Dissertations / Theses on the topic 'Model mathematical nonlinear'

The numerical algorithms for non-stationary mathematical models in non-standard domains are investigated in the dissertation. The problem definition domain is represented by branching structures with conjugation equations considered at the branching points. The numerical analysis of the conjugation equations and non-classical boundary conditions distinguish considered problems among the classical problems of mathematical physics presented in the literature. The scope of the dissertation covers the investigation of stability and convergence of the numerical algorithms on branching structures with different conjugation equations, the construction and implementation of parallel algorithms, the investigation of the numerical schemes for the problems with nonlocal integral conditions. The modeling of the excitation of neuron and photoexcited carrier decay in a semiconductor, also the problem of the identification of nonlinear model are considered in the dissertation.
Disertacijoje nagrinėjami nestacionarių matematinių modelių nestandartinėse srityse skaitiniai sprendimo algoritmai. Uždavinio formulavimo sritis yra šakotosios strukturos (ang. branching structures), kurių išsišakojimo taškuose apibrežiami tvermės dėsniai. Tvermės dėsnių skaitinė analizė ir nestandartinių kraštinių sąlygų analizė skiria nagrinėjamus uždavinius nuo klasikinių aprašytų literatūroje matematinės fizikos uždaviniu. Disertacijoje suformuluoti uždaviniai apima skaitinių algoritmų šakotose struktūrose su skirtingais srautų tvermės dėsniais stabilumo ir konvergavimo tyrimą, lygiagrečiųjų algoritmų sudarymą ir taikymą, skaitinių schemų uždaviniams su nelokaliomis integralinėmis sąlygomis tyrimą. Disertacijoje sprendžiami taikomieji neurono sužadinimo ir impulso relaksacijos lazerio apšviestame puslaidininkyje uždaviniai, netiesinio modelio identifikavimo uždavinys.

We first discuss some fundamental results such as equilibria, linearization, and stability of nonlinear dynamical systems arising in mathematical modeling. Next we study the dynamics in planar systems such as limit cycles, the Poincaré-Bendixson theorem, and some of its useful consequences. We then study the interaction between two and three different cell populations, and perform stability and bifurcation analysis on the systems. We also analyze the impact of immunotherapy on the tumor cell population numerically.

Oceanic waves registered by satellite observations often have curvilinear fronts and propagate over various currents. In this thesis, we study long linear and weakly-nonlinear ring waves in a stratified fluid in the presence of a depth-dependent horizontal shear flow. It is shown that despite the clashing geometries of the waves and the shear flow, there exists a linear modal decomposition, which can be used to describe distortion of the wavefronts of surface and internal waves, and systematically derive a 2+1-dimensional cylindrical Korteweg-de Vries (cKdV)-type equation for the amplitudes of the waves. The general theory is applied to the case of the waves in a two-layer fluid with a piecewise-constant shear flow, with an emphasis on the effect of the shear flow on the geometry of the wavefronts. The distortion of the wavefronts is described by the singular solution (envelope of the general solution) of the nonlinear first order differential equation, constituting generalisation of the dispersion relation in this curvilinear geometry. There exists a striking difference in the shape of the wavefronts: the wavefront of the surface wave is elongated in the shear flow direction while the wavefront of the interfacial wave is squeezed in this direction. We solve the derived 2+1-dimensional cKdV-type equation numerically using a finite-difference scheme. The effects of nonlinearity and dispersion are studied by considering numerical results for surface and interfacial ring waves generated from a localised source with and without shear flow and the 2D dam break problem. In these examples, the linear and nonlinear surface waves are faster than interfacial waves, the wave height decreases faster at the surface, the shear flow leads to the wave height decreasing slower downstream and faster upstream, and the effect becomes more prominent as the shear flow strengthens.

Recent events have thrown the spotlight on infectious disease outbreak response. We developed a data-driven method, EpiGro, which can be applied to cumulative case reports to estimate the order of magnitude of the duration, peak and ultimate size of an ongoing outbreak. It is based on a surprisingly simple mathematical property of many epidemiological data sets, does not require knowledge or estimation of disease transmission parameters, is robust to noise and to small data sets, and runs quickly due to its mathematical simplicity. Using data from historic and ongoing epidemics, we present the model. We also provide modeling considerations that justify this approach and discuss its limitations. In the absence of other information or in conjunction with other models, EpiGro may be useful to public health responders. (C) 2016 The Authors. Published by Elsevier B.V.

Dissertation (Ph. D. in Electrical Engineering) Naval Postgraduate School, December 1994.
"December 1994." Dissertation supervisor(s): Charles W. Therrien. Includes bibliographical references. Also available online.

A significant challenge in the design of multidisciplinary systems (e.g., airplanes, robots, cell phones) is to predict the effects of design decisions at the time these decisions are being made early in the design process. These predictions are used to choose among design options and to validate design decisions. System behavioral models, which predict a system's response to stimulus, provide an analytical method for evaluating a system's behavior. Because multidisciplinary systems contain many different types of components that have diverse interactions, system behavioral models are difficult to develop early in system design and are challenging to maintain as designs are refined. This research develops methods to create, verify, and maintain multidisciplinary system models developed from models that are already part of system design. First, this research introduces a system model formulation that enables virtually any existing engineering model to become part of a large, trusted population of component models from which system behavioral models can be developed. Second, it creates a new algorithm to efficiently quantify the feasible domain over which the system model can be used. Finally, it quantifies system model accuracy early in system design before system measurements are available so that system models can be used to validate system design decisions. The results of this research are enabling system designers to evaluate the effects of design decisions early in system design, improving the predictability of the system design process, and enabling exploration of system designs that differ greatly from existing solutions.

A numerical model has been developed which simulates the three-dimensional stability and transition of a periodically forced free shear layer in an incompressible fluid. Unlike previous simulations of temporally evolving shear layers, the current simulations examine spatial stability. The spatial model accommodates features of free shear flow, observed in experiments, which in the temporal model are precluded by the assumption of streamwise periodicity; e.g., divergence of the mean flow and wave dispersion. The Navier-Stokes equations in vorticity-velocