelization is done across space only. Numerical experiments are carried out on the SGI Origin 2000.

Domain decomposition methods for systems of conservation laws: Spectral collocation approximations

NASA Technical Reports Server (NTRS)

Quarteroni, Alfio

1989-01-01

Hyperbolic systems of conversation laws are considered which are discretized in space by spectral collocation methods and advanced in time by finite difference schemes. At any time-level a domain deposition method based on an iteration by subdomain procedure was introduced yielding at each step a sequence of independent subproblems (one for each subdomain) that can be solved simultaneously. The method is set for a general nonlinear problem in several space variables. The convergence analysis, however, is carried out only for a linear one-dimensional system with continuous solutions. A precise form of the error reduction factor at each iteration is derived. Although the method is applied here to the case of spectral collocation approximation only, the idea is fairly general and can be used in a different context as well. For instance, its application to space discretization by finite differences is straight forward.

A multidomain spectral collocation method for the Stokes problem

NASA Technical Reports Server (NTRS)

Landriani, G. Sacchi; Vandeven, H.

1989-01-01

A multidomain spectral collocation scheme is proposed for the approximation of the two-dimensional Stokes problem. It is shown that the discrete velocity vector field is exactly divergence-free and we prove error estimates both for the velocity and the pressure.

Evaluation of assumptions in soil moisture triple collocation analysis

USDA-ARS?s Scientific Manuscript database

Triple collocation analysis (TCA) enables estimation of error variances for three or more products that retrieve or estimate the same geophysical variable using mutually-independent methods. Several statistical assumptions regarding the statistical nature of errors (e.g., mutual independence and ort...

A collocation--Galerkin finite element model of cardiac action potential propagation.

PubMed

Rogers, J M; McCulloch, A D

1994-08-01

A new computational method was developed for modeling the effects of the geometric complexity, nonuniform muscle fiber orientation, and material inhomogeneity of the ventricular wall on cardiac impulse propagation. The method was used to solve a modification to the FitzHugh-Nagumo system of equations. The geometry, local muscle fiber orientation, and material parameters of the domain were defined using linear Lagrange or cubic Hermite finite element interpolation. Spatial variations of time-dependent excitation and recovery variables were approximated using cubic Hermite finite element interpolation, and the governing finite element equations were assembled using the collocation method. To overcome the deficiencies of conventional collocation methods on irregular domains, Galerkin equations for the no-flux boundary conditions were used instead of collocation equations for the boundary degrees-of-freedom. The resulting system was evolved using an adaptive Runge-Kutta method. Converged two-dimensional simulations of normal propagation showed that this method requires less CPU time than a traditional finite difference discretization. The model also reproduced several other physiologic phenomena known to be important in arrhythmogenesis including: Wenckebach periodicity, slowed propagation and unidirectional block due to wavefront curvature, reentry around a fixed obstacle, and spiral wave reentry. In a new result, we observed wavespeed variations and block due to nonuniform muscle fiber orientation. The findings suggest that the finite element method is suitable for studying normal and pathological cardiac activation and has significant advantages over existing techniques.

A self-consistent estimate for linear viscoelastic polycrystals with internal variables inferred from the collocation method

NASA Astrophysics Data System (ADS)

Vu, Q. H.; Brenner, R.; Castelnau, O.; Moulinec, H.; Suquet, P.

2012-03-01

The correspondence principle is customarily used with the Laplace-Carson transform technique to tackle the homogenization of linear viscoelastic heterogeneous media. The main drawback of this method lies in the fact that the whole stress and strain histories have to be considered to compute the mechanical response of the material during a given macroscopic loading. Following a remark of Mandel (1966 Mécanique des Milieux Continus(Paris, France: Gauthier-Villars)), Ricaud and Masson (2009 Int. J. Solids Struct. 46 1599-1606) have shown the equivalence between the collocation method used to invert Laplace-Carson transforms and an internal variables formulation. In this paper, this new method is developed for the case of polycrystalline materials with general anisotropic properties for local and macroscopic behavior. Applications are provided for the case of constitutive relations accounting for glide of dislocations on particular slip systems. It is shown that the method yields accurate results that perfectly match the standard collocation method and reference full-field results obtained with a FFT numerical scheme. The formulation is then extended to the case of time- and strain-dependent viscous properties, leading to the incremental collocation method (ICM) that can be solved efficiently by a step-by-step procedure. Specifically, the introduction of isotropic and kinematic hardening at the slip system scale is considered.

Pseudospectral collocation methods for fourth order differential equations

NASA Technical Reports Server (NTRS)

Malek, Alaeddin; Phillips, Timothy N.

1994-01-01

Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

Detection methods for non-Gaussian gravitational wave stochastic backgrounds

NASA Astrophysics Data System (ADS)

Drasco, Steve; Flanagan, Éanna É.

2003-04-01

A gravitational wave stochastic background can be produced by a collection of independent gravitational wave events. There are two classes of such backgrounds, one for which the ratio of the average time between events to the average duration of an event is small (i.e., many events are on at once), and one for which the ratio is large. In the first case the signal is continuous, sounds something like a constant hiss, and has a Gaussian probability distribution. In the second case, the discontinuous or intermittent signal sounds something like popcorn popping, and is described by a non-Gaussian probability distribution. In this paper we address the issue of finding an optimal detection method for such a non-Gaussian background. As a first step, we examine the idealized situation in which the event durations are short compared to the detector sampling time, so that the time structure of the events cannot be resolved, and we assume white, Gaussian noise in two collocated, aligned detectors. For this situation we derive an appropriate version of the maximum likelihood detection statistic. We compare the performance of this statistic to that of the standard cross-correlation statistic both analytically and with Monte Carlo simulations. In general the maximum likelihood statistic performs better than the cross-correlation statistic when the stochastic background is sufficiently non-Gaussian, resulting in a gain factor in the minimum gravitational-wave energy density necessary for detection. This gain factor ranges roughly between 1 and 3, depending on the duty cycle of the background, for realistic observing times and signal strengths for both ground and space based detectors. The computational cost of the statistic, although significantly greater than that of the cross-correlation statistic, is not unreasonable. Before the statistic can be used in practice with real detector data, further work is required to generalize our analysis to accommodate separated, misaligned detectors with realistic, colored, non-Gaussian noise.

A collocation-shooting method for solving fractional boundary value problems

NASA Astrophysics Data System (ADS)

Al-Mdallal, Qasem M.; Syam, Muhammed I.; Anwar, M. N.

2010-12-01

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley-Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.

Optimal design and uncertainty quantification in blood flow simulations for congenital heart disease

NASA Astrophysics Data System (ADS)

Marsden, Alison

2009-11-01

Recent work has demonstrated substantial progress in capabilities for patient-specific cardiovascular flow simulations. Recent advances include increasingly complex geometries, physiological flow conditions, and fluid structure interaction. However inputs to these simulations, including medical image data, catheter-derived pressures and material properties, can have significant uncertainties associated with them. For simulations to predict clinically useful and reliable output information, it is necessary to quantify the effects of input uncertainties on outputs of interest. In addition, blood flow simulation tools can now be efficiently coupled to shape optimization algorithms for surgery design applications, and these tools should incorporate uncertainty information. We present a unified framework to systematically and efficient account for uncertainties in simulations using adaptive stochastic collocation. In addition, we present a framework for derivative-free optimization of cardiovascular geometries, and layer these tools to perform optimization under uncertainty. These methods are demonstrated using simulations and surgery optimization to improve hemodynamics in pediatric cardiology applications.

Numerical solution of sixth-order boundary-value problems using Legendre wavelet collocation method

NASA Astrophysics Data System (ADS)

Sohaib, Muhammad; Haq, Sirajul; Mukhtar, Safyan; Khan, Imad

2018-03-01

An efficient method is proposed to approximate sixth order boundary value problems. The proposed method is based on Legendre wavelet in which Legendre polynomial is used. The mechanism of the method is to use collocation points that converts the differential equation into a system of algebraic equations. For validation two test problems are discussed. The results obtained from proposed method are quite accurate, also close to exact solution, and other different methods. The proposed method is computationally more effective and leads to more accurate results as compared to other methods from literature.

Reducing the cost of using collocation to compute vibrational energy levels: Results for CH2NH.

PubMed

Avila, Gustavo; Carrington, Tucker

2017-08-14

In this paper, we improve the collocation method for computing vibrational spectra that was presented in the work of Avila and Carrington, Jr. [J. Chem. Phys. 143, 214108 (2015)]. Known quadrature and collocation methods using a Smolyak grid require storing intermediate vectors with more elements than points on the Smolyak grid. This is due to the fact that grid labels are constrained among themselves and basis labels are constrained among themselves. We show that by using the so-called hierarchical basis functions, one can significantly reduce the memory required. In this paper, the intermediate vectors have only as many elements as the Smolyak grid. The ideas are tested by computing energy levels of CH 2 NH.

Direct Methods for Predicting Movement Biomechanics Based Upon Optimal Control Theory with Implementation in OpenSim.

PubMed

Porsa, Sina; Lin, Yi-Chung; Pandy, Marcus G

2016-08-01

The aim of this study was to compare the computational performances of two direct methods for solving large-scale, nonlinear, optimal control problems in human movement. Direct shooting and direct collocation were implemented on an 8-segment, 48-muscle model of the body (24 muscles on each side) to compute the optimal control solution for maximum-height jumping. Both algorithms were executed on a freely-available musculoskeletal modeling platform called OpenSim. Direct collocation converged to essentially the same optimal solution up to 249 times faster than direct shooting when the same initial guess was assumed (3.4 h of CPU time for direct collocation vs. 35.3 days for direct shooting). The model predictions were in good agreement with the time histories of joint angles, ground reaction forces and muscle activation patterns measured for subjects jumping to their maximum achievable heights. Both methods converged to essentially the same solution when started from the same initial guess, but computation time was sensitive to the initial guess assumed. Direct collocation demonstrates exceptional computational performance and is well suited to performing predictive simulations of movement using large-scale musculoskeletal models.

Generalized Lagrangian Jacobi Gauss collocation method for solving unsteady isothermal gas through a micro-nano porous medium

NASA Astrophysics Data System (ADS)

Parand, Kourosh; Latifi, Sobhan; Delkhosh, Mehdi; Moayeri, Mohammad M.

2018-01-01

In the present paper, a new method based on the Generalized Lagrangian Jacobi Gauss (GLJG) collocation method is proposed. The nonlinear Kidder equation, which explains unsteady isothermal gas through a micro-nano porous medium, is a second-order two-point boundary value ordinary differential equation on the unbounded interval [0, ∞). Firstly, using the quasilinearization method, the equation is converted to a sequence of linear ordinary differential equations. Then, by using the GLJG collocation method, the problem is reduced to solving a system of algebraic equations. It must be mentioned that this equation is solved without domain truncation and variable changing. A comparison with some numerical solutions made and the obtained results indicate that the presented solution is highly accurate. The important value of the initial slope, y'(0), is obtained as -1.191790649719421734122828603800159364 for η = 0.5. Comparing to the best result obtained so far, it is accurate up to 36 decimal places.

Error and Complexity Analysis for a Collocation-Grid-Projection Plus Precorrected-FFT Algorithm for Solving Potential Integral Equations with LaPlace or Helmholtz Kernels

NASA Technical Reports Server (NTRS)

Phillips, J. R.

1996-01-01

In this paper we derive error bounds for a collocation-grid-projection scheme tuned for use in multilevel methods for solving boundary-element discretizations of potential integral equations. The grid-projection scheme is then combined with a precorrected FFT style multilevel method for solving potential integral equations with 1/r and e(sup ikr)/r kernels. A complexity analysis of this combined method is given to show that for homogeneous problems, the method is order n natural log n nearly independent of the kernel. In addition, it is shown analytically and experimentally that for an inhomogeneity generated by a very finely discretized surface, the combined method slows to order n(sup 4/3). Finally, examples are given to show that the collocation-based grid-projection plus precorrected-FFT scheme is competitive with fast-multipole algorithms when considering realistic problems and 1/r kernels, but can be used over a range of spatial frequencies with only a small performance penalty.

A Survey of Symplectic and Collocation Integration Methods for Orbit Propagation

NASA Technical Reports Server (NTRS)

Jones, Brandon A.; Anderson, Rodney L.

2012-01-01

Demands on numerical integration algorithms for astrodynamics applications continue to increase. Common methods, like explicit Runge-Kutta, meet the orbit propagation needs of most scenarios, but more specialized scenarios require new techniques to meet both computational efficiency and accuracy needs. This paper provides an extensive survey on the application of symplectic and collocation methods to astrodynamics. Both of these methods benefit from relatively recent theoretical developments, which improve their applicability to artificial satellite orbit propagation. This paper also details their implementation, with several tests demonstrating their advantages and disadvantages.

Stability of compressible Taylor-Couette flow

NASA Technical Reports Server (NTRS)

Kao, Kai-Hsiung; Chow, Chuen-Yen

1991-01-01

Compressible stability equations are solved using the spectral collocation method in an attempt to study the effects of temperature difference and compressibility on the stability of Taylor-Couette flow. It is found that the Chebyshev collocation spectral method yields highly accurate results using fewer grid points for solving stability problems. Comparisons are made between the result obtained by assuming small Mach number with a uniform temperature distribution and that based on fully incompressible analysis.

Global collocation methods for approximation and the solution of partial differential equations

NASA Technical Reports Server (NTRS)

Solomonoff, A.; Turkel, E.

1986-01-01

Polynomial interpolation methods are applied both to the approximation of functions and to the numerical solutions of hyperbolic and elliptic partial differential equations. The derivative matrix for a general sequence of the collocation points is constructed. The approximate derivative is then found by a matrix times vector multiply. The effects of several factors on the performance of these methods including the effect of different collocation points are then explored. The resolution of the schemes for both smooth functions and functions with steep gradients or discontinuities in some derivative are also studied. The accuracy when the gradients occur both near the center of the region and in the vicinity of the boundary is investigated. The importance of the aliasing limit on the resolution of the approximation is investigated in detail. Also examined is the effect of boundary treatment on the stability and accuracy of the scheme.

Unsteady two dimensional airloads acting on oscillating thin airfoils in subsonic ventilated wind tunnels

NASA Technical Reports Server (NTRS)

Fromme, J.; Golberg, M.

1978-01-01

The numerical calculation of unsteady two dimensional airloads which act upon thin airfoils in subsonic ventilated wind tunnels was studied. Neglecting certain quadrature errors, Bland's collocation method is rigorously proved to converge to the mathematically exact solution of Bland's integral equation, and a three way equivalence was established between collocation, Galerkin's method and least squares whenever the collocation points are chosen to be the nodes of the quadrature rule used for Galerkin's method. A computer program displayed convergence with respect to the number of pressure basis functions employed, and agreement with known special cases was demonstrated. Results are obtained for the combined effects of wind tunnel wall ventilation and wind tunnel depth to airfoil chord ratio, and for acoustic resonance between the airfoil and wind tunnel walls. A boundary condition is proposed for permeable walls through which mass flow rate is proportional to pressure jump.

A Comprehensive Study of Gridding Methods for GPS Horizontal Velocity Fields

NASA Astrophysics Data System (ADS)

Wu, Yanqiang; Jiang, Zaisen; Liu, Xiaoxia; Wei, Wenxin; Zhu, Shuang; Zhang, Long; Zou, Zhenyu; Xiong, Xiaohui; Wang, Qixin; Du, Jiliang

2017-03-01

Four gridding methods for GPS velocities are compared in terms of their precision, applicability and robustness by analyzing simulated data with uncertainties from 0.0 to ±3.0 mm/a. When the input data are 1° × 1° grid sampled and the uncertainty of the additional error is greater than ±1.0 mm/a, the gridding results show that the least-squares collocation method is highly robust while the robustness of the Kriging method is low. In contrast, the spherical harmonics and the multi-surface function are moderately robust, and the regional singular values for the multi-surface function method and the edge effects for the spherical harmonics method become more significant with increasing uncertainty of the input data. When the input data (with additional errors of ±2.0 mm/a) are decimated by 50% from the 1° × 1° grid data and then erased in three 6° × 12° regions, the gridding results in these three regions indicate that the least-squares collocation and the spherical harmonics methods have good performances, while the multi-surface function and the Kriging methods may lead to singular values. The gridding techniques are also applied to GPS horizontal velocities with an average error of ±0.8 mm/a over the Chinese mainland and the surrounding areas, and the results show that the least-squares collocation method has the best performance, followed by the Kriging and multi-surface function methods. Furthermore, the edge effects of the spherical harmonics method are significantly affected by the sparseness and geometric distribution of the input data. In general, the least-squares collocation method is superior in terms of its robustness, edge effect, error distribution and stability, while the other methods have several positive features.

A Christoffel function weighted least squares algorithm for collocation approximations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Narayan, Akil; Jakeman, John D.; Zhou, Tao

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less

A multi-dimensional Smolyak collocation method in curvilinear coordinates for computing vibrational spectra

DOE Office of Scientific and Technical Information (OSTI.GOV)

Avila, Gustavo, E-mail: Gustavo-Avila@telefonica.net; Carrington, Tucker, E-mail: Tucker.Carrington@queensu.ca

In this paper, we improve the collocation method for computing vibrational spectra that was presented in Avila and Carrington, Jr. [J. Chem. Phys. 139, 134114 (2013)]. Using an iterative eigensolver, energy levels and wavefunctions are determined from values of the potential on a Smolyak grid. The kinetic energy matrix-vector product is evaluated by transforming a vector labelled with (nondirect product) grid indices to a vector labelled by (nondirect product) basis indices. Both the transformation and application of the kinetic energy operator (KEO) scale favorably. Collocation facilitates dealing with complicated KEOs because it obviates the need to calculate integrals of coordinatemore » dependent coefficients of differential operators. The ideas are tested by computing energy levels of HONO using a KEO in bond coordinates.« less

A Christoffel function weighted least squares algorithm for collocation approximations

DOE PAGES

Narayan, Akil; Jakeman, John D.; Zhou, Tao

2016-11-28

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis tomore » motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.« less

A non-linear dimension reduction methodology for generating data-driven stochastic input models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<

Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation

NASA Technical Reports Server (NTRS)

Kouatchou, Jules

1999-01-01

In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.

A Fourier collocation time domain method for numerically solving Maxwell's equations

NASA Technical Reports Server (NTRS)

Shebalin, John V.

1991-01-01

A new method for solving Maxwell's equations in the time domain for arbitrary values of permittivity, conductivity, and permeability is presented. Spatial derivatives are found by a Fourier transform method and time integration is performed using a second order, semi-implicit procedure. Electric and magnetic fields are collocated on the same grid points, rather than on interleaved points, as in the Finite Difference Time Domain (FDTD) method. Numerical results are presented for the propagation of a 2-D Transverse Electromagnetic (TEM) mode out of a parallel plate waveguide and into a dielectric and conducting medium.

A shifted Jacobi collocation algorithm for wave type equations with non-local conservation conditions

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohammed A.

2014-09-01

In this paper, we propose an efficient spectral collocation algorithm to solve numerically wave type equations subject to initial, boundary and non-local conservation conditions. The shifted Jacobi pseudospectral approximation is investigated for the discretization of the spatial variable of such equations. It possesses spectral accuracy in the spatial variable. The shifted Jacobi-Gauss-Lobatto (SJ-GL) quadrature rule is established for treating the non-local conservation conditions, and then the problem with its initial and non-local boundary conditions are reduced to a system of second-order ordinary differential equations in temporal variable. This system is solved by two-stage forth-order A-stable implicit RK scheme. Five numerical examples with comparisons are given. The computational results demonstrate that the proposed algorithm is more accurate than finite difference method, method of lines and spline collocation approach

Learning Collocations: Do the Number of Collocates, Position of the Node Word, and Synonymy Affect Learning?

ERIC Educational Resources Information Center

Webb, Stuart; Kagimoto, Eve

2011-01-01

This study investigated the effects of three factors (the number of collocates per node word, the position of the node word, synonymy) on learning collocations. Japanese students studying English as a foreign language learned five sets of 12 target collocations. Each collocation was presented in a single glossed sentence. The number of collocates…

Locating CVBEM collocation points for steady state heat transfer problems

USGS Publications Warehouse

Hromadka, T.V.

1985-01-01

The Complex Variable Boundary Element Method or CVBEM provides a highly accurate means of developing numerical solutions to steady state two-dimensional heat transfer problems. The numerical approach exactly solves the Laplace equation and satisfies the boundary conditions at specified points on the boundary by means of collocation. The accuracy of the approximation depends upon the nodal point distribution specified by the numerical analyst. In order to develop subsequent, refined approximation functions, four techniques for selecting additional collocation points are presented. The techniques are compared as to the governing theory, representation of the error of approximation on the problem boundary, the computational costs, and the ease of use by the numerical analyst. ?? 1985.

Galerkin-collocation domain decomposition method for arbitrary binary black holes

NASA Astrophysics Data System (ADS)

Barreto, W.; Clemente, P. C. M.; de Oliveira, H. P.; Rodriguez-Mueller, B.

2018-05-01

We present a new computational framework for the Galerkin-collocation method for double domain in the context of ADM 3 +1 approach in numerical relativity. This work enables us to perform high resolution calculations for initial sets of two arbitrary black holes. We use the Bowen-York method for binary systems and the puncture method to solve the Hamiltonian constraint. The nonlinear numerical code solves the set of equations for the spectral modes using the standard Newton-Raphson method, LU decomposition and Gaussian quadratures. We show convergence of our code for the conformal factor and the ADM mass. Thus, we display features of the conformal factor for different masses, spins and linear momenta.

Electrochemistry of Anilines. II. Oxidation to Dications, Electrochemical and uv/vis Spectroelectrochemical Investigation.

DTIC Science & Technology

1984-01-06

NO-1 ARCUASSII 004-3K-40F /G74N L 2874 Lj6l 1.0= = aM22 1.2 1.1 1. 1. MICROCOP ’ RP’-OLLI’ION liT[* CHART %".NA. H~.Nt I -’AN, All - ,- A t$ CUeavr...The cyclic voltammogram of the methoxy compound -has been simulated by the orthogonal collocation method. Products of bulk electrolysis have been...spectroelectrochemical means. The cyclic volta-mocra. of the methoxy compound has been simulated by the orthoccna. collocation method. Products of bulk

The Use of Verb Noun Collocations in Writing Stories among Iranian EFL Learners

ERIC Educational Resources Information Center

Bazzaz, Fatemeh Ebrahimi; Samad, Arshad Abd

2011-01-01

An important aspect of native speakers' communicative competence is collocational competence which involves knowing which words usually come together and which do not. This paper investigates the possible relationship between knowledge of collocations and the use of verb noun collocation in writing stories because collocational knowledge…

Developing and Evaluating a Chinese Collocation Retrieval Tool for CFL Students and Teachers

ERIC Educational Resources Information Center

Chen, Howard Hao-Jan; Wu, Jian-Cheng; Yang, Christine Ting-Yu; Pan, Iting

2016-01-01

The development of collocational knowledge is important for foreign language learners; unfortunately, learners often have difficulties producing proper collocations in the target language. Among the various ways of collocation learning, the DDL (data-driven learning) approach encourages the independent learning of collocations and allows learners…

Enhancing Critical Thinking Skills for Army Leaders Using Blended-Learning Methods

DTIC Science & Technology

2013-01-01

delivering, and evaluating leader education and those who develop and implement distributed learning courses that incorporate group collaboration on topics...Circumstances Numerous studies comparing outcomes of collocated and virtual groups show that collocated groups perform better on interdependent tasks, such as...in class or “cold call” on students to answer questions. Third, using small (rather than large) groups for interactive activities can alleviate free

Correcting bias in the rational polynomial coefficients of satellite imagery using thin-plate smoothing splines

NASA Astrophysics Data System (ADS)

Shen, Xiang; Liu, Bin; Li, Qing-Quan

2017-03-01

The Rational Function Model (RFM) has proven to be a viable alternative to the rigorous sensor models used for geo-processing of high-resolution satellite imagery. Because of various errors in the satellite ephemeris and instrument calibration, the Rational Polynomial Coefficients (RPCs) supplied by image vendors are often not sufficiently accurate, and there is therefore a clear need to correct the systematic biases in order to meet the requirements of high-precision topographic mapping. In this paper, we propose a new RPC bias-correction method using the thin-plate spline modeling technique. Benefiting from its excellent performance and high flexibility in data fitting, the thin-plate spline model has the potential to remove complex distortions in vendor-provided RPCs, such as the errors caused by short-period orbital perturbations. The performance of the new method was evaluated by using Ziyuan-3 satellite images and was compared against the recently developed least-squares collocation approach, as well as the classical affine-transformation and quadratic-polynomial based methods. The results show that the accuracies of the thin-plate spline and the least-squares collocation approaches were better than the other two methods, which indicates that strong non-rigid deformations exist in the test data because they cannot be adequately modeled by simple polynomial-based methods. The performance of the thin-plate spline method was close to that of the least-squares collocation approach when only a few Ground Control Points (GCPs) were used, and it improved more rapidly with an increase in the number of redundant observations. In the test scenario using 21 GCPs (some of them located at the four corners of the scene), the correction residuals of the thin-plate spline method were about 36%, 37%, and 19% smaller than those of the affine transformation method, the quadratic polynomial method, and the least-squares collocation algorithm, respectively, which demonstrates that the new method can be more effective at removing systematic biases in vendor-supplied RPCs.

Corpus-Aided Business English Collocation Pedagogy: An Empirical Study in Chinese EFL Learners

ERIC Educational Resources Information Center

Chen, Lidan

2017-01-01

This study reports an empirical study of an explicit instruction of corpus-aided Business English collocations and verifies its effectiveness in improving learners' collocation awareness and learner autonomy, as a result of which is significant improvement of learners' collocation competence. An eight-week instruction in keywords' collocations,…

Perceptions on L2 Lexical Collocation Translation with a Focus on English-Arabic

ERIC Educational Resources Information Center

Alqaed, Mai Abdullah

2017-01-01

This paper aims to shed light on recent research concerning translating English-Arabic lexical collocations. It begins with a brief overview of English and Arabic lexical collocations with reference to specialized dictionaries. Research views on translating lexical collocations are presented, with the focus on English-Arabic collocations. These…

Legendre spectral-collocation method for solving some types of fractional optimal control problems

PubMed Central

Sweilam, Nasser H.; Al-Ajami, Tamer M.

2014-01-01

In this paper, the Legendre spectral-collocation method was applied to obtain approximate solutions for some types of fractional optimal control problems (FOCPs). The fractional derivative was described in the Caputo sense. Two different approaches were presented, in the first approach, necessary optimality conditions in terms of the associated Hamiltonian were approximated. In the second approach, the state equation was discretized first using the trapezoidal rule for the numerical integration followed by the Rayleigh–Ritz method to evaluate both the state and control variables. Illustrative examples were included to demonstrate the validity and applicability of the proposed techniques. PMID:26257937

High resolution wind measurements for offshore wind energy development

NASA Technical Reports Server (NTRS)

Nghiem, Son Van (Inventor); Neumann, Gregory (Inventor)

2013-01-01

A method, apparatus, system, article of manufacture, and computer readable storage medium provide the ability to measure wind. Data at a first resolution (i.e., low resolution data) is collected by a satellite scatterometer. Thin slices of the data are determined. A collocation of the data slices are determined at each grid cell center to obtain ensembles of collocated data slices. Each ensemble of collocated data slices is decomposed into a mean part and a fluctuating part. The data is reconstructed at a second resolution from the mean part and a residue of the fluctuating part. A wind measurement is determined from the data at the second resolution using a wind model function. A description of the wind measurement is output.

Investigating ESL Learners' Lexical Collocations: The Acquisition of Verb + Noun Collocations by Japanese Learners of English

ERIC Educational Resources Information Center

Miyakoshi, Tomoko

2009-01-01

Although it is widely acknowledged that collocations play an important part in second language learning, especially at intermediate-advanced levels, learners' difficulties with collocations have not been investigated in much detail so far. The present study examines ESL learners' use of verb-noun collocations, such as "take notes," "place an…

A fast collocation method for a variable-coefficient nonlocal diffusion model

NASA Astrophysics Data System (ADS)

Wang, Che; Wang, Hong

2017-02-01

We develop a fast collocation scheme for a variable-coefficient nonlocal diffusion model, for which a numerical discretization would yield a dense stiffness matrix. The development of the fast method is achieved by carefully handling the variable coefficients appearing inside the singular integral operator and exploiting the structure of the dense stiffness matrix. The resulting fast method reduces the computational work from O (N3) required by a commonly used direct solver to O (Nlog ⁡ N) per iteration and the memory requirement from O (N2) to O (N). Furthermore, the fast method reduces the computational work of assembling the stiffness matrix from O (N2) to O (N). Numerical results are presented to show the utility of the fast method.

Single-grid spectral collocation for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Bernardi, Christine; Canuto, Claudio; Maday, Yvon; Metivet, Brigitte

1988-01-01

The aim of the paper is to study a collocation spectral method to approximate the Navier-Stokes equations: only one grid is used, which is built from the nodes of a Gauss-Lobatto quadrature formula, either of Legendre or of Chebyshev type. The convergence is proven for the Stokes problem provided with inhomogeneous Dirichlet conditions, then thoroughly analyzed for the Navier-Stokes equations. The practical implementation algorithm is presented, together with numerical results.

Accuracy and speed in computing the Chebyshev collocation derivative

NASA Technical Reports Server (NTRS)

Don, Wai-Sun; Solomonoff, Alex

1991-01-01

We studied several algorithms for computing the Chebyshev spectral derivative and compare their roundoff error. For a large number of collocation points, the elements of the Chebyshev differentiation matrix, if constructed in the usual way, are not computed accurately. A subtle cause is is found to account for the poor accuracy when computing the derivative by the matrix-vector multiplication method. Methods for accurately computing the elements of the matrix are presented, and we find that if the entities of the matrix are computed accurately, the roundoff error of the matrix-vector multiplication is as small as that of the transform-recursion algorithm. Results of CPU time usage are shown for several different algorithms for computing the derivative by the Chebyshev collocation method for a wide variety of two-dimensional grid sizes on both an IBM and a Cray 2 computer. We found that which algorithm is fastest on a particular machine depends not only on the grid size, but also on small details of the computer hardware as well. For most practical grid sizes used in computation, the even-odd decomposition algorithm is found to be faster than the transform-recursion method.

A numerical method to solve the 1D and the 2D reaction diffusion equation based on Bessel functions and Jacobian free Newton-Krylov subspace methods

NASA Astrophysics Data System (ADS)

Parand, K.; Nikarya, M.

2017-11-01

In this paper a novel method will be introduced to solve a nonlinear partial differential equation (PDE). In the proposed method, we use the spectral collocation method based on Bessel functions of the first kind and the Jacobian free Newton-generalized minimum residual (JFNGMRes) method with adaptive preconditioner. In this work a nonlinear PDE has been converted to a nonlinear system of algebraic equations using the collocation method based on Bessel functions without any linearization, discretization or getting the help of any other methods. Finally, by using JFNGMRes, the solution of the nonlinear algebraic system is achieved. To illustrate the reliability and efficiency of the proposed method, we solve some examples of the famous Fisher equation. We compare our results with other methods.

Investigating the Seasonal and Diurnal Evolution of Fog and its Effect on the Hydrometeorological Regime in the Southern Appalachian Mountains Using a Mobile Observing Platform

NASA Astrophysics Data System (ADS)

Wilson, A. M.; Barros, A.

2015-12-01

Accurate, high resolution observations of fog and low clouds in regions of complex terrain are largely unavailable, due to a lack of existing in situ observations and obstacles to satellite observations such as ground clutter. For the past year, a mobile observing platform including a ground-based passive cavity aerosol spectrometer probe (PCASP-X2), an optical disdrometer (PARSIVEL-2), a tipping bucket rain gauge, and a Vaisala weather station, collocated with a Micro Rain Radar, has been recording observations in valley locations in the inner mountain region of the Southern Appalachian Mountains (SAM). In 2014, the SAM hosted a Global Precipitation Mission field campaign (the Integrated Precipitation and Hydrology Experiment), and during this experiment the platform was also collocated at various times with a microwave radiometer, W- and X- band radars, a Pluvio weighing rain gauge, a 2D video disdrometer, among other instruments. These observations will be discussed in the context of previous findings based on observations and model results (stochastic column model and the Advanced Research Weather and Forecasting Model (WRF)). Specifically, in previous work, seeder-feeder processes have been found to govern the enhancement of light rainfall in the SAM through increased coalescence efficiency in stratiform rainfall due to the interactions with low level clouds and topography modulated fog. This presentation will focus on measurements made by the platform and collocated instruments, as well as observations made by fog collectors on ridges, with the aim of developing a process-based understanding of the characteristics of low cloud and fog through describing the diurnal cycle of microphysical and dynamical processes and properties in the region. The overarching goal is to employ observations of the formation and evolution of the "feeder" clouds and fog to further understand the magnitude and function of their contribution to the local hydrometeorological regime.

Are Nonadjacent Collocations Processed Faster?

ERIC Educational Resources Information Center

Vilkaite, Laura

2016-01-01

Numerous studies have shown processing advantages for collocations, but they only investigated processing of adjacent collocations (e.g., "provide information"). However, in naturally occurring language, nonadjacent collocations ("provide" some of the "information") are equally, if not more frequent. This raises the…

Impact of Hydrogeological Uncertainty on Estimation of Environmental Risks Posed by Hydrocarbon Transportation Networks

NASA Astrophysics Data System (ADS)

Ciriello, V.; Lauriola, I.; Bonvicini, S.; Cozzani, V.; Di Federico, V.; Tartakovsky, Daniel M.

2017-11-01

Ubiquitous hydrogeological uncertainty undermines the veracity of quantitative predictions of soil and groundwater contamination due to accidental hydrocarbon spills from onshore pipelines. Such predictions, therefore, must be accompanied by quantification of predictive uncertainty, especially when they are used for environmental risk assessment. We quantify the impact of parametric uncertainty on quantitative forecasting of temporal evolution of two key risk indices, volumes of unsaturated and saturated soil contaminated by a surface spill of light nonaqueous-phase liquids. This is accomplished by treating the relevant uncertain parameters as random variables and deploying two alternative probabilistic models to estimate their effect on predictive uncertainty. A physics-based model is solved with a stochastic collocation method and is supplemented by a global sensitivity analysis. A second model represents the quantities of interest as polynomials of random inputs and has a virtually negligible computational cost, which enables one to explore any number of risk-related contamination scenarios. For a typical oil-spill scenario, our method can be used to identify key flow and transport parameters affecting the risk indices, to elucidate texture-dependent behavior of different soils, and to evaluate, with a degree of confidence specified by the decision-maker, the extent of contamination and the correspondent remediation costs.

Mars Mission Optimization Based on Collocation of Resources

NASA Technical Reports Server (NTRS)

Chamitoff, G. E.; James, G. H.; Barker, D. C.; Dershowitz, A. L.

2003-01-01

This paper presents a powerful approach for analyzing Martian data and for optimizing mission site selection based on resource collocation. This approach is implemented in a program called PROMT (Planetary Resource Optimization and Mapping Tool), which provides a wide range of analysis and display functions that can be applied to raw data or imagery. Thresholds, contours, custom algorithms, and graphical editing are some of the various methods that can be used to process data. Output maps can be created to identify surface regions on Mars that meet any specific criteria. The use of this tool for analyzing data, generating maps, and collocating features is demonstrated using data from the Mars Global Surveyor and the Odyssey spacecraft. The overall mission design objective is to maximize a combination of scientific return and self-sufficiency based on utilization of local materials. Landing site optimization involves maximizing accessibility to collocated science and resource features within a given mission radius. Mission types are categorized according to duration, energy resources, and in-situ resource utilization. Optimization results are shown for a number of mission scenarios.

A Two-Timescale Discretization Scheme for Collocation

NASA Technical Reports Server (NTRS)

Desai, Prasun; Conway, Bruce A.

2004-01-01

The development of a two-timescale discretization scheme for collocation is presented. This scheme allows a larger discretization to be utilized for smoothly varying state variables and a second finer discretization to be utilized for state variables having higher frequency dynamics. As such. the discretization scheme can be tailored to the dynamics of the particular state variables. In so doing. the size of the overall Nonlinear Programming (NLP) problem can be reduced significantly. Two two-timescale discretization architecture schemes are described. Comparison of results between the two-timescale method and conventional collocation show very good agreement. Differences of less than 0.5 percent are observed. Consequently. a significant reduction (by two-thirds) in the number of NLP parameters and iterations required for convergence can be achieved without sacrificing solution accuracy.

Chebyshev collocation spectral method for one-dimensional radiative heat transfer in linearly anisotropic-scattering cylindrical medium

NASA Astrophysics Data System (ADS)

Zhou, Rui-Rui; Li, Ben-Wen

2017-03-01

In this study, the Chebyshev collocation spectral method (CCSM) is developed to solve the radiative integro-differential transfer equation (RIDTE) for one-dimensional absorbing, emitting and linearly anisotropic-scattering cylindrical medium. The general form of quadrature formulas for Chebyshev collocation points is deduced. These formulas are proved to have the same accuracy as the Gauss-Legendre quadrature formula (GLQF) for the F-function (geometric function) in the RIDTE. The explicit expressions of the Lagrange basis polynomials and the differentiation matrices for Chebyshev collocation points are also given. These expressions are necessary for solving an integro-differential equation by the CCSM. Since the integrand in the RIDTE is continuous but non-smooth, it is treated by the segments integration method (SIM). The derivative terms in the RIDTE are carried out to improve the accuracy near the origin. In this way, a fourth order accuracy is achieved by the CCSM for the RIDTE, whereas it's only a second order one by the finite difference method (FDM). Several benchmark problems (BPs) with various combinations of optical thickness, medium temperature distribution, degree of anisotropy, and scattering albedo are solved. The results show that present CCSM is efficient to obtain high accurate results, especially for the optically thin medium. The solutions rounded to seven significant digits are given in tabular form, and show excellent agreement with the published data. Finally, the solutions of RIDTE are used as benchmarks for the solution of radiative integral transfer equations (RITEs) presented by Sutton and Chen (JQSRT 84 (2004) 65-103). A non-uniform grid refined near the wall is advised to improve the accuracy of RITEs solutions.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Deng, Min; Kollias, Pavlos; Feng, Zhe

The motivation for this research is to develop a precipitation classification and rain rate estimation method using cloud radar-only measurements for Atmospheric Radiation Measurement (ARM) long-term cloud observation analysis, which are crucial and unique for studying cloud lifecycle and precipitation features under different weather and climate regimes. Based on simultaneous and collocated observations of the Ka-band ARM zenith radar (KAZR), two precipitation radars (NCAR S-PolKa and Texas A&M University SMART-R), and surface precipitation during the DYNAMO/AMIE field campaign, a new cloud radar-only based precipitation classification and rain rate estimation method has been developed and evaluated. The resulting precipitation classification ismore » equivalent to those collocated SMART-R and S-PolKa observations. Both cloud and precipitation radars detected about 5% precipitation occurrence during this period. The convective (stratiform) precipitation fraction is about 18% (82%). The 2-day collocated disdrometer observations show an increased number concentration of large raindrops in convective rain compared to dominant concentration of small raindrops in stratiform rain. The composite distributions of KAZR reflectivity and Doppler velocity also show two distinct structures for convective and stratiform rain. These indicate that the method produces physically consistent results for two types of rain. The cloud radar-only rainfall estimation is developed based on the gradient of accumulative radar reflectivity below 1 km, near-surface Ze, and collocated surface rainfall (R) measurement. The parameterization is compared with the Z-R exponential relation. The relative difference between estimated and surface measured rainfall rate shows that the two-parameter relation can improve rainfall estimation.« less

An embedded formula of the Chebyshev collocation method for stiff problems

NASA Astrophysics Data System (ADS)

Piao, Xiangfan; Bu, Sunyoung; Kim, Dojin; Kim, Philsu

2017-12-01

In this study, we have developed an embedded formula of the Chebyshev collocation method for stiff problems, based on the zeros of the generalized Chebyshev polynomials. A new strategy for the embedded formula, using a pair of methods to estimate the local truncation error, as performed in traditional embedded Runge-Kutta schemes, is proposed. The method is performed in such a way that not only the stability region of the embedded formula can be widened, but by allowing the usage of larger time step sizes, the total computational costs can also be reduced. In terms of concrete convergence and stability analysis, the constructed algorithm turns out to have an 8th order convergence and it exhibits A-stability. Through several numerical experimental results, we have demonstrated that the proposed method is numerically more efficient, compared to several existing implicit methods.

Collocations: A Neglected Variable in EFL.

ERIC Educational Resources Information Center

Farghal, Mohammed; Obiedat, Hussein

1995-01-01

Addresses the issue of collocations as an important and neglected variable in English-as-a-Foreign-Language classes. Two questionnaires, in English and Arabic, involving common collocations relating to food, color, and weather were administered to English majors and English language teachers. Results show both groups deficient in collocations. (36…

47 CFR Appendix B to Part 1 - Nationwide Programmatic Agreement for the Collocation of Wireless Antennas

Code of Federal Regulations, 2010 CFR

2010-10-01

... Collocation of Wireless Antennas B Appendix B to Part 1 Telecommunication FEDERAL COMMUNICATIONS COMMISSION... the Collocation of Wireless Antennas Nationwide Programmatic Agreement for the Collocation of Wireless Antennas Executed by the Federal Communications Commission, the National Conference of State Historic...

47 CFR Appendix B to Part 1 - Nationwide Programmatic Agreement for the Collocation of Wireless Antennas

Code of Federal Regulations, 2014 CFR

2014-10-01

... Collocation of Wireless Antennas B Appendix B to Part 1 Telecommunication FEDERAL COMMUNICATIONS COMMISSION... the Collocation of Wireless Antennas Nationwide Programmatic Agreement for the Collocation of Wireless Antennas Executed by the Federal Communications Commission, the National Conference of State Historic...

47 CFR Appendix B to Part 1 - Nationwide Programmatic Agreement for the Collocation of Wireless Antennas

Code of Federal Regulations, 2011 CFR

2011-10-01

... Collocation of Wireless Antennas B Appendix B to Part 1 Telecommunication FEDERAL COMMUNICATIONS COMMISSION... the Collocation of Wireless Antennas Nationwide Programmatic Agreement for the Collocation of Wireless Antennas Executed by the Federal Communications Commission, the National Conference of State Historic...

47 CFR Appendix B to Part 1 - Nationwide Programmatic Agreement for the Collocation of Wireless Antennas

Code of Federal Regulations, 2013 CFR

2013-10-01

... Collocation of Wireless Antennas B Appendix B to Part 1 Telecommunication FEDERAL COMMUNICATIONS COMMISSION... the Collocation of Wireless Antennas Nationwide Programmatic Agreement for the Collocation of Wireless Antennas Executed by the Federal Communications Commission, the National Conference of State Historic...

47 CFR Appendix B to Part 1 - Nationwide Programmatic Agreement for the Collocation of Wireless Antennas

Code of Federal Regulations, 2012 CFR

2012-10-01

... Collocation of Wireless Antennas B Appendix B to Part 1 Telecommunication FEDERAL COMMUNICATIONS COMMISSION... the Collocation of Wireless Antennas Nationwide Programmatic Agreement for the Collocation of Wireless Antennas Executed by the Federal Communications Commission, the National Conference of State Historic...

Novel two-way artificial boundary condition for 2D vertical water wave propagation modelled with Radial-Basis-Function Collocation Method

NASA Astrophysics Data System (ADS)

Mueller, A.

2018-04-01

A new transparent artificial boundary condition for the two-dimensional (vertical) (2DV) free surface water wave propagation modelled using the meshless Radial-Basis-Function Collocation Method (RBFCM) as boundary-only solution is derived. The two-way artificial boundary condition (2wABC) works as pure incidence, pure radiation and as combined incidence/radiation BC. In this work the 2wABC is applied to harmonic linear water waves; its performance is tested against the analytical solution for wave propagation over horizontal sea bottom, standing and partially standing wave as well as wave interference of waves with different periods.

Acoustic ranging of small arms fire using a single sensor node collocated with the target.

PubMed

Lo, Kam W; Ferguson, Brian G

2015-06-01

A ballistic model-based method, which builds upon previous work by Lo and Ferguson [J. Acoust. Soc. Am. 132, 2997-3017 (2012)], is described for ranging small arms fire using a single acoustic sensor node collocated with the target, without a priori knowledge of the muzzle speed and ballistic constant of the bullet except that they belong to a known two-dimensional parameter space. The method requires measurements of the differential time of arrival and differential angle of arrival of the muzzle blast and ballistic shock wave at the sensor node. Its performance is evaluated using both simulated and real data.

Simulation of Edge Effects in Electroanalytical Experiments by Orthogonal Collocation. Part I. Two Dimensional Collocation and Theory for Chronoamperometry.

DTIC Science & Technology

1982-08-18

cselixataan has been shown to Pro, imonedimie. FIN SMCS10 tam we m Vp assuma threry. In lacd. it has been shown lor difeent oide a pouwerful method to simulate...Afortd meaden 11. ’by)W~itl 116.ttousol =odimra She delade Ia~c Ul - by she Oa SWISS INaolder 10 wAce shem. re’te" s s m rnb -bute r~ 6 X-06 CSc a I

A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

PubMed Central

Motsa, S. S.; Magagula, V. M.; Sibanda, P.

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252

A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

PubMed

Motsa, S S; Magagula, V M; Sibanda, P

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

Examining Second Language Receptive Knowledge of Collocation and Factors That Affect Learning

ERIC Educational Resources Information Center

Nguyen, Thi My Hang; Webb, Stuart

2017-01-01

This study investigated Vietnamese EFL learners' knowledge of verb-noun and adjective-noun collocations at the first three 1,000 word frequency levels, and the extent to which five factors (node word frequency, collocation frequency, mutual information score, congruency, and part of speech) predicted receptive knowledge of collocation. Knowledge…

Impact of parametric uncertainty on estimation of the energy deposition into an irradiated brain tumor

NASA Astrophysics Data System (ADS)

Taverniers, Søren; Tartakovsky, Daniel M.

2017-11-01

Predictions of the total energy deposited into a brain tumor through X-ray irradiation are notoriously error-prone. We investigate how this predictive uncertainty is affected by uncertainty in both the location of the region occupied by a dose-enhancing iodinated contrast agent and the agent's concentration. This is done within the probabilistic framework in which these uncertain parameters are modeled as random variables. We employ the stochastic collocation (SC) method to estimate statistical moments of the deposited energy in terms of statistical moments of the random inputs, and the global sensitivity analysis (GSA) to quantify the relative importance of uncertainty in these parameters on the overall predictive uncertainty. A nonlinear radiation-diffusion equation dramatically magnifies the coefficient of variation of the uncertain parameters, yielding a large coefficient of variation for the predicted energy deposition. This demonstrates that accurate prediction of the energy deposition requires a proper treatment of even small parametric uncertainty. Our analysis also reveals that SC outperforms standard Monte Carlo, but its relative efficiency decreases as the number of uncertain parameters increases from one to three. A robust GSA ameliorates this problem by reducing this number.

Impact of uncertainties in free stream conditions on the aerodynamics of a rectangular cylinder

NASA Astrophysics Data System (ADS)

Mariotti, Alessandro; Shoeibi Omrani, Pejman; Witteveen, Jeroen; Salvetti, Maria Vittoria

2015-11-01

The BARC benchmark deals with the flow around a rectangular cylinder with chord-to-depth ratio equal to 5. This flow configuration is of practical interest for civil and industrial structures and it is characterized by massively separated flow and unsteadiness. In a recent review of BARC results, significant dispersion was observed both in experimental and numerical predictions of some flow quantities, which are extremely sensitive to various uncertainties, which may be present in experiments and simulations. Besides modeling and numerical errors, in simulations it is difficult to exactly reproduce the experimental conditions due to uncertainties in the set-up parameters, which sometimes cannot be exactly controlled or characterized. Probabilistic methods and URANS simulations are used to investigate the impact of the uncertainties in the following set-up parameters: the angle of incidence, the free stream longitudinal turbulence intensity and length scale. Stochastic collocation is employed to perform the probabilistic propagation of the uncertainty. The discretization and modeling errors are estimated by repeating the same analysis for different grids and turbulence models. The results obtained for different assumed PDF of the set-up parameters are also compared.

Tensorial Basis Spline Collocation Method for Poisson's Equation

NASA Astrophysics Data System (ADS)

Plagne, Laurent; Berthou, Jean-Yves

2000-01-01

This paper aims to describe the tensorial basis spline collocation method applied to Poisson's equation. In the case of a localized 3D charge distribution in vacuum, this direct method based on a tensorial decomposition of the differential operator is shown to be competitive with both iterative BSCM and FFT-based methods. We emphasize the O(h4) and O(h6) convergence of TBSCM for cubic and quintic splines, respectively. We describe the implementation of this method on a distributed memory parallel machine. Performance measurements on a Cray T3E are reported. Our code exhibits high performance and good scalability: As an example, a 27 Gflops performance is obtained when solving Poisson's equation on a 2563 non-uniform 3D Cartesian mesh by using 128 T3E-750 processors. This represents 215 Mflops per processors.

Comparison of various methods for mathematical analysis of the Foucault knife edge test pattern to determine optical imperfections

NASA Technical Reports Server (NTRS)

Gatewood, B. E.

1971-01-01

The linearized integral equation for the Foucault test of a solid mirror was solved by various methods: power series, Fourier series, collocation, iteration, and inversion integral. The case of the Cassegrain mirror was solved by a particular power series method, collocation, and inversion integral. The inversion integral method appears to be the best overall method for both the solid and Cassegrain mirrors. Certain particular types of power series and Fourier series are satisfactory for the Cassegrain mirror. Numerical integration of the nonlinear equation for selected surface imperfections showed that results start to deviate from those given by the linearized equation at a surface deviation of about 3 percent of the wavelength of light. Several possible procedures for calibrating and scaling the input data for the integral equation are described.

English Learners' Knowledge of Prepositions: Collocational Knowledge or Knowledge Based on Meaning?

ERIC Educational Resources Information Center

Mueller, Charles M.

2011-01-01

Second language (L2) learners' successful performance in an L2 can be partly attributed to their knowledge of collocations. In some cases, this knowledge is accompanied by knowledge of the semantic and/or grammatical patterns that motivate the collocation. At other times, collocational knowledge may serve a compensatory role. To determine the…

Frequency of Input and L2 Collocational Processing: A Comparison of Congruent and Incongruent Collocations

ERIC Educational Resources Information Center

Wolter, Brent; Gyllstad, Henrik

2013-01-01

This study investigated the influence of frequency effects on the processing of congruent (i.e., having an equivalent first language [L1] construction) collocations and incongruent (i.e., not having an equivalent L1 construction) collocations in a second language (L2). An acceptability judgment task was administered to native and advanced…

Corpus-Based versus Traditional Learning of Collocations

ERIC Educational Resources Information Center

Daskalovska, Nina

2015-01-01

One of the aspects of knowing a word is the knowledge of which words it is usually used with. Since knowledge of collocations is essential for appropriate and fluent use of language, learning collocations should have a central place in the study of vocabulary. There are different opinions about the best ways of learning collocations. This study…

Collocations in Corpus-Based Language Learning Research: Identifying, Comparing, and Interpreting the Evidence

ERIC Educational Resources Information Center

Gablasova, Dana; Brezina, Vaclav; McEnery, Tony

2017-01-01

This article focuses on the use of collocations in language learning research (LLR). Collocations, as units of formulaic language, are becoming prominent in our understanding of language learning and use; however, while the number of corpus-based LLR studies of collocations is growing, there is still a need for a deeper understanding of factors…

Multifidelity, Multidisciplinary Design Under Uncertainty with Non-Intrusive Polynomial Chaos

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Gumbert, Clyde

2017-01-01

The primary objective of this work is to develop an approach for multifidelity uncertainty quantification and to lay the framework for future design under uncertainty efforts. In this study, multifidelity is used to describe both the fidelity of the modeling of the physical systems, as well as the difference in the uncertainty in each of the models. For computational efficiency, a multifidelity surrogate modeling approach based on non-intrusive polynomial chaos using the point-collocation technique is developed for the treatment of both multifidelity modeling and multifidelity uncertainty modeling. Two stochastic model problems are used to demonstrate the developed methodologies: a transonic airfoil model and multidisciplinary aircraft analysis model. The results of both showed the multifidelity modeling approach was able to predict the output uncertainty predicted by the high-fidelity model as a significant reduction in computational cost.

The Benard problem: A comparison of finite difference and spectral collocation eigen value solutions

NASA Technical Reports Server (NTRS)

Skarda, J. Raymond Lee; Mccaughan, Frances E.; Fitzmaurice, Nessan

1995-01-01

The application of spectral methods, using a Chebyshev collocation scheme, to solve hydrodynamic stability problems is demonstrated on the Benard problem. Implementation of the Chebyshev collocation formulation is described. The performance of the spectral scheme is compared with that of a 2nd order finite difference scheme. An exact solution to the Marangoni-Benard problem is used to evaluate the performance of both schemes. The error of the spectral scheme is at least seven orders of magnitude smaller than finite difference error for a grid resolution of N = 15 (number of points used). The performance of the spectral formulation far exceeded the performance of the finite difference formulation for this problem. The spectral scheme required only slightly more effort to set up than the 2nd order finite difference scheme. This suggests that the spectral scheme may actually be faster to implement than higher order finite difference schemes.

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Johnston, Christopher O.; Hosder, Serhat

2016-01-01

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

Fourier Collocation Approach With Mesh Refinement Method for Simulating Transit-Time Ultrasonic Flowmeters Under Multiphase Flow Conditions.

PubMed

Simurda, Matej; Duggen, Lars; Basse, Nils T; Lassen, Benny

2018-02-01

A numerical model for transit-time ultrasonic flowmeters operating under multiphase flow conditions previously presented by us is extended by mesh refinement and grid point redistribution. The method solves modified first-order stress-velocity equations of elastodynamics with additional terms to account for the effect of the background flow. Spatial derivatives are calculated by a Fourier collocation scheme allowing the use of the fast Fourier transform, while the time integration is realized by the explicit third-order Runge-Kutta finite-difference scheme. The method is compared against analytical solutions and experimental measurements to verify the benefit of using mapped grids. Additionally, a study of clamp-on and in-line ultrasonic flowmeters operating under multiphase flow conditions is carried out.

A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

A Chebyshev Collocation Method for Moving Boundaries, Heat Transfer, and Convection During Directional Solidification

NASA Technical Reports Server (NTRS)

Zhang, Yiqiang; Alexander, J. I. D.; Ouazzani, J.

1994-01-01

Free and moving boundary problems require the simultaneous solution of unknown field variables and the boundaries of the domains on which these variables are defined. There are many technologically important processes that lead to moving boundary problems associated with fluid surfaces and solid-fluid boundaries. These include crystal growth, metal alloy and glass solidification, melting and name propagation. The directional solidification of semi-conductor crystals by the Bridgman-Stockbarger method is a typical example of such a complex process. A numerical model of this growth method must solve the appropriate heat, mass and momentum transfer equations and determine the location of the melt-solid interface. In this work, a Chebyshev pseudospectra collocation method is adapted to the problem of directional solidification. Implementation involves a solution algorithm that combines domain decomposition, finite-difference preconditioned conjugate minimum residual method and a Picard type iterative scheme.

An effective pseudospectral method for constraint dynamic optimisation problems with characteristic times

NASA Astrophysics Data System (ADS)

Xiao, Long; Liu, Xinggao; Ma, Liang; Zhang, Zeyin

2018-03-01

Dynamic optimisation problem with characteristic times, widely existing in many areas, is one of the frontiers and hotspots of dynamic optimisation researches. This paper considers a class of dynamic optimisation problems with constraints that depend on the interior points either fixed or variable, where a novel direct pseudospectral method using Legendre-Gauss (LG) collocation points for solving these problems is presented. The formula for the state at the terminal time of each subdomain is derived, which results in a linear combination of the state at the LG points in the subdomains so as to avoid the complex nonlinear integral. The sensitivities of the state at the collocation points with respect to the variable characteristic times are derived to improve the efficiency of the method. Three well-known characteristic time dynamic optimisation problems are solved and compared in detail among the reported literature methods. The research results show the effectiveness of the proposed method.

47 CFR 69.121 - Connection charges for expanded interconnection.

Code of Federal Regulations, 2010 CFR

2010-10-01

... separations. (2) Charges for subelements associated with physical collocation or virtual collocation, other... of the virtual collocation equipment described in § 64.1401(e)(1) of this chapter, may reasonably...

Interpolation of Superconducting Gravity Observations Using Least-Squares Collocation Method

NASA Astrophysics Data System (ADS)

Habel, Branislav; Janak, Juraj

2014-05-01

A pre-processing of the gravity data measured by superconducting gravimeter involves removing of spikes, offsets and gaps. Their presence in observations can limit the data analysis and degrades the quality of obtained results. Short data gaps are filling by theoretical signal in order to get continuous records of gravity. It requires the accurate tidal model and eventually atmospheric pressure at the observed site. The poster presents a design of algorithm for interpolation of gravity observations with a sampling rate of 1 min. Novel approach is based on least-squares collocation which combines adjustment of trend parameters, filtering of noise and prediction. It allows the interpolation of missing data up to a few hours without necessity of any other information. Appropriate parameters for covariance function are found using a Bayes' theorem by modified optimization process. Accuracy of method is improved by the rejection of outliers before interpolation. For filling of longer gaps the collocation model is combined with theoretical tidal signal for the rigid Earth. Finally, the proposed method was tested on the superconducting gravity observations at several selected stations of Global Geodynamics Project. Testing demonstrates its reliability and offers results comparable with the standard approach implemented in ETERNA software package without necessity of an accurate tidal model.

Optimal guidance law development for an advanced launch system

NASA Technical Reports Server (NTRS)

Calise, Anthony J.; Leung, Martin S. K.

1995-01-01

The objective of this research effort was to develop a real-time guidance approach for launch vehicles ascent to orbit injection. Various analytical approaches combined with a variety of model order and model complexity reduction have been investigated. Singular perturbation methods were first attempted and found to be unsatisfactory. The second approach based on regular perturbation analysis was subsequently investigated. It also fails because the aerodynamic effects (ignored in the zero order solution) are too large to be treated as perturbations. Therefore, the study demonstrates that perturbation methods alone (both regular and singular perturbations) are inadequate for use in developing a guidance algorithm for the atmospheric flight phase of a launch vehicle. During a second phase of the research effort, a hybrid analytic/numerical approach was developed and evaluated. The approach combines the numerical methods of collocation and the analytical method of regular perturbations. The concept of choosing intelligent interpolating functions is also introduced. Regular perturbation analysis allows the use of a crude representation for the collocation solution, and intelligent interpolating functions further reduce the number of elements without sacrificing the approximation accuracy. As a result, the combined method forms a powerful tool for solving real-time optimal control problems. Details of the approach are illustrated in a fourth order nonlinear example. The hybrid approach is then applied to the launch vehicle problem. The collocation solution is derived from a bilinear tangent steering law, and results in a guidance solution for the entire flight regime that includes both atmospheric and exoatmospheric flight phases.

Noise reduction in long‐period seismograms by way of array summing

USGS Publications Warehouse

Ringler, Adam; Wilson, David; Storm, Tyler; Marshall, Benjamin T.; Hutt, Charles R.; Holland, Austin

2016-01-01

Long‐period (>100  s period) seismic data can often be dominated by instrumental noise as well as local site noise. When multiple collocated sensors are installed at a single site, it is possible to improve the overall station noise levels by applying stacking methods to their traces. We look at the noise reduction in long‐period seismic data by applying the time–frequency phase‐weighted stacking method of Schimmel and Gallart (2007) as well as the phase‐weighted stacking (PWS) method of Schimmel and Paulssen (1997) to four collocated broadband sensors installed in the quiet Albuquerque Seismological Laboratory underground vault. We show that such stacking methods can improve vertical noise levels by as much as 10 dB over the mean background noise levels at 400 s period, suggesting that greater improvements could be achieved with an array involving multiple sensors. We also apply this method to reduce local incoherent noise on horizontal seismic records of the 2 March 2016 Mw 7.8 Sumatra earthquake, where the incoherent noise levels at very long periods are similar in amplitude to the earthquake signal. To maximize the coherency, we apply the PWS method to horizontal data where relative azimuths between collocated sensors are estimated and compared with a simpler linear stack with no azimuthal rotation. Such methods could help reduce noise levels at various seismic stations where multiple high‐quality sensors have been deployed. Such small arrays may also provide a solution to improving long‐period noise levels at Global Seismographic Network stations.

Global statistics of liquid water content and effective number concentration of water clouds over ocean derived from combined CALIPSO and MODIS measurements

NASA Astrophysics Data System (ADS)

Hu, Y.; Vaughan, M.; McClain, C.; Behrenfeld, M.; Maring, H.; Anderson, D.; Sun-Mack, S.; Flittner, D.; Huang, J.; Wielicki, B.; Minnis, P.; Weimer, C.; Trepte, C.; Kuehn, R.

2007-06-01

This study presents an empirical relation that links the volume extinction coefficients of water clouds, the layer integrated depolarization ratios measured by lidar, and the effective radii of water clouds derived from collocated passive sensor observations. Based on Monte Carlo simulations of CALIPSO lidar observations, this method combines the cloud effective radius reported by MODIS with the lidar depolarization ratios measured by CALIPSO to estimate both the liquid water content and the effective number concentration of water clouds. The method is applied to collocated CALIPSO and MODIS measurements obtained during July and October of 2006, and January 2007. Global statistics of the cloud liquid water content and effective number concentration are presented.

An hp symplectic pseudospectral method for nonlinear optimal control

NASA Astrophysics Data System (ADS)

Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong

2017-01-01

An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.

Spectral methods on arbitrary grids

NASA Technical Reports Server (NTRS)

Carpenter, Mark H.; Gottlieb, David

1995-01-01

Stable and spectrally accurate numerical methods are constructed on arbitrary grids for partial differential equations. These new methods are equivalent to conventional spectral methods but do not rely on specific grid distributions. Specifically, we show how to implement Legendre Galerkin, Legendre collocation, and Laguerre Galerkin methodology on arbitrary grids.

Isogeometric Collocation for Elastostatics and Explicit Dynamics

DTIC Science & Technology

2012-01-25

ICES REPORT 12-07 January 2012 Isogeometric collocation for elastostatics and explicit dynamics by F. Auricchio, L. Beirao da Veiga , T.J.R. Hughes, A...Auricchio, L. Beirao da Veiga , T.J.R. Hughes, A. Reali, G. Sangalli, Isogeometric collocation for elastostatics and explicit dynamics, ICES REPORT 12-07...Isogeometric collocation for elastostatics and explicit dynamics F. Auricchio a,c, L. Beirão da Veiga b,c, T.J.R. Hughes d, A. Reali a,c,∗, G

Predicting the enhancement of mixing-driven reactions in nonuniform flows using measures of flow topology.

PubMed

Engdahl, Nicholas B; Benson, David A; Bolster, Diogo

2014-11-01

The ability for reactive constituents to mix is often the key limiting factor for the completion of reactions across a huge range of scales in a variety of media. In flowing systems, deformation and shear enhance mixing by bringing constituents into closer proximity, thus increasing reaction potential. Accurately quantifying this enhanced mixing is key to predicting reactions and typically is done by observing or simulating scalar transport. To eliminate this computationally expensive step, we use a Lagrangian stochastic framework to derive the enhancement to reaction potential by calculating the collocation probability of particle pairs in a heterogeneous flow field accounting for deformations. We relate the enhanced reaction potential to three well known flow topology metrics and demonstrate that it is best correlated to (and asymptotically linear with) one: the largest eigenvalue of the (right) Cauchy-Green tensor.

A new Jacobi spectral collocation method for solving 1+1 fractional Schrödinger equations and fractional coupled Schrödinger systems

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Doha, E. H.; Ezz-Eldien, S. S.; Van Gorder, Robert A.

2014-12-01

The Jacobi spectral collocation method (JSCM) is constructed and used in combination with the operational matrix of fractional derivatives (described in the Caputo sense) for the numerical solution of the time-fractional Schrödinger equation (T-FSE) and the space-fractional Schrödinger equation (S-FSE). The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations, which greatly simplifies the solution process. In addition, the presented approach is also applied to solve the time-fractional coupled Schrödinger system (T-FCSS). In order to demonstrate the validity and accuracy of the numerical scheme proposed, several numerical examples with their approximate solutions are presented with comparisons between our numerical results and those obtained by other methods.

Revisiting and Extending Interface Penalties for Multi-Domain Summation-by-Parts Operators

NASA Technical Reports Server (NTRS)

Carpenter, Mark H.; Nordstrom, Jan; Gottlieb, David

2007-01-01

General interface coupling conditions are presented for multi-domain collocation methods, which satisfy the summation-by-parts (SBP) spatial discretization convention. The combined interior/interface operators are proven to be L2 stable, pointwise stable, and conservative, while maintaining the underlying accuracy of the interior SBP operator. The new interface conditions resemble (and were motivated by) those used in the discontinuous Galerkin finite element community, and maintain many of the same properties. Extensive validation studies are presented using two classes of high-order SBP operators: 1) central finite difference, and 2) Legendre spectral collocation.

Collocation and Pattern Recognition Effects on System Failure Remediation

NASA Technical Reports Server (NTRS)

Trujillo, Anna C.; Press, Hayes N.

2007-01-01

Previous research found that operators prefer to have status, alerts, and controls located on the same screen. Unfortunately, that research was done with displays that were not designed specifically for collocation. In this experiment, twelve subjects evaluated two displays specifically designed for collocating system information against a baseline that consisted of dial status displays, a separate alert area, and a controls panel. These displays differed in the amount of collocation, pattern matching, and parameter movement compared to display size. During the data runs, subjects kept a randomly moving target centered on a display using a left-handed joystick and they scanned system displays to find a problem in order to correct it using the provided checklist. Results indicate that large parameter movement aided detection and then pattern recognition is needed for diagnosis but the collocated displays centralized all the information subjects needed, which reduced workload. Therefore, the collocated display with large parameter movement may be an acceptable display after familiarization because of the possible pattern recognition developed with training and its use.

Probabilistic risk assessment for CO2 storage in geological formations: robust design and support for decision making under uncertainty

NASA Astrophysics Data System (ADS)

Oladyshkin, Sergey; Class, Holger; Helmig, Rainer; Nowak, Wolfgang

2010-05-01

CO2 storage in geological formations is currently being discussed intensively as a technology for mitigating CO2 emissions. However, any large-scale application requires a thorough analysis of the potential risks. Current numerical simulation models are too expensive for probabilistic risk analysis and for stochastic approaches based on brute-force repeated simulation. Even single deterministic simulations may require parallel high-performance computing. The multiphase flow processes involved are too non-linear for quasi-linear error propagation and other simplified stochastic tools. As an alternative approach, we propose a massive stochastic model reduction based on the probabilistic collocation method. The model response is projected onto a orthogonal basis of higher-order polynomials to approximate dependence on uncertain parameters (porosity, permeability etc.) and design parameters (injection rate, depth etc.). This allows for a non-linear propagation of model uncertainty affecting the predicted risk, ensures fast computation and provides a powerful tool for combining design variables and uncertain variables into one approach based on an integrative response surface. Thus, the design task of finding optimal injection regimes explicitly includes uncertainty, which leads to robust designs of the non-linear system that minimize failure probability and provide valuable support for risk-informed management decisions. We validate our proposed stochastic approach by Monte Carlo simulation using a common 3D benchmark problem (Class et al. Computational Geosciences 13, 2009). A reasonable compromise between computational efforts and precision was reached already with second-order polynomials. In our case study, the proposed approach yields a significant computational speedup by a factor of 100 compared to Monte Carlo simulation. We demonstrate that, due to the non-linearity of the flow and transport processes during CO2 injection, including uncertainty in the analysis leads to a systematic and significant shift of predicted leakage rates towards higher values compared with deterministic simulations, affecting both risk estimates and the design of injection scenarios. This implies that, neglecting uncertainty can be a strong simplification for modeling CO2 injection, and the consequences can be stronger than when neglecting several physical phenomena (e.g. phase transition, convective mixing, capillary forces etc.). The authors would like to thank the German Research Foundation (DFG) for financial support of the project within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart. Keywords: polynomial chaos; CO2 storage; multiphase flow; porous media; risk assessment; uncertainty; integrative response surfaces

[Spatio-Temporal Bioelectrical Brain Activity Organization during Reading Syntagmatic and Paradigmatic Collocations by Students with Different Foreign Language Proficiency].

PubMed

Sokolova, L V; Cherkasova, A S

2015-01-01

Texts or words/pseudowords are often used as stimuli for human verbal activity research. Our study pays attention to decoding processes of grammatical constructions consisted of two-three words--collocations. Russian and English collocation sets without any narrative were presented to Russian-speaking students with different English language skill. Stimulus material had two types of collocations: paradigmatic and syntagmatic. 30 students (average age--20.4 ± 0.22) took part in the study, they were divided into two equal groups depending on their English language skill (linguists/nonlinguists). During reading brain bioelectrical activity of cortex has been registered from 12 electrodes in alfa-, beta-, theta-bands. Coherent function reflecting cooperation of different cortical areas during reading collocations has been analyzed. Increase of interhemispheric and diagonal connections while reading collocations in different languages in the group of students with low knowledge of foreign language testifies of importance of functional cooperation between the hemispheres. It has been found out that brain bioelectrical activity of students with good foreign language knowledge during reading of all collocation types in Russian and English is characterized by economization of nervous substrate resources compared to nonlinguists. Selective activation of certain cortical areas has also been observed (depending on the grammatical construction type) in nonlinguists group that is probably related to special decoding system which processes presented stimuli. Reading Russian paradigmatic constructions by nonlinguists entailed increase between left cortical areas, reading of English syntagmatic collocations--between right ones.

Well-conditioned fractional collocation methods using fractional Birkhoff interpolation basis

NASA Astrophysics Data System (ADS)

Jiao, Yujian; Wang, Li-Lian; Huang, Can

2016-01-01

The purpose of this paper is twofold. Firstly, we provide explicit and compact formulas for computing both Caputo and (modified) Riemann-Liouville (RL) fractional pseudospectral differentiation matrices (F-PSDMs) of any order at general Jacobi-Gauss-Lobatto (JGL) points. We show that in the Caputo case, it suffices to compute F-PSDM of order μ ∈ (0 , 1) to compute that of any order k + μ with integer k ≥ 0, while in the modified RL case, it is only necessary to evaluate a fractional integral matrix of order μ ∈ (0 , 1). Secondly, we introduce suitable fractional JGL Birkhoff interpolation problems leading to new interpolation polynomial basis functions with remarkable properties: (i) the matrix generated from the new basis yields the exact inverse of F-PSDM at "interior" JGL points; (ii) the matrix of the highest fractional derivative in a collocation scheme under the new basis is diagonal; and (iii) the resulted linear system is well-conditioned in the Caputo case, while in the modified RL case, the eigenvalues of the coefficient matrix are highly concentrated. In both cases, the linear systems of the collocation schemes using the new basis can be solved by an iterative solver within a few iterations. Notably, the inverse can be computed in a very stable manner, so this offers optimal preconditioners for usual fractional collocation methods for fractional differential equations (FDEs). It is also noteworthy that the choice of certain special JGL points with parameters related to the order of the equations can ease the implementation. We highlight that the use of the Bateman's fractional integral formulas and fast transforms between Jacobi polynomials with different parameters, is essential for our algorithm development.

Boundary conditions in Chebyshev and Legendre methods

NASA Technical Reports Server (NTRS)

Canuto, C.

1984-01-01

Two different ways of treating non-Dirichlet boundary conditions in Chebyshev and Legendre collocation methods are discussed for second order differential problems. An error analysis is provided. The effect of preconditioning the corresponding spectral operators by finite difference matrices is also investigated.

Collocated electrodynamic FDTD schemes using overlapping Yee grids and higher-order Hodge duals

NASA Astrophysics Data System (ADS)

Deimert, C.; Potter, M. E.; Okoniewski, M.

2016-12-01

The collocated Lebedev grid has previously been proposed as an alternative to the Yee grid for electromagnetic finite-difference time-domain (FDTD) simulations. While it performs better in anisotropic media, it performs poorly in isotropic media because it is equivalent to four overlapping, uncoupled Yee grids. We propose to couple the four Yee grids and fix the Lebedev method using discrete exterior calculus (DEC) with higher-order Hodge duals. We find that higher-order Hodge duals do improve the performance of the Lebedev grid, but they also improve the Yee grid by a similar amount. The effectiveness of coupling overlapping Yee grids with a higher-order Hodge dual is thus questionable. However, the theoretical foundations developed to derive these methods may be of interest in other problems.

A study of the radiative transfer equation using a spherical harmonics-nodal collocation method

NASA Astrophysics Data System (ADS)

Capilla, M. T.; Talavera, C. F.; Ginestar, D.; Verdú, G.

2017-03-01

Optical tomography has found many medical applications that need to know how the photons interact with the different tissues. The majority of the photon transport simulations are done using the diffusion approximation, but this approximation has a limited validity when optical properties of the different tissues present large gradients, when structures near the photons source are studied or when anisotropic scattering has to be taken into account. As an alternative to the diffusion model, the PL equations for the radiative transfer problem are studied. These equations are discretized in a rectangular mesh using a nodal collocation method. The performance of this model is studied by solving different 1D and 2D benchmark problems of light propagation in tissue having media with isotropic and anisotropic scattering.

Learning L2 Collocations Incidentally from Reading

ERIC Educational Resources Information Center

Pellicer-Sánchez, Ana

2017-01-01

Previous studies have shown that intentional learning through explicit instruction is effective for the acquisition of collocations in a second language (L2) (e.g. Peters, 2014, 2015), but relatively little is known about the effectiveness of incidental approaches for the acquisition of L2 collocations. The present study examined the incidental…

Incidental Learning of Collocation

ERIC Educational Resources Information Center

Webb, Stuart; Newton, Jonathan; Chang, Anna

2013-01-01

This study investigated the effects of repetition on the learning of collocation. Taiwanese university students learning English as a foreign language simultaneously read and listened to one of four versions of a modified graded reader that included different numbers of encounters (1, 5, 10, and 15 encounters) with a set of 18 target collocations.…

47 CFR 51.323 - Standards for physical collocation and virtual collocation.

Code of Federal Regulations, 2011 CFR

2011-10-01

... accessible by both the incumbent LEC and the collocating telecommunications carrier, at which the fiber optic... technically feasible, the incumbent LEC shall provide the connection using copper, dark fiber, lit fiber, or... that the incumbent LEC may adopt include: (1) Installing security cameras or other monitoring systems...

47 CFR 51.323 - Standards for physical collocation and virtual collocation.

Code of Federal Regulations, 2010 CFR

2010-10-01

... accessible by both the incumbent LEC and the collocating telecommunications carrier, at which the fiber optic... technically feasible, the incumbent LEC shall provide the connection using copper, dark fiber, lit fiber, or... that the incumbent LEC may adopt include: (1) Installing security cameras or other monitoring systems...

Usability Study of Two Collocated Prototype System Displays

NASA Technical Reports Server (NTRS)

Trujillo, Anna C.

2007-01-01

Currently, most of the displays in control rooms can be categorized as status screens, alerts/procedures screens (or paper), or control screens (where the state of a component is changed by the operator). The primary focus of this line of research is to determine which pieces of information (status, alerts/procedures, and control) should be collocated. Two collocated displays were tested for ease of understanding in an automated desktop survey. This usability study was conducted as a prelude to a larger human-in-the-loop experiment in order to verify that the 2 new collocated displays were easy to learn and usable. The results indicate that while the DC display was preferred and yielded better performance than the MDO display, both collocated displays can be easily learned and used.

Hybrid near-optimal aeroassisted orbit transfer plane change trajectories

NASA Technical Reports Server (NTRS)

Calise, Anthony J.; Duckeman, Gregory A.

1994-01-01

In this paper, a hybrid methodology is used to determine optimal open loop controls for the atmospheric portion of the aeroassisted plane change problem. The method is hybrid in the sense that it combines the features of numerical collocation with the analytically tractable portions of the problem which result when the two-point boundary value problem is cast in the form of a regular perturbation problem. Various levels of approximation are introduced by eliminating particular collocation parameters and their effect upon problem complexity and required number of nodes is discussed. The results include plane changes of 10, 20, and 30 degrees for a given vehicle.

An efficient framework for optimization and parameter sensitivity analysis in arterial growth and remodeling computations

PubMed Central

Sankaran, Sethuraman; Humphrey, Jay D.; Marsden, Alison L.

2013-01-01

Computational models for vascular growth and remodeling (G&R) are used to predict the long-term response of vessels to changes in pressure, flow, and other mechanical loading conditions. Accurate predictions of these responses are essential for understanding numerous disease processes. Such models require reliable inputs of numerous parameters, including material properties and growth rates, which are often experimentally derived, and inherently uncertain. While earlier methods have used a brute force approach, systematic uncertainty quantification in G&R models promises to provide much better information. In this work, we introduce an efficient framework for uncertainty quantification and optimal parameter selection, and illustrate it via several examples. First, an adaptive sparse grid stochastic collocation scheme is implemented in an established G&R solver to quantify parameter sensitivities, and near-linear scaling with the number of parameters is demonstrated. This non-intrusive and parallelizable algorithm is compared with standard sampling algorithms such as Monte-Carlo. Second, we determine optimal arterial wall material properties by applying robust optimization. We couple the G&R simulator with an adaptive sparse grid collocation approach and a derivative-free optimization algorithm. We show that an artery can achieve optimal homeostatic conditions over a range of alterations in pressure and flow; robustness of the solution is enforced by including uncertainty in loading conditions in the objective function. We then show that homeostatic intramural and wall shear stress is maintained for a wide range of material properties, though the time it takes to achieve this state varies. We also show that the intramural stress is robust and lies within 5% of its mean value for realistic variability of the material parameters. We observe that prestretch of elastin and collagen are most critical to maintaining homeostasis, while values of the material properties are most critical in determining response time. Finally, we outline several challenges to the G&R community for future work. We suggest that these tools provide the first systematic and efficient framework to quantify uncertainties and optimally identify G&R model parameters. PMID:23626380

Not Just "Small Potatoes": Knowledge of the Idiomatic Meanings of Collocations

ERIC Educational Resources Information Center

Macis, Marijana; Schmitt, Norbert

2017-01-01

This study investigated learner knowledge of the figurative meanings of 30 collocations that can be both literal and figurative. One hundred and seven Chilean Spanish-speaking university students of English were asked to complete a meaning-recall collocation test in which the target items were embedded in non-defining sentences. Results showed…

Teaching and Learning Collocation in Adult Second and Foreign Language Learning

ERIC Educational Resources Information Center

Boers, Frank; Webb, Stuart

2018-01-01

Perhaps the greatest challenge to creating a research timeline on teaching and learning collocation is deciding how wide to cast the net in the search for relevant publications. For one thing, the term "collocation" does not have the same meaning for all (applied) linguists and practitioners (Barfield & Gyllstad 2009) (see timeline).…

Supporting Collocation Learning with a Digital Library

ERIC Educational Resources Information Center

Wu, Shaoqun; Franken, Margaret; Witten, Ian H.

2010-01-01

Extensive knowledge of collocations is a key factor that distinguishes learners from fluent native speakers. Such knowledge is difficult to acquire simply because there is so much of it. This paper describes a system that exploits the facilities offered by digital libraries to provide a rich collocation-learning environment. The design is based on…

Cross-Linguistic Influence: Its Impact on L2 English Collocation Production

ERIC Educational Resources Information Center

Phoocharoensil, Supakorn

2013-01-01

This research study investigated the influence of learners' mother tongue on their acquisition of English collocations. Having drawn the linguistic data from two groups of Thai EFL learners differing in English proficiency level, the researcher found that the native language (L1) plays a significant role in the participants' collocation learning…

Going beyond Patterns: Involving Cognitive Analysis in the Learning of Collocations

ERIC Educational Resources Information Center

Liu, Dilin

2010-01-01

Since the late 1980s, collocations have received increasing attention in applied linguistics, especially language teaching, as is evidenced by the many publications on the topic. These works fall roughly into two lines of research (a) those focusing on the identification and use of collocations (Benson, 1989; Hunston, 2002; Hunston & Francis,…

English Collocation Learning through Corpus Data: On-Line Concordance and Statistical Information

ERIC Educational Resources Information Center

Ohtake, Hiroshi; Fujita, Nobuyuki; Kawamoto, Takeshi; Morren, Brian; Ugawa, Yoshihiro; Kaneko, Shuji

2012-01-01

We developed an English Collocations On Demand system offering on-line corpus and concordance information to help Japanese researchers acquire a better command of English collocation patterns. The Life Science Dictionary Corpus consists of approximately 90,000,000 words collected from life science related research papers published in academic…

The Effect of Error Correction Feedback on the Collocation Competence of Iranian EFL Learners

ERIC Educational Resources Information Center

Jafarpour, Ali Akbar; Sharifi, Abolghasem

2012-01-01

Collocations are one of the most important elements in language proficiency but the effect of error correction feedback of collocations has not been thoroughly examined. Some researchers report the usefulness and importance of error correction (Hyland, 1990; Bartram & Walton, 1991; Ferris, 1999; Chandler, 2003), while others showed that error…

Collocations of High Frequency Noun Keywords in Prescribed Science Textbooks

ERIC Educational Resources Information Center

Menon, Sujatha; Mukundan, Jayakaran

2012-01-01

This paper analyses the discourse of science through the study of collocational patterns of high frequency noun keywords in science textbooks used by upper secondary students in Malaysia. Research has shown that one of the areas of difficulty in science discourse concerns lexis, especially that of collocations. This paper describes a corpus-based…

The Effect of Grouping and Presenting Collocations on Retention

ERIC Educational Resources Information Center

Akpinar, Kadriye Dilek; Bardakçi, Mehmet

2015-01-01

The aim of this study is two-fold. Firstly, it attempts to determine the role of presenting collocations by organizing them based on (i) the keyword, (ii) topic related and (iii) grammatical aspect on retention of collocations. Secondly, it investigates the relationship between participants' general English proficiency and the presentation types…

Temi firthiani di linguistica applicata: "Restricted Languages" e "Collocation" (Firthian Themes in Applied Linguistics: "Restricted Languages" and "Collocation")

ERIC Educational Resources Information Center

Leonardi, Magda

1977-01-01

Discusses the importance of two Firthian themes for language teaching. The first theme, "Restricted Languages," concerns the "microlanguages" of every language (e.g., literary language, scientific, etc.). The second theme, "Collocation," shows that equivalent words in two languages rarely have the same position in…

Corpora and Collocations in Chinese-English Dictionaries for Chinese Users

ERIC Educational Resources Information Center

Xia, Lixin

2015-01-01

The paper identifies the major problems of the Chinese-English dictionary in representing collocational information after an extensive survey of nine dictionaries popular among Chinese users. It is found that the Chinese-English dictionary only provides the collocation types of "v+n" and "v+n," but completely ignores those of…

Three-dimensional wave field modeling by a collocated-grid finite-difference method in the anelastic model with surface topography

NASA Astrophysics Data System (ADS)

Wang, N.; Li, J.; Borisov, D.; Gharti, H. N.; Shen, Y.; Zhang, W.; Savage, B. K.

2016-12-01

We incorporate 3D anelastic attenuation into the collocated-grid finite-difference method on curvilinear grids (Zhang et al., 2012), using the rheological model of the generalized Maxwell body (Emmerich and Korn, 1987; Moczo and Kristek, 2005; Käser et al., 2007). We follow a conventional procedure to calculate the anelastic coefficients (Emmerich and Korn, 1987) determined by the Q(ω)-law, with a modification in the choice of frequency band and thus the relaxation frequencies that equidistantly cover the logarithmic frequency range. We show that such an optimization of anelastic coefficients is more accurate when using a fixed number of relaxation mechanisms to fit the frequency independent Q-factors. We use curvilinear grids to represent the surface topography. The velocity-stress form of the 3D isotropic anelastic wave equation is solved with a collocated-grid finite-difference method. Compared with the elastic case, we need to solve additional material-independent anelastic functions (Kristek and Moczo, 2003) for the mechanisms at each relaxation frequency. Based on the stress-strain relation, we calculate the spatial partial derivatives of the anelastic functions indirectly thereby saving computational storage and improving computational efficiency. The complex-frequency-shifted perfectly matched layer (CFS-PML) is used for the absorbing boundary condition based on the auxiliary difference equation (Zhang and Shen, 2010). The traction image method (Zhang and Chen, 2006) is employed for the free-surface boundary condition. We perform several numerical experiments including homogeneous full-space models and layered half-space models, considering both flat and 3D Gaussian-shape hill surfaces. The results match very well with those of the spectral-element method (Komatitisch and Tromp, 2002; Savage et al., 2010), verifying the simulations by our method in the anelastic model with surface topography.

On estimating gravity anomalies - A comparison of least squares collocation with conventional least squares techniques

NASA Technical Reports Server (NTRS)

Argentiero, P.; Lowrey, B.

1977-01-01

The least squares collocation algorithm for estimating gravity anomalies from geodetic data is shown to be an application of the well known regression equations which provide the mean and covariance of a random vector (gravity anomalies) given a realization of a correlated random vector (geodetic data). It is also shown that the collocation solution for gravity anomalies is equivalent to the conventional least-squares-Stokes' function solution when the conventional solution utilizes properly weighted zero a priori estimates. The mathematical and physical assumptions underlying the least squares collocation estimator are described.

Versions of the collocation and least squares method for solving biharmonic equations in non-canonical domains

NASA Astrophysics Data System (ADS)

Belyaev, V. A.; Shapeev, V. P.

2017-10-01

New versions of the collocations and least squares method of high-order accuracy are proposed and implemented for the numerical solution of the boundary value problems for the biharmonic equation in non-canonical domains. The solution of the biharmonic equation is used for simulating the stress-strain state of an isotropic plate under the action of transverse load. The differential problem is projected into a space of fourth-degree polynomials by the CLS method. The boundary conditions for the approximate solution are put down exactly on the boundary of the computational domain. The versions of the CLS method are implemented on the grids which are constructed in two different ways. It is shown that the approximate solution of problems converges with high order. Thus it matches with high accuracy with the analytical solution of the test problems in the case of known solution in the numerical experiments on the convergence of the solution of various problems on a sequence of grids.

On the Effect of Gender and Years of Instruction on Iranian EFL Learners' Collocational Competence

ERIC Educational Resources Information Center

Ganji, Mansoor

2012-01-01

This study investigates the Iranian EFL learners' Knowledge of Lexical Collocation at three academic levels: freshmen, sophomores, and juniors. The participants were forty three English majors doing their B.A. in English Translation studies in Chabahar Maritime University. They took a 50-item fill-in-the-blank test of lexical collocations. The…

Formulaic Language and Collocations in German Essays: From Corpus-Driven Data to Corpus-Based Materials

ERIC Educational Resources Information Center

Krummes, Cedric; Ensslin, Astrid

2015-01-01

Whereas there exists a plethora of research on collocations and formulaic language in English, this article contributes towards a somewhat less developed area: the understanding and teaching of formulaic language in German as a foreign language. It analyses formulaic sequences and collocations in German writing (corpus-driven) and provides modern…

Symmetrical and Asymmetrical Scaffolding of L2 Collocations in the Context of Concordancing

ERIC Educational Resources Information Center

Rezaee, Abbas Ali; Marefat, Hamideh; Saeedakhtar, Afsaneh

2015-01-01

Collocational competence is recognized to be integral to native-like L2 performance, and concordancing can be of assistance in gaining this competence. This study reports on an investigation into the effect of symmetrical and asymmetrical scaffolding on the collocational competence of Iranian intermediate learners of English in the context of…

Profiling the Collocation Use in ELT Textbooks and Learner Writing

ERIC Educational Resources Information Center

Tsai, Kuei-Ju

2015-01-01

The present study investigates the collocational profiles of (1) three series of graded textbooks for English as a foreign language (EFL) commonly used in Taiwan, (2) the written productions of EFL learners, and (3) the written productions of native speakers (NS) of English. These texts were examined against a purpose-built collocation list. Based…

Learning and Teaching L2 Collocations: Insights from Research

ERIC Educational Resources Information Center

Szudarski, Pawel

2017-01-01

The aim of this article is to present and summarize the main research findings in the area of learning and teaching second language (L2) collocations. Being a large part of naturally occurring language, collocations and other types of multiword units (e.g., idioms, phrasal verbs, lexical bundles) have been identified as important aspects of L2…

Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) Collocation Method for Solving Linear and Nonlinear Fokker-Planck Equations

NASA Astrophysics Data System (ADS)

Parand, K.; Latifi, S.; Moayeri, M. M.; Delkhosh, M.

2018-05-01

In this study, we have constructed a new numerical approach for solving the time-dependent linear and nonlinear Fokker-Planck equations. In fact, we have discretized the time variable with Crank-Nicolson method and for the space variable, a numerical method based on Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) collocation method is applied. It leads to in solving the equation in a series of time steps and at each time step, the problem is reduced to a problem consisting of a system of algebraic equations that greatly simplifies the problem. One can observe that the proposed method is simple and accurate. Indeed, one of its merits is that it is derivative-free and by proposing a formula for derivative matrices, the difficulty aroused in calculation is overcome, along with that it does not need to calculate the General Lagrange basis and matrices; they have Kronecker property. Linear and nonlinear Fokker-Planck equations are given as examples and the results amply demonstrate that the presented method is very valid, effective, reliable and does not require any restrictive assumptions for nonlinear terms.

Stochastic Downscaling of Digital Elevation Models

NASA Astrophysics Data System (ADS)

Rasera, Luiz Gustavo; Mariethoz, Gregoire; Lane, Stuart N.

2016-04-01

High-resolution digital elevation models (HR-DEMs) are extremely important for the understanding of small-scale geomorphic processes in Alpine environments. In the last decade, remote sensing techniques have experienced a major technological evolution, enabling fast and precise acquisition of HR-DEMs. However, sensors designed to measure elevation data still feature different spatial resolution and coverage capabilities. Terrestrial altimetry allows the acquisition of HR-DEMs with centimeter to millimeter-level precision, but only within small spatial extents and often with dead ground problems. Conversely, satellite radiometric sensors are able to gather elevation measurements over large areas but with limited spatial resolution. In the present study, we propose an algorithm to downscale low-resolution satellite-based DEMs using topographic patterns extracted from HR-DEMs derived for example from ground-based and airborne altimetry. The method consists of a multiple-point geostatistical simulation technique able to generate high-resolution elevation data from low-resolution digital elevation models (LR-DEMs). Initially, two collocated DEMs with different spatial resolutions serve as an input to construct a database of topographic patterns, which is also used to infer the statistical relationships between the two scales. High-resolution elevation patterns are then retrieved from the database to downscale a LR-DEM through a stochastic simulation process. The output of the simulations are multiple equally probable DEMs with higher spatial resolution that also depict the large-scale geomorphic structures present in the original LR-DEM. As these multiple models reflect the uncertainty related to the downscaling, they can be employed to quantify the uncertainty of phenomena that are dependent on fine topography, such as catchment hydrological processes. The proposed methodology is illustrated for a case study in the Swiss Alps. A swissALTI3D HR-DEM (with 5 m resolution) and a SRTM-derived LR-DEM from the Western Alps are used to downscale a SRTM-based LR-DEM from the eastern part of the Alps. The results show that the method is capable of generating multiple high-resolution synthetic DEMs that reproduce the spatial structure and statistics of the original DEM.

Solution of the Orr-Sommerfeld equation for the Blausius boundary-layer documentation of program ORRBL and a test case

NASA Technical Reports Server (NTRS)

Biringen, S.; Danabasoglu, G.

1988-01-01

A Chebyshev matrix collocation method is outlined for the solution of the Orr-Sommerfeld equation for the Blausius boundary layer. User information is provided for FORTRAN program ORRBL which solves the equation by the QR method.

Numerical solutions for Helmholtz equations using Bernoulli polynomials

NASA Astrophysics Data System (ADS)

Bicer, Kubra Erdem; Yalcinbas, Salih

2017-07-01

This paper reports a new numerical method based on Bernoulli polynomials for the solution of Helmholtz equations. The method uses matrix forms of Bernoulli polynomials and their derivatives by means of collocation points. Aim of this paper is to solve Helmholtz equations using this matrix relations.

Model-free simulations of turbulent reactive flows

NASA Technical Reports Server (NTRS)

Givi, Peyman

1989-01-01

The current computational methods for solving transport equations of turbulent reacting single-phase flows are critically reviewed, with primary attention given to those methods that lead to model-free simulations. In particular, consideration is given to direct numerical simulations using spectral (Galerkin) and pseudospectral (collocation) methods, spectral element methods, and Lagrangian methods. The discussion also covers large eddy simulations and turbulence modeling.

An efficient computational method for solving nonlinear stochastic Itô integral equations: Application for stochastic problems in physics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

Because of the nonlinearity, closed-form solutions of many important stochastic functional equations are virtually impossible to obtain. Thus, numerical solutions are a viable alternative. In this paper, a new computational method based on the generalized hat basis functions together with their stochastic operational matrix of Itô-integration is proposed for solving nonlinear stochastic Itô integral equations in large intervals. In the proposed method, a new technique for computing nonlinear terms in such problems is presented. The main advantage of the proposed method is that it transforms problems under consideration into nonlinear systems of algebraic equations which can be simply solved. Errormore » analysis of the proposed method is investigated and also the efficiency of this method is shown on some concrete examples. The obtained results reveal that the proposed method is very accurate and efficient. As two useful applications, the proposed method is applied to obtain approximate solutions of the stochastic population growth models and stochastic pendulum problem.« less

The Challenge of English Language Collocation Learning in an ES/FL Environment: PRC Students in Singapore

ERIC Educational Resources Information Center

Ying, Yang

2015-01-01

This study aimed to seek an in-depth understanding about English collocation learning and the development of learner autonomy through investigating a group of English as a Second Language (ESL) learners' perspectives and practices in their learning of English collocations using an AWARE approach. A group of 20 PRC students learning English in…

An Automatic Collocation Writing Assistant for Taiwanese EFL Learners: A Case of Corpus-Based NLP Technology

ERIC Educational Resources Information Center

Chang, Yu-Chia; Chang, Jason S.; Chen, Hao-Jan; Liou, Hsien-Chin

2008-01-01

Previous work in the literature reveals that EFL learners were deficient in collocations that are a hallmark of near native fluency in learner's writing. Among different types of collocations, the verb-noun (V-N) one was found to be particularly difficult to master, and learners' first language was also found to heavily influence their collocation…

First and Second Generation New York City Bilinguals: What Is the Role of Input in Their Collocational Knowledge of English and Spanish?

ERIC Educational Resources Information Center

Heidrick, Ingrid T.

2017-01-01

This study compares monolinguals and different kinds of bilinguals with respect to their knowledge of the type of lexical phenomenon known as collocation. Collocations are word combinations that speakers use recurrently, forming the basis of conventionalized lexical patterns that are shared by a linguistic community. Examples of collocations…

Edge gradients evaluation for 2D hybrid finite volume method model

USDA-ARS?s Scientific Manuscript database

In this study, a two-dimensional depth-integrated hydrodynamic model was developed using FVM on a hybrid unstructured collocated mesh system. To alleviate the negative effects of mesh irregularity and non-uniformity, a conservative evaluation method for edge gradients based on the second-order Tayl...

On the equivalence of spherical splines with least-squares collocation and Stokes's formula for regional geoid computation

NASA Astrophysics Data System (ADS)

Ophaug, Vegard; Gerlach, Christian

2017-11-01

This work is an investigation of three methods for regional geoid computation: Stokes's formula, least-squares collocation (LSC), and spherical radial base functions (RBFs) using the spline kernel (SK). It is a first attempt to compare the three methods theoretically and numerically in a unified framework. While Stokes integration and LSC may be regarded as classic methods for regional geoid computation, RBFs may still be regarded as a modern approach. All methods are theoretically equal when applied globally, and we therefore expect them to give comparable results in regional applications. However, it has been shown by de Min (Bull Géod 69:223-232, 1995. doi: 10.1007/BF00806734) that the equivalence of Stokes's formula and LSC does not hold in regional applications without modifying the cross-covariance function. In order to make all methods comparable in regional applications, the corresponding modification has been introduced also in the SK. Ultimately, we present numerical examples comparing Stokes's formula, LSC, and SKs in a closed-loop environment using synthetic noise-free data, to verify their equivalence. All agree on the millimeter level.

Collocational Links in the L2 Mental Lexicon and the Influence of L1 Intralexical Knowledge

ERIC Educational Resources Information Center

Wolter, Brent; Gyllstad, Henrik

2011-01-01

This article assesses the influence of L1 intralexical knowledge on the formation of L2 intralexical collocations. Two tests, a primed lexical decision task (LDT) and a test of receptive collocational knowledge, were administered to a group of non-native speakers (NNSs) (L1 Swedish), with native speakers (NSs) of English serving as controls on the…

A Corpus-Driven Design of a Test for Assessing the ESL Collocational Competence of University Students

ERIC Educational Resources Information Center

Jaen, Maria Moreno

2007-01-01

This paper reports an assessment of the collocational competence of students of English Linguistics at the University of Granada. This was carried out to meet a two-fold purpose. On the one hand, we aimed to establish a solid corpus-driven approach based upon a systematic and reliable framework for the evaluation of collocational competence in…

Spectral methods for partial differential equations

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Streett, C. L.; Zang, T. A.

1983-01-01

Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized.

Recent applications of spectral methods in fluid dynamics

NASA Technical Reports Server (NTRS)

Zang, T. A.; Hussaini, M. Y.

1985-01-01

Origins of spectral methods, especially their relation to the method of weighted residuals, are surveyed. Basic Fourier and Chebyshev spectral concepts are reviewed and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic and mixzed type. Fluid dynamical applications are emphasized.

On estimating gravity anomalies: A comparison of least squares collocation with least squares techniques

NASA Technical Reports Server (NTRS)

Argentiero, P.; Lowrey, B.

1976-01-01

The least squares collocation algorithm for estimating gravity anomalies from geodetic data is shown to be an application of the well known regression equations which provide the mean and covariance of a random vector (gravity anomalies) given a realization of a correlated random vector (geodetic data). It is also shown that the collocation solution for gravity anomalies is equivalent to the conventional least-squares-Stokes' function solution when the conventional solution utilizes properly weighted zero a priori estimates. The mathematical and physical assumptions underlying the least squares collocation estimator are described, and its numerical properties are compared with the numerical properties of the conventional least squares estimator.

Computation of aerodynamic interference effects on oscillating airfoils with controls in ventilated subsonic wind tunnels

NASA Technical Reports Server (NTRS)

Fromme, J. A.; Golberg, M. A.

1979-01-01

Lift interference effects are discussed based on Bland's (1968) integral equation. A mathematical existence theory is utilized for which convergence of the numerical method has been proved for general (square-integrable) downwashes. Airloads are computed using orthogonal airfoil polynomial pairs in conjunction with a collocation method which is numerically equivalent to Galerkin's method and complex least squares. Convergence exhibits exponentially decreasing error with the number n of collocation points for smooth downwashes, whereas errors are proportional to 1/n for discontinuous downwashes. The latter can be reduced to 1/n to the m+1 power with mth-order Richardson extrapolation (by using m = 2, hundredfold error reductions were obtained with only a 13% increase of computer time). Numerical results are presented showing acoustic resonance, as well as the effect of Mach number, ventilation, height-to-chord ratio, and mode shape on wind-tunnel interference. Excellent agreement with experiment is obtained in steady flow, and good agreement is obtained for unsteady flow.

A fractional factorial probabilistic collocation method for uncertainty propagation of hydrologic model parameters in a reduced dimensional space

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Huang, W.; Fan, Y. R.; Li, Z.

2015-10-01

In this study, a fractional factorial probabilistic collocation method is proposed to reveal statistical significance of hydrologic model parameters and their multi-level interactions affecting model outputs, facilitating uncertainty propagation in a reduced dimensional space. The proposed methodology is applied to the Xiangxi River watershed in China to demonstrate its validity and applicability, as well as its capability of revealing complex and dynamic parameter interactions. A set of reduced polynomial chaos expansions (PCEs) only with statistically significant terms can be obtained based on the results of factorial analysis of variance (ANOVA), achieving a reduction of uncertainty in hydrologic predictions. The predictive performance of reduced PCEs is verified by comparing against standard PCEs and the Monte Carlo with Latin hypercube sampling (MC-LHS) method in terms of reliability, sharpness, and Nash-Sutcliffe efficiency (NSE). Results reveal that the reduced PCEs are able to capture hydrologic behaviors of the Xiangxi River watershed, and they are efficient functional representations for propagating uncertainties in hydrologic predictions.

Vibration and Control of Flexible Rotor Supported by Magnetic Bearings

NASA Technical Reports Server (NTRS)

Nonami, Kenzou

1988-01-01

Active vibration control of flexible rotors supported by magnetic bearings is discussed. Using a finite-element method for a mathematical model of the flexible rotor, the eigenvalue problem is formulated taking into account the interaction between a mechanical system of the flexible rotor and an electrical system of the magnetic bearings and the controller. However, for the sake of simplicity, gyroscopic effects are disregarded. It is possible to adapt this formulation to a general flexible rotor-magnetic bearing system. Controllability with and without collocation sensors and actuators located at the same distance along the rotor axis is discussed for the higher order flexible modes of the test rig. In conclusion, it is proposed that it is necessary to add new active control loops for the higher flexible modes even in the case of collocation. Then it is possible to stabilize for the case of uncollocation by means of this method.

Optimization of Low-Thrust Spiral Trajectories by Collocation

NASA Technical Reports Server (NTRS)

Falck, Robert D.; Dankanich, John W.

2012-01-01

As NASA examines potential missions in the post space shuttle era, there has been a renewed interest in low-thrust electric propulsion for both crewed and uncrewed missions. While much progress has been made in the field of software for the optimization of low-thrust trajectories, many of the tools utilize higher-fidelity methods which, while excellent, result in extremely high run-times and poor convergence when dealing with planetocentric spiraling trajectories deep within a gravity well. Conversely, faster tools like SEPSPOT provide a reasonable solution but typically fail to account for other forces such as third-body gravitation, aerodynamic drag, solar radiation pressure. SEPSPOT is further constrained by its solution method, which may require a very good guess to yield a converged optimal solution. Here the authors have developed an approach using collocation intended to provide solution times comparable to those given by SEPSPOT while allowing for greater robustness and extensible force models.

The application of nonlinear programming and collocation to optimal aeroassisted orbital transfers

NASA Astrophysics Data System (ADS)

Shi, Y. Y.; Nelson, R. L.; Young, D. H.; Gill, P. E.; Murray, W.; Saunders, M. A.

1992-01-01

Sequential quadratic programming (SQP) and collocation of the differential equations of motion were applied to optimal aeroassisted orbital transfers. The Optimal Trajectory by Implicit Simulation (OTIS) computer program codes with updated nonlinear programming code (NZSOL) were used as a testbed for the SQP nonlinear programming (NLP) algorithms. The state-of-the-art sparse SQP method is considered to be effective for solving large problems with a sparse matrix. Sparse optimizers are characterized in terms of memory requirements and computational efficiency. For the OTIS problems, less than 10 percent of the Jacobian matrix elements are nonzero. The SQP method encompasses two phases: finding an initial feasible point by minimizing the sum of infeasibilities and minimizing the quadratic objective function within the feasible region. The orbital transfer problem under consideration involves the transfer from a high energy orbit to a low energy orbit.

Data centers as dispatchable loads to harness stranded power

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, Kibaek; Yang, Fan; Zavala, Victor M.

Here, we analyze how traditional data center placement and optimal placement of dispatchable data centers affect power grid efficiency. We use detailed network models, stochastic optimization formulations, and diverse renewable generation scenarios to perform our analysis. Our results reveal that significant spillage and stranded power will persist in power grids as wind power levels are increased. A counter-intuitive finding is that collocating data centers with inflexible loads next to wind farms has limited impacts on renewable portfolio standard (RPS) goals because it provides limited system-level flexibility. Such an approach can, in fact, increase stranded power and fossil-fueled generation. In contrast,more » optimally placing data centers that are dispatchable provides system-wide flexibility, reduces stranded power, and improves efficiency. In short, optimally placed dispatchable computing loads can enable better scaling to high RPS. In our case study, we find that these dispatchable computing loads are powered to 60-80% of their requested capacity, indicating that there are significant economic incentives provided by stranded power.« less

Data centers as dispatchable loads to harness stranded power

DOE PAGES

Kim, Kibaek; Yang, Fan; Zavala, Victor M.; ...

2016-07-20

Here, we analyze how traditional data center placement and optimal placement of dispatchable data centers affect power grid efficiency. We use detailed network models, stochastic optimization formulations, and diverse renewable generation scenarios to perform our analysis. Our results reveal that significant spillage and stranded power will persist in power grids as wind power levels are increased. A counter-intuitive finding is that collocating data centers with inflexible loads next to wind farms has limited impacts on renewable portfolio standard (RPS) goals because it provides limited system-level flexibility. Such an approach can, in fact, increase stranded power and fossil-fueled generation. In contrast,more » optimally placing data centers that are dispatchable provides system-wide flexibility, reduces stranded power, and improves efficiency. In short, optimally placed dispatchable computing loads can enable better scaling to high RPS. In our case study, we find that these dispatchable computing loads are powered to 60-80% of their requested capacity, indicating that there are significant economic incentives provided by stranded power.« less

Spectral analysis of GEOS-3 altimeter data and frequency domain collocation. [to estimate gravity anomalies

NASA Technical Reports Server (NTRS)

Eren, K.

1980-01-01

The mathematical background in spectral analysis as applied to geodetic applications is summarized. The resolution (cut-off frequency) of the GEOS 3 altimeter data is examined by determining the shortest wavelength (corresponding to the cut-off frequency) recoverable. The data from some 18 profiles are used. The total power (variance) in the sea surface topography with respect to the reference ellipsoid as well as with respect to the GEM-9 surface is computed. A fast inversion algorithm for matrices of simple and block Toeplitz matrices and its application to least squares collocation is explained. This algorithm yields a considerable gain in computer time and storage in comparison with conventional least squares collocation. Frequency domain least squares collocation techniques are also introduced and applied to estimating gravity anomalies from GEOS 3 altimeter data. These techniques substantially reduce the computer time and requirements in storage associated with the conventional least squares collocation. Numerical examples given demonstrate the efficiency and speed of these techniques.

Potential applications of skip SMV with thrust engine

NASA Astrophysics Data System (ADS)

Wang, Weilin; Savvaris, Al

2016-11-01

This paper investigates the potential applications of Space Maneuver Vehicles (SMV) with skip trajectory. Due to soaring space operations over the past decades, the risk of space debris has considerably increased such as collision risks with space asset, human property on ground and even aviation. Many active debris removal methods have been investigated and in this paper, a debris remediation method is first proposed based on skip SMV. The key point is to perform controlled re-entry. These vehicles are expected to achieve a trans-atmospheric maneuver with thrust engine. If debris is released at altitude below 80 km, debris could be captured by the atmosphere drag force and re-entry interface prediction accuracy is improved. Moreover if the debris is released in a cargo at a much lower altitude, this technique protects high value space asset from break up by the atmosphere and improves landing accuracy. To demonstrate the feasibility of this concept, the present paper presents the simulation results for two specific mission profiles: (1) descent to predetermined altitude; (2) descent to predetermined point (altitude, longitude and latitude). The evolutionary collocation method is adopted for skip trajectory optimization due to its global optimality and high-accuracy. This method is actually a two-step optimization approach based on the heuristic algorithm and the collocation method. The optimal-control problem is transformed into a nonlinear programming problem (NLP) which can be efficiently and accurately solved by the sequential quadratic programming (SQP) procedure. However, such a method is sensitive to initial values. To reduce the sensitivity problem, genetic algorithm (GA) is adopted to refine the grids and provide near optimum initial values. By comparing the simulation data from different scenarios, it is found that skip SMV is feasible in active debris removal and the evolutionary collocation method gives a truthful re-entry trajectory that satisfies the path and boundary constraints.

Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Zeng, X.

2015-12-01

A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

An Improved Nested Sampling Algorithm for Model Selection and Assessment

NASA Astrophysics Data System (ADS)

Zeng, X.; Ye, M.; Wu, J.; WANG, D.

2017-12-01

Multimodel strategy is a general approach for treating model structure uncertainty in recent researches. The unknown groundwater system is represented by several plausible conceptual models. Each alternative conceptual model is attached with a weight which represents the possibility of this model. In Bayesian framework, the posterior model weight is computed as the product of model prior weight and marginal likelihood (or termed as model evidence). As a result, estimating marginal likelihoods is crucial for reliable model selection and assessment in multimodel analysis. Nested sampling estimator (NSE) is a new proposed algorithm for marginal likelihood estimation. The implementation of NSE comprises searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm and its variants are often used for local sampling in NSE. However, M-H is not an efficient sampling algorithm for high-dimensional or complex likelihood function. For improving the performance of NSE, it could be feasible to integrate more efficient and elaborated sampling algorithm - DREAMzs into the local sampling. In addition, in order to overcome the computation burden problem of large quantity of repeating model executions in marginal likelihood estimation, an adaptive sparse grid stochastic collocation method is used to build the surrogates for original groundwater model.

Finite length Taylor Couette flow

NASA Technical Reports Server (NTRS)

Streett, C. L.; Hussaini, M. Y.

1987-01-01

Axisymmetric numerical solutions of the unsteady Navier-Stokes equations for flow between concentric rotating cylinders of finite length are obtained by a spectral collocation method. These representative results pertain to two-cell/one-cell exchange process, and are compared with recent experiments.

Spectral collocation for multiparameter eigenvalue problems arising from separable boundary value problems

NASA Astrophysics Data System (ADS)

Plestenjak, Bor; Gheorghiu, Călin I.; Hochstenbach, Michiel E.

2015-10-01

In numerous science and engineering applications a partial differential equation has to be solved on some fairly regular domain that allows the use of the method of separation of variables. In several orthogonal coordinate systems separation of variables applied to the Helmholtz, Laplace, or Schrödinger equation leads to a multiparameter eigenvalue problem (MEP); important cases include Mathieu's system, Lamé's system, and a system of spheroidal wave functions. Although multiparameter approaches are exploited occasionally to solve such equations numerically, MEPs remain less well known, and the variety of available numerical methods is not wide. The classical approach of discretizing the equations using standard finite differences leads to algebraic MEPs with large matrices, which are difficult to solve efficiently. The aim of this paper is to change this perspective. We show that by combining spectral collocation methods and new efficient numerical methods for algebraic MEPs it is possible to solve such problems both very efficiently and accurately. We improve on several previous results available in the literature, and also present a MATLAB toolbox for solving a wide range of problems.

A Probabilistic Collocation Based Iterative Kalman Filter for Landfill Data Assimilation

NASA Astrophysics Data System (ADS)

Qiang, Z.; Zeng, L.; Wu, L.

2016-12-01

Due to the strong spatial heterogeneity of landfill, uncertainty is ubiquitous in gas transport process in landfill. To accurately characterize the landfill properties, the ensemble Kalman filter (EnKF) has been employed to assimilate the measurements, e.g., the gas pressure. As a Monte Carlo (MC) based method, the EnKF usually requires a large ensemble size, which poses a high computational cost for large scale problems. In this work, we propose a probabilistic collocation based iterative Kalman filter (PCIKF) to estimate permeability in a liquid-gas coupling model. This method employs polynomial chaos expansion (PCE) to represent and propagate the uncertainties of model parameters and states, and an iterative form of Kalman filter to assimilate the current gas pressure data. To further reduce the computation cost, the functional ANOVA (analysis of variance) decomposition is conducted, and only the first order ANOVA components are remained for PCE. Illustrated with numerical case studies, this proposed method shows significant superiority in computation efficiency compared with the traditional MC based iterative EnKF. The developed method has promising potential in reliable prediction and management of landfill gas production.

Nested sparse grid collocation method with delay and transformation for subsurface flow and transport problems

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-06-01

In numerical modeling of subsurface flow and transport problems, formation properties may not be deterministically characterized, which leads to uncertainty in simulation results. In this study, we propose a sparse grid collocation method, which adopts nested quadrature rules with delay and transformation to quantify the uncertainty of model solutions. We show that the nested Kronrod-Patterson-Hermite quadrature is more efficient than the unnested Gauss-Hermite quadrature. We compare the convergence rates of various quadrature rules including the domain truncation and domain mapping approaches. To further improve accuracy and efficiency, we present a delayed process in selecting quadrature nodes and a transformed process for approximating unsmooth or discontinuous solutions. The proposed method is tested by an analytical function and in one-dimensional single-phase and two-phase flow problems with different spatial variances and correlation lengths. An additional example is given to demonstrate its applicability to three-dimensional black-oil models. It is found from these examples that the proposed method provides a promising approach for obtaining satisfactory estimation of the solution statistics and is much more efficient than the Monte-Carlo simulations.

Hybrid ODE/SSA methods and the cell cycle model

NASA Astrophysics Data System (ADS)

Wang, S.; Chen, M.; Cao, Y.

2017-07-01

Stochastic effect in cellular systems has been an important topic in systems biology. Stochastic modeling and simulation methods are important tools to study stochastic effect. Given the low efficiency of stochastic simulation algorithms, the hybrid method, which combines an ordinary differential equation (ODE) system with a stochastic chemically reacting system, shows its unique advantages in the modeling and simulation of biochemical systems. The efficiency of hybrid method is usually limited by reactions in the stochastic subsystem, which are modeled and simulated using Gillespie's framework and frequently interrupt the integration of the ODE subsystem. In this paper we develop an efficient implementation approach for the hybrid method coupled with traditional ODE solvers. We also compare the efficiency of hybrid methods with three widely used ODE solvers RADAU5, DASSL, and DLSODAR. Numerical experiments with three biochemical models are presented. A detailed discussion is presented for the performances of three ODE solvers.

A new method of imposing boundary conditions for hyperbolic equations

NASA Technical Reports Server (NTRS)

Funaro, D.; ative.

1987-01-01

A new method to impose boundary conditions for pseudospectral approximations to hyperbolic equations is suggested. This method involves the collocation of the equation at the boundary nodes as well as satisfying boundary conditions. Stability and convergence results are proven for the Chebyshev approximation of linear scalar hyperbolic equations. The eigenvalues of this method applied to parabolic equations are shown to be real and negative.

A Chebyshev matrix method for spatial modes of the Orr-Sommerfeld equation

NASA Technical Reports Server (NTRS)

Danabasoglu, G.; Biringen, S.

1989-01-01

The Chebyshev matrix collocation method is applied to obtain the spatial modes of the Orr-Sommerfeld equation for Poiseuille flow and the Blausius boundary layer. The problem is linearized by the companion matrix technique for semi-infinite domain using a mapping transformation. The method can be easily adapted to problems with different boundary conditions requiring different transformations.

Martian resource locations: Identification and optimization

NASA Astrophysics Data System (ADS)

Chamitoff, Gregory; James, George; Barker, Donald; Dershowitz, Adam

2005-04-01

The identification and utilization of in situ Martian natural resources is the key to enable cost-effective long-duration missions and permanent human settlements on Mars. This paper presents a powerful software tool for analyzing Martian data from all sources, and for optimizing mission site selection based on resource collocation. This program, called Planetary Resource Optimization and Mapping Tool (PROMT), provides a wide range of analysis and display functions that can be applied to raw data or imagery. Thresholds, contours, custom algorithms, and graphical editing are some of the various methods that can be used to process data. Output maps can be created to identify surface regions on Mars that meet any specific criteria. The use of this tool for analyzing data, generating maps, and collocating features is demonstrated using data from the Mars Global Surveyor and the Odyssey spacecraft. The overall mission design objective is to maximize a combination of scientific return and self-sufficiency based on utilization of local materials. Landing site optimization involves maximizing accessibility to collocated science and resource features within a given mission radius. Mission types are categorized according to duration, energy resources, and in situ resource utilization. Preliminary optimization results are shown for a number of mission scenarios.

[A particular anthropometric method for the study of accessibility of a workstation].

PubMed

Molinaro, V; Del Ferraro, S

2008-01-01

One of the main factors which can involve musculo-skeletal disorders is the assumption of awkward postures. These lasts can be caused, in some cases, by a no-suitable collocation of some devices which are indispensable for the work. It is possible to evaluate if the chosen collocation is adequate or not by studying the accessibility of the workstation with a special regard for the accessibility of the devices placed inside the workstation. EN ISO 14738:2002 is a specific standard which has been adopted in Italy as UNI EN ISO 14738:2004. This standard gives some useful requirements, in terms of accessibility, to design a workstation at no-mobile machinery. In this study, the authors have analyzed a check out workstation by following the requirements described in UNI EN ISO 14738:2004. Critical aspects, related to the organization both of the work activities either of the workstation, have been highlighted taking into account standard criteria. Finally the authors make a new design of the check out workstation trying to optimize device collocation in order to reduce awkward postures. The new configuration has been investigated by applying the criteria mentioned in the standard.

Adaptive probabilistic collocation based Kalman filter for unsaturated flow problem

NASA Astrophysics Data System (ADS)

Man, J.; Li, W.; Zeng, L.; Wu, L.

2015-12-01

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the Polynomial Chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so called "cure of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF is even more computationally expensive than EnKF. Motivated by recent developments in uncertainty quantification, we propose a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problem. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to alleviate the inconsistency between model parameters and states. The performance of RAPCKF is tested by unsaturated flow numerical cases. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.

A stochastic method for computing hadronic matrix elements

DOE PAGES

Alexandrou, Constantia; Constantinou, Martha; Dinter, Simon; ...

2014-01-24

In this study, we present a stochastic method for the calculation of baryon 3-point functions which is an alternative to the typically used sequential method offering more versatility. We analyze the scaling of the error of the stochastically evaluated 3-point function with the lattice volume and find a favorable signal to noise ratio suggesting that the stochastic method can be extended to large volumes providing an efficient approach to compute hadronic matrix elements and form factors.

Three Dimensional Time Dependent Stochastic Method for Cosmic-ray Modulation

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J. M.

2009-12-01

A proper understanding of the different behavior of intensities of galactic cosmic rays in different solar cycle phases requires solving the modulation equation with time dependence. We present a detailed description of our newly developed stochastic approach for cosmic ray modulation which we believe is the first attempt to solve the time dependent Parker equation in 3D evolving from our 3D steady state stochastic approach, which has been benchmarked extensively by using the finite difference method. Our 3D stochastic method is different from other stochastic approaches in literature (Ball et al 2005, Miyake et al 2005, and Florinski 2008) in several ways. For example, we employ spherical coordinates which makes the code much more efficient by reducing coordinate transformations. What's more, our stochastic differential equations are different from others because our map from Parker's original equation to the Fokker-Planck equation extends the method used by Jokipii and Levy 1977 while others don't although all 3D stochastic methods are essentially based on Ito formula. The advantage of the stochastic approach is that it also gives the probability information of travel times and path lengths of cosmic rays besides the intensities. We show that excellent agreement exists between solutions obtained by our steady state stochastic method and by the traditional finite difference method. We also show time dependent solutions for an idealized heliosphere which has a Parker magnetic field, a planar current sheet, and a simple initial condition.

47 CFR 51.501 - Scope.

Code of Federal Regulations, 2010 CFR

2010-10-01

... FEDERAL COMMUNICATIONS COMMISSION (CONTINUED) COMMON CARRIER SERVICES (CONTINUED) INTERCONNECTION Pricing of Elements § 51.501 Scope. (a) The rules in this subpart apply to the pricing of network elements, interconnection, and methods of obtaining access to unbundled elements, including physical collocation and virtual...

Performance of FFT methods in local gravity field modelling

NASA Technical Reports Server (NTRS)

Forsberg, Rene; Solheim, Dag

1989-01-01

Fast Fourier transform (FFT) methods provide a fast and efficient means of processing large amounts of gravity or geoid data in local gravity field modelling. The FFT methods, however, has a number of theoretical and practical limitations, especially the use of flat-earth approximation, and the requirements for gridded data. In spite of this the method often yields excellent results in practice when compared to other more rigorous (and computationally expensive) methods, such as least-squares collocation. The good performance of the FFT methods illustrate that the theoretical approximations are offset by the capability of taking into account more data in larger areas, especially important for geoid predictions. For best results good data gridding algorithms are essential. In practice truncated collocation approaches may be used. For large areas at high latitudes the gridding must be done using suitable map projections such as UTM, to avoid trivial errors caused by the meridian convergence. The FFT methods are compared to ground truth data in New Mexico (xi, eta from delta g), Scandinavia (N from delta g, the geoid fits to 15 cm over 2000 km), and areas of the Atlantic (delta g from satellite altimetry using Wiener filtering). In all cases the FFT methods yields results comparable or superior to other methods.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

A review of spectral methods

NASA Technical Reports Server (NTRS)

Lustman, L.

1984-01-01

An outline for spectral methods for partial differential equations is presented. The basic spectral algorithm is defined, collocation are emphasized and the main advantage of the method, the infinite order of accuracy in problems with smooth solutions are discussed. Examples of theoretical numerical analysis of spectral calculations are presented. An application of spectral methods to transonic flow is presented. The full potential transonic equation is among the best understood among nonlinear equations.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

Polynomial Chaos Based Acoustic Uncertainty Predictions from Ocean Forecast Ensembles

NASA Astrophysics Data System (ADS)

Dennis, S.

2016-02-01

Most significant ocean acoustic propagation occurs at tens of kilometers, at scales small compared basin and to most fine scale ocean modeling. To address the increased emphasis on uncertainty quantification, for example transmission loss (TL) probability density functions (PDF) within some radius, a polynomial chaos (PC) based method is utilized. In order to capture uncertainty in ocean modeling, Navy Coastal Ocean Model (NCOM) now includes ensembles distributed to reflect the ocean analysis statistics. Since the ensembles are included in the data assimilation for the new forecast ensembles, the acoustic modeling uses the ensemble predictions in a similar fashion for creating sound speed distribution over an acoustically relevant domain. Within an acoustic domain, singular value decomposition over the combined time-space structure of the sound speeds can be used to create Karhunen-Loève expansions of sound speed, subject to multivariate normality testing. These sound speed expansions serve as a basis for Hermite polynomial chaos expansions of derived quantities, in particular TL. The PC expansion coefficients result from so-called non-intrusive methods, involving evaluation of TL at multi-dimensional Gauss-Hermite quadrature collocation points. Traditional TL calculation from standard acoustic propagation modeling could be prohibitively time consuming at all multi-dimensional collocation points. This method employs Smolyak order and gridding methods to allow adaptive sub-sampling of the collocation points to determine only the most significant PC expansion coefficients to within a preset tolerance. Practically, the Smolyak order and grid sizes grow only polynomially in the number of Karhunen-Loève terms, alleviating the curse of dimensionality. The resulting TL PC coefficients allow the determination of TL PDF normality and its mean and standard deviation. In the non-normal case, PC Monte Carlo methods are used to rapidly establish the PDF. This work was sponsored by the Office of Naval Research

Revision of IRIS/IDA Seismic Station Metadata

NASA Astrophysics Data System (ADS)

Xu, W.; Davis, P.; Auerbach, D.; Klimczak, E.

2017-12-01

Trustworthy data quality assurance has always been one of the goals of seismic network operators and data management centers. This task is considerably complex and evolving due to the huge quantities as well as the rapidly changing characteristics and complexities of seismic data. Published metadata usually reflect instrument response characteristics and their accuracies, which includes zero frequency sensitivity for both seismometer and data logger as well as other, frequency-dependent elements. In this work, we are mainly focused studying the variation of the seismometer sensitivity with time of IRIS/IDA seismic recording systems with a goal to improve the metadata accuracy for the history of the network. There are several ways to measure the accuracy of seismometer sensitivity for the seismic stations in service. An effective practice recently developed is to collocate a reference seismometer in proximity to verify the in-situ sensors' calibration. For those stations with a secondary broadband seismometer, IRIS' MUSTANG metric computation system introduced a transfer function metric to reflect two sensors' gain ratios in the microseism frequency band. In addition, a simulation approach based on M2 tidal measurements has been proposed and proven to be effective. In this work, we compare and analyze the results from three different methods, and concluded that the collocated-sensor method is most stable and reliable with the minimum uncertainties all the time. However, for epochs without both the collocated sensor and secondary seismometer, we rely on the analysis results from tide method. For the data since 1992 on IDA stations, we computed over 600 revised seismometer sensitivities for all the IRIS/IDA network calibration epochs. Hopefully further revision procedures will help to guarantee that the data is accurately reflected by the metadata of these stations.

Study of the footprints of short-term variation in XCO2 observed by TCCON sites using NIES and FLEXPART atmospheric transport models

NASA Astrophysics Data System (ADS)

Belikov, Dmitry A.; Maksyutov, Shamil; Ganshin, Alexander; Zhuravlev, Ruslan; Deutscher, Nicholas M.; Wunch, Debra; Feist, Dietrich G.; Morino, Isamu; Parker, Robert J.; Strong, Kimberly; Yoshida, Yukio; Bril, Andrey; Oshchepkov, Sergey; Boesch, Hartmut; Dubey, Manvendra K.; Griffith, David; Hewson, Will; Kivi, Rigel; Mendonca, Joseph; Notholt, Justus; Schneider, Matthias; Sussmann, Ralf; Velazco, Voltaire A.; Aoki, Shuji

2017-01-01

The Total Carbon Column Observing Network (TCCON) is a network of ground-based Fourier transform spectrometers (FTSs) that record near-infrared (NIR) spectra of the sun. From these spectra, accurate and precise observations of CO2 column-averaged dry-air mole fractions (denoted XCO2) are retrieved. TCCON FTS observations have previously been used to validate satellite estimations of XCO2; however, our knowledge of the short-term spatial and temporal variations in XCO2 surrounding the TCCON sites is limited. In this work, we use the National Institute for Environmental Studies (NIES) Eulerian three-dimensional transport model and the FLEXPART (FLEXible PARTicle dispersion model) Lagrangian particle dispersion model (LPDM) to determine the footprints of short-term variations in XCO2 observed by operational, past, future and possible TCCON sites. We propose a footprint-based method for the collocation of satellite and TCCON XCO2 observations and estimate the performance of the method using the NIES model and five GOSAT (Greenhouse Gases Observing Satellite) XCO2 product data sets. Comparison of the proposed approach with a standard geographic method shows a higher number of collocation points and an average bias reduction up to 0.15 ppm for a subset of 16 stations for the period from January 2010 to January 2014. Case studies of the Darwin and Reunion Island sites reveal that when the footprint area is rather curved, non-uniform and significantly different from a geographical rectangular area, the differences between these approaches are more noticeable. This emphasises that the collocation is sensitive to local meteorological conditions and flux distributions.

Stochastic differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sobczyk, K.

1990-01-01

This book provides a unified treatment of both regular (or random) and Ito stochastic differential equations. It focuses on solution methods, including some developed only recently. Applications are discussed, in particular an insight is given into both the mathematical structure, and the most efficient solution methods (analytical as well as numerical). Starting from basic notions and results of the theory of stochastic processes and stochastic calculus (including Ito's stochastic integral), many principal mathematical problems and results related to stochastic differential equations are expounded here for the first time. Applications treated include those relating to road vehicles, earthquake excitations and offshoremore » structures.« less

Three-dimensional data-tracking dynamic optimization simulations of human locomotion generated by direct collocation.

PubMed

Lin, Yi-Chung; Pandy, Marcus G

2017-07-05

The aim of this study was to perform full-body three-dimensional (3D) dynamic optimization simulations of human locomotion by driving a neuromusculoskeletal model toward in vivo measurements of body-segmental kinematics and ground reaction forces. Gait data were recorded from 5 healthy participants who walked at their preferred speeds and ran at 2m/s. Participant-specific data-tracking dynamic optimization solutions were generated for one stride cycle using direct collocation in tandem with an OpenSim-MATLAB interface. The body was represented as a 12-segment, 21-degree-of-freedom skeleton actuated by 66 muscle-tendon units. Foot-ground interaction was simulated using six contact spheres under each foot. The dynamic optimization problem was to find the set of muscle excitations needed to reproduce 3D measurements of body-segmental motions and ground reaction forces while minimizing the time integral of muscle activations squared. Direct collocation took on average 2.7±1.0h and 2.2±1.6h of CPU time, respectively, to solve the optimization problems for walking and running. Model-computed kinematics and foot-ground forces were in good agreement with corresponding experimental data while the calculated muscle excitation patterns were consistent with measured EMG activity. The results demonstrate the feasibility of implementing direct collocation on a detailed neuromusculoskeletal model with foot-ground contact to accurately and efficiently generate 3D data-tracking dynamic optimization simulations of human locomotion. The proposed method offers a viable tool for creating feasible initial guesses needed to perform predictive simulations of movement using dynamic optimization theory. The source code for implementing the model and computational algorithm may be downloaded at http://simtk.org/home/datatracking. Copyright © 2017 Elsevier Ltd. All rights reserved.

Intercomparison of an Aerosol Chemical Speciation Monitor (ACSM) with ambient fine aerosol measurements in downtown Atlanta, Georgia

NASA Astrophysics Data System (ADS)

Budisulistiorini, S. H.; Canagaratna, M. R.; Croteau, P. L.; Baumann, K.; Edgerton, E. S.; Kollman, M. S.; Ng, N. L.; Verma, V.; Shaw, S. L.; Knipping, E. M.; Worsnop, D. R.; Jayne, J. T.; Weber, R. J.; Surratt, J. D.

2014-07-01

Currently, there are a limited number of field studies that evaluate the long-term performance of the Aerodyne Aerosol Chemical Speciation Monitor (ACSM) against established monitoring networks. In this study, we present seasonal intercomparisons of the ACSM with collocated fine aerosol (PM2.5) measurements at the Southeastern Aerosol Research and Characterization (SEARCH) Jefferson Street (JST) site near downtown Atlanta, GA, during 2011-2012. Intercomparison of two collocated ACSMs resulted in strong correlations (r2 > 0.8) for all chemical species, except chloride (r2 = 0.21) indicating that ACSM instruments are capable of stable and reproducible operation. In general, speciated ACSM mass concentrations correlate well (r2 > 0.7) with the filter-adjusted continuous measurements from JST, although the correlation for nitrate is weaker (r2 = 0.55) in summer. Correlations of the ACSM NR-PM1 (non-refractory particulate matter with aerodynamic diameter less than or equal to 1 μm) plus elemental carbon (EC) with tapered element oscillating microbalance (TEOM) PM2.5 and Federal Reference Method (FRM) PM1 mass are strong with r2 > 0.7 and r2 > 0.8, respectively. Discrepancies might be attributed to evaporative losses of semi-volatile species from the filter measurements used to adjust the collocated continuous measurements. This suggests that adjusting the ambient aerosol continuous measurements with results from filter analysis introduced additional bias to the measurements. We also recommend to calibrate the ambient aerosol monitoring instruments using aerosol standards rather than gas-phase standards. The fitting approach for ACSM relative ionization for sulfate was shown to improve the comparisons between ACSM and collocated measurements in the absence of calibrated values, suggesting the importance of adding sulfate calibration into the ACSM calibration routine.

Coefficient of restitution in fractional viscoelastic compliant impacts using fractional Chebyshev collocation

NASA Astrophysics Data System (ADS)

Dabiri, Arman; Butcher, Eric A.; Nazari, Morad

2017-02-01

Compliant impacts can be modeled using linear viscoelastic constitutive models. While such impact models for realistic viscoelastic materials using integer order derivatives of force and displacement usually require a large number of parameters, compliant impact models obtained using fractional calculus, however, can be advantageous since such models use fewer parameters and successfully capture the hereditary property. In this paper, we introduce the fractional Chebyshev collocation (FCC) method as an approximation tool for numerical simulation of several linear fractional viscoelastic compliant impact models in which the overall coefficient of restitution for the impact is studied as a function of the fractional model parameters for the first time. Other relevant impact characteristics such as hysteresis curves, impact force gradient, penetration and separation depths are also studied.

The precision of wet atmospheric deposition data from national atmospheric deposition program/national trends network sites determined with collocated samplers

USGS Publications Warehouse

Nilles, M.A.; Gordon, J.D.; Schroder, L.J.

1994-01-01

A collocated, wet-deposition sampler program has been operated since October 1988 by the U.S. Geological Survey to estimate the overall sampling precision of wet atmospheric deposition data collected at selected sites in the National Atmospheric Deposition Program and National Trends Network (NADP/NTN). A duplicate set of wet-deposition sampling instruments was installed adjacent to existing sampling instruments at four different NADP/NTN sites for each year of the study. Wet-deposition samples from collocated sites were collected and analysed using standard NADP/NTN procedures. Laboratory analyses included determinations of pH, specific conductance, and concentrations of major cations and anions. The estimates of precision included all variability in the data-collection system, from the point of sample collection through storage in the NADP/NTN database. Sampling precision was determined from the absolute value of differences in the analytical results for the paired samples in terms of median relative and absolute difference. The median relative difference for Mg2+, Na+, K+ and NH4+ concentration and deposition was quite variable between sites and exceeded 10% at most sites. Relative error for analytes whose concentrations typically approached laboratory method detection limits were greater than for analytes that did not typically approach detection limits. The median relative difference for SO42- and NO3- concentration, specific conductance, and sample volume at all sites was less than 7%. Precision for H+ concentration and deposition ranged from less than 10% at sites with typically high levels of H+ concentration to greater than 30% at sites with low H+ concentration. Median difference for analyte concentration and deposition was typically 1.5-2-times greater for samples collected during the winter than during other seasons at two northern sites. Likewise, the median relative difference in sample volume for winter samples was more than double the annual median relative difference at the two northern sites. Bias accounted for less than 25% of the collocated variability in analyte concentration and deposition from weekly collocated precipitation samples at most sites.A collocated, wet-deposition sampler program has been operated since OCtober 1988 by the U.S Geological Survey to estimate the overall sampling precision of wet atmospheric deposition data collected at selected sites in the National Atmospheric Deposition Program and National Trends Network (NADP/NTN). A duplicate set of wet-deposition sampling instruments was installed adjacent to existing sampling instruments four different NADP/NTN sites for each year of the study. Wet-deposition samples from collocated sites were collected and analysed using standard NADP/NTN procedures. Laboratory analyses included determinations of pH, specific conductance, and concentrations of major cations and anions. The estimates of precision included all variability in the data-collection system, from the point of sample collection through storage in the NADP/NTN database.

Analysis of stability for stochastic delay integro-differential equations.

PubMed

Zhang, Yu; Li, Longsuo

2018-01-01

In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less

Extracting Useful Semantic Information from Large Scale Corpora of Text

ERIC Educational Resources Information Center

Mendoza, Ray Padilla, Jr.

2012-01-01

Extracting and representing semantic information from large scale corpora is at the crux of computer-assisted knowledge generation. Semantic information depends on collocation extraction methods, mathematical models used to represent distributional information, and weighting functions which transform the space. This dissertation provides a…

Triple collocation based merging of satellite soil moisture retrievals

USDA-ARS?s Scientific Manuscript database

We propose a method for merging soil moisture retrievals from space borne active and passive microwave instruments based on weighted averaging taking into account the error characteristics of the individual data sets. The merging scheme is parameterized using error variance estimates obtained from u...

A mass-conserving mixed Fourier-Galerkin B-Spline-collocation method for Direct Numerical Simulation of the variable-density Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Reuter, Bryan; Oliver, Todd; Lee, M. K.; Moser, Robert

2017-11-01

We present an algorithm for a Direct Numerical Simulation of the variable-density Navier-Stokes equations based on the velocity-vorticity approach introduced by Kim, Moin, and Moser (1987). In the current work, a Helmholtz decomposition of the momentum is performed. Evolution equations for the curl and the Laplacian of the divergence-free portion are formulated by manipulation of the momentum equations and the curl-free portion is reconstructed by enforcing continuity. The solution is expanded in Fourier bases in the homogeneous directions and B-Spline bases in the inhomogeneous directions. Discrete equations are obtained through a mixed Fourier-Galerkin and collocation weighted residual method. The scheme is designed such that the numerical solution conserves mass locally and globally by ensuring the discrete divergence projection is exact through the use of higher order splines in the inhomogeneous directions. The formulation is tested on multiple variable-density flow problems.

Analytical Assessment for Transient Stability Under Stochastic Continuous Disturbances

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ju, Ping; Li, Hongyu; Gan, Chun

Here, with the growing integration of renewable power generation, plug-in electric vehicles, and other sources of uncertainty, increasing stochastic continuous disturbances are brought to power systems. The impact of stochastic continuous disturbances on power system transient stability attracts significant attention. To address this problem, this paper proposes an analytical assessment method for transient stability of multi-machine power systems under stochastic continuous disturbances. In the proposed method, a probability measure of transient stability is presented and analytically solved by stochastic averaging. Compared with the conventional method (Monte Carlo simulation), the proposed method is many orders of magnitude faster, which makes itmore » very attractive in practice when many plans for transient stability must be compared or when transient stability must be analyzed quickly. Also, it is found that the evolution of system energy over time is almost a simple diffusion process by the proposed method, which explains the impact mechanism of stochastic continuous disturbances on transient stability in theory.« less

Nonparametric triple collocation

USDA-ARS?s Scientific Manuscript database

Triple collocation derives variance-covariance relationships between three or more independent measurement sources and an indirectly observed truth variable in the case where the measurement operators are linear-Gaussian. We generalize that theory to arbitrary observation operators by deriving nonpa...

Spectral methods for time dependent partial differential equations

NASA Technical Reports Server (NTRS)

Gottlieb, D.; Turkel, E.

1983-01-01

The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology.

PubMed

Schaff, James C; Gao, Fei; Li, Ye; Novak, Igor L; Slepchenko, Boris M

2016-12-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium 'sparks' as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell.

Image analysis methods for assessing levels of image plane nonuniformity and stochastic noise in a magnetic resonance image of a homogeneous phantom.

PubMed

Magnusson, P; Olsson, L E

2000-08-01

Magnetic response image plane nonuniformity and stochastic noise are properties that greatly influence the outcome of quantitative magnetic resonance imaging (MRI) evaluations such as gel dosimetry measurements using MRI. To study these properties, robust and accurate image analysis methods are required. New nonuniformity level assessment methods were designed, since previous methods were found to be insufficiently robust and accurate. The new and previously reported nonuniformity level assessment methods were analyzed with respect to, for example, insensitivity to stochastic noise; and previously reported stochastic noise level assessment methods with respect to insensitivity to nonuniformity. Using the same image data, different methods were found to assess significantly different levels of nonuniformity. Nonuniformity levels obtained using methods that count pixels in an intensity interval, and obtained using methods that use only intensity values, were found not to be comparable. The latter were found preferable, since they assess the quantity intrinsically sought. A new method which calculates a deviation image, with every pixel representing the deviation from a reference intensity, was least sensitive to stochastic noise. Furthermore, unlike any other analyzed method, it includes all intensity variations across the phantom area and allows for studies of nonuniformity shapes. This new method was designed for accurate studies of nonuniformities in gel dosimetry measurements, but could also be used with benefit in quality assurance and acceptance testing of MRI, scintillation camera, and computer tomography systems. The stochastic noise level was found to be greatly method dependent. Two methods were found to be insensitive to nonuniformity and also simple to use in practice. One method assesses the stochastic noise level as the average of the levels at five different positions within the phantom area, and the other assesses the stochastic noise in a region outside the phantom area.

A fast Chebyshev method for simulating flexible-wing propulsion

NASA Astrophysics Data System (ADS)

Moore, M. Nicholas J.

2017-09-01

We develop a highly efficient numerical method to simulate small-amplitude flapping propulsion by a flexible wing in a nearly inviscid fluid. We allow the wing's elastic modulus and mass density to vary arbitrarily, with an eye towards optimizing these distributions for propulsive performance. The method to determine the wing kinematics is based on Chebyshev collocation of the 1D beam equation as coupled to the surrounding 2D fluid flow. Through small-amplitude analysis of the Euler equations (with trailing-edge vortex shedding), the complete hydrodynamics can be represented by a nonlocal operator that acts on the 1D wing kinematics. A class of semi-analytical solutions permits fast evaluation of this operator with O (Nlog ⁡ N) operations, where N is the number of collocation points on the wing. This is in contrast to the minimum O (N2) cost of a direct 2D fluid solver. The coupled wing-fluid problem is thus recast as a PDE with nonlocal operator, which we solve using a preconditioned iterative method. These techniques yield a solver of near-optimal complexity, O (Nlog ⁡ N) , allowing one to rapidly search the infinite-dimensional parameter space of all possible material distributions and even perform optimization over this space.

Error analysis for spectral approximation of the Korteweg-De Vries equation

NASA Technical Reports Server (NTRS)

Maday, Y.; recent years.

1987-01-01

The conservation and convergence properties of spectral Fourier methods for the numerical approximation of the Korteweg-de Vries equation are analyzed. It is proved that the (aliased) collocation pseudospectral method enjoys the same convergence properties as the spectral Galerkin method, which is less effective from the computational point of view. This result provides a precise mathematical answer to a question raised by several authors in recent years.

Numerical solution of boundary-integral equations for molecular electrostatics.

PubMed

Bardhan, Jaydeep P

2009-03-07

Numerous molecular processes, such as ion permeation through channel proteins, are governed by relatively small changes in energetics. As a result, theoretical investigations of these processes require accurate numerical methods. In the present paper, we evaluate the accuracy of two approaches to simulating boundary-integral equations for continuum models of the electrostatics of solvation. The analysis emphasizes boundary-element method simulations of the integral-equation formulation known as the apparent-surface-charge (ASC) method or polarizable-continuum model (PCM). In many numerical implementations of the ASC/PCM model, one forces the integral equation to be satisfied exactly at a set of discrete points on the boundary. We demonstrate in this paper that this approach to discretization, known as point collocation, is significantly less accurate than an alternative approach known as qualocation. Furthermore, the qualocation method offers this improvement in accuracy without increasing simulation time. Numerical examples demonstrate that electrostatic part of the solvation free energy, when calculated using the collocation and qualocation methods, can differ significantly; for a polypeptide, the answers can differ by as much as 10 kcal/mol (approximately 4% of the total electrostatic contribution to solvation). The applicability of the qualocation discretization to other integral-equation formulations is also discussed, and two equivalences between integral-equation methods are derived.

A Spectral Multi-Domain Penalty Method for Elliptic Problems Arising From a Time-Splitting Algorithm For the Incompressible Navier-Stokes Equations

NASA Astrophysics Data System (ADS)

Diamantopoulos, Theodore; Rowe, Kristopher; Diamessis, Peter

2017-11-01

The Collocation Penalty Method (CPM) solves a PDE on the interior of a domain, while weakly enforcing boundary conditions at domain edges via penalty terms, and naturally lends itself to high-order and multi-domain discretization. Such spectral multi-domain penalty methods (SMPM) have been used to solve the Navier-Stokes equations. Bounds for penalty coefficients are typically derived using the energy method to guarantee stability for time-dependent problems. The choice of collocation points and penalty parameter can greatly affect the conditioning and accuracy of a solution. Effort has been made in recent years to relate various high-order methods on multiple elements or domains under the umbrella of the Correction Procedure via Reconstruction (CPR). Most applications of CPR have focused on solving the compressible Navier-Stokes equations using explicit time-stepping procedures. A particularly important aspect which is still missing in the context of the SMPM is a study of the Helmholtz equation arising in many popular time-splitting schemes for the incompressible Navier-Stokes equations. Stability and convergence results for the SMPM for the Helmholtz equation will be presented. Emphasis will be placed on the efficiency and accuracy of high-order methods.

Glucose control and medication adherence among veterans with diabetes and serious mental illness: does collocation of primary care and mental health care matter?

PubMed

Long, Judith A; Wang, Andrew; Medvedeva, Elina L; Eisen, Susan V; Gordon, Adam J; Kreyenbuhl, Julie; Marcus, Steven C

2014-08-01

Persons with serious mental illness (SMI) may benefit from collocation of medical and mental health healthcare professionals and services in attending to their chronic comorbid medical conditions. We evaluated and compared glucose control and diabetes medication adherence among patients with SMI who received collocated care to those not receiving collocated care (which we call usual care). We performed a cross-sectional, observational cohort study of 363 veteran patients with type 2 diabetes and SMI who received care from one of three Veterans Affairs medical facilities: two sites that provided both collocated and usual care and one site that provided only usual care. Through a survey, laboratory tests, and medical records, we assessed patient characteristics, glucose control as measured by a current HbA1c, and adherence to diabetes medication as measured by the medication possession ration (MPR) and self-report. In the sample, the mean HbA1c was 7.4% (57 mmol/mol), the mean MPR was 80%, and 51% reported perfect adherence to their diabetes medications. In both unadjusted and adjusted analyses, there were no differences in glucose control and medication adherence by collocation of care. Patients seen in collocated care tended to have better HbA1c levels (β = -0.149; P = 0.393) and MPR values (β = 0.34; P = 0.132) and worse self-reported adherence (odds ratio 0.71; P = 0.143), but these were not statistically significant. In a population of veterans with comorbid diabetes and SMI, patients on average had good glucose control and medication adherence regardless of where they received primary care. © 2014 by the American Diabetes Association. Readers may use this article as long as the work is properly cited, the use is educational and not for profit, and the work is not altered.

Data assimilation for unsaturated flow models with restart adaptive probabilistic collocation based Kalman filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Man, Jun; Li, Weixuan; Zeng, Lingzao

2016-06-01

The ensemble Kalman filter (EnKF) has gained popularity in hydrological data assimilation problems. As a Monte Carlo based method, a relatively large ensemble size is usually required to guarantee the accuracy. As an alternative approach, the probabilistic collocation based Kalman filter (PCKF) employs the polynomial chaos to approximate the original system. In this way, the sampling error can be reduced. However, PCKF suffers from the so-called "curse of dimensionality". When the system nonlinearity is strong and number of parameters is large, PCKF could be even more computationally expensive than EnKF. Motivated by most recent developments in uncertainty quantification, we proposemore » a restart adaptive probabilistic collocation based Kalman filter (RAPCKF) for data assimilation in unsaturated flow problems. During the implementation of RAPCKF, the important parameters are identified and active PCE basis functions are adaptively selected. The "restart" technology is used to eliminate the inconsistency between model parameters and states. The performance of RAPCKF is tested with numerical cases of unsaturated flow models. It is shown that RAPCKF is more efficient than EnKF with the same computational cost. Compared with the traditional PCKF, the RAPCKF is more applicable in strongly nonlinear and high dimensional problems.« less

On the Stability of Collocated Controllers in the Presence or Uncertain Nonlinearities and Other Perils

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1985-01-01

Robustness properties are investigated for two types of controllers for large flexible space structures, which use collocated sensors and actuators. The first type is an attitude controller which uses negative definite feedback of measured attitude and rate, while the second type is a damping enhancement controller which uses only velocity (rate) feedback. It is proved that collocated attitude controllers preserve closed loop global asymptotic stability when linear actuator/sensor dynamics satisfying certain phase conditions are present, or monotonic increasing nonlinearities are present. For velocity feedback controllers, the global asymptotic stability is proved under much weaker conditions. In particular, they have 90 phase margin and can tolerate nonlinearities belonging to the (0,infinity) sector in the actuator/sensor characteristics. The results significantly enhance the viability of both types of collocated controllers, especially when the available information about the large space structure (LSS) parameters is inadequate or inaccurate.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sousedík, Bedřich, E-mail: sousedik@umbc.edu; Elman, Howard C., E-mail: elman@cs.umd.edu

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Computation of Sound Propagation by Boundary Element Method

NASA Technical Reports Server (NTRS)

Guo, Yueping

2005-01-01

This report documents the development of a Boundary Element Method (BEM) code for the computation of sound propagation in uniform mean flows. The basic formulation and implementation follow the standard BEM methodology; the convective wave equation and the boundary conditions on the surfaces of the bodies in the flow are formulated into an integral equation and the method of collocation is used to discretize this equation into a matrix equation to be solved numerically. New features discussed here include the formulation of the additional terms due to the effects of the mean flow and the treatment of the numerical singularities in the implementation by the method of collocation. The effects of mean flows introduce terms in the integral equation that contain the gradients of the unknown, which is undesirable if the gradients are treated as additional unknowns, greatly increasing the sizes of the matrix equation, or if numerical differentiation is used to approximate the gradients, introducing numerical error in the computation. It is shown that these terms can be reformulated in terms of the unknown itself, making the integral equation very similar to the case without mean flows and simple for numerical implementation. To avoid asymptotic analysis in the treatment of numerical singularities in the method of collocation, as is conventionally done, we perform the surface integrations in the integral equation by using sub-triangles so that the field point never coincide with the evaluation points on the surfaces. This simplifies the formulation and greatly facilitates the implementation. To validate the method and the code, three canonic problems are studied. They are respectively the sound scattering by a sphere, the sound reflection by a plate in uniform mean flows and the sound propagation over a hump of irregular shape in uniform flows. The first two have analytical solutions and the third is solved by the method of Computational Aeroacoustics (CAA), all of which are used to compare the BEM solutions. The comparisons show very good agreements and validate the accuracy of the BEM approach implemented here.

Numerical Approach to Spatial Deterministic-Stochastic Models Arising in Cell Biology

PubMed Central

Gao, Fei; Li, Ye; Novak, Igor L.; Slepchenko, Boris M.

2016-01-01

Hybrid deterministic-stochastic methods provide an efficient alternative to a fully stochastic treatment of models which include components with disparate levels of stochasticity. However, general-purpose hybrid solvers for spatially resolved simulations of reaction-diffusion systems are not widely available. Here we describe fundamentals of a general-purpose spatial hybrid method. The method generates realizations of a spatially inhomogeneous hybrid system by appropriately integrating capabilities of a deterministic partial differential equation solver with a popular particle-based stochastic simulator, Smoldyn. Rigorous validation of the algorithm is detailed, using a simple model of calcium ‘sparks’ as a testbed. The solver is then applied to a deterministic-stochastic model of spontaneous emergence of cell polarity. The approach is general enough to be implemented within biologist-friendly software frameworks such as Virtual Cell. PMID:27959915

Vs30 and spectral response from collocated shallow, active- and passive-source Vs data at 27 sites in Puerto Rico

USGS Publications Warehouse

Odum, Jack K.; Stephenson, William J.; Williams, Robert A.; von Hillebrandt-Andrade, Christa

2013-01-01

Shear‐wave velocity (VS) and time‐averaged shear‐wave velocity to 30 m depth (VS30) are the key parameters used in seismic site response modeling and earthquake engineering design. Where VS data are limited, available data are often used to develop and refine map‐based proxy models of VS30 for predicting ground‐motion intensities. In this paper, we present shallow VS data from 27 sites in Puerto Rico. These data were acquired using a multimethod acquisition approach consisting of noninvasive, collocated, active‐source body‐wave (refraction/reflection), active‐source surface wave at nine sites, and passive‐source surface‐wave refraction microtremor (ReMi) techniques. VS‐versus‐depth models are constructed and used to calculate spectral response plots for each site. Factors affecting method reliability are analyzed with respect to site‐specific differences in bedrock VS and spectral response. At many but not all sites, body‐ and surface‐wave methods generally determine similar depths to bedrock, and it is the difference in bedrock VS that influences site amplification. The predicted resonant frequencies for the majority of the sites are observed to be within a relatively narrow bandwidth of 1–3.5 Hz. For a first‐order comparison of peak frequency position, predictive spectral response plots from eight sites are plotted along with seismograph instrument spectra derived from the time series of the 16 May 2010 Puerto Rico earthquake. We show how a multimethod acquisition approach using collocated arrays compliments and corroborates VS results, thus adding confidence that reliable site characterization information has been obtained.

Parallel Aircraft Trajectory Optimization with Analytic Derivatives

NASA Technical Reports Server (NTRS)

Falck, Robert D.; Gray, Justin S.; Naylor, Bret

2016-01-01

Trajectory optimization is an integral component for the design of aerospace vehicles, but emerging aircraft technologies have introduced new demands on trajectory analysis that current tools are not well suited to address. Designing aircraft with technologies such as hybrid electric propulsion and morphing wings requires consideration of the operational behavior as well as the physical design characteristics of the aircraft. The addition of operational variables can dramatically increase the number of design variables which motivates the use of gradient based optimization with analytic derivatives to solve the larger optimization problems. In this work we develop an aircraft trajectory analysis tool using a Legendre-Gauss-Lobatto based collocation scheme, providing analytic derivatives via the OpenMDAO multidisciplinary optimization framework. This collocation method uses an implicit time integration scheme that provides a high degree of sparsity and thus several potential options for parallelization. The performance of the new implementation was investigated via a series of single and multi-trajectory optimizations using a combination of parallel computing and constraint aggregation. The computational performance results show that in order to take full advantage of the sparsity in the problem it is vital to parallelize both the non-linear analysis evaluations and the derivative computations themselves. The constraint aggregation results showed a significant numerical challenge due to difficulty in achieving tight convergence tolerances. Overall, the results demonstrate the value of applying analytic derivatives to trajectory optimization problems and lay the foundation for future application of this collocation based method to the design of aircraft with where operational scheduling of technologies is key to achieving good performance.

A new multi-domain method based on an analytical control surface for linear and second-order mean drift wave loads on floating bodies

NASA Astrophysics Data System (ADS)

Liang, Hui; Chen, Xiaobo

2017-10-01

A novel multi-domain method based on an analytical control surface is proposed by combining the use of free-surface Green function and Rankine source function. A cylindrical control surface is introduced to subdivide the fluid domain into external and internal domains. Unlike the traditional domain decomposition strategy or multi-block method, the control surface here is not panelized, on which the velocity potential and normal velocity components are analytically expressed as a series of base functions composed of Laguerre function in vertical coordinate and Fourier series in the circumference. Free-surface Green function is applied in the external domain, and the boundary integral equation is constructed on the control surface in the sense of Galerkin collocation via integrating test functions orthogonal to base functions over the control surface. The external solution gives rise to the so-called Dirichlet-to-Neumann [DN2] and Neumann-to-Dirichlet [ND2] relations on the control surface. Irregular frequencies, which are only dependent on the radius of the control surface, are present in the external solution, and they are removed by extending the boundary integral equation to the interior free surface (circular disc) on which the null normal derivative of potential is imposed, and the dipole distribution is expressed as Fourier-Bessel expansion on the disc. In the internal domain, where the Rankine source function is adopted, new boundary integral equations are formulated. The point collocation is imposed over the body surface and free surface, while the collocation of the Galerkin type is applied on the control surface. The present method is valid in the computation of both linear and second-order mean drift wave loads. Furthermore, the second-order mean drift force based on the middle-field formulation can be calculated analytically by using the coefficients of the Fourier-Laguerre expansion.

Problems of Mathematical Finance by Stochastic Control Methods

NASA Astrophysics Data System (ADS)

Stettner, Łukasz

The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

A computational method for solving stochastic Itô–Volterra integral equations based on stochastic operational matrix for generalized hat basis functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heydari, M.H., E-mail: heydari@stu.yazd.ac.ir; The Laboratory of Quantum Information Processing, Yazd University, Yazd; Hooshmandasl, M.R., E-mail: hooshmandasl@yazd.ac.ir

2014-08-01

In this paper, a new computational method based on the generalized hat basis functions is proposed for solving stochastic Itô–Volterra integral equations. In this way, a new stochastic operational matrix for generalized hat functions on the finite interval [0,T] is obtained. By using these basis functions and their stochastic operational matrix, such problems can be transformed into linear lower triangular systems of algebraic equations which can be directly solved by forward substitution. Also, the rate of convergence of the proposed method is considered and it has been shown that it is O(1/(n{sup 2}) ). Further, in order to show themore » accuracy and reliability of the proposed method, the new approach is compared with the block pulse functions method by some examples. The obtained results reveal that the proposed method is more accurate and efficient in comparison with the block pule functions method.« less

Data Assimilation and Propagation of Uncertainty in Multiscale Cardiovascular Simulation

NASA Astrophysics Data System (ADS)

Schiavazzi, Daniele; Marsden, Alison

2015-11-01

Cardiovascular modeling is the application of computational tools to predict hemodynamics. State-of-the-art techniques couple a 3D incompressible Navier-Stokes solver with a boundary circulation model and can predict local and peripheral hemodynamics, analyze the post-operative performance of surgical designs and complement clinical data collection minimizing invasive and risky measurement practices. The ability of these tools to make useful predictions is directly related to their accuracy in representing measured physiologies. Tuning of model parameters is therefore a topic of paramount importance and should include clinical data uncertainty, revealing how this uncertainty will affect the predictions. We propose a fully Bayesian, multi-level approach to data assimilation of uncertain clinical data in multiscale circulation models. To reduce the computational cost, we use a stable, condensed approximation of the 3D model build by linear sparse regression of the pressure/flow rate relationship at the outlets. Finally, we consider the problem of non-invasively propagating the uncertainty in model parameters to the resulting hemodynamics and compare Monte Carlo simulation with Stochastic Collocation approaches based on Polynomial or Multi-resolution Chaos expansions.

Performance Evaluation and Community Application of Low-Cost Sensors for Ozone and Nitrogen Dioxide

EPA Science Inventory

This study reports on the performance of electrochemical-based low-cost sensors and their use in a community application. CairClip sensors were collocated with federal reference and equivalent methods and operated in a network of sites by citizen scientists (community members) in...

On the anomaly of velocity-pressure decoupling in collocated mesh solutions

NASA Technical Reports Server (NTRS)

Kim, Sang-Wook; Vanoverbeke, Thomas

1991-01-01

The use of various pressure correction algorithms originally developed for fully staggered meshes can yield a velocity-pressure decoupled solution for collocated meshes. The mechanism that causes velocity-pressure decoupling is identified. It is shown that the use of a partial differential equation for the incremental pressure eliminates such a mechanism and yields a velocity-pressure coupled solution. Example flows considered are a three dimensional lid-driven cavity flow and a laminar flow through a 90 deg bend square duct. Numerical results obtained using the collocated mesh are in good agreement with the measured data and other numerical results.

Doubly stochastic radial basis function methods

NASA Astrophysics Data System (ADS)

Yang, Fenglian; Yan, Liang; Ling, Leevan

2018-06-01

We propose a doubly stochastic radial basis function (DSRBF) method for function recoveries. Instead of a constant, we treat the RBF shape parameters as stochastic variables whose distribution were determined by a stochastic leave-one-out cross validation (LOOCV) estimation. A careful operation count is provided in order to determine the ranges of all the parameters in our methods. The overhead cost for setting up the proposed DSRBF method is O (n2) for function recovery problems with n basis. Numerical experiments confirm that the proposed method not only outperforms constant shape parameter formulation (in terms of accuracy with comparable computational cost) but also the optimal LOOCV formulation (in terms of both accuracy and computational cost).

Generalized INF-SUP condition for Chebyshev approximation of the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Bernardi, Christine; Canuto, Claudio; Maday, Yvon

1986-01-01

An abstract mixed problem and its approximation are studied; both are well-posed if and only if several inf-sup conditions are satisfied. These results are applied to a spectral Galerkin method for the Stokes problem in a square, when it is formulated in Chebyshev weighted Sobolev spaces. Finally, a collocation method for the Navier-Stokes equations at Chebyshev nodes is analyzed.

Comparison of three-dimensional poisson solution methods for particle-based simulation and inhomogeneous dielectrics.

PubMed

Berti, Claudio; Gillespie, Dirk; Bardhan, Jaydeep P; Eisenberg, Robert S; Fiegna, Claudio

2012-07-01

Particle-based simulation represents a powerful approach to modeling physical systems in electronics, molecular biology, and chemical physics. Accounting for the interactions occurring among charged particles requires an accurate and efficient solution of Poisson's equation. For a system of discrete charges with inhomogeneous dielectrics, i.e., a system with discontinuities in the permittivity, the boundary element method (BEM) is frequently adopted. It provides the solution of Poisson's equation, accounting for polarization effects due to the discontinuity in the permittivity by computing the induced charges at the dielectric boundaries. In this framework, the total electrostatic potential is then found by superimposing the elemental contributions from both source and induced charges. In this paper, we present a comparison between two BEMs to solve a boundary-integral formulation of Poisson's equation, with emphasis on the BEMs' suitability for particle-based simulations in terms of solution accuracy and computation speed. The two approaches are the collocation and qualocation methods. Collocation is implemented following the induced-charge computation method of D. Boda et al. [J. Chem. Phys. 125, 034901 (2006)]. The qualocation method is described by J. Tausch et al. [IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems 20, 1398 (2001)]. These approaches are studied using both flat and curved surface elements to discretize the dielectric boundary, using two challenging test cases: a dielectric sphere embedded in a different dielectric medium and a toy model of an ion channel. Earlier comparisons of the two BEM approaches did not address curved surface elements or semiatomistic models of ion channels. Our results support the earlier findings that for flat-element calculations, qualocation is always significantly more accurate than collocation. On the other hand, when the dielectric boundary is discretized with curved surface elements, the two methods are essentially equivalent; i.e., they have comparable accuracies for the same number of elements. We find that ions in water--charges embedded in a high-dielectric medium--are harder to compute accurately than charges in a low-dielectric medium.

Stochastic system identification in structural dynamics

USGS Publications Warehouse

Safak, Erdal

1988-01-01

Recently, new identification methods have been developed by using the concept of optimal-recursive filtering and stochastic approximation. These methods, known as stochastic identification, are based on the statistical properties of the signal and noise, and do not require the assumptions of current methods. The criterion for stochastic system identification is that the difference between the recorded output and the output from the identified system (i.e., the residual of the identification) should be equal to white noise. In this paper, first a brief review of the theory is given. Then, an application of the method is presented by using ambient vibration data from a nine-story building.

A general time-dependent stochastic method for solving Parker's transport equation in spherical coordinates

NASA Astrophysics Data System (ADS)

Pei, C.; Bieber, J. W.; Burger, R. A.; Clem, J.

2010-12-01

We present a detailed description of our newly developed stochastic approach for solving Parker's transport equation, which we believe is the first attempt to solve it with time dependence in 3-D, evolving from our 3-D steady state stochastic approach. Our formulation of this method is general and is valid for any type of heliospheric magnetic field, although we choose the standard Parker field as an example to illustrate the steps to calculate the transport of galactic cosmic rays. Our 3-D stochastic method is different from other stochastic approaches in the literature in several ways. For example, we employ spherical coordinates to integrate directly, which makes the code much more efficient by reducing coordinate transformations. What is more, the equivalence between our stochastic differential equations and Parker's transport equation is guaranteed by Ito's theorem in contrast to some other approaches. We generalize the technique for calculating particle flux based on the pseudoparticle trajectories for steady state solutions and for time-dependent solutions in 3-D. To validate our code, first we show that good agreement exists between solutions obtained by our steady state stochastic method and a traditional finite difference method. Then we show that good agreement also exists for our time-dependent method for an idealized and simplified heliosphere which has a Parker magnetic field and a simple initial condition for two different inner boundary conditions.

Tsunamis: stochastic models of occurrence and generation mechanisms

USGS Publications Warehouse

Geist, Eric L.; Oglesby, David D.

2014-01-01

The devastating consequences of the 2004 Indian Ocean and 2011 Japan tsunamis have led to increased research into many different aspects of the tsunami phenomenon. In this entry, we review research related to the observed complexity and uncertainty associated with tsunami generation, propagation, and occurrence described and analyzed using a variety of stochastic methods. In each case, seismogenic tsunamis are primarily considered. Stochastic models are developed from the physical theories that govern tsunami evolution combined with empirical models fitted to seismic and tsunami observations, as well as tsunami catalogs. These stochastic methods are key to providing probabilistic forecasts and hazard assessments for tsunamis. The stochastic methods described here are similar to those described for earthquakes (Vere-Jones 2013) and volcanoes (Bebbington 2013) in this encyclopedia.

2–stage stochastic Runge–Kutta for stochastic delay differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rosli, Norhayati; Jusoh Awang, Rahimah; Bahar, Arifah

2015-05-15

This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

Beyond triple collocation: Applications to satellite soil moisture

USDA-ARS?s Scientific Manuscript database

Triple collocation is now routinely used to resolve the exact (linear) relationships between multiple measurements and/or representations of a geophysical variable that are subject to errors. It has been utilized in the context of calibration, rescaling and error characterisation to allow comparison...

Evaluating Remotely-Sensed Surface Soil Moisture Estimates Using Triple Collocation

USDA-ARS?s Scientific Manuscript database

Recent work has demonstrated the potential of enhancing remotely-sensed surface soil moisture validation activities through the application of triple collocation techniques which compare time series of three mutually independent geophysical variable estimates in order to acquire the root-mean-square...

Jacobi-Gauss-Lobatto collocation method for the numerical solution of 1+1 nonlinear Schrödinger equations

NASA Astrophysics Data System (ADS)

Doha, E. H.; Bhrawy, A. H.; Abdelkawy, M. A.; Van Gorder, Robert A.

2014-03-01

A Jacobi-Gauss-Lobatto collocation (J-GL-C) method, used in combination with the implicit Runge-Kutta method of fourth order, is proposed as a numerical algorithm for the approximation of solutions to nonlinear Schrödinger equations (NLSE) with initial-boundary data in 1+1 dimensions. Our procedure is implemented in two successive steps. In the first one, the J-GL-C is employed for approximating the functional dependence on the spatial variable, using (N-1) nodes of the Jacobi-Gauss-Lobatto interpolation which depends upon two general Jacobi parameters. The resulting equations together with the two-point boundary conditions induce a system of 2(N-1) first-order ordinary differential equations (ODEs) in time. In the second step, the implicit Runge-Kutta method of fourth order is applied to solve this temporal system. The proposed J-GL-C method, used in combination with the implicit Runge-Kutta method of fourth order, is employed to obtain highly accurate numerical approximations to four types of NLSE, including the attractive and repulsive NLSE and a Gross-Pitaevskii equation with space-periodic potential. The numerical results obtained by this algorithm have been compared with various exact solutions in order to demonstrate the accuracy and efficiency of the proposed method. Indeed, for relatively few nodes used, the absolute error in our numerical solutions is sufficiently small.

Predictive uncertainty analysis of plume distribution for geological carbon sequestration using sparse-grid Bayesian method

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

Because of the extensive computational burden, parametric uncertainty analyses are rarely conducted for geological carbon sequestration (GCS) process based multi-phase models. The difficulty of predictive uncertainty analysis for the CO2 plume migration in realistic GCS models is not only due to the spatial distribution of the caprock and reservoir (i.e. heterogeneous model parameters), but also because the GCS optimization estimation problem has multiple local minima due to the complex nonlinear multi-phase (gas and aqueous), and multi-component (water, CO2, salt) transport equations. The geological model built by Doughty and Pruess (2004) for the Frio pilot site (Texas) was selected and assumed to represent the 'true' system, which was composed of seven different facies (geological units) distributed among 10 layers. We chose to calibrate the permeabilities of these facies. Pressure and gas saturation values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. Each simulation of the model lasts about 2 hours. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid stochastic collocation method. This surrogate response surface global optimization algorithm is firstly used to calibrate the model parameters, then prediction uncertainty of the CO2 plume position is quantified due to the propagation from parametric uncertainty in the numerical experiments, which is also compared to the actual plume from the 'true' model. Results prove that the approach is computationally efficient for multi-modal optimization and prediction uncertainty quantification for computationally expensive simulation models. Both our inverse methodology and findings can be broadly applicable to GCS in heterogeneous storage formations.

Solar irradiance assessment in insular areas using Himawari-8 satellite images

NASA Astrophysics Data System (ADS)

Liandrat, O.; Cros, S.; Turpin, M.; Pineau, J. F.

2016-12-01

The high amount of surface solar irradiance (SSI) in the tropics is an advantage for a profitable PV production. It will allow many tropical islands to pursue their economic growth with a clean, affordable and locally produced energy. However, the local meteorological conditions induce a very high variability which is problematic for a safe and gainful injection into the power grid. This issue is even more critical in non-interconnected territories where network stability is an absolute necessity. Therefore, the injection of PV power is legally limited in some European oversea territories. In this context, intraday irradiance forecasting (several hours ahead) is particularly useful to mitigate the production variability by reducing the cost of power storage management. At this time scale, cloud cover evolves with a stochastic behaviour not properly represented in numerical weather prediction (NWP) models. Analysing cloud motion using images from geostationary meteorological satellites is a well-known alternative to forecasting SSI up to 6 hours ahead with a better accuracy than NWP models. In this study, we present and apply our satellite-based solar irradiance forecasting methods over two measurement sites located in the field of view of the satellite Himawari-8: Cocos (Keeling) Islands (Australia) and New Caledonia (France). In particular, we converted 4 months of images from Himawari-8 visible channel into cloud index maps. Then, we applied an algorithm computing a cloud motion vector field from a short sequence of consecutive images. Comparisons between forecasted SSI at 1 hour of time horizon and collocated pyranometric measurements show a relative RMSE between 20 and 27%. Error sources related to the tropic insular context (coastal area heterogeneity, sub-pixel scale orographic cloud appearance, convective situation…) are discussed at every implementation step for the different methods.

Further studies using matched filter theory and stochastic simulation for gust loads prediction

NASA Technical Reports Server (NTRS)

Scott, Robert C.; Pototzky, Anthony S.; Perry, Boyd Iii

1993-01-01

This paper describes two analysis methods -- one deterministic, the other stochastic -- for computing maximized and time-correlated gust loads for aircraft with nonlinear control systems. The first method is based on matched filter theory; the second is based on stochastic simulation. The paper summarizes the methods, discusses the selection of gust intensity for each method and presents numerical results. A strong similarity between the results from the two methods is seen to exist for both linear and nonlinear configurations.

Inversion of Robin coefficient by a spectral stochastic finite element approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jin Bangti; Zou Jun

2008-03-01

This paper investigates a variational approach to the nonlinear stochastic inverse problem of probabilistically calibrating the Robin coefficient from boundary measurements for the steady-state heat conduction. The problem is formulated into an optimization problem, and mathematical properties relevant to its numerical computations are investigated. The spectral stochastic finite element method using polynomial chaos is utilized for the discretization of the optimization problem, and its convergence is analyzed. The nonlinear conjugate gradient method is derived for the optimization system. Numerical results for several two-dimensional problems are presented to illustrate the accuracy and efficiency of the stochastic finite element method.

Discretization of the induced-charge boundary integral equation.

PubMed

Bardhan, Jaydeep P; Eisenberg, Robert S; Gillespie, Dirk

2009-07-01

Boundary-element methods (BEMs) for solving integral equations numerically have been used in many fields to compute the induced charges at dielectric boundaries. In this paper, we consider a more accurate implementation of BEM in the context of ions in aqueous solution near proteins, but our results are applicable more generally. The ions that modulate protein function are often within a few angstroms of the protein, which leads to the significant accumulation of polarization charge at the protein-solvent interface. Computing the induced charge accurately and quickly poses a numerical challenge in solving a popular integral equation using BEM. In particular, the accuracy of simulations can depend strongly on seemingly minor details of how the entries of the BEM matrix are calculated. We demonstrate that when the dielectric interface is discretized into flat tiles, the qualocation method of Tausch [IEEE Trans Comput.-Comput.-Aided Des. 20, 1398 (2001)] to compute the BEM matrix elements is always more accurate than the traditional centroid-collocation method. Qualocation is not more expensive to implement than collocation and can save significant computational time by reducing the number of boundary elements needed to discretize the dielectric interfaces.

Discretization of the induced-charge boundary integral equation

NASA Astrophysics Data System (ADS)

Bardhan, Jaydeep P.; Eisenberg, Robert S.; Gillespie, Dirk

2009-07-01

Boundary-element methods (BEMs) for solving integral equations numerically have been used in many fields to compute the induced charges at dielectric boundaries. In this paper, we consider a more accurate implementation of BEM in the context of ions in aqueous solution near proteins, but our results are applicable more generally. The ions that modulate protein function are often within a few angstroms of the protein, which leads to the significant accumulation of polarization charge at the protein-solvent interface. Computing the induced charge accurately and quickly poses a numerical challenge in solving a popular integral equation using BEM. In particular, the accuracy of simulations can depend strongly on seemingly minor details of how the entries of the BEM matrix are calculated. We demonstrate that when the dielectric interface is discretized into flat tiles, the qualocation method of Tausch [IEEE Trans Comput.-Comput.-Aided Des. 20, 1398 (2001)] to compute the BEM matrix elements is always more accurate than the traditional centroid-collocation method. Qualocation is not more expensive to implement than collocation and can save significant computational time by reducing the number of boundary elements needed to discretize the dielectric interfaces.

A conservative staggered-grid Chebyshev multidomain method for compressible flows

NASA Technical Reports Server (NTRS)

Kopriva, David A.; Kolias, John H.

1995-01-01

We present a new multidomain spectral collocation method that uses staggered grids for the solution of compressible flow problems. The solution unknowns are defined at the nodes of a Gauss quadrature rule. The fluxes are evaluated at the nodes of a Gauss-Lobatto rule. The method is conservative, free-stream preserving, and exponentially accurate. A significant advantage of the method is that subdomain corners are not included in the approximation, making solutions in complex geometries easier to compute.

A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellular networks.

PubMed

Samant, Asawari; Ogunnaike, Babatunde A; Vlachos, Dionisios G

2007-05-24

The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such evidence, it is important that intracellular networks are simulated with stochastic algorithms that can capture molecular fluctuations. However, separation of time scales and disparity in species population, two common features of intracellular networks, make stochastic simulation of such networks computationally prohibitive. While recent work has addressed each of these challenges separately, a generic algorithm that can simultaneously tackle disparity in time scales and population scales in stochastic systems is currently lacking. In this paper, we propose the hybrid, multiscale Monte Carlo (HyMSMC) method that fills in this void. The proposed HyMSMC method blends stochastic singular perturbation concepts, to deal with potential stiffness, with a hybrid of exact and coarse-grained stochastic algorithms, to cope with separation in population sizes. In addition, we introduce the computational singular perturbation (CSP) method as a means of systematically partitioning fast and slow networks and computing relaxation times for convergence. We also propose a new criteria of convergence of fast networks to stochastic low-dimensional manifolds, which further accelerates the algorithm. We use several prototype and biological examples, including a gene expression model displaying bistability, to demonstrate the efficiency, accuracy and applicability of the HyMSMC method. Bistable models serve as stringent tests for the success of multiscale MC methods and illustrate limitations of some literature methods.

Mapped Chebyshev Pseudo-Spectral Method for Dynamic Aero-Elastic Problem of Limit Cycle Oscillation

NASA Astrophysics Data System (ADS)

Im, Dong Kyun; Kim, Hyun Soon; Choi, Seongim

2018-05-01

A mapped Chebyshev pseudo-spectral method is developed as one of the Fourier-spectral approaches and solves nonlinear PDE systems for unsteady flows and dynamic aero-elastic problem in a given time interval, where the flows or elastic motions can be periodic, nonperiodic, or periodic with an unknown frequency. The method uses the Chebyshev polynomials of the first kind for the basis function and redistributes the standard Chebyshev-Gauss-Lobatto collocation points more evenly by a conformal mapping function for improved numerical stability. Contributions of the method are several. It can be an order of magnitude more efficient than the conventional finite difference-based, time-accurate computation, depending on the complexity of solutions and the number of collocation points. The method reformulates the dynamic aero-elastic problem in spectral form for coupled analysis of aerodynamics and structures, which can be effective for design optimization of unsteady and dynamic problems. A limit cycle oscillation (LCO) is chosen for the validation and a new method to determine the LCO frequency is introduced based on the minimization of a second derivative of the aero-elastic formulation. Two examples of the limit cycle oscillation are tested: nonlinear, one degree-of-freedom mass-spring-damper system and two degrees-of-freedom oscillating airfoil under pitch and plunge motions. Results show good agreements with those of the conventional time-accurate simulations and wind tunnel experiments.

A Comparative Usage-Based Approach to the Reduction of the Spanish and Portuguese Preposition "Para"

ERIC Educational Resources Information Center

Gradoville, Michael Stephen

2013-01-01

This study examines the frequency effect of two-word collocations involving "para" "to," "for" (e.g. "fui para," "para que") on the reduction of "para" to "pa" (in Spanish) and "pra" (in Portuguese). Collocation frequency effects demonstrate that language speakers…

Stochastic analysis of uncertain thermal parameters for random thermal regime of frozen soil around a single freezing pipe

NASA Astrophysics Data System (ADS)

Wang, Tao; Zhou, Guoqing; Wang, Jianzhou; Zhou, Lei

2018-03-01

The artificial ground freezing method (AGF) is widely used in civil and mining engineering, and the thermal regime of frozen soil around the freezing pipe affects the safety of design and construction. The thermal parameters can be truly random due to heterogeneity of the soil properties, which lead to the randomness of thermal regime of frozen soil around the freezing pipe. The purpose of this paper is to study the one-dimensional (1D) random thermal regime problem on the basis of a stochastic analysis model and the Monte Carlo (MC) method. Considering the uncertain thermal parameters of frozen soil as random variables, stochastic processes and random fields, the corresponding stochastic thermal regime of frozen soil around a single freezing pipe are obtained and analyzed. Taking the variability of each stochastic parameter into account individually, the influences of each stochastic thermal parameter on stochastic thermal regime are investigated. The results show that the mean temperatures of frozen soil around the single freezing pipe with three analogy method are the same while the standard deviations are different. The distributions of standard deviation have a great difference at different radial coordinate location and the larger standard deviations are mainly at the phase change area. The computed data with random variable method and stochastic process method have a great difference from the measured data while the computed data with random field method well agree with the measured data. Each uncertain thermal parameter has a different effect on the standard deviation of frozen soil temperature around the single freezing pipe. These results can provide a theoretical basis for the design and construction of AGF.

On pseudo-spectral time discretizations in summation-by-parts form

NASA Astrophysics Data System (ADS)

Ruggiu, Andrea A.; Nordström, Jan

2018-05-01

Fully-implicit discrete formulations in summation-by-parts form for initial-boundary value problems must be invertible in order to provide well functioning procedures. We prove that, under mild assumptions, pseudo-spectral collocation methods for the time derivative lead to invertible discrete systems when energy-stable spatial discretizations are used.

Advances in Time and Frequency Transfer From Dual-Frequency GPS Pseudorange and Carrier-Phase Observations

DTIC Science & Technology

2008-12-01

collocated independent time transfer techniques such as Two-Way Satellite Time and Frequency Transfer ( TWSTFT ) [10,11]. The issue of pseudorange errors...transfer methods, e.g. TWSTFT . There is a side benefit that far exceeds just meeting the objective we have set. The new model explicitly reveals, on

Evolutionary optimization with data collocation for reverse engineering of biological networks.

PubMed

Tsai, Kuan-Yao; Wang, Feng-Sheng

2005-04-01

Modern experimental biology is moving away from analyses of single elements to whole-organism measurements. Such measured time-course data contain a wealth of information about the structure and dynamic of the pathway or network. The dynamic modeling of the whole systems is formulated as a reverse problem that requires a well-suited mathematical model and a very efficient computational method to identify the model structure and parameters. Numerical integration for differential equations and finding global parameter values are still two major challenges in this field of the parameter estimation of nonlinear dynamic biological systems. We compare three techniques of parameter estimation for nonlinear dynamic biological systems. In the proposed scheme, the modified collocation method is applied to convert the differential equations to the system of algebraic equations. The observed time-course data are then substituted into the algebraic system equations to decouple system interactions in order to obtain the approximate model profiles. Hybrid differential evolution (HDE) with population size of five is able to find a global solution. The method is not only suited for parameter estimation but also can be applied for structure identification. The solution obtained by HDE is then used as the starting point for a local search method to yield the refined estimates.

The diffusive finite state projection algorithm for efficient simulation of the stochastic reaction-diffusion master equation.

PubMed

Drawert, Brian; Lawson, Michael J; Petzold, Linda; Khammash, Mustafa

2010-02-21

We have developed a computational framework for accurate and efficient simulation of stochastic spatially inhomogeneous biochemical systems. The new computational method employs a fractional step hybrid strategy. A novel formulation of the finite state projection (FSP) method, called the diffusive FSP method, is introduced for the efficient and accurate simulation of diffusive transport. Reactions are handled by the stochastic simulation algorithm.

Spectral collocation method with a flexible angular discretization scheme for radiative transfer in multi-layer graded index medium

NASA Astrophysics Data System (ADS)

Wei, Linyang; Qi, Hong; Sun, Jianping; Ren, Yatao; Ruan, Liming

2017-05-01

The spectral collocation method (SCM) is employed to solve the radiative transfer in multi-layer semitransparent medium with graded index. A new flexible angular discretization scheme is employed to discretize the solid angle domain freely to overcome the limit of the number of discrete radiative direction when adopting traditional SN discrete ordinate scheme. Three radial basis function interpolation approaches, named as multi-quadric (MQ), inverse multi-quadric (IMQ) and inverse quadratic (IQ) interpolation, are employed to couple the radiative intensity at the interface between two adjacent layers and numerical experiments show that MQ interpolation has the highest accuracy and best stability. Variable radiative transfer problems in double-layer semitransparent media with different thermophysical properties are investigated and the influence of these thermophysical properties on the radiative transfer procedure in double-layer semitransparent media is also analyzed. All the simulated results show that the present SCM with the new angular discretization scheme can predict the radiative transfer in multi-layer semitransparent medium with graded index efficiently and accurately.

Parallel adaptive wavelet collocation method for PDEs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nejadmalayeri, Alireza, E-mail: Alireza.Nejadmalayeri@gmail.com; Vezolainen, Alexei, E-mail: Alexei.Vezolainen@Colorado.edu; Brown-Dymkoski, Eric, E-mail: Eric.Browndymkoski@Colorado.edu

2015-10-01

A parallel adaptive wavelet collocation method for solving a large class of Partial Differential Equations is presented. The parallelization is achieved by developing an asynchronous parallel wavelet transform, which allows one to perform parallel wavelet transform and derivative calculations with only one data synchronization at the highest level of resolution. The data are stored using tree-like structure with tree roots starting at a priori defined level of resolution. Both static and dynamic domain partitioning approaches are developed. For the dynamic domain partitioning, trees are considered to be the minimum quanta of data to be migrated between the processes. This allowsmore » fully automated and efficient handling of non-simply connected partitioning of a computational domain. Dynamic load balancing is achieved via domain repartitioning during the grid adaptation step and reassigning trees to the appropriate processes to ensure approximately the same number of grid points on each process. The parallel efficiency of the approach is discussed based on parallel adaptive wavelet-based Coherent Vortex Simulations of homogeneous turbulence with linear forcing at effective non-adaptive resolutions up to 2048{sup 3} using as many as 2048 CPU cores.« less

Stochastic simulation in systems biology

PubMed Central

Székely, Tamás; Burrage, Kevin

2014-01-01

Natural systems are, almost by definition, heterogeneous: this can be either a boon or an obstacle to be overcome, depending on the situation. Traditionally, when constructing mathematical models of these systems, heterogeneity has typically been ignored, despite its critical role. However, in recent years, stochastic computational methods have become commonplace in science. They are able to appropriately account for heterogeneity; indeed, they are based around the premise that systems inherently contain at least one source of heterogeneity (namely, intrinsic heterogeneity). In this mini-review, we give a brief introduction to theoretical modelling and simulation in systems biology and discuss the three different sources of heterogeneity in natural systems. Our main topic is an overview of stochastic simulation methods in systems biology. There are many different types of stochastic methods. We focus on one group that has become especially popular in systems biology, biochemistry, chemistry and physics. These discrete-state stochastic methods do not follow individuals over time; rather they track only total populations. They also assume that the volume of interest is spatially homogeneous. We give an overview of these methods, with a discussion of the advantages and disadvantages of each, and suggest when each is more appropriate to use. We also include references to software implementations of them, so that beginners can quickly start using stochastic methods for practical problems of interest. PMID:25505503

Chebyshev collocation approach for vibration analysis of functionally graded porous beams based on third-order shear deformation theory

NASA Astrophysics Data System (ADS)

Wattanasakulpong, Nuttawit; Chaikittiratana, Arisara; Pornpeerakeat, Sacharuck

2018-06-01

In this paper, vibration analysis of functionally graded porous beams is carried out using the third-order shear deformation theory. The beams have uniform and non-uniform porosity distributions across their thickness and both ends are supported by rotational and translational springs. The material properties of the beams such as elastic moduli and mass density can be related to the porosity and mass coefficient utilizing the typical mechanical features of open-cell metal foams. The Chebyshev collocation method is applied to solve the governing equations derived from Hamilton's principle, which is used in order to obtain the accurate natural frequencies for the vibration problem of beams with various general and elastic boundary conditions. Based on the numerical experiments, it is revealed that the natural frequencies of the beams with asymmetric and non-uniform porosity distributions are higher than those of other beams with uniform and symmetric porosity distributions.

[On-orbit radiometric calibration accuracy of FY-3A MERSI thermal infrared channel].

PubMed

Xu, Na; Hu, Xiu-qing; Chen, Lin; Zhang, Yong; Hu, Ju-yang; Sun, Ling

2014-12-01

Accurate satellite radiance measurements are significant for data assimilations and quantitative retrieval applications. In the present paper, radiometric calibration accuracy of FungYun-3A (FY-3A) Medium Resolution Spectral Imager (MERSI) thermal infrared (TIR) channel was evaluated based on simultaneous nadir observation (SNO) intercalibration method. Hyperspectral and high-quality measurements of METOP-A/IASI were used as reference. Assessment uncertainty from intercalibration method was also investigated by examining the relation between BT bias against four main collocation factors, i. e. observation time difference, view geometric difference related to zenith angles and azimuth angles, and scene spatial homogeneity. It was indicated that the BT bias is evenly distributed across the collocation variables with no significant linear relationship in MERSI IR channel. Among the four collocation factors, the scene spatial homogeneity may be the most important factor with the uncertainty less than 2% of BT bias. Statistical analysis of monitoring biases during one and a half years indicates that the brightness temperature measured by MERSI is much warmer than that of IASI. The annual mean bias (MERSI-IASI) in 2012 is (3.18±0.34) K. Monthly averaged BT biases show a little seasonal variation character, and fluctuation range is less than 0.8 K. To further verify the reliability, our evaluation result was also compared with the synchronous experiment results at Dunhuang and Qinghai Lake sites, which showed excellent agreement. Preliminary analysis indicates that there are two reasons leading to the warm bias. One is the overestimation of blackbody emissivity, and the other is probably the incorrect spectral respond function which has shifted to window spectral. Considering the variation character of BT biases, SRF error seems to be the dominant factor.

Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.

Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems

PubMed Central

Venturi, D.; Karniadakis, G. E.

2014-01-01

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519

Reports 10, The Yugoslav Serbo-Croatian-English Contrastive Project.

ERIC Educational Resources Information Center

Filipovic, Rudolf

The tenth volume in this series contains five articles dealing with various aspects of Serbo-Croatian-English contrastive analysis. They are: "The Infinitive as Subject in English and Serbo-Croatian," by Ljiljana Bibovic; "The Contrastive Analysis of Collocations: Collocational Ranges of "Make" and "Take" with Nouns and Their Serbo-Croatian…

No Silver Bullet: L2 Collocation Instruction in an Advanced Spanish Classroom

ERIC Educational Resources Information Center

Jensen, Eric Carl

2017-01-01

Many contemporary second language (L2) instructional materials feature collocation exercises; however, few studies have verified their effectiveness (Boers, Demecheleer, Coxhead, & Webb, 2014) or whether these exercises can be utilized for target languages beyond English (Higueras García, 2017). This study addresses these issues by…

Assessing Team Learning in Technology-Mediated Collaboration: An Experimental Study

ERIC Educational Resources Information Center

Andres, Hayward P.; Akan, Obasi H.

2010-01-01

This study examined the effects of collaboration mode (collocated versus non-collocated videoconferencing-mediated) on team learning and team interaction quality in a team-based problem solving context. Situated learning theory and the theory of affordances are used to provide a framework that describes how technology-mediated collaboration…

Collocation in Regional Development--The Peel Education and TAFE Response.

ERIC Educational Resources Information Center

Goff, Malcolm H.; Nevard, Jennifer

The collocation of services in regional Western Australia (WA) is an important strand of WA's regional development policy. The initiative is intended to foster working relationships among stakeholder groups with a view toward ensuring that regional WA communities have access to quality services. Clustering compatible services in smaller…

Interlanguage Development and Collocational Clash

ERIC Educational Resources Information Center

Shahheidaripour, Gholamabbass

2000-01-01

Background: Persian English learners committed mistakes and errors which were due to insufficient knowledge of different senses of the words and collocational structures they formed. Purpose: The study reported here was conducted for a thesis submitted in partial fulfillment of the requirements for The Master of Arts degree, School of Graduate…

47 CFR 51.323 - Standards for physical collocation and virtual collocation.

Code of Federal Regulations, 2012 CFR

2012-10-01

... unbundled network element if and only if the primary purpose and function of the equipment, as the... nondiscriminatory access to that unbundled network element, including any of its features, functions, or... must be a logical nexus between the additional functions the equipment would perform and the...

Testing ESL Learners' Knowledge of Collocations.

ERIC Educational Resources Information Center

Bonk, William J.

This study reports on the development, administration, and analysis of a test of collocational knowledge for English-as-a-Second-Language (ESL) learners of a wide range of proficiency levels. Through native speaker item validation and pilot testing, three subtests were developed and administered to 98 ESL learners of low-intermediate to advanced…

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cui, Jianbo, E-mail: jianbocui@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Liu, Zhihui, E-mail: liuzhihui@lsec.cc.ac.cn

We indicate that the nonlinear Schrödinger equation with white noise dispersion possesses stochastic symplectic and multi-symplectic structures. Based on these structures, we propose the stochastic symplectic and multi-symplectic methods, which preserve the continuous and discrete charge conservation laws, respectively. Moreover, we show that the proposed methods are convergent with temporal order one in probability. Numerical experiments are presented to verify our theoretical results.

Stochastic approximation methods-Powerful tools for simulation and optimization: A survey of some recent work on multi-agent systems and cyber-physical systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yin, George; Wang, Le Yi; Zhang, Hongwei

2014-12-10

Stochastic approximation methods have found extensive and diversified applications. Recent emergence of networked systems and cyber-physical systems has generated renewed interest in advancing stochastic approximation into a general framework to support algorithm development for information processing and decisions in such systems. This paper presents a survey on some recent developments in stochastic approximation methods and their applications. Using connected vehicles in platoon formation and coordination as a platform, we highlight some traditional and new methodologies of stochastic approximation algorithms and explain how they can be used to capture essential features in networked systems. Distinct features of networked systems with randomlymore » switching topologies, dynamically evolving parameters, and unknown delays are presented, and control strategies are provided.« less

Singularity Preserving Numerical Methods for Boundary Integral Equations

NASA Technical Reports Server (NTRS)

Kaneko, Hideaki (Principal Investigator)

1996-01-01

In the past twelve months (May 8, 1995 - May 8, 1996), under the cooperative agreement with Division of Multidisciplinary Optimization at NASA Langley, we have accomplished the following five projects: a note on the finite element method with singular basis functions; numerical quadrature for weakly singular integrals; superconvergence of degenerate kernel method; superconvergence of the iterated collocation method for Hammersteion equations; and singularity preserving Galerkin method for Hammerstein equations with logarithmic kernel. This final report consists of five papers describing these projects. Each project is preceeded by a brief abstract.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

RES: Regularized Stochastic BFGS Algorithm

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Ribeiro, Alejandro

2014-12-01

RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

Collocational Processing in Light of the Phraseological Continuum Model: Does Semantic Transparency Matter?

ERIC Educational Resources Information Center

Gyllstad, Henrik; Wolter, Brent

2016-01-01

The present study investigates whether two types of word combinations (free combinations and collocations) differ in terms of processing by testing Howarth's Continuum Model based on word combination typologies from a phraseological tradition. A visual semantic judgment task was administered to advanced Swedish learners of English (n = 27) and…

47 CFR 51.323 - Standards for physical collocation and virtual collocation.

Code of Federal Regulations, 2014 CFR

2014-10-01

... unbundled network elements. (1) Equipment is necessary for interconnection if an inability to deploy that... obtains within its own network or the incumbent provides to any affiliate, subsidiary, or other party. (2) Equipment is necessary for access to an unbundled network element if an inability to deploy that equipment...

47 CFR 51.323 - Standards for physical collocation and virtual collocation.

Code of Federal Regulations, 2013 CFR

2013-10-01

... unbundled network elements. (1) Equipment is necessary for interconnection if an inability to deploy that... obtains within its own network or the incumbent provides to any affiliate, subsidiary, or other party. (2) Equipment is necessary for access to an unbundled network element if an inability to deploy that equipment...

Improving English Learners' Productive Collocation Knowledge: The Effects of Involvement Load, Spacing, and Intentionality

ERIC Educational Resources Information Center

Snoder, Per

2017-01-01

This article reports on a classroom-based experiment that tested the effects of three vocabulary teaching constructs (involvement load, spacing, and intentionality) on the learning of English verb-noun collocations--for example, "shelve a plan." Laufer and Hulstijn's (2001) "involvement load" predicts that the higher the…

Strategies in Translating Collocations in Religious Texts from Arabic into English

ERIC Educational Resources Information Center

Dweik, Bader S.; Shakra, Mariam M. Abu

2010-01-01

The present study investigated the strategies adopted by students in translating specific lexical and semantic collocations in three religious texts namely, the Holy Quran, the Hadith and the Bible. For this purpose, the researchers selected a purposive sample of 35 MA translation students enrolled in three different public and private Jordanian…

77 FR 60089 - Approval and Promulgation of Air Quality Implementation Plans; Delaware, New Jersey, and...

Federal Register 2010, 2011, 2012, 2013, 2014

2012-10-02

... quarter substitution test. ``Collocated'' indicates that the collocated data was substituted for missing... 24-hour standard design value is greater than the level of the standard. EPA addresses missing data... substituted for the missing data. In the maximum quarter test, maximum recorded values are substituted for the...

Shape Control of Plates with Piezo Actuators and Collocated Position/Rate Sensors

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1994-01-01

This paper treats the control problem of shaping the surface deformation of a circular plate using embedded piezo-electric actuators and collocated rate sensors. An explicit Linear Quadratic Gaussian (LQG) optimizer stability augmentation compensator is derived as well as the optimal feed-forward control. Corresponding performance evaluation formulas are also derived.

Shape Control of Plates with Piezo Actuators and Collocated Position/Rate Sensors

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1994-01-01

This paper treats the control problem of shaping the surface deformation of a circular plate using embedded piezo-electric actuator and collocated rate sensors. An explicit Linear Quadratic Gaussian (LQG) optimizer stability augmentation compensator is derived as well as the optimal feed-forward control. Corresponding performance evaluation formulas are also derived.

An improved triple collocation algorithm for decomposing autocorrelated and white soil moisture retrieval errors

USDA-ARS?s Scientific Manuscript database

If not properly account for, auto-correlated errors in observations can lead to inaccurate results in soil moisture data analysis and reanalysis. Here, we propose a more generalized form of the triple collocation algorithm (GTC) capable of decomposing the total error variance of remotely-sensed surf...

Collocational Competence of Arabic Speaking Learners of English: A Study in Lexical Semantics.

ERIC Educational Resources Information Center

Zughoul, Muhammad Raji; Abdul-Fattah, Hussein S.

This study examined learners' productive competence in collocations and idioms by means of their performance on two interdependent tasks. Participants were two groups of English as a Foreign Language undergraduate and graduate students from the English department at Jordan's Yarmouk University. The two tasks included the following: a multiple…

Processing and Learning of Enhanced English Collocations: An Eye Movement Study

ERIC Educational Resources Information Center

Choi, Sungmook

2017-01-01

Research to date suggests that textual enhancement may positively affect the learning of multiword combinations known as collocations, but may impair recall of unenhanced text. However, the attentional mechanisms underlying such effects remain unclear. In this study, 38 undergraduate students were divided into two groups: one read a text…

Designing Feature and Data Parallel Stochastic Coordinate Descent Method forMatrix and Tensor Factorization

DTIC Science & Technology

2016-05-11

AFRL-AFOSR-JP-TR-2016-0046 Designing Feature and Data Parallel Stochastic Coordinate Descent Method for Matrix and Tensor Factorization U Kang Korea...maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or   any other aspect...Designing Feature and Data Parallel Stochastic Coordinate Descent Method for Matrix and Tensor Factorization 5a.  CONTRACT NUMBER 5b.  GRANT NUMBER FA2386

FSILP: fuzzy-stochastic-interval linear programming for supporting municipal solid waste management.

PubMed

Li, Pu; Chen, Bing

2011-04-01

Although many studies on municipal solid waste management (MSW management) were conducted under uncertain conditions of fuzzy, stochastic, and interval coexistence, the solution to the conventional linear programming problems of integrating fuzzy method with the other two was inefficient. In this study, a fuzzy-stochastic-interval linear programming (FSILP) method is developed by integrating Nguyen's method with conventional linear programming for supporting municipal solid waste management. The Nguyen's method was used to convert the fuzzy and fuzzy-stochastic linear programming problems into the conventional linear programs, by measuring the attainment values of fuzzy numbers and/or fuzzy random variables, as well as superiority and inferiority between triangular fuzzy numbers/triangular fuzzy-stochastic variables. The developed method can effectively tackle uncertainties described in terms of probability density functions, fuzzy membership functions, and discrete intervals. Moreover, the method can also improve upon the conventional interval fuzzy programming and two-stage stochastic programming approaches, with advantageous capabilities that are easily achieved with fewer constraints and significantly reduces consumption time. The developed model was applied to a case study of municipal solid waste management system in a city. The results indicated that reasonable solutions had been generated. The solution can help quantify the relationship between the change of system cost and the uncertainties, which could support further analysis of tradeoffs between the waste management cost and the system failure risk. Copyright © 2010 Elsevier Ltd. All rights reserved.

A manifold independent approach to understanding transport in stochastic dynamical systems

NASA Astrophysics Data System (ADS)

Bollt, Erik M.; Billings, Lora; Schwartz, Ira B.

2002-12-01

We develop a new collection of tools aimed at studying stochastically perturbed dynamical systems. Specifically, in the setting of bi-stability, that is a two-attractor system, it has previously been numerically observed that a small noise volume is sufficient to destroy would be zero-noise case barriers in the phase space (pseudo-barriers), thus creating a pre-heteroclinic tangency chaos-like behavior. The stochastic dynamical system has a corresponding Frobenius-Perron operator with a stochastic kernel, which describes how densities of initial conditions move under the noisy map. Thus in studying the action of the Frobenius-Perron operator, we learn about the transport of the map; we have employed a Galerkin-Ulam-like method to project the Frobenius-Perron operator onto a discrete basis set of characteristic functions to highlight this action localized in specified regions of the phase space. Graph theoretic methods allow us to re-order the resulting finite dimensional Markov operator approximation so as to highlight the regions of the original phase space which are particularly active pseudo-barriers of the stochastic dynamics. Our toolbox allows us to find: (1) regions of high activity of transport, (2) flux across pseudo-barriers, and also (3) expected time of escape from pseudo-basins. Some of these quantities are also possible via the manifold dependent stochastic Melnikov method, but Melnikov only applies to a very special class of models for which the unperturbed homoclinic orbit is available. Our methods are unique in that they can essentially be considered as a “black-box” of tools which can be applied to a wide range of stochastic dynamical systems in the absence of a priori knowledge of manifold structures. We use here a model of childhood diseases to showcase our methods. Our tools will allow us to make specific observations of: (1) loss of reducibility between basins with increasing noise, (2) identification in the phase space of active regions of stochastic transport, (3) stochastic flux which essentially completes the heteroclinic tangle.

Compressible cavitation with stochastic field method

NASA Astrophysics Data System (ADS)

Class, Andreas; Dumond, Julien

2012-11-01

Non-linear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrange particles or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic field method solving pdf transport based on Euler fields has been proposed which eliminates the necessity to mix Euler and Lagrange techniques or prescribed pdf assumptions. In the present work, part of the PhD Design and analysis of a Passive Outflow Reducer relying on cavitation, a first application of the stochastic field method to multi-phase flow and in particular to cavitating flow is presented. The application considered is a nozzle subjected to high velocity flow so that sheet cavitation is observed near the nozzle surface in the divergent section. It is demonstrated that the stochastic field formulation captures the wide range of pdf shapes present at different locations. The method is compatible with finite-volume codes where all existing physical models available for Lagrange techniques, presumed pdf or binning methods can be easily extended to the stochastic field formulation.

Local polynomial chaos expansion for linear differential equations with high dimensional random inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Yi; Jakeman, John; Gittelson, Claude

2015-01-08

In this paper we present a localized polynomial chaos expansion for partial differential equations (PDE) with random inputs. In particular, we focus on time independent linear stochastic problems with high dimensional random inputs, where the traditional polynomial chaos methods, and most of the existing methods, incur prohibitively high simulation cost. Furthermore, the local polynomial chaos method employs a domain decomposition technique to approximate the stochastic solution locally. In each subdomain, a subdomain problem is solved independently and, more importantly, in a much lower dimensional random space. In a postprocesing stage, accurate samples of the original stochastic problems are obtained frommore » the samples of the local solutions by enforcing the correct stochastic structure of the random inputs and the coupling conditions at the interfaces of the subdomains. Overall, the method is able to solve stochastic PDEs in very large dimensions by solving a collection of low dimensional local problems and can be highly efficient. In our paper we present the general mathematical framework of the methodology and use numerical examples to demonstrate the properties of the method.« less

Stochastic reconstructions of spectral functions: Application to lattice QCD

NASA Astrophysics Data System (ADS)

Ding, H.-T.; Kaczmarek, O.; Mukherjee, Swagato; Ohno, H.; Shu, H.-T.

2018-05-01

We present a detailed study of the applications of two stochastic approaches, stochastic optimization method (SOM) and stochastic analytical inference (SAI), to extract spectral functions from Euclidean correlation functions. SOM has the advantage that it does not require prior information. On the other hand, SAI is a more generalized method based on Bayesian inference. Under mean field approximation SAI reduces to the often-used maximum entropy method (MEM) and for a specific choice of the prior SAI becomes equivalent to SOM. To test the applicability of these two stochastic methods to lattice QCD, firstly, we apply these methods to various reasonably chosen model correlation functions and present detailed comparisons of the reconstructed spectral functions obtained from SOM, SAI and MEM. Next, we present similar studies for charmonia correlation functions obtained from lattice QCD computations using clover-improved Wilson fermions on large, fine, isotropic lattices at 0.75 and 1.5 Tc, Tc being the deconfinement transition temperature of a pure gluon plasma. We find that SAI and SOM give consistent results to MEM at these two temperatures.

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2014-10-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

Comparison of stochastic optimization methods for all-atom folding of the Trp-Cage protein.

PubMed

Schug, Alexander; Herges, Thomas; Verma, Abhinav; Lee, Kyu Hwan; Wenzel, Wolfgang

2005-12-09

The performances of three different stochastic optimization methods for all-atom protein structure prediction are investigated and compared. We use the recently developed all-atom free-energy force field (PFF01), which was demonstrated to correctly predict the native conformation of several proteins as the global optimum of the free energy surface. The trp-cage protein (PDB-code 1L2Y) is folded with the stochastic tunneling method, a modified parallel tempering method, and the basin-hopping technique. All the methods correctly identify the native conformation, and their relative efficiency is discussed.

Stochastic Estimation via Polynomial Chaos

DTIC Science & Technology

2015-10-01

AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic

Output Feedback Stabilization for a Class of Multi-Variable Bilinear Stochastic Systems with Stochastic Coupling Attenuation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Qichun; Zhou, Jinglin; Wang, Hong

In this paper, stochastic coupling attenuation is investigated for a class of multi-variable bilinear stochastic systems and a novel output feedback m-block backstepping controller with linear estimator is designed, where gradient descent optimization is used to tune the design parameters of the controller. It has been shown that the trajectories of the closed-loop stochastic systems are bounded in probability sense and the stochastic coupling of the system outputs can be effectively attenuated by the proposed control algorithm. Moreover, the stability of the stochastic systems is analyzed and the effectiveness of the proposed method has been demonstrated using a simulated example.

Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

Factors Impacting Recognition of False Collo­cations by Speakers of English as L1 and L2

ERIC Educational Resources Information Center

Makinina, Olga

2017-01-01

Currently there is a general uncertainty about what makes collocations (i.e., fixed word combinations with specific, not easily interpreted relations between their components) hard for ESL learners to master, and about how to improve collocation recognition and learning process. This study explored and designed a comparative classification of…

Frequent Collocates and Major Senses of Two Prepositions in ESL and ENL Corpora

ERIC Educational Resources Information Center

Nkemleke, Daniel

2009-01-01

This contribution assesses in quantitative terms frequent collocates and major senses of "between" and "through" in the corpus of Cameroonian English (CCE), the corpus of East-African (Kenya and Tanzania) English which is part of the International Corpus of English (ICE) project (ICE-EA), and the London Oslo/Bergen (LOB) corpus…

Geostationary Collocation: Case Studies for Optimal Maneuvers

DTIC Science & Technology

2016-03-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS Approved for public release; distribution is unlimited GEOSTATIONARY ...DATES COVERED Master’s thesis 4. TITLE AND SUBTITLE GEOSTATIONARY COLLOCATION: CASE STUDIES FOR OPTIMAL MANEUVERS 5. FUNDING NUMBERS 6...The geostationary belt is considered a natural resource, and as time goes by, the physical spaces for geostationary satellites will run out. The

The Effect of Critical Reading Strategies on EFL Learners' Recall and Retention of Collocations

ERIC Educational Resources Information Center

NematTabrizi, Amir Reza; Saber, Mehrnoush Akhavan

2016-01-01

The study was an attempt to measure the effect of critical reading strategies, namely; re-reading, questioning and annotating on recall and retention of collocations by intermediate Iranian EFL learners. To this end, Nelson proficiency test was administered to ninety (n = 90) Iranian EFL learners studying at Zaban Sara language institute in…

Collocational Differences between L1 and L2: Implications for EFL Learners and Teachers

ERIC Educational Resources Information Center

Sadeghi, Karim

2009-01-01

Collocations are one of the areas that produce problems for learners of English as a foreign language. Iranian learners of English are by no means an exception. Teaching experience at schools, private language centers, and universities in Iran suggests that a significant part of EFL learners' problems with producing the language, especially at…

Membrane covered duct lining for high-frequency noise attenuation: prediction using a Chebyshev collocation method.

PubMed

Huang, Lixi

2008-11-01

A spectral method of Chebyshev collocation with domain decomposition is introduced for linear interaction between sound and structure in a duct lined with flexible walls backed by cavities with or without a porous material. The spectral convergence is validated by a one-dimensional problem with a closed-form analytical solution, and is then extended to the two-dimensional configuration and compared favorably against a previous method based on the Fourier-Galerkin procedure and a finite element modeling. The nonlocal, exact Dirichlet-to-Neumann boundary condition is embedded in the domain decomposition scheme without imposing extra computational burden. The scheme is applied to the problem of high-frequency sound absorption by duct lining, which is normally ineffective when the wavelength is comparable with or shorter than the duct height. When a tensioned membrane covers the lining, however, it scatters the incident plane wave into higher-order modes, which then penetrate the duct lining more easily and get dissipated. For the frequency range of f=0.3-3 studied here, f=0.5 being the first cut-on frequency of the central duct, the membrane cover is found to offer an additional 0.9 dB attenuation per unit axial distance equal to half of the duct height.

A second order radiative transfer equation and its solution by meshless method with application to strongly inhomogeneous media

NASA Astrophysics Data System (ADS)

Zhao, J. M.; Tan, J. Y.; Liu, L. H.

2013-01-01

A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.

The dynamics and control of large flexible asymmetric spacecraft

NASA Astrophysics Data System (ADS)

Humphries, T. T.

1991-02-01

This thesis develops the equations of motion for a large flexible asymmetric Earth observation satellite and finds the characteristics of its motion under the influence of control forces. The mathematical model of the structure is produced using analytical methods. The equations of motion are formed using an expanded momentum technique which accounts for translational motion of the spacecraft hub and employs orthogonality relations between appendage and vehicle modes. The controllability and observability conditions of the full spacecraft motions using force and torque actuators are defined. A three axis reaction wheel control system is implemented for both slewing the spacecraft and controlling its resulting motions. From minor slew results it is shown that the lowest frequency elastic mode of the spacecraft is more important than higher frequency modes, when considering the effects of elastic motion on instrument pointing from the hub. Minor slews of the spacecraft configurations considered produce elastic deflections resulting in rotational attitude motions large enough to contravene pointing accuracy requirements of instruments aboard the spacecraft hub. Active vibration damping is required to reduce these hub motions to acceptable bounds in sufficiently small time. A comparison between hub mounted collocated and hub/appendage mounted non-collocated control systems verifies that provided the non-collocated system is stable, it can more effectively damp elastic modes whilst maintaining adequate damping of rigid modes. Analysis undertaken shows that the reaction wheel controller could be replaced by a thruster control system which decouples the modes of the spacecraft motion, enabling them to be individually damped.

Simultaneous estimation of deterministic and fractal stochastic components in non-stationary time series

NASA Astrophysics Data System (ADS)

García, Constantino A.; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G.

2018-07-01

In the past few decades, it has been recognized that 1 / f fluctuations are ubiquitous in nature. The most widely used mathematical models to capture the long-term memory properties of 1 / f fluctuations have been stochastic fractal models. However, physical systems do not usually consist of just stochastic fractal dynamics, but they often also show some degree of deterministic behavior. The present paper proposes a model based on fractal stochastic and deterministic components that can provide a valuable basis for the study of complex systems with long-term correlations. The fractal stochastic component is assumed to be a fractional Brownian motion process and the deterministic component is assumed to be a band-limited signal. We also provide a method that, under the assumptions of this model, is able to characterize the fractal stochastic component and to provide an estimate of the deterministic components present in a given time series. The method is based on a Bayesian wavelet shrinkage procedure that exploits the self-similar properties of the fractal processes in the wavelet domain. This method has been validated over simulated signals and over real signals with economical and biological origin. Real examples illustrate how our model may be useful for exploring the deterministic-stochastic duality of complex systems, and uncovering interesting patterns present in time series.

Binomial tau-leap spatial stochastic simulation algorithm for applications in chemical kinetics.

PubMed

Marquez-Lago, Tatiana T; Burrage, Kevin

2007-09-14

In cell biology, cell signaling pathway problems are often tackled with deterministic temporal models, well mixed stochastic simulators, and/or hybrid methods. But, in fact, three dimensional stochastic spatial modeling of reactions happening inside the cell is needed in order to fully understand these cell signaling pathways. This is because noise effects, low molecular concentrations, and spatial heterogeneity can all affect the cellular dynamics. However, there are ways in which important effects can be accounted without going to the extent of using highly resolved spatial simulators (such as single-particle software), hence reducing the overall computation time significantly. We present a new coarse grained modified version of the next subvolume method that allows the user to consider both diffusion and reaction events in relatively long simulation time spans as compared with the original method and other commonly used fully stochastic computational methods. Benchmarking of the simulation algorithm was performed through comparison with the next subvolume method and well mixed models (MATLAB), as well as stochastic particle reaction and transport simulations (CHEMCELL, Sandia National Laboratories). Additionally, we construct a model based on a set of chemical reactions in the epidermal growth factor receptor pathway. For this particular application and a bistable chemical system example, we analyze and outline the advantages of our presented binomial tau-leap spatial stochastic simulation algorithm, in terms of efficiency and accuracy, in scenarios of both molecular homogeneity and heterogeneity.

Stochastic multi-reference perturbation theory with application to the linearized coupled cluster method

NASA Astrophysics Data System (ADS)

Jeanmairet, Guillaume; Sharma, Sandeep; Alavi, Ali

2017-01-01

In this article we report a stochastic evaluation of the recently proposed multireference linearized coupled cluster theory [S. Sharma and A. Alavi, J. Chem. Phys. 143, 102815 (2015)]. In this method, both the zeroth-order and first-order wavefunctions are sampled stochastically by propagating simultaneously two populations of signed walkers. The sampling of the zeroth-order wavefunction follows a set of stochastic processes identical to the one used in the full configuration interaction quantum Monte Carlo (FCIQMC) method. To sample the first-order wavefunction, the usual FCIQMC algorithm is augmented with a source term that spawns walkers in the sampled first-order wavefunction from the zeroth-order wavefunction. The second-order energy is also computed stochastically but requires no additional overhead outside of the added cost of sampling the first-order wavefunction. This fully stochastic method opens up the possibility of simultaneously treating large active spaces to account for static correlation and recovering the dynamical correlation using perturbation theory. The method is used to study a few benchmark systems including the carbon dimer and aromatic molecules. We have computed the singlet-triplet gaps of benzene and m-xylylene. For m-xylylene, which has proved difficult for standard complete active space self consistent field theory with perturbative correction, we find the singlet-triplet gap to be in good agreement with the experimental values.

Fast and Efficient Stochastic Optimization for Analytic Continuation

DOE PAGES

Bao, Feng; Zhang, Guannan; Webster, Clayton G; ...

2016-09-28

In this analytic continuation of imaginary-time quantum Monte Carlo data to extract real-frequency spectra remains a key problem in connecting theory with experiment. Here we present a fast and efficient stochastic optimization method (FESOM) as a more accessible variant of the stochastic optimization method introduced by Mishchenko et al. [Phys. Rev. B 62, 6317 (2000)], and we benchmark the resulting spectra with those obtained by the standard maximum entropy method for three representative test cases, including data taken from studies of the two-dimensional Hubbard model. Genearally, we find that our FESOM approach yields spectra similar to the maximum entropy results.more » In particular, while the maximum entropy method yields superior results when the quality of the data is strong, we find that FESOM is able to resolve fine structure with more detail when the quality of the data is poor. In addition, because of its stochastic nature, the method provides detailed information on the frequency-dependent uncertainty of the resulting spectra, while the maximum entropy method does so only for the spectral weight integrated over a finite frequency region. Therefore, we believe that this variant of the stochastic optimization approach provides a viable alternative to the routinely used maximum entropy method, especially for data of poor quality.« less

Mode 1 stress intensity factors for round compact specimens

NASA Technical Reports Server (NTRS)

Gross, B.

1976-01-01

The mode 1 stress intensity factors were computed for round compact specimens by the boundary collocation method. Results are presented for ratios A sub T/R sub 0 in the range 0.3 to 0.8, where A sub t is the distance from the specimen center to the crack tip for a specimen of diameter 2R sub 0.

Sketching Muslims: A Corpus Driven Analysis of Representations around the Word "Muslim" in the British Press 1998-2009

ERIC Educational Resources Information Center

Baker, Paul; Gabrielatos, Costas; McEnery, Tony

2013-01-01

This article uses methods from corpus linguistics and critical discourse analysis to examine patterns of representation around the word "Muslim" in a 143 million word corpus of British newspaper articles published between 1998 and 2009. Using the analysis tool Sketch Engine, an analysis of noun collocates of "Muslim" found that the following…

Impact of WhatsAPP on Learning and Retention of Collocation Knowledge among Iranian EFL Learners

ERIC Educational Resources Information Center

Ashiyan, Zahra; Salehi, Hadi

2016-01-01

During the recent technological years, language learning has been attempted to transform its path from the conventional methods to instrumental applications. Mobile phone provides people to reach and exchange information through chats (WhatsApp). It is a tool or mode that means the facilities are used for main purposes. The unique features of the…

Analysis of degree of nonlinearity and stochastic nature of HRV signal during meditation using delay vector variance method.

PubMed

Reddy, L Ram Gopal; Kuntamalla, Srinivas

2011-01-01

Heart rate variability analysis is fast gaining acceptance as a potential non-invasive means of autonomic nervous system assessment in research as well as clinical domains. In this study, a new nonlinear analysis method is used to detect the degree of nonlinearity and stochastic nature of heart rate variability signals during two forms of meditation (Chi and Kundalini). The data obtained from an online and widely used public database (i.e., MIT/BIH physionet database), is used in this study. The method used is the delay vector variance (DVV) method, which is a unified method for detecting the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. From the results it is clear that there is a significant change in the nonlinearity and stochastic nature of the signal before and during the meditation (p value > 0.01). During Chi meditation there is a increase in stochastic nature and decrease in nonlinear nature of the signal. There is a significant decrease in the degree of nonlinearity and stochastic nature during Kundalini meditation.

Two-Dimensional DOA and Polarization Estimation for a Mixture of Uncorrelated and Coherent Sources with Sparsely-Distributed Vector Sensor Array

PubMed Central

Si, Weijian; Zhao, Pinjiao; Qu, Zhiyu

2016-01-01

This paper presents an L-shaped sparsely-distributed vector sensor (SD-VS) array with four different antenna compositions. With the proposed SD-VS array, a novel two-dimensional (2-D) direction of arrival (DOA) and polarization estimation method is proposed to handle the scenario where uncorrelated and coherent sources coexist. The uncorrelated and coherent sources are separated based on the moduli of the eigenvalues. For the uncorrelated sources, coarse estimates are acquired by extracting the DOA information embedded in the steering vectors from estimated array response matrix of the uncorrelated sources, and they serve as coarse references to disambiguate fine estimates with cyclical ambiguity obtained from the spatial phase factors. For the coherent sources, four Hankel matrices are constructed, with which the coherent sources are resolved in a similar way as for the uncorrelated sources. The proposed SD-VS array requires only two collocated antennas for each vector sensor, thus the mutual coupling effects across the collocated antennas are reduced greatly. Moreover, the inter-sensor spacings are allowed beyond a half-wavelength, which results in an extended array aperture. Simulation results demonstrate the effectiveness and favorable performance of the proposed method. PMID:27258271

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2014-01-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

Approximation and inference methods for stochastic biochemical kinetics—a tutorial review

NASA Astrophysics Data System (ADS)

Schnoerr, David; Sanguinetti, Guido; Grima, Ramon

2017-03-01

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the chemical master equation. Despite its simple structure, no analytic solutions to the chemical master equation are known for most systems. Moreover, stochastic simulations are computationally expensive, making systematic analysis and statistical inference a challenging task. Consequently, significant effort has been spent in recent decades on the development of efficient approximation and inference methods. This article gives an introduction to basic modelling concepts as well as an overview of state of the art methods. First, we motivate and introduce deterministic and stochastic methods for modelling chemical networks, and give an overview of simulation and exact solution methods. Next, we discuss several approximation methods, including the chemical Langevin equation, the system size expansion, moment closure approximations, time-scale separation approximations and hybrid methods. We discuss their various properties and review recent advances and remaining challenges for these methods. We present a comparison of several of these methods by means of a numerical case study and highlight some of their respective advantages and disadvantages. Finally, we discuss the problem of inference from experimental data in the Bayesian framework and review recent methods developed the literature. In summary, this review gives a self-contained introduction to modelling, approximations and inference methods for stochastic chemical kinetics.

Stretched Verb Collocations with "Give": Their Use and Translation into Spanish Using the BNC and CREA Corpora

ERIC Educational Resources Information Center

Molina-Plaza, Silvia; de Gregorio-Godeo, Eduardo

2010-01-01

Within the context of on-going research, this paper explores the pedagogical implications of contrastive analyses of multiword units in English and Spanish based on electronic corpora as a CALL resource. The main tenets of collocations from a contrastive perspective--and the points of contact and departure between both languages--are discussed…

Action Research: Applying a Bilingual Parallel Corpus Collocational Concordancer to Taiwanese Medical School EFL Academic Writing

ERIC Educational Resources Information Center

Reynolds, Barry Lee

2016-01-01

Lack of knowledge in the conventional usage of collocations in one's respective field of expertise cause Taiwanese students to produce academic writing that is markedly different than more competent writing. This is because Taiwanese students are first and foremost English as a Foreign language (EFL) readers and may have difficulties picking up on…

Utilizing Lexical Data from a Web-Derived Corpus to Expand Productive Collocation Knowledge

ERIC Educational Resources Information Center

Wu, Shaoqun; Witten, Ian H.; Franken, Margaret

2010-01-01

Collocations are of great importance for second language learners, and a learner's knowledge of them plays a key role in producing language fluently (Nation, 2001: 323). In this article we describe and evaluate an innovative system that uses a Web-derived corpus and digital library software to produce a vast concordance and present it in a way…

The Effect of Corpus-Based Activities on Verb-Noun Collocations in EFL Classes

ERIC Educational Resources Information Center

Ucar, Serpil; Yükselir, Ceyhun

2015-01-01

This current study sought to reveal the impacts of corpus-based activities on verb-noun collocation learning in EFL classes. This study was carried out on two groups--experimental and control groups- each of which consists of 15 students. The students were preparatory class students at School of Foreign Languages, Osmaniye Korkut Ata University.…

A Study of Learners' Usage of a Mobile Learning Application for Learning Idioms and Collocations

ERIC Educational Resources Information Center

Amer, Mahmoud

2014-01-01

This study explored how four groups of language learners used a mobile software application developed by the researcher for learning idiomatic expressions and collocations. A total of 45 participants in the study used the application for a period of one week. Data for this study was collected from the application, a questionnaire, and follow-up…

Retention and Use of Lexical Collocations (Verb + Noun and Adjective + Noun) by Applying Lexical Approach in a Reading Course

ERIC Educational Resources Information Center

Ördem, Eser; Paker, Turan

2016-01-01

The purpose of this study was to investigate whether teaching vocabulary via collocations would contribute to retention and use of foreign language, English. A quasi-experimental design was formed to see whether there would be a significant difference between the treatment and control groups. Three instruments developed were conducted to 60…

A Comparative Study on the Effects of Negative Evidence and Enriched Input on Learning of Verb-Noun Collocations

ERIC Educational Resources Information Center

Okyar, Hatice; Yangin Eksi, Gonca

2017-01-01

This study compared the effectiveness of negative evidence and enriched input on learning the verb-noun collocations. There were 52 English as Foreign Language (EFL) learners in this research study and they were randomly assigned to the negative evidence or enriched input groups. While the negative evidence group (n = 27) was provided with…

The Effects of Utilizing Corpus Resources to Correct Collocation Errors in L2 Writing--Students' Performance, Corpus Use and Perceptions

ERIC Educational Resources Information Center

Wu, Yi-ju

2016-01-01

Data-Driven Learning (DDL), in which learners "confront [themselves] directly with the corpus data" (Johns, 2002, p. 108), has shown to be effective in collocation learning in L2 writing. Nevertheless, there have been only few research studies of this type examining the relationship between English proficiency and corpus consultation.…

State-dependent biasing method for importance sampling in the weighted stochastic simulation algorithm.

PubMed

Roh, Min K; Gillespie, Dan T; Petzold, Linda R

2010-11-07

The weighted stochastic simulation algorithm (wSSA) was developed by Kuwahara and Mura [J. Chem. Phys. 129, 165101 (2008)] to efficiently estimate the probabilities of rare events in discrete stochastic systems. The wSSA uses importance sampling to enhance the statistical accuracy in the estimation of the probability of the rare event. The original algorithm biases the reaction selection step with a fixed importance sampling parameter. In this paper, we introduce a novel method where the biasing parameter is state-dependent. The new method features improved accuracy, efficiency, and robustness.

The relationship between stochastic and deterministic quasi-steady state approximations.

PubMed

Kim, Jae Kyoung; Josić, Krešimir; Bennett, Matthew R

2015-11-23

The quasi steady-state approximation (QSSA) is frequently used to reduce deterministic models of biochemical networks. The resulting equations provide a simplified description of the network in terms of non-elementary reaction functions (e.g. Hill functions). Such deterministic reductions are frequently a basis for heuristic stochastic models in which non-elementary reaction functions are used to define reaction propensities. Despite their popularity, it remains unclear when such stochastic reductions are valid. It is frequently assumed that the stochastic reduction can be trusted whenever its deterministic counterpart is accurate. However, a number of recent examples show that this is not necessarily the case. Here we explain the origin of these discrepancies, and demonstrate a clear relationship between the accuracy of the deterministic and the stochastic QSSA for examples widely used in biological systems. With an analysis of a two-state promoter model, and numerical simulations for a variety of other models, we find that the stochastic QSSA is accurate whenever its deterministic counterpart provides an accurate approximation over a range of initial conditions which cover the likely fluctuations from the quasi steady-state (QSS). We conjecture that this relationship provides a simple and computationally inexpensive way to test the accuracy of reduced stochastic models using deterministic simulations. The stochastic QSSA is one of the most popular multi-scale stochastic simulation methods. While the use of QSSA, and the resulting non-elementary functions has been justified in the deterministic case, it is not clear when their stochastic counterparts are accurate. In this study, we show how the accuracy of the stochastic QSSA can be tested using their deterministic counterparts providing a concrete method to test when non-elementary rate functions can be used in stochastic simulations.

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

Finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems

NASA Astrophysics Data System (ADS)

Xie, Xue-Jun; Zhang, Xing-Hui; Zhang, Kemei

2016-07-01

This paper studies the finite-time state feedback stabilisation of stochastic high-order nonlinear feedforward systems. Based on the stochastic Lyapunov theorem on finite-time stability, by using the homogeneous domination method, the adding one power integrator and sign function method, constructing a ? Lyapunov function and verifying the existence and uniqueness of solution, a continuous state feedback controller is designed to guarantee the closed-loop system finite-time stable in probability.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

Radiation energy budget studies using collocated AVHRR and ERBE observations

NASA Technical Reports Server (NTRS)

Ackerman, Steven A.; Inoue, Toshiro

1994-01-01

Changes in the energy balance at the top of the atmosphere are specified as a function of atmospheric and surface properties using observations from the Advanced Very High Resolution Radiometer (AVHRR) and the Earth Radiation Budget Experiment (ERBE) scanner. By collocating the observations from the two instruments, flown on NOAA-9, the authors take advantage of the remote-sensing capabilities of each instrument. The AVHRR spectral channels were selected based on regions that are strongly transparent to clear sky conditions and are therefore useful for characterizing both surface and cloud-top conditions. The ERBE instruments make broadband observations that are important for climate studies. The approach of collocating these observations in time and space is used to study the radiative energy budget of three geographic regions: oceanic, savanna, and desert.

Study on the threshold of a stochastic SIR epidemic model and its extensions

NASA Astrophysics Data System (ADS)

Zhao, Dianli

2016-09-01

This paper provides a simple but effective method for estimating the threshold of a class of the stochastic epidemic models by use of the nonnegative semimartingale convergence theorem. Firstly, the threshold R0SIR is obtained for the stochastic SIR model with a saturated incidence rate, whose value is below 1 or above 1 will completely determine the disease to go extinct or prevail for any size of the white noise. Besides, when R0SIR > 1 , the system is proved to be convergent in time mean. Then, the threshold of the stochastic SIVS models with or without saturated incidence rate are also established by the same method. Comparing with the previously-known literatures, the related results are improved, and the method is simpler than before.

The response analysis of fractional-order stochastic system via generalized cell mapping method.

PubMed

Wang, Liang; Xue, Lili; Sun, Chunyan; Yue, Xiaole; Xu, Wei

2018-01-01

This paper is concerned with the response of a fractional-order stochastic system. The short memory principle is introduced to ensure that the response of the system is a Markov process. The generalized cell mapping method is applied to display the global dynamics of the noise-free system, such as attractors, basins of attraction, basin boundary, saddle, and invariant manifolds. The stochastic generalized cell mapping method is employed to obtain the evolutionary process of probability density functions of the response. The fractional-order ϕ 6 oscillator and the fractional-order smooth and discontinuous oscillator are taken as examples to give the implementations of our strategies. Studies have shown that the evolutionary direction of the probability density function of the fractional-order stochastic system is consistent with the unstable manifold. The effectiveness of the method is confirmed using Monte Carlo results.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

Stochastic chaos induced by diffusion processes with identical spectral density but different probability density functions.

PubMed

Lei, Youming; Zheng, Fan

2016-12-01

Stochastic chaos induced by diffusion processes, with identical spectral density but different probability density functions (PDFs), is investigated in selected lightly damped Hamiltonian systems. The threshold amplitude of diffusion processes for the onset of chaos is derived by using the stochastic Melnikov method together with a mean-square criterion. Two quasi-Hamiltonian systems, namely, a damped single pendulum and damped Duffing oscillator perturbed by stochastic excitations, are used as illustrative examples. Four different cases of stochastic processes are taking as the driving excitations. It is shown that in such two systems the spectral density of diffusion processes completely determines the threshold amplitude for chaos, regardless of the shape of their PDFs, Gaussian or otherwise. Furthermore, the mean top Lyapunov exponent is employed to verify analytical results. The results obtained by numerical simulations are in accordance with the analytical results. This demonstrates that the stochastic Melnikov method is effective in predicting the onset of chaos in the quasi-Hamiltonian systems.

A stochastic method for stand-alone photovoltaic system sizing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cabral, Claudia Valeria Tavora; Filho, Delly Oliveira; Martins, Jose Helvecio

Photovoltaic systems utilize solar energy to generate electrical energy to meet load demands. Optimal sizing of these systems includes the characterization of solar radiation. Solar radiation at the Earth's surface has random characteristics and has been the focus of various academic studies. The objective of this study was to stochastically analyze parameters involved in the sizing of photovoltaic generators and develop a methodology for sizing of stand-alone photovoltaic systems. Energy storage for isolated systems and solar radiation were analyzed stochastically due to their random behavior. For the development of the methodology proposed stochastic analysis were studied including the Markov chainmore » and beta probability density function. The obtained results were compared with those for sizing of stand-alone using from the Sandia method (deterministic), in which the stochastic model presented more reliable values. Both models present advantages and disadvantages; however, the stochastic one is more complex and provides more reliable and realistic results. (author)« less

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

Analysis of a novel stochastic SIRS epidemic model with two different saturated incidence rates

NASA Astrophysics Data System (ADS)

Chang, Zhengbo; Meng, Xinzhu; Lu, Xiao

2017-04-01

This paper presents a stochastic SIRS epidemic model with two different nonlinear incidence rates and double epidemic asymmetrical hypothesis, and we devote to develop a mathematical method to obtain the threshold of the stochastic epidemic model. We firstly investigate the boundness and extinction of the stochastic system. Furthermore, we use Ito's formula, the comparison theorem and some new inequalities techniques of stochastic differential systems to discuss persistence in mean of two diseases on three cases. The results indicate that stochastic fluctuations can suppress the disease outbreak. Finally, numerical simulations about different noise disturbance coefficients are carried out to illustrate the obtained theoretical results.

Stochastic models for inferring genetic regulation from microarray gene expression data.

PubMed

Tian, Tianhai

2010-03-01

Microarray expression profiles are inherently noisy and many different sources of variation exist in microarray experiments. It is still a significant challenge to develop stochastic models to realize noise in microarray expression profiles, which has profound influence on the reverse engineering of genetic regulation. Using the target genes of the tumour suppressor gene p53 as the test problem, we developed stochastic differential equation models and established the relationship between the noise strength of stochastic models and parameters of an error model for describing the distribution of the microarray measurements. Numerical results indicate that the simulated variance from stochastic models with a stochastic degradation process can be represented by a monomial in terms of the hybridization intensity and the order of the monomial depends on the type of stochastic process. The developed stochastic models with multiple stochastic processes generated simulations whose variance is consistent with the prediction of the error model. This work also established a general method to develop stochastic models from experimental information. 2009 Elsevier Ireland Ltd. All rights reserved.

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

Convergence results for pseudospectral approximations of hyperbolic systems by a penalty type boundary treatment

NASA Technical Reports Server (NTRS)

Funaro, Daniele; Gottlieb, David

1989-01-01

A new method of imposing boundary conditions in the pseudospectral approximation of hyperbolic systems of equations is proposed. It is suggested to collocate the equations, not only at the inner grid points, but also at the boundary points and use the boundary conditions as penalty terms. In the pseudo-spectral Legrendre method with the new boundary treatment, a stability analysis for the case of a constant coefficient hyperbolic system is presented and error estimates are derived.

Decentralized model reference adaptive control of large flexible structures

NASA Technical Reports Server (NTRS)

Lee, Fu-Ming; Fong, I-Kong; Lin, Yu-Hwan

1988-01-01

A decentralized model reference adaptive control (DMRAC) method is developed for large flexible structures (LFS). The development follows that of a centralized model reference adaptive control for LFS that have been shown to be feasible. The proposed method is illustrated using a simply supported beam with collocated actuators and sensors. Results show that the DMRAC can achieve either output regulation or output tracking with adequate convergence, provided the reference model inputs and their time derivatives are integrable, bounded, and approach zero as t approaches infinity.

Stochastic Nature in Cellular Processes

NASA Astrophysics Data System (ADS)

Liu, Bo; Liu, Sheng-Jun; Wang, Qi; Yan, Shi-Wei; Geng, Yi-Zhao; Sakata, Fumihiko; Gao, Xing-Fa

2011-11-01

The importance of stochasticity in cellular processes is increasingly recognized in both theoretical and experimental studies. General features of stochasticity in gene regulation and expression are briefly reviewed in this article, which include the main experimental phenomena, classification, quantization and regulation of noises. The correlation and transmission of noise in cascade networks are analyzed further and the stochastic simulation methods that can capture effects of intrinsic and extrinsic noise are described.

Dynamical Epidemic Suppression Using Stochastic Prediction and Control

DTIC Science & Technology

2004-10-28

initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

Solving the problem of negative populations in approximate accelerated stochastic simulations using the representative reaction approach.

PubMed

Kadam, Shantanu; Vanka, Kumar

2013-02-15

Methods based on the stochastic formulation of chemical kinetics have the potential to accurately reproduce the dynamical behavior of various biochemical systems of interest. However, the computational expense makes them impractical for the study of real systems. Attempts to render these methods practical have led to the development of accelerated methods, where the reaction numbers are modeled by Poisson random numbers. However, for certain systems, such methods give rise to physically unrealistic negative numbers for species populations. The methods which make use of binomial variables, in place of Poisson random numbers, have since become popular, and have been partially successful in addressing this problem. In this manuscript, the development of two new computational methods, based on the representative reaction approach (RRA), has been discussed. The new methods endeavor to solve the problem of negative numbers, by making use of tools like the stochastic simulation algorithm and the binomial method, in conjunction with the RRA. It is found that these newly developed methods perform better than other binomial methods used for stochastic simulations, in resolving the problem of negative populations. Copyright © 2012 Wiley Periodicals, Inc.

Design Tool Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

Conventional optimization methods are based on a deterministic approach since their purpose is to find out an exact solution. However, such methods have initial condition dependence and the risk of falling into local solution. In this paper, we propose a new optimization method based on the concept of path integrals used in quantum mechanics. The method obtains a solution as an expected value (stochastic average) using a stochastic process. The advantages of this method are that it is not affected by initial conditions and does not require techniques based on experiences. We applied the new optimization method to a hang glider design. In this problem, both the hang glider design and its flight trajectory were optimized. The numerical calculation results prove that performance of the method is sufficient for practical use.

Lexical Collocation and Topic Occurrence in Well-Written Editorials: A Study in Form.

ERIC Educational Resources Information Center

Addison, James C., Jr.

To explore the concept of lexical collocation, or relationships between words, a study was conducted based on three assumptions: (1) that a text structure for a unit of discourse was analogous to that existing at the level of the sentence, (2) that such a text form could be discovered if a large enough sample of generically similar texts was…

The Impact of Length of Study Abroad on Collocational Knowledge: The Case of Saudi Students in Australia

ERIC Educational Resources Information Center

Alqarni, Ibrahim R.

2017-01-01

This study investigates the impact that study in Australia has on the lexical knowledge of Saudi Arabian students. It focuses on: 1) the effects that the length of study in Australia has on the acquisition of lexical collocations, as reflected by lexical knowledge tests, and 2) whether there is a significant gender difference in the acquisition of…

Data-Driven Learning and the Acquisition of Italian Collocations: From Design to Student Evaluation

ERIC Educational Resources Information Center

Forti, Luciana

2017-01-01

This paper looks at how corpus data was used to design an Italian as an L2 language learning programme and how it was evaluated by students. The study focuses on the acquisition of Italian verb-noun collocations by Chinese native students attending a ten month long Italian language course before enrolling at an Italian university. It describes how…

An accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems using gradient-based diffusion and tau-leaping.

PubMed

Koh, Wonryull; Blackwell, Kim T

2011-04-21

Stochastic simulation of reaction-diffusion systems enables the investigation of stochastic events arising from the small numbers and heterogeneous distribution of molecular species in biological cells. Stochastic variations in intracellular microdomains and in diffusional gradients play a significant part in the spatiotemporal activity and behavior of cells. Although an exact stochastic simulation that simulates every individual reaction and diffusion event gives a most accurate trajectory of the system's state over time, it can be too slow for many practical applications. We present an accelerated algorithm for discrete stochastic simulation of reaction-diffusion systems designed to improve the speed of simulation by reducing the number of time-steps required to complete a simulation run. This method is unique in that it employs two strategies that have not been incorporated in existing spatial stochastic simulation algorithms. First, diffusive transfers between neighboring subvolumes are based on concentration gradients. This treatment necessitates sampling of only the net or observed diffusion events from higher to lower concentration gradients rather than sampling all diffusion events regardless of local concentration gradients. Second, we extend the non-negative Poisson tau-leaping method that was originally developed for speeding up nonspatial or homogeneous stochastic simulation algorithms. This method calculates each leap time in a unified step for both reaction and diffusion processes while satisfying the leap condition that the propensities do not change appreciably during the leap and ensuring that leaping does not cause molecular populations to become negative. Numerical results are presented that illustrate the improvement in simulation speed achieved by incorporating these two new strategies.

Adaptive hybrid simulations for multiscale stochastic reaction networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

Hybrid approaches for multiple-species stochastic reaction–diffusion models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Spill, Fabian, E-mail: fspill@bu.edu; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, MA 02139; Guerrero, Pilar

2015-10-15

Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and smallmore » in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.« less

Scalable collaborative risk management technology for complex critical systems

NASA Technical Reports Server (NTRS)

Campbell, Scott; Torgerson, Leigh; Burleigh, Scott; Feather, Martin S.; Kiper, James D.

2004-01-01

We describe here our project and plans to develop methods, software tools, and infrastructure tools to address challenges relating to geographically distributed software development. Specifically, this work is creating an infrastructure that supports applications working over distributed geographical and organizational domains and is using this infrastructure to develop a tool that supports project development using risk management and analysis techniques where the participants are not collocated.

Energy diffusion controlled reaction rate of reacting particle driven by broad-band noise

NASA Astrophysics Data System (ADS)

Deng, M. L.; Zhu, W. Q.

2007-10-01

The energy diffusion controlled reaction rate of a reacting particle with linear weak damping and broad-band noise excitation is studied by using the stochastic averaging method. First, the stochastic averaging method for strongly nonlinear oscillators under broad-band noise excitation using generalized harmonic functions is briefly introduced. Then, the reaction rate of the classical Kramers' reacting model with linear weak damping and broad-band noise excitation is investigated by using the stochastic averaging method. The averaged Itô stochastic differential equation describing the energy diffusion and the Pontryagin equation governing the mean first-passage time (MFPT) are established. The energy diffusion controlled reaction rate is obtained as the inverse of the MFPT by solving the Pontryagin equation. The results of two special cases of broad-band noises, i.e. the harmonic noise and the exponentially corrected noise, are discussed in details. It is demonstrated that the general expression of reaction rate derived by the authors can be reduced to the classical ones via linear approximation and high potential barrier approximation. The good agreement with the results of the Monte Carlo simulation verifies that the reaction rate can be well predicted using the stochastic averaging method.

The development of the deterministic nonlinear PDEs in particle physics to stochastic case

NASA Astrophysics Data System (ADS)

Abdelrahman, Mahmoud A. E.; Sohaly, M. A.

2018-06-01

In the present work, accuracy method called, Riccati-Bernoulli Sub-ODE technique is used for solving the deterministic and stochastic case of the Phi-4 equation and the nonlinear Foam Drainage equation. Also, the control on the randomness input is studied for stability stochastic process solution.

Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

2018-03-01

The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

Distributed Adaptive Neural Control for Stochastic Nonlinear Multiagent Systems.

PubMed

Wang, Fang; Chen, Bing; Lin, Chong; Li, Xuehua

2016-11-14

In this paper, a consensus tracking problem of nonlinear multiagent systems is investigated under a directed communication topology. All the followers are modeled by stochastic nonlinear systems in nonstrict feedback form, where nonlinearities and stochastic disturbance terms are totally unknown. Based on the structural characteristic of neural networks (in Lemma 4), a novel distributed adaptive neural control scheme is put forward. The raised control method not only effectively handles unknown nonlinearities in nonstrict feedback systems, but also copes with the interactions among agents and coupling terms. Based on the stochastic Lyapunov functional method, it is indicated that all the signals of the closed-loop system are bounded in probability and all followers' outputs are convergent to a neighborhood of the output of leader. At last, the efficiency of the control method is testified by a numerical example.

Impulsive control of stochastic systems with applications in chaos control, chaos synchronization, and neural networks.

PubMed

Li, Chunguang; Chen, Luonan; Aihara, Kazuyuki

2008-06-01

Real systems are often subject to both noise perturbations and impulsive effects. In this paper, we study the stability and stabilization of systems with both noise perturbations and impulsive effects. In other words, we generalize the impulsive control theory from the deterministic case to the stochastic case. The method is based on extending the comparison method to the stochastic case. The method presented in this paper is general and easy to apply. Theoretical results on both stability in the pth mean and stability with disturbance attenuation are derived. To show the effectiveness of the basic theory, we apply it to the impulsive control and synchronization of chaotic systems with noise perturbations, and to the stability of impulsive stochastic neural networks. Several numerical examples are also presented to verify the theoretical results.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xie, Fei; Huang, Yongxi

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

The Tool for Designing Engineering Systems Using a New Optimization Method Based on a Stochastic Process

NASA Astrophysics Data System (ADS)

Yoshida, Hiroaki; Yamaguchi, Katsuhito; Ishikawa, Yoshio

The conventional optimization methods were based on a deterministic approach, since their purpose is to find out an exact solution. However, these methods have initial condition dependence and risk of falling into local solution. In this paper, we propose a new optimization method based on a concept of path integral method used in quantum mechanics. The method obtains a solutions as an expected value (stochastic average) using a stochastic process. The advantages of this method are not to be affected by initial conditions and not to need techniques based on experiences. We applied the new optimization method to a design of the hang glider. In this problem, not only the hang glider design but also its flight trajectory were optimized. The numerical calculation results showed that the method has a sufficient performance.

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

Modelling the cancer growth process by Stochastic Differential Equations with the effect of Chondroitin Sulfate (CS) as anticancer therapeutics

NASA Astrophysics Data System (ADS)

Syahidatul Ayuni Mazlan, Mazma; Rosli, Norhayati; Jauhari Arief Ichwan, Solachuddin; Suhaity Azmi, Nina

2017-09-01

A stochastic model is introduced to describe the growth of cancer affected by anti-cancer therapeutics of Chondroitin Sulfate (CS). The parameters values of the stochastic model are estimated via maximum likelihood function. The numerical method of Euler-Maruyama will be employed to solve the model numerically. The efficiency of the stochastic model is measured by comparing the simulated result with the experimental data.

Integration of Monte-Carlo ray tracing with a stochastic optimisation method: application to the design of solar receiver geometry.

PubMed

Asselineau, Charles-Alexis; Zapata, Jose; Pye, John

2015-06-01

A stochastic optimisation method adapted to illumination and radiative heat transfer problems involving Monte-Carlo ray-tracing is presented. A solar receiver shape optimisation case study illustrates the advantages of the method and its potential: efficient receivers are identified using a moderate computational cost.

IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

PubMed

Bayard, David S; Schumitzky, Alan

2010-03-01

This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

A stochastic visco-hyperelastic model of human placenta tissue for finite element crash simulations.

PubMed

Hu, Jingwen; Klinich, Kathleen D; Miller, Carl S; Rupp, Jonathan D; Nazmi, Giseli; Pearlman, Mark D; Schneider, Lawrence W

2011-03-01

Placental abruption is the most common cause of fetal deaths in motor-vehicle crashes, but studies on the mechanical properties of human placenta are rare. This study presents a new method of developing a stochastic visco-hyperelastic material model of human placenta tissue using a combination of uniaxial tensile testing, specimen-specific finite element (FE) modeling, and stochastic optimization techniques. In our previous study, uniaxial tensile tests of 21 placenta specimens have been performed using a strain rate of 12/s. In this study, additional uniaxial tensile tests were performed using strain rates of 1/s and 0.1/s on 25 placenta specimens. Response corridors for the three loading rates were developed based on the normalized data achieved by test reconstructions of each specimen using specimen-specific FE models. Material parameters of a visco-hyperelastic model and their associated standard deviations were tuned to match both the means and standard deviations of all three response corridors using a stochastic optimization method. The results show a very good agreement between the tested and simulated response corridors, indicating that stochastic analysis can improve estimation of variability in material model parameters. The proposed method can be applied to develop stochastic material models of other biological soft tissues.

[Gene method for inconsistent hydrological frequency calculation. I: Inheritance, variability and evolution principles of hydrological genes].

PubMed

Xie, Ping; Wu, Zi Yi; Zhao, Jiang Yan; Sang, Yan Fang; Chen, Jie

2018-04-01

A stochastic hydrological process is influenced by both stochastic and deterministic factors. A hydrological time series contains not only pure random components reflecting its inheri-tance characteristics, but also deterministic components reflecting variability characteristics, such as jump, trend, period, and stochastic dependence. As a result, the stochastic hydrological process presents complicated evolution phenomena and rules. To better understand these complicated phenomena and rules, this study described the inheritance and variability characteristics of an inconsistent hydrological series from two aspects: stochastic process simulation and time series analysis. In addition, several frequency analysis approaches for inconsistent time series were compared to reveal the main problems in inconsistency study. Then, we proposed a new concept of hydrological genes origined from biological genes to describe the inconsistent hydrolocal processes. The hydrologi-cal genes were constructed using moments methods, such as general moments, weight function moments, probability weight moments and L-moments. Meanwhile, the five components, including jump, trend, periodic, dependence and pure random components, of a stochastic hydrological process were defined as five hydrological bases. With this method, the inheritance and variability of inconsistent hydrological time series were synthetically considered and the inheritance, variability and evolution principles were fully described. Our study would contribute to reveal the inheritance, variability and evolution principles in probability distribution of hydrological elements.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth.

PubMed

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Coarse-graining and hybrid methods for efficient simulation of stochastic multi-scale models of tumour growth

NASA Astrophysics Data System (ADS)

de la Cruz, Roberto; Guerrero, Pilar; Calvo, Juan; Alarcón, Tomás

2017-12-01

The development of hybrid methodologies is of current interest in both multi-scale modelling and stochastic reaction-diffusion systems regarding their applications to biology. We formulate a hybrid method for stochastic multi-scale models of cells populations that extends the remit of existing hybrid methods for reaction-diffusion systems. Such method is developed for a stochastic multi-scale model of tumour growth, i.e. population-dynamical models which account for the effects of intrinsic noise affecting both the number of cells and the intracellular dynamics. In order to formulate this method, we develop a coarse-grained approximation for both the full stochastic model and its mean-field limit. Such approximation involves averaging out the age-structure (which accounts for the multi-scale nature of the model) by assuming that the age distribution of the population settles onto equilibrium very fast. We then couple the coarse-grained mean-field model to the full stochastic multi-scale model. By doing so, within the mean-field region, we are neglecting noise in both cell numbers (population) and their birth rates (structure). This implies that, in addition to the issues that arise in stochastic-reaction diffusion systems, we need to account for the age-structure of the population when attempting to couple both descriptions. We exploit our coarse-graining model so that, within the mean-field region, the age-distribution is in equilibrium and we know its explicit form. This allows us to couple both domains consistently, as upon transference of cells from the mean-field to the stochastic region, we sample the equilibrium age distribution. Furthermore, our method allows us to investigate the effects of intracellular noise, i.e. fluctuations of the birth rate, on collective properties such as travelling wave velocity. We show that the combination of population and birth-rate noise gives rise to large fluctuations of the birth rate in the region at the leading edge of front, which cannot be accounted for by the coarse-grained model. Such fluctuations have non-trivial effects on the wave velocity. Beyond the development of a new hybrid method, we thus conclude that birth-rate fluctuations are central to a quantitatively accurate description of invasive phenomena such as tumour growth.

Solving the hypersingular boundary integral equation for the Burton and Miller formulation.

PubMed

Langrenne, Christophe; Garcia, Alexandre; Bonnet, Marc

2015-11-01

This paper presents an easy numerical implementation of the Burton and Miller (BM) formulation, where the hypersingular Helmholtz integral is regularized by identities from the associated Laplace equation and thus needing only the evaluation of weakly singular integrals. The Helmholtz equation and its normal derivative are combined directly with combinations at edge or corner collocation nodes not used when the surface is not smooth. The hypersingular operators arising in this process are regularized and then evaluated by an indirect procedure based on discretized versions of the Calderón identities linking the integral operators for associated Laplace problems. The method is valid for acoustic radiation and scattering problems involving arbitrarily shaped three-dimensional bodies. Unlike other approaches using direct evaluation of hypersingular integrals, collocation points still coincide with mesh nodes, as is usual when using conforming elements. Using higher-order shape functions (with the boundary element method model size kept fixed) reduces the overall numerical integration effort while increasing the solution accuracy. To reduce the condition number of the resulting BM formulation at low frequencies, a regularized version α = ik/(k(2 )+ λ) of the classical BM coupling factor α = i/k is proposed. Comparisons with the combined Helmholtz integral equation Formulation method of Schenck are made for four example configurations, two of them featuring non-smooth surfaces.

Stochastic Community Assembly: Does It Matter in Microbial Ecology?

PubMed

Zhou, Jizhong; Ning, Daliang

2017-12-01

Understanding the mechanisms controlling community diversity, functions, succession, and biogeography is a central, but poorly understood, topic in ecology, particularly in microbial ecology. Although stochastic processes are believed to play nonnegligible roles in shaping community structure, their importance relative to deterministic processes is hotly debated. The importance of ecological stochasticity in shaping microbial community structure is far less appreciated. Some of the main reasons for such heavy debates are the difficulty in defining stochasticity and the diverse methods used for delineating stochasticity. Here, we provide a critical review and synthesis of data from the most recent studies on stochastic community assembly in microbial ecology. We then describe both stochastic and deterministic components embedded in various ecological processes, including selection, dispersal, diversification, and drift. We also describe different approaches for inferring stochasticity from observational diversity patterns and highlight experimental approaches for delineating ecological stochasticity in microbial communities. In addition, we highlight research challenges, gaps, and future directions for microbial community assembly research. Copyright © 2017 American Society for Microbiology.

A New Methodology for Open Pit Slope Design in Karst-Prone Ground Conditions Based on Integrated Stochastic-Limit Equilibrium Analysis

NASA Astrophysics Data System (ADS)

Zhang, Ke; Cao, Ping; Ma, Guowei; Fan, Wenchen; Meng, Jingjing; Li, Kaihui

2016-07-01

Using the Chengmenshan Copper Mine as a case study, a new methodology for open pit slope design in karst-prone ground conditions is presented based on integrated stochastic-limit equilibrium analysis. The numerical modeling and optimization design procedure contain a collection of drill core data, karst cave stochastic model generation, SLIDE simulation and bisection method optimization. Borehole investigations are performed, and the statistical result shows that the length of the karst cave fits a negative exponential distribution model, but the length of carbonatite does not exactly follow any standard distribution. The inverse transform method and acceptance-rejection method are used to reproduce the length of the karst cave and carbonatite, respectively. A code for karst cave stochastic model generation, named KCSMG, is developed. The stability of the rock slope with the karst cave stochastic model is analyzed by combining the KCSMG code and the SLIDE program. This approach is then applied to study the effect of the karst cave on the stability of the open pit slope, and a procedure to optimize the open pit slope angle is presented.

Gene regulatory networks: a coarse-grained, equation-free approach to multiscale computation.

PubMed

Erban, Radek; Kevrekidis, Ioannis G; Adalsteinsson, David; Elston, Timothy C

2006-02-28

We present computer-assisted methods for analyzing stochastic models of gene regulatory networks. The main idea that underlies this equation-free analysis is the design and execution of appropriately initialized short bursts of stochastic simulations; the results of these are processed to estimate coarse-grained quantities of interest, such as mesoscopic transport coefficients. In particular, using a simple model of a genetic toggle switch, we illustrate the computation of an effective free energy Phi and of a state-dependent effective diffusion coefficient D that characterize an unavailable effective Fokker-Planck equation. Additionally we illustrate the linking of equation-free techniques with continuation methods for performing a form of stochastic "bifurcation analysis"; estimation of mean switching times in the case of a bistable switch is also implemented in this equation-free context. The accuracy of our methods is tested by direct comparison with long-time stochastic simulations. This type of equation-free analysis appears to be a promising approach to computing features of the long-time, coarse-grained behavior of certain classes of complex stochastic models of gene regulatory networks, circumventing the need for long Monte Carlo simulations.

Intrinsic noise analyzer: a software package for the exploration of stochastic biochemical kinetics using the system size expansion.

PubMed

Thomas, Philipp; Matuschek, Hannes; Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen's system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA's performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license.

Intrinsic Noise Analyzer: A Software Package for the Exploration of Stochastic Biochemical Kinetics Using the System Size Expansion

PubMed Central

Grima, Ramon

2012-01-01

The accepted stochastic descriptions of biochemical dynamics under well-mixed conditions are given by the Chemical Master Equation and the Stochastic Simulation Algorithm, which are equivalent. The latter is a Monte-Carlo method, which, despite enjoying broad availability in a large number of existing software packages, is computationally expensive due to the huge amounts of ensemble averaging required for obtaining accurate statistical information. The former is a set of coupled differential-difference equations for the probability of the system being in any one of the possible mesoscopic states; these equations are typically computationally intractable because of the inherently large state space. Here we introduce the software package intrinsic Noise Analyzer (iNA), which allows for systematic analysis of stochastic biochemical kinetics by means of van Kampen’s system size expansion of the Chemical Master Equation. iNA is platform independent and supports the popular SBML format natively. The present implementation is the first to adopt a complementary approach that combines state-of-the-art analysis tools using the computer algebra system Ginac with traditional methods of stochastic simulation. iNA integrates two approximation methods based on the system size expansion, the Linear Noise Approximation and effective mesoscopic rate equations, which to-date have not been available to non-expert users, into an easy-to-use graphical user interface. In particular, the present methods allow for quick approximate analysis of time-dependent mean concentrations, variances, covariances and correlations coefficients, which typically outperforms stochastic simulations. These analytical tools are complemented by automated multi-core stochastic simulations with direct statistical evaluation and visualization. We showcase iNA’s performance by using it to explore the stochastic properties of cooperative and non-cooperative enzyme kinetics and a gene network associated with circadian rhythms. The software iNA is freely available as executable binaries for Linux, MacOSX and Microsoft Windows, as well as the full source code under an open source license. PMID:22723865

The effect of stochiastic technique on estimates of population viability from transition matrix models

USGS Publications Warehouse

Kaye, T.N.; Pyke, David A.

2003-01-01

Population viability analysis is an important tool for conservation biologists, and matrix models that incorporate stochasticity are commonly used for this purpose. However, stochastic simulations may require assumptions about the distribution of matrix parameters, and modelers often select a statistical distribution that seems reasonable without sufficient data to test its fit. We used data from long-term (5a??10 year) studies with 27 populations of five perennial plant species to compare seven methods of incorporating environmental stochasticity. We estimated stochastic population growth rate (a measure of viability) using a matrix-selection method, in which whole observed matrices were selected at random at each time step of the model. In addition, we drew matrix elements (transition probabilities) at random using various statistical distributions: beta, truncated-gamma, truncated-normal, triangular, uniform, or discontinuous/observed. Recruitment rates were held constant at their observed mean values. Two methods of constraining stage-specific survival to a??100% were also compared. Different methods of incorporating stochasticity and constraining matrix column sums interacted in their effects and resulted in different estimates of stochastic growth rate (differing by up to 16%). Modelers should be aware that when constraining stage-specific survival to 100%, different methods may introduce different levels of bias in transition element means, and when this happens, different distributions for generating random transition elements may result in different viability estimates. There was no species effect on the results and the growth rates derived from all methods were highly correlated with one another. We conclude that the absolute value of population viability estimates is sensitive to model assumptions, but the relative ranking of populations (and management treatments) is robust. Furthermore, these results are applicable to a range of perennial plants and possibly other life histories.

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Fokker-Planck Equations of Stochastic Acceleration: A Study of Numerical Methods

NASA Astrophysics Data System (ADS)

Park, Brian T.; Petrosian, Vahe

1996-03-01

Stochastic wave-particle acceleration may be responsible for producing suprathermal particles in many astrophysical situations. The process can be described as a diffusion process through the Fokker-Planck equation. If the acceleration region is homogeneous and the scattering mean free path is much smaller than both the energy change mean free path and the size of the acceleration region, then the Fokker-Planck equation reduces to a simple form involving only the time and energy variables. in an earlier paper (Park & Petrosian 1995, hereafter Paper 1), we studied the analytic properties of the Fokker-Planck equation and found analytic solutions for some simple cases. In this paper, we study the numerical methods which must be used to solve more general forms of the equation. Two classes of numerical methods are finite difference methods and Monte Carlo simulations. We examine six finite difference methods, three fully implicit and three semi-implicit, and a stochastic simulation method which uses the exact correspondence between the Fokker-Planck equation and the it5 stochastic differential equation. As discussed in Paper I, Fokker-Planck equations derived under the above approximations are singular, causing problems with boundary conditions and numerical overflow and underflow. We evaluate each method using three sample equations to test its stability, accuracy, efficiency, and robustness for both time-dependent and steady state solutions. We conclude that the most robust finite difference method is the fully implicit Chang-Cooper method, with minor extensions to account for the escape and injection terms. Other methods suffer from stability and accuracy problems when dealing with some Fokker-Planck equations. The stochastic simulation method, although simple to implement, is susceptible to Poisson noise when insufficient test particles are used and is computationally very expensive compared to the finite difference method.

STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.

PubMed

Klingbeil, Guido; Erban, Radek; Giles, Mike; Maini, Philip K

2011-04-15

The importance of stochasticity in biological systems is becoming increasingly recognized and the computational cost of biologically realistic stochastic simulations urgently requires development of efficient software. We present a new software tool STOCHSIMGPU that exploits graphics processing units (GPUs) for parallel stochastic simulations of biological/chemical reaction systems and show that significant gains in efficiency can be made. It is integrated into MATLAB and works with the Systems Biology Toolbox 2 (SBTOOLBOX2) for MATLAB. The GPU-based parallel implementation of the Gillespie stochastic simulation algorithm (SSA), the logarithmic direct method (LDM) and the next reaction method (NRM) is approximately 85 times faster than the sequential implementation of the NRM on a central processing unit (CPU). Using our software does not require any changes to the user's models, since it acts as a direct replacement of the stochastic simulation software of the SBTOOLBOX2. The software is open source under the GPL v3 and available at http://www.maths.ox.ac.uk/cmb/STOCHSIMGPU. The web site also contains supplementary information. klingbeil@maths.ox.ac.uk Supplementary data are available at Bioinformatics online.

Backward-stochastic-differential-equation approach to modeling of gene expression

NASA Astrophysics Data System (ADS)

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F.; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Backward-stochastic-differential-equation approach to modeling of gene expression.

PubMed

Shamarova, Evelina; Chertovskih, Roman; Ramos, Alexandre F; Aguiar, Paulo

2017-03-01

In this article, we introduce a backward method to model stochastic gene expression and protein-level dynamics. The protein amount is regarded as a diffusion process and is described by a backward stochastic differential equation (BSDE). Unlike many other SDE techniques proposed in the literature, the BSDE method is backward in time; that is, instead of initial conditions it requires the specification of end-point ("final") conditions, in addition to the model parametrization. To validate our approach we employ Gillespie's stochastic simulation algorithm (SSA) to generate (forward) benchmark data, according to predefined gene network models. Numerical simulations show that the BSDE method is able to correctly infer the protein-level distributions that preceded a known final condition, obtained originally from the forward SSA. This makes the BSDE method a powerful systems biology tool for time-reversed simulations, allowing, for example, the assessment of the biological conditions (e.g., protein concentrations) that preceded an experimentally measured event of interest (e.g., mitosis, apoptosis, etc.).

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.

Stochastic response and bifurcation of periodically driven nonlinear oscillators by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Sun, Jian-Qiao

2016-09-01

The stochastic response of nonlinear oscillators under periodic and Gaussian white noise excitations is studied with the generalized cell mapping based on short-time Gaussian approximation (GCM/STGA) method. The solutions of the transition probability density functions over a small fraction of the period are constructed by the STGA scheme in order to construct the GCM over one complete period. Both the transient and steady-state probability density functions (PDFs) of a smooth and discontinuous (SD) oscillator are computed to illustrate the application of the method. The accuracy of the results is verified by direct Monte Carlo simulations. The transient responses show the evolution of the PDFs from being Gaussian to non-Gaussian. The effect of a chaotic saddle on the stochastic response is also studied. The stochastic P-bifurcation in terms of the steady-state PDFs occurs with the decrease of the smoothness parameter, which corresponds to the deterministic pitchfork bifurcation.

Point-source stochastic-method simulations of ground motions for the PEER NGA-East Project

USGS Publications Warehouse

Boore, David

2015-01-01

Ground-motions for the PEER NGA-East project were simulated using a point-source stochastic method. The simulated motions are provided for distances between of 0 and 1200 km, M from 4 to 8, and 25 ground-motion intensity measures: peak ground velocity (PGV), peak ground acceleration (PGA), and 5%-damped pseudoabsolute response spectral acceleration (PSA) for 23 periods ranging from 0.01 s to 10.0 s. Tables of motions are provided for each of six attenuation models. The attenuation-model-dependent stress parameters used in the stochastic-method simulations were derived from inversion of PSA data from eight earthquakes in eastern North America.

A kernel function method for computing steady and oscillatory supersonic aerodynamics with interference.

NASA Technical Reports Server (NTRS)

Cunningham, A. M., Jr.

1973-01-01

The method presented uses a collocation technique with the nonplanar kernel function to solve supersonic lifting surface problems with and without interference. A set of pressure functions are developed based on conical flow theory solutions which account for discontinuities in the supersonic pressure distributions. These functions permit faster solution convergence than is possible with conventional supersonic pressure functions. An improper integral of a 3/2 power singularity along the Mach hyperbola of the nonplanar supersonic kernel function is described and treated. The method is compared with other theories and experiment for a variety of cases.

Oscillatory supersonic kernel function method for interfering surfaces

NASA Technical Reports Server (NTRS)

Cunningham, A. M., Jr.

1974-01-01

In the method presented in this paper, a collocation technique is used with the nonplanar supersonic kernel function to solve multiple lifting surface problems with interference in steady or oscillatory flow. The pressure functions used are based on conical flow theory solutions and provide faster solution convergence than is possible with conventional functions. In the application of the nonplanar supersonic kernel function, an improper integral of a 3/2 power singularity along the Mach hyperbola is described and treated. The method is compared with other theories and experiment for two wing-tail configurations in steady and oscillatory flow.

[Detection of Weak Speech Signals from Strong Noise Background Based on Adaptive Stochastic Resonance].

PubMed

Lu, Huanhuan; Wang, Fuzhong; Zhang, Huichun

2016-04-01

Traditional speech detection methods regard the noise as a jamming signal to filter,but under the strong noise background,these methods lost part of the original speech signal while eliminating noise.Stochastic resonance can use noise energy to amplify the weak signal and suppress the noise.According to stochastic resonance theory,a new method based on adaptive stochastic resonance to extract weak speech signals is proposed.This method,combined with twice sampling,realizes the detection of weak speech signals from strong noise.The parameters of the systema,b are adjusted adaptively by evaluating the signal-to-noise ratio of the output signal,and then the weak speech signal is optimally detected.Experimental simulation analysis showed that under the background of strong noise,the output signal-to-noise ratio increased from the initial value-7dB to about 0.86 dB,with the gain of signalto-noise ratio is 7.86 dB.This method obviously raises the signal-to-noise ratio of the output speech signals,which gives a new idea to detect the weak speech signals in strong noise environment.

The Effects of Repetition and Time of Post-Test Administration on EFL Learners' Form Recall of Single Words and Collocations

ERIC Educational Resources Information Center

Peters, Elke

2014-01-01

This article examines how form recall of target lexical items by learners of English as a foreign language (EFL) is affected (1) by repetition (1, 3 or 5 number of occurrences), (2) by the type of target item (single words versus collocations), and (3) by the time of post-test administration (immediately or one week after the learning session).…

Investigation of IPPD: A Case Study of the Marine Corps AAAV.

DTIC Science & Technology

1998-03-01

process. ( Rafii , 1995, p. 78) The United States Marine Corps is in the process of developing their next generation of Advanced Amphibious Assault...particular product or process. ( Rafii , 1995, p. 78) DiTrapani and Geither’s (1996) study of IPTs stressed the collocation of team members to the...School of Systems Management, Naval Postgraduate School, Monterey, CA, December 1996. Rafii , F., "How Important Is Physical Collocation to Product

Integrated High-Speed Torque Control System for a Robotic Joint

NASA Technical Reports Server (NTRS)

Davis, Donald R. (Inventor); Radford, Nicolaus A. (Inventor); Permenter, Frank Noble (Inventor); Valvo, Michael C. (Inventor); Askew, R. Scott (Inventor)

2013-01-01

A control system for achieving high-speed torque for a joint of a robot includes a printed circuit board assembly (PCBA) having a collocated joint processor and high-speed communication bus. The PCBA may also include a power inverter module (PIM) and local sensor conditioning electronics (SCE) for processing sensor data from one or more motor position sensors. Torque control of a motor of the joint is provided via the PCBA as a high-speed torque loop. Each joint processor may be embedded within or collocated with the robotic joint being controlled. Collocation of the joint processor, PIM, and high-speed bus may increase noise immunity of the control system, and the localized processing of sensor data from the joint motor at the joint level may minimize bus cabling to and from each control node. The joint processor may include a field programmable gate array (FPGA).

Geodesy and Cartography (Selected Articles),

DTIC Science & Technology

1979-08-10

C-OO/b73 GEODESY AND CARTOGRAPHY (SELECTED ARTICLES) English pages: 40 Source: GeodezJa i Kartografia, Vol. 27, Nr. 1, 1978, PP. 3-27 Country of...1976. 14) kledzixski, J., Zibek, Z., Czarnecki, K., Rogowski, J.B., Problems in Using Satellite Surveys in an Astronomical-Geodesic Network, Geodezja i...Based on Observations of Low-Low Satellites Using Collocation Methods, Geodezja i Kartografia, Vol. XXVI, No. 4, 1977. [-7. Krynski, J., Schwarz, K.P

Triple collocation-based estimation of spatially correlated observation error covariance in remote sensing soil moisture data assimilation

NASA Astrophysics Data System (ADS)

Wu, Kai; Shu, Hong; Nie, Lei; Jiao, Zhenhang

2018-01-01

Spatially correlated errors are typically ignored in data assimilation, thus degenerating the observation error covariance R to a diagonal matrix. We argue that a nondiagonal R carries more observation information making assimilation results more accurate. A method, denoted TC_Cov, was proposed for soil moisture data assimilation to estimate spatially correlated observation error covariance based on triple collocation (TC). Assimilation experiments were carried out to test the performance of TC_Cov. AMSR-E soil moisture was assimilated with a diagonal R matrix computed using the TC and assimilated using a nondiagonal R matrix, as estimated by proposed TC_Cov. The ensemble Kalman filter was considered as the assimilation method. Our assimilation results were validated against climate change initiative data and ground-based soil moisture measurements using the Pearson correlation coefficient and unbiased root mean square difference metrics. These experiments confirmed that deterioration of diagonal R assimilation results occurred when model simulation is more accurate than observation data. Furthermore, nondiagonal R achieved higher correlation coefficient and lower ubRMSD values over diagonal R in experiments and demonstrated the effectiveness of TC_Cov to estimate richly structuralized R in data assimilation. In sum, compared with diagonal R, nondiagonal R may relieve the detrimental effects of assimilation when simulated model results outperform observation data.

3D electromagnetic modelling of a TTI medium and TTI effects in inversion

NASA Astrophysics Data System (ADS)

Jaysaval, Piyoosh; Shantsev, Daniil; de la Kethulle de Ryhove, Sébastien

2016-04-01

We present a numerical algorithm for 3D electromagnetic (EM) forward modelling in conducting media with general electric anisotropy. The algorithm is based on the finite-difference discretization of frequency-domain Maxwell's equations on a Lebedev grid, in which all components of the electric field are collocated but half a spatial step staggered with respect to the magnetic field components, which also are collocated. This leads to a system of linear equations that is solved using a stabilized biconjugate gradient method with a multigrid preconditioner. We validate the accuracy of the numerical results for layered and 3D tilted transverse isotropic (TTI) earth models representing typical scenarios used in the marine controlled-source EM method. It is then demonstrated that not taking into account the full anisotropy of the conductivity tensor can lead to misleading inversion results. For simulation data corresponding to a 3D model with a TTI anticlinal structure, a standard vertical transverse isotropic inversion is not able to image a resistor, while for a 3D model with a TTI synclinal structure the inversion produces a false resistive anomaly. If inversion uses the proposed forward solver that can handle TTI anisotropy, it produces resistivity images consistent with the true models.

Comparison between two meshless methods based on collocation technique for the numerical solution of four-species tumor growth model

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Mohammadi, Vahid

2017-03-01

As is said in [27], the tumor-growth model is the incorporation of nutrient within the mixture as opposed to being modeled with an auxiliary reaction-diffusion equation. The formulation involves systems of highly nonlinear partial differential equations of surface effects through diffuse-interface models [27]. Simulations of this practical model using numerical methods can be applied for evaluating it. The present paper investigates the solution of the tumor growth model with meshless techniques. Meshless methods are applied based on the collocation technique which employ multiquadrics (MQ) radial basis function (RBFs) and generalized moving least squares (GMLS) procedures. The main advantages of these choices come back to the natural behavior of meshless approaches. As well as, a method based on meshless approach can be applied easily for finding the solution of partial differential equations in high-dimension using any distributions of points on regular and irregular domains. The present paper involves a time-dependent system of partial differential equations that describes four-species tumor growth model. To overcome the time variable, two procedures will be used. One of them is a semi-implicit finite difference method based on Crank-Nicolson scheme and another one is based on explicit Runge-Kutta time integration. The first case gives a linear system of algebraic equations which will be solved at each time-step. The second case will be efficient but conditionally stable. The obtained numerical results are reported to confirm the ability of these techniques for solving the two and three-dimensional tumor-growth equations.

Singular boundary method for global gravity field modelling

NASA Astrophysics Data System (ADS)

Cunderlik, Robert

2014-05-01

The singular boundary method (SBM) and method of fundamental solutions (MFS) are meshless boundary collocation techniques that use the fundamental solution of a governing partial differential equation (e.g. the Laplace equation) as their basis functions. They have been developed to avoid singular numerical integration as well as mesh generation in the traditional boundary element method (BEM). SBM have been proposed to overcome a main drawback of MFS - its controversial fictitious boundary outside the domain. The key idea of SBM is to introduce a concept of the origin intensity factors that isolate singularities of the fundamental solution and its derivatives using some appropriate regularization techniques. Consequently, the source points can be placed directly on the real boundary and coincide with the collocation nodes. In this study we deal with SBM applied for high-resolution global gravity field modelling. The first numerical experiment presents a numerical solution to the fixed gravimetric boundary value problem. The achieved results are compared with the numerical solutions obtained by MFS or the direct BEM indicating efficiency of all methods. In the second numerical experiments, SBM is used to derive the geopotential and its first derivatives from the Tzz components of the gravity disturbing tensor observed by the GOCE satellite mission. A determination of the origin intensity factors allows to evaluate the disturbing potential and gravity disturbances directly on the Earth's surface where the source points are located. To achieve high-resolution numerical solutions, the large-scale parallel computations are performed on the cluster with 1TB of the distributed memory and an iterative elimination of far zones' contributions is applied.

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ahlfeld, R., E-mail: r.ahlfeld14@imperial.ac.uk; Belkouchi, B.; Montomoli, F.

2016-09-01

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrixmore » is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.« less

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

NASA Astrophysics Data System (ADS)

Ahlfeld, R.; Belkouchi, B.; Montomoli, F.

2016-09-01

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrix is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.

Robust exponential stability of uncertain delayed neural networks with stochastic perturbation and impulse effects.

PubMed

Huang, Tingwen; Li, Chuandong; Duan, Shukai; Starzyk, Janusz A

2012-06-01

This paper focuses on the hybrid effects of parameter uncertainty, stochastic perturbation, and impulses on global stability of delayed neural networks. By using the Ito formula, Lyapunov function, and Halanay inequality, we established several mean-square stability criteria from which we can estimate the feasible bounds of impulses, provided that parameter uncertainty and stochastic perturbations are well-constrained. Moreover, the present method can also be applied to general differential systems with stochastic perturbation and impulses.

Exponential stability of stochastic complex networks with multi-weights based on graph theory

NASA Astrophysics Data System (ADS)

Zhang, Chunmei; Chen, Tianrui

2018-04-01

In this paper, a novel approach to exponential stability of stochastic complex networks with multi-weights is investigated by means of the graph-theoretical method. New sufficient conditions are provided to ascertain the moment exponential stability and almost surely exponential stability of stochastic complex networks with multiple weights. It is noted that our stability results are closely related with multi-weights and the intensity of stochastic disturbance. Numerical simulations are also presented to substantiate the theoretical results.

Gompertzian stochastic model with delay effect to cervical cancer growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mazlan, Mazma Syahidatul Ayuni binti; Rosli, Norhayati binti; Bahar, Arifah

2015-02-03

In this paper, a Gompertzian stochastic model with time delay is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via Levenberg-Marquardt optimization method of non-linear least squares. We apply Milstein scheme for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of cervical cancer growth. Low values of Mean-Square Error (MSE) of Gompertzian stochastic model with delay effect indicate good fits.

Study on individual stochastic model of GNSS observations for precise kinematic applications

NASA Astrophysics Data System (ADS)

Próchniewicz, Dominik; Szpunar, Ryszard

2015-04-01

The proper definition of mathematical positioning model, which is defined by functional and stochastic models, is a prerequisite to obtain the optimal estimation of unknown parameters. Especially important in this definition is realistic modelling of stochastic properties of observations, which are more receiver-dependent and time-varying than deterministic relationships. This is particularly true with respect to precise kinematic applications which are characterized by weakening model strength. In this case, incorrect or simplified definition of stochastic model causes that the performance of ambiguity resolution and accuracy of position estimation can be limited. In this study we investigate the methods of describing the measurement noise of GNSS observations and its impact to derive precise kinematic positioning model. In particular stochastic modelling of individual components of the variance-covariance matrix of observation noise performed using observations from a very short baseline and laboratory GNSS signal generator, is analyzed. Experimental test results indicate that the utilizing the individual stochastic model of observations including elevation dependency and cross-correlation instead of assumption that raw measurements are independent with the same variance improves the performance of ambiguity resolution as well as rover positioning accuracy. This shows that the proposed stochastic assessment method could be a important part in complex calibration procedure of GNSS equipment.

Conservative Diffusions: a Constructive Approach to Nelson's Stochastic Mechanics.

NASA Astrophysics Data System (ADS)

Carlen, Eric Anders

In Nelson's stochastic mechanics, quantum phenomena are described in terms of diffusions instead of wave functions; this thesis is a study of that description. We emphasize that we are concerned here with the possibility of describing, as opposed to explaining, quantum phenomena in terms of diffusions. In this direction, the following questions arise: "Do the diffusions of stochastic mechanics--which are formally given by stochastic differential equations with extremely singular coefficients--really exist?" Given that they exist, one can ask, "Do these diffusions have physically reasonable sample path behavior, and can we use information about sample paths to study the behavior of physical systems?" These are the questions we treat in this thesis. In Chapter I we review stochastic mechanics and diffusion theory, using the Guerra-Morato variational principle to establish the connection with the Schroedinger equation. This chapter is largely expository; however, there are some novel features and proofs. In Chapter II we settle the first of the questions raised above. Using PDE methods, we construct the diffusions of stochastic mechanics. Our result is sufficiently general to be of independent mathematical interest. In Chapter III we treat potential scattering in stochastic mechanics and discuss direct probabilistic methods of studying quantum scattering problems. Our results provide a solid "Yes" in answer to the second question raised above.

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

Markov stochasticity coordinates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models

NASA Astrophysics Data System (ADS)

Lemmens, D.; Wouters, M.; Tempere, J.; Foulon, S.

2008-07-01

We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The flexibility of our approach is demonstrated by extending the realm of closed-form option price formulas to the case where both the volatility and interest rates are stochastic. This flexibility is promising for the treatment of exotic options. Our analytical formulas are tested with numerical Monte Carlo simulations.

Reflected stochastic differential equation models for constrained animal movement

USGS Publications Warehouse

Hanks, Ephraim M.; Johnson, Devin S.; Hooten, Mevin B.

2017-01-01

Movement for many animal species is constrained in space by barriers such as rivers, shorelines, or impassable cliffs. We develop an approach for modeling animal movement constrained in space by considering a class of constrained stochastic processes, reflected stochastic differential equations. Our approach generalizes existing methods for modeling unconstrained animal movement. We present methods for simulation and inference based on augmenting the constrained movement path with a latent unconstrained path and illustrate this augmentation with a simulation example and an analysis of telemetry data from a Steller sea lion (Eumatopias jubatus) in southeast Alaska.

Matrix form of Legendre polynomials for solving linear integro-differential equations of high order

NASA Astrophysics Data System (ADS)

Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.

2017-04-01

This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.

A New Stochastic Equivalent Linearization Implementation for Prediction of Geometrically Nonlinear Vibrations

NASA Technical Reports Server (NTRS)

Muravyov, Alexander A.; Turner, Travis L.; Robinson, Jay H.; Rizzi, Stephen A.

1999-01-01

In this paper, the problem of random vibration of geometrically nonlinear MDOF structures is considered. The solutions obtained by application of two different versions of a stochastic linearization method are compared with exact (F-P-K) solutions. The formulation of a relatively new version of the stochastic linearization method (energy-based version) is generalized to the MDOF system case. Also, a new method for determination of nonlinear sti ness coefficients for MDOF structures is demonstrated. This method in combination with the equivalent linearization technique is implemented in a new computer program. Results in terms of root-mean-square (RMS) displacements obtained by using the new program and an existing in-house code are compared for two examples of beam-like structures.

Flow injection analysis simulations and diffusion coefficient determination by stochastic and deterministic optimization methods.

PubMed

Kucza, Witold

2013-07-25

Stochastic and deterministic simulations of dispersion in cylindrical channels on the Poiseuille flow have been presented. The random walk (stochastic) and the uniform dispersion (deterministic) models have been used for computations of flow injection analysis responses. These methods coupled with the genetic algorithm and the Levenberg-Marquardt optimization methods, respectively, have been applied for determination of diffusion coefficients. The diffusion coefficients of fluorescein sodium, potassium hexacyanoferrate and potassium dichromate have been determined by means of the presented methods and FIA responses that are available in literature. The best-fit results agree with each other and with experimental data thus validating both presented approaches. Copyright © 2013 The Author. Published by Elsevier B.V. All rights reserved.

Spectral methods and their implementation to solution of aerodynamic and fluid mechanic problems

NASA Technical Reports Server (NTRS)

Streett, C. L.

1987-01-01

Fundamental concepts underlying spectral collocation methods, especially pertaining to their use in the solution of partial differential equations, are outlined. Theoretical accuracy results are reviewed and compared with results from test problems. A number of practical aspects of the construction and use of spectral methods are detailed, along with several solution schemes which have found utility in applications of spectral methods to practical problems. Results from a few of the successful applications of spectral methods to problems of aerodynamic and fluid mechanic interest are then outlined, followed by a discussion of the problem areas in spectral methods and the current research under way to overcome these difficulties.

Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion.

PubMed

Leszczynski, Henryk; Wrzosek, Monika

2017-02-01

We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

Satellite altitude determination uncertainties

NASA Technical Reports Server (NTRS)

Siry, J. W.

1972-01-01

Satellite altitude determination uncertainties will be discussed from the standpoint of the GEOS-C satellite, from the longer range viewpoint afforded by the Geopause concept. Data are focused on methods for short-arc tracking which are essentially geometric in nature. One uses combinations of lasers and collocated cameras. The other method relies only on lasers, using three or more to obtain the position fix. Two typical locales are looked at, the Caribbean area, and a region associated with tracking sites at Goddard, Bermuda and Canada which encompasses a portion of the Gulf Stream in which meanders develop.

Approximating a retarded-advanced differential equation that models human phonation

NASA Astrophysics Data System (ADS)

Teodoro, M. Filomena

2017-11-01

In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.

Boundary-element modelling of dynamics in external poroviscoelastic problems

NASA Astrophysics Data System (ADS)

Igumnov, L. A.; Litvinchuk, S. Yu; Ipatov, A. A.; Petrov, A. N.

2018-04-01

A problem of a spherical cavity in porous media is considered. Porous media are assumed to be isotropic poroelastic or isotropic poroviscoelastic. The poroviscoelastic formulation is treated as a combination of Biot’s theory of poroelasticity and elastic-viscoelastic correspondence principle. Such viscoelastic models as Kelvin–Voigt, Standard linear solid, and a model with weakly singular kernel are considered. Boundary field study is employed with the help of the boundary element method. The direct approach is applied. The numerical scheme is based on the collocation method, regularized boundary integral equation, and Radau stepped scheme.

Stochastic Multi-Timescale Power System Operations With Variable Wind Generation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Hongyu; Krad, Ibrahim; Florita, Anthony

This paper describes a novel set of stochastic unit commitment and economic dispatch models that consider stochastic loads and variable generation at multiple operational timescales. The stochastic model includes four distinct stages: stochastic day-ahead security-constrained unit commitment (SCUC), stochastic real-time SCUC, stochastic real-time security-constrained economic dispatch (SCED), and deterministic automatic generation control (AGC). These sub-models are integrated together such that they are continually updated with decisions passed from one to another. The progressive hedging algorithm (PHA) is applied to solve the stochastic models to maintain the computational tractability of the proposed models. Comparative case studies with deterministic approaches are conductedmore » in low wind and high wind penetration scenarios to highlight the advantages of the proposed methodology, one with perfect forecasts and the other with current state-of-the-art but imperfect deterministic forecasts. The effectiveness of the proposed method is evaluated with sensitivity tests using both economic and reliability metrics to provide a broader view of its impact.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

St James, S; Bloch, C; Saini, J

Purpose: Proton pencil beam scanning is used clinically across the United States. There are no current guidelines on tolerances for daily QA specific to pencil beam scanning, specifically related to the individual spot properties (spot width). Using a stochastic method to determine tolerances has the potential to optimize tolerances on individual spots and decrease the number of false positive failures in daily QA. Individual and global spot tolerances were evaluated. Methods: As part of daily QA for proton pencil beam scanning, a field of 16 spots (corresponding to 8 energies) is measured using an array of ion chambers (Matrixx, IBA).more » Each individual spot is fit to two Gaussian functions (x,y). The spot width (σ) in × and y are recorded (32 parameters). Results from the daily QA were retrospectively analyzed for 100 days of data. The deviations of the spot widths were histogrammed and fit to a Gaussian function. The stochastic spot tolerance was taken to be the mean ± 3σ. Using these results, tolerances were developed and tested against known deviations in spot width. Results: The individual spot tolerances derived with the stochastic method decreased in 30/32 instances. Using the previous tolerances (± 20% width), the daily QA would have detected 0/20 days of the deviation. Using a tolerance of any 6 spots failing the stochastic tolerance, 18/20 days of the deviation would have been detected. Conclusion: Using a stochastic method we have been able to decrease daily tolerances on the spot widths for 30/32 spot widths measured. The stochastic tolerances can lead to detection of deviations that previously would have been picked up on monthly QA and missed by daily QA. This method could be easily extended for evaluation of other QA parameters in proton spot scanning.« less

Ensemble methods for stochastic networks with special reference to the biological clock of Neurospora crassa.

PubMed

Caranica, C; Al-Omari, A; Deng, Z; Griffith, J; Nilsen, R; Mao, L; Arnold, J; Schüttler, H-B

2018-01-01

A major challenge in systems biology is to infer the parameters of regulatory networks that operate in a noisy environment, such as in a single cell. In a stochastic regime it is hard to distinguish noise from the real signal and to infer the noise contribution to the dynamical behavior. When the genetic network displays oscillatory dynamics, it is even harder to infer the parameters that produce the oscillations. To address this issue we introduce a new estimation method built on a combination of stochastic simulations, mass action kinetics and ensemble network simulations in which we match the average periodogram and phase of the model to that of the data. The method is relatively fast (compared to Metropolis-Hastings Monte Carlo Methods), easy to parallelize, applicable to large oscillatory networks and large (~2000 cells) single cell expression data sets, and it quantifies the noise impact on the observed dynamics. Standard errors of estimated rate coefficients are typically two orders of magnitude smaller than the mean from single cell experiments with on the order of ~1000 cells. We also provide a method to assess the goodness of fit of the stochastic network using the Hilbert phase of single cells. An analysis of phase departures from the null model with no communication between cells is consistent with a hypothesis of Stochastic Resonance describing single cell oscillators. Stochastic Resonance provides a physical mechanism whereby intracellular noise plays a positive role in establishing oscillatory behavior, but may require model parameters, such as rate coefficients, that differ substantially from those extracted at the macroscopic level from measurements on populations of millions of communicating, synchronized cells.

Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

Stochastic volatility models and Kelvin waves

NASA Astrophysics Data System (ADS)

Lipton, Alex; Sepp, Artur

2008-08-01

We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

A comparison of LOD and UT1-UTC forecasts by different combined prediction techniques

NASA Astrophysics Data System (ADS)

Kosek, W.; Kalarus, M.; Johnson, T. J.; Wooden, W. H.; McCarthy, D. D.; Popiński, W.

Stochastic prediction techniques including autocovariance, autoregressive, autoregressive moving average, and neural networks were applied to the UT1-UTC and Length of Day (LOD) International Earth Rotation and Reference Systems Servive (IERS) EOPC04 time series to evaluate the capabilities of each method. All known effects such as leap seconds and solid Earth zonal tides were first removed from the observed values of UT1-UTC and LOD. Two combination procedures were applied to predict the resulting LODR time series: 1) the combination of the least-squares (LS) extrapolation with a stochastic predition method, and 2) the combination of the discrete wavelet transform (DWT) filtering and a stochastic prediction method. The results of the combination of the LS extrapolation with different stochastic prediction techniques were compared with the results of the UT1-UTC prediction method currently used by the IERS Rapid Service/Prediction Centre (RS/PC). It was found that the prediction accuracy depends on the starting prediction epochs, and for the combined forecast methods, the mean prediction errors for 1 to about 70 days in the future are of the same order as those of the method used by the IERS RS/PC.

Modeling the lake eutrophication stochastic ecosystem and the research of its stability.

PubMed

Wang, Bo; Qi, Qianqian

2018-06-01

In the reality, the lake system will be disturbed by stochastic factors including the external and internal factors. By adding the additive noise and the multiplicative noise to the right-hand sides of the model equation, the additive stochastic model and the multiplicative stochastic model are established respectively in order to reduce model errors induced by the absence of some physical processes. For both the two kinds of stochastic ecosystems, the authors studied the bifurcation characteristics with the FPK equation and the Lyapunov exponent method based on the Stratonovich-Khasminiskii stochastic average principle. Results show that, for the additive stochastic model, when control parameter (i.e., nutrient loading rate) falls into the interval [0.388644, 0.66003825], there exists bistability for the ecosystem and the additive noise intensities cannot make the bifurcation point drift. In the region of the bistability, the external stochastic disturbance which is one of the main triggers causing the lake eutrophication, may make the ecosystem unstable and induce a transition. When control parameter (nutrient loading rate) falls into the interval (0,  0.388644) and (0.66003825,  1.0), there only exists a stable equilibrium state and the additive noise intensity could not change it. For the multiplicative stochastic model, there exists more complex bifurcation performance and the multiplicative ecosystem will be broken by the multiplicative noise. Also, the multiplicative noise could reduce the extent of the bistable region, ultimately, the bistable region vanishes for sufficiently large noise. What's more, both the nutrient loading rate and the multiplicative noise will make the ecosystem have a regime shift. On the other hand, for the two kinds of stochastic ecosystems, the authors also discussed the evolution of the ecological variable in detail by using the Four-stage Runge-Kutta method of strong order γ=1.5. The numerical method was found to be capable of effectively explaining the regime shift theory and agreed with the realistic analyze. These conclusions also confirms the two paths for the system to move from one stable state to another proposed by Beisner et al. [3], which may help understand the occurrence mechanism related to the lake eutrophication from the view point of the stochastic model and mathematical analysis. Copyright © 2018 Elsevier Inc. All rights reserved.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY.

PubMed

Rackauckas, Christopher; Nie, Qing

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs.

ADAPTIVE METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS VIA NATURAL EMBEDDINGS AND REJECTION SAMPLING WITH MEMORY

PubMed Central

Rackauckas, Christopher

2017-01-01

Adaptive time-stepping with high-order embedded Runge-Kutta pairs and rejection sampling provides efficient approaches for solving differential equations. While many such methods exist for solving deterministic systems, little progress has been made for stochastic variants. One challenge in developing adaptive methods for stochastic differential equations (SDEs) is the construction of embedded schemes with direct error estimates. We present a new class of embedded stochastic Runge-Kutta (SRK) methods with strong order 1.5 which have a natural embedding of strong order 1.0 methods. This allows for the derivation of an error estimate which requires no additional function evaluations. Next we derive a general method to reject the time steps without losing information about the future Brownian path termed Rejection Sampling with Memory (RSwM). This method utilizes a stack data structure to do rejection sampling, costing only a few floating point calculations. We show numerically that the methods generate statistically-correct and tolerance-controlled solutions. Lastly, we show that this form of adaptivity can be applied to systems of equations, and demonstrate that it solves a stiff biological model 12.28x faster than common fixed timestep algorithms. Our approach only requires the solution to a bridging problem and thus lends itself to natural generalizations beyond SDEs. PMID:29527134

An Extension of the Split Window Technique for the Retrieval of Precipitable Water: Experimental Verification

DTIC Science & Technology

1988-09-23

DOWNGRADING SCHEDULE D~istribution Unlimited 4. PERFORMING ORGANIZATiON REPORT NUMVBER(S) 5. MONITORiG ORGANIZATION REPORT NUMBER(S) AFGL-TR-88-0237...Collocations were performed on launch sites of the cloud contamination, aerosol problems, collocation 1200 UT radiosondes on 25 Aug 1987. Statistics were...al (1987) and Thomason, 1987). In this imagery opaque clouds to this problem appear white, low clouds and fog appear bright red against a brown

Precise control of flexible manipulators

NASA Technical Reports Server (NTRS)

Cannon, R. H., Jr.

1984-01-01

Experimental apparatus were developed for physically testing control systems for pointing flexible structures, such as limber spacecraft, for the case that control actuators cannot be collocated with sensors. Structural damping ratios are less than 0.003, each basic configuration of sensor/actuator noncollocation is available, and inertias can be halved or doubled abruptly during control maneuvers, thereby imposing, in particular, a sudden reversal in the plant's pole-zero sequence. First experimental results are presented, including stable control with both collocation and noncollocation.

Design and Application of a Collocated Capacitance Sensor for Magnetic Bearing Spindle

NASA Technical Reports Server (NTRS)

Shin, Dongwon; Liu, Seon-Jung; Kim, Jongwon

1996-01-01

This paper presents a collocated capacitance sensor for magnetic bearings. The main feature of the sensor is that it is made of a specific compact printed circuit board (PCB). The signal processing unit has been also developed. The results of the experimental performance evaluation on the sensitivity, resolution and frequency response of the sensor are presented. Finally, an application example of the sensor to the active control of a magnetic bearing is described.

Optimal preview control for a linear continuous-time stochastic control system in finite-time horizon

NASA Astrophysics Data System (ADS)

Wu, Jiang; Liao, Fucheng; Tomizuka, Masayoshi

2017-01-01

This paper discusses the design of the optimal preview controller for a linear continuous-time stochastic control system in finite-time horizon, using the method of augmented error system. First, an assistant system is introduced for state shifting. Then, in order to overcome the difficulty of the state equation of the stochastic control system being unable to be differentiated because of Brownian motion, the integrator is introduced. Thus, the augmented error system which contains the integrator vector, control input, reference signal, error vector and state of the system is reconstructed. This leads to the tracking problem of the optimal preview control of the linear stochastic control system being transformed into the optimal output tracking problem of the augmented error system. With the method of dynamic programming in the theory of stochastic control, the optimal controller with previewable signals of the augmented error system being equal to the controller of the original system is obtained. Finally, numerical simulations show the effectiveness of the controller.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

Stochastic-field cavitation model

NASA Astrophysics Data System (ADS)

Dumond, J.; Magagnato, F.; Class, A.

2013-07-01

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A cavitation model based on Eulerian stochastic fields

NASA Astrophysics Data System (ADS)

Magagnato, F.; Dumond, J.

2013-12-01

Non-linear phenomena can often be described using probability density functions (pdf) and pdf transport models. Traditionally the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and in particular to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. Firstly, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia

A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.

Stochastic-field cavitation model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dumond, J., E-mail: julien.dumond@areva.com; AREVA GmbH, Erlangen, Paul-Gossen-Strasse 100, D-91052 Erlangen; Magagnato, F.

2013-07-15

Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-fieldmore » cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.« less

Breaking the theoretical scaling limit for predicting quasiparticle energies: the stochastic GW approach.

PubMed

Neuhauser, Daniel; Gao, Yi; Arntsen, Christopher; Karshenas, Cyrus; Rabani, Eran; Baer, Roi

2014-08-15

We develop a formalism to calculate the quasiparticle energy within the GW many-body perturbation correction to the density functional theory. The occupied and virtual orbitals of the Kohn-Sham Hamiltonian are replaced by stochastic orbitals used to evaluate the Green function G, the polarization potential W, and, thereby, the GW self-energy. The stochastic GW (sGW) formalism relies on novel theoretical concepts such as stochastic time-dependent Hartree propagation, stochastic matrix compression, and spatial or temporal stochastic decoupling techniques. Beyond the theoretical interest, the formalism enables linear scaling GW calculations breaking the theoretical scaling limit for GW as well as circumventing the need for energy cutoff approximations. We illustrate the method for silicon nanocrystals of varying sizes with N_{e}>3000 electrons.

Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

NASA Astrophysics Data System (ADS)

Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

1993-04-01

We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevi equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O( N) non-linear α model and it is shown that singular terms appearing in the improved Langevin equation cancel out the σ n(O) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of idependent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalish.

Stochastic modelling of intermittency.

PubMed

Stemler, Thomas; Werner, Johannes P; Benner, Hartmut; Just, Wolfram

2010-01-13

Recently, methods have been developed to model low-dimensional chaotic systems in terms of stochastic differential equations. We tested such methods in an electronic circuit experiment. We aimed to obtain reliable drift and diffusion coefficients even without a pronounced time-scale separation of the chaotic dynamics. By comparing the analytical solutions of the corresponding Fokker-Planck equation with experimental data, we show here that crisis-induced intermittency can be described in terms of a stochastic model which is dominated by state-space-dependent diffusion. Further on, we demonstrate and discuss some limits of these modelling approaches using numerical simulations. This enables us to state a criterion that can be used to decide whether a stochastic model will capture the essential features of a given time series. This journal is © 2010 The Royal Society

Response analysis of a class of quasi-linear systems with fractional derivative excited by Poisson white noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Yongge; Xu, Wei, E-mail: weixu@nwpu.edu.cn; Yang, Guidong

The Poisson white noise, as a typical non-Gaussian excitation, has attracted much attention recently. However, little work was referred to the study of stochastic systems with fractional derivative under Poisson white noise excitation. This paper investigates the stationary response of a class of quasi-linear systems with fractional derivative excited by Poisson white noise. The equivalent stochastic system of the original stochastic system is obtained. Then, approximate stationary solutions are obtained with the help of the perturbation method. Finally, two typical examples are discussed in detail to demonstrate the effectiveness of the proposed method. The analysis also shows that the fractionalmore » order and the fractional coefficient significantly affect the responses of the stochastic systems with fractional derivative.« less

On two mathematical problems of canonical quantization. IV

NASA Astrophysics Data System (ADS)

Kirillov, A. I.

1992-11-01

A method for solving the problem of reconstructing a measure beginning with its logarithmic derivative is presented. The method completes that of solving the stochastic differential equation via Dirichlet forms proposed by S. Albeverio and M. Rockner. As a result one obtains the mathematical apparatus for the stochastic quantization. The apparatus is applied to prove the existence of the Feynman-Kac measure of the sine-Gordon and λφ2n/(1 + K2φ2n)-models. A synthesis of both mathematical problems of canonical quantization is obtained in the form of a second-order martingale problem for vacuum noise. It is shown that in stochastic mechanics the martingale problem is an analog of Newton's second law and enables us to find the Nelson's stochastic trajectories without determining the wave functions.

Acceleration of discrete stochastic biochemical simulation using GPGPU.

PubMed

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130.

Acceleration of discrete stochastic biochemical simulation using GPGPU

PubMed Central

Sumiyoshi, Kei; Hirata, Kazuki; Hiroi, Noriko; Funahashi, Akira

2015-01-01

For systems made up of a small number of molecules, such as a biochemical network in a single cell, a simulation requires a stochastic approach, instead of a deterministic approach. The stochastic simulation algorithm (SSA) simulates the stochastic behavior of a spatially homogeneous system. Since stochastic approaches produce different results each time they are used, multiple runs are required in order to obtain statistical results; this results in a large computational cost. We have implemented a parallel method for using SSA to simulate a stochastic model; the method uses a graphics processing unit (GPU), which enables multiple realizations at the same time, and thus reduces the computational time and cost. During the simulation, for the purpose of analysis, each time course is recorded at each time step. A straightforward implementation of this method on a GPU is about 16 times faster than a sequential simulation on a CPU with hybrid parallelization; each of the multiple simulations is run simultaneously, and the computational tasks within each simulation are parallelized. We also implemented an improvement to the memory access and reduced the memory footprint, in order to optimize the computations on the GPU. We also implemented an asynchronous data transfer scheme to accelerate the time course recording function. To analyze the acceleration of our implementation on various sizes of model, we performed SSA simulations on different model sizes and compared these computation times to those for sequential simulations with a CPU. When used with the improved time course recording function, our method was shown to accelerate the SSA simulation by a factor of up to 130. PMID:25762936

Integrated seismic stochastic inversion and multi-attributes to delineate reservoir distribution: Case study MZ fields, Central Sumatra Basin

NASA Astrophysics Data System (ADS)

Haris, A.; Novriyani, M.; Suparno, S.; Hidayat, R.; Riyanto, A.

2017-07-01

This study presents the integration of seismic stochastic inversion and multi-attributes for delineating the reservoir distribution in term of lithology and porosity in the formation within depth interval between the Top Sihapas and Top Pematang. The method that has been used is a stochastic inversion, which is integrated with multi-attribute seismic by applying neural network Probabilistic Neural Network (PNN). Stochastic methods are used to predict the probability mapping sandstone as the result of impedance varied with 50 realizations that will produce a good probability. Analysis of Stochastic Seismic Tnversion provides more interpretive because it directly gives the value of the property. Our experiment shows that AT of stochastic inversion provides more diverse uncertainty so that the probability value will be close to the actual values. The produced AT is then used for an input of a multi-attribute analysis, which is used to predict the gamma ray, density and porosity logs. To obtain the number of attributes that are used, stepwise regression algorithm is applied. The results are attributes which are used in the process of PNN. This PNN method is chosen because it has the best correlation of others neural network method. Finally, we interpret the product of the multi-attribute analysis are in the form of pseudo-gamma ray volume, density volume and volume of pseudo-porosity to delineate the reservoir distribution. Our interpretation shows that the structural trap is identified in the southeastern part of study area, which is along the anticline.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Li, X. M., E-mail: lixinmiaotju@163.com; Xu, J., E-mail: xujia-ld@163.com

A kind of magnetic shape memory alloy (MSMA) microgripper is proposed in this paper, and its nonlinear dynamic characteristics are studied when the stochastic perturbation is considered. Nonlinear differential items are introduced to explain the hysteretic phenomena of MSMA, and the constructive relationships among strain, stress, and magnetic field intensity are obtained by the partial least-square regression method. The nonlinear dynamic model of a MSMA microgripper subjected to in-plane stochastic excitation is developed. The stationary probability density function of the system’s response is obtained, the transition sets of the system are determined, and the conditions of stochastic bifurcation are obtained.more » The homoclinic and heteroclinic orbits of the system are given, and the boundary of the system’s safe basin is obtained by stochastic Melnikov integral method. The numerical and experimental results show that the system’s motion depends on its parameters, and stochastic Hopf bifurcation appears in the variation of the parameters; the area of the safe basin decreases with the increase of the stochastic excitation, and the boundary of the safe basin becomes fractal. The results of this paper are helpful for the application of MSMA microgripper in engineering fields.« less

Temperature variation effects on stochastic characteristics for low-cost MEMS-based inertial sensor error

NASA Astrophysics Data System (ADS)

El-Diasty, M.; El-Rabbany, A.; Pagiatakis, S.

2007-11-01

We examine the effect of varying the temperature points on MEMS inertial sensors' noise models using Allan variance and least-squares spectral analysis (LSSA). Allan variance is a method of representing root-mean-square random drift error as a function of averaging times. LSSA is an alternative to the classical Fourier methods and has been applied successfully by a number of researchers in the study of the noise characteristics of experimental series. Static data sets are collected at different temperature points using two MEMS-based IMUs, namely MotionPakII and Crossbow AHRS300CC. The performance of the two MEMS inertial sensors is predicted from the Allan variance estimation results at different temperature points and the LSSA is used to study the noise characteristics and define the sensors' stochastic model parameters. It is shown that the stochastic characteristics of MEMS-based inertial sensors can be identified using Allan variance estimation and LSSA and the sensors' stochastic model parameters are temperature dependent. Also, the Kaiser window FIR low-pass filter is used to investigate the effect of de-noising stage on the stochastic model. It is shown that the stochastic model is also dependent on the chosen cut-off frequency.

Time Evolution of the Dynamical Variables of a Stochastic System.

ERIC Educational Resources Information Center

de la Pena, L.

1980-01-01

By using the method of moments, it is shown that several important and apparently unrelated theorems describing average properties of stochastic systems are in fact particular cases of a general law; this method is applied to generalize the virial theorem and the fluctuation-dissipation theorem to the time-dependent case. (Author/SK)

Calculating the Malliavin derivative of some stochastic mechanics problems

PubMed Central

Hauseux, Paul; Hale, Jack S.

2017-01-01

The Malliavin calculus is an extension of the classical calculus of variations from deterministic functions to stochastic processes. In this paper we aim to show in a practical and didactic way how to calculate the Malliavin derivative, the derivative of the expectation of a quantity of interest of a model with respect to its underlying stochastic parameters, for four problems found in mechanics. The non-intrusive approach uses the Malliavin Weight Sampling (MWS) method in conjunction with a standard Monte Carlo method. The models are expressed as ODEs or PDEs and discretised using the finite difference or finite element methods. Specifically, we consider stochastic extensions of; a 1D Kelvin-Voigt viscoelastic model discretised with finite differences, a 1D linear elastic bar, a hyperelastic bar undergoing buckling, and incompressible Navier-Stokes flow around a cylinder, all discretised with finite elements. A further contribution of this paper is an extension of the MWS method to the more difficult case of non-Gaussian random variables and the calculation of second-order derivatives. We provide open-source code for the numerical examples in this paper. PMID:29261776

The Shock and Vibration Digest, Volume 16, Number 10

DTIC Science & Technology

1984-10-01

shaped, arid a general polygonal-shaped membrane Fourier expansion -collocation method and the finite without symmetry They also derived, with the help...geometry is not applicable; therefore, a Fourier sine series expansion technique. The meth- not much work on the dynamic behavior of skew- od was applied...particular m.-de are obtained. This normal mode expansion form of deflection surface. The stability of motion approach has recently been used in a series of

Debates - Stochastic subsurface hydrology from theory to practice: Introduction

NASA Astrophysics Data System (ADS)

Rajaram, Harihar

2016-12-01

This paper introduces the papers in the "Debates - Stochastic Subsurface Hydrology from Theory to Practice" series. Beginning in the 1970s, the field of stochastic subsurface hydrology has been an active field of research, with over 3500 journal publications, of which over 850 have appeared in Water Resources Research. We are fortunate to have insightful contributions from four groups of distinguished authors who discuss the reasons why the advanced research framework established in stochastic subsurface hydrology has not impacted the practice of groundwater flow and transport modeling and design significantly. There is reasonable consensus that a community effort aimed at developing "toolboxes" for applications of stochastic methods will make them more accessible and encourage practical applications.

A Hybrid of the Chemical Master Equation and the Gillespie Algorithm for Efficient Stochastic Simulations of Sub-Networks.

PubMed

Albert, Jaroslav

2016-01-01

Modeling stochastic behavior of chemical reaction networks is an important endeavor in many aspects of chemistry and systems biology. The chemical master equation (CME) and the Gillespie algorithm (GA) are the two most fundamental approaches to such modeling; however, each of them has its own limitations: the GA may require long computing times, while the CME may demand unrealistic memory storage capacity. We propose a method that combines the CME and the GA that allows one to simulate stochastically a part of a reaction network. First, a reaction network is divided into two parts. The first part is simulated via the GA, while the solution of the CME for the second part is fed into the GA in order to update its propensities. The advantage of this method is that it avoids the need to solve the CME or stochastically simulate the entire network, which makes it highly efficient. One of its drawbacks, however, is that most of the information about the second part of the network is lost in the process. Therefore, this method is most useful when only partial information about a reaction network is needed. We tested this method against the GA on two systems of interest in biology--the gene switch and the Griffith model of a genetic oscillator--and have shown it to be highly accurate. Comparing this method to four different stochastic algorithms revealed it to be at least an order of magnitude faster than the fastest among them.

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

NASA Astrophysics Data System (ADS)

Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.

2017-11-01

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

Stochastic Spectral Descent for Discrete Graphical Models

DOE PAGES

Carlson, David; Hsieh, Ya-Ping; Collins, Edo; ...

2015-12-14

Interest in deep probabilistic graphical models has in-creased in recent years, due to their state-of-the-art performance on many machine learning applications. Such models are typically trained with the stochastic gradient method, which can take a significant number of iterations to converge. Since the computational cost of gradient estimation is prohibitive even for modestly sized models, training becomes slow and practically usable models are kept small. In this paper we propose a new, largely tuning-free algorithm to address this problem. Our approach derives novel majorization bounds based on the Schatten- norm. Intriguingly, the minimizers of these bounds can be interpreted asmore » gradient methods in a non-Euclidean space. We thus propose using a stochastic gradient method in non-Euclidean space. We both provide simple conditions under which our algorithm is guaranteed to converge, and demonstrate empirically that our algorithm leads to dramatically faster training and improved predictive ability compared to stochastic gradient descent for both directed and undirected graphical models.« less

Optimal aeroassisted orbital transfer with plane change using collocation and nonlinear programming

NASA Technical Reports Server (NTRS)

Shi, Yun. Y.; Nelson, R. L.; Young, D. H.

1990-01-01

The fuel optimal control problem arising in the non-planar orbital transfer employing aeroassisted technology is addressed. The mission involves the transfer from high energy orbit (HEO) to low energy orbit (LEO) with orbital plane change. The basic strategy here is to employ a combination of propulsive maneuvers in space and aerodynamic maneuvers in the atmosphere. The basic sequence of events for the aeroassisted HEO to LEO transfer consists of three phases. In the first phase, the orbital transfer begins with a deorbit impulse at HEO which injects the vehicle into an elliptic transfer orbit with perigee inside the atmosphere. In the second phase, the vehicle is optimally controlled by lift and bank angle modulations to perform the desired orbital plane change and to satisfy heating constraints. Because of the energy loss during the turn, an impulse is required to initiate the third phase to boost the vehicle back to the desired LEO orbital altitude. The third impulse is then used to circularize the orbit at LEO. The problem is solved by a direct optimization technique which uses piecewise polynomial representation for the state and control variables and collocation to satisfy the differential equations. This technique converts the optimal control problem into a nonlinear programming problem which is solved numerically. Solutions were obtained for cases with and without heat constraints and for cases of different orbital inclination changes. The method appears to be more powerful and robust than other optimization methods. In addition, the method can handle complex dynamical constraints.

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Xinping, E-mail: exping@126.com

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in eachmore » subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.« less

Ground motion simulation for the 23 August 2011, Mineral, Virginia earthquake using physics-based and stochastic broadband methods

USGS Publications Warehouse

Sun, Xiaodan; Hartzell, Stephen; Rezaeian, Sanaz

2015-01-01

Three broadband simulation methods are used to generate synthetic ground motions for the 2011 Mineral, Virginia, earthquake and compare with observed motions. The methods include a physics‐based model by Hartzell et al. (1999, 2005), a stochastic source‐based model by Boore (2009), and a stochastic site‐based model by Rezaeian and Der Kiureghian (2010, 2012). The ground‐motion dataset consists of 40 stations within 600 km of the epicenter. Several metrics are used to validate the simulations: (1) overall bias of response spectra and Fourier spectra (from 0.1 to 10 Hz); (2) spatial distribution of residuals for GMRotI50 peak ground acceleration (PGA), peak ground velocity, and pseudospectral acceleration (PSA) at various periods; (3) comparison with ground‐motion prediction equations (GMPEs) for the eastern United States. Our results show that (1) the physics‐based model provides satisfactory overall bias from 0.1 to 10 Hz and produces more realistic synthetic waveforms; (2) the stochastic site‐based model also yields more realistic synthetic waveforms and performs superiorly for frequencies greater than about 1 Hz; (3) the stochastic source‐based model has larger bias at lower frequencies (<0.5  Hz) and cannot reproduce the varying frequency content in the time domain. The spatial distribution of GMRotI50 residuals shows that there is no obvious pattern with distance in the simulation bias, but there is some azimuthal variability. The comparison between synthetics and GMPEs shows similar fall‐off with distance for all three models, comparable PGA and PSA amplitudes for the physics‐based and stochastic site‐based models, and systematic lower amplitudes for the stochastic source‐based model at lower frequencies (<0.5  Hz).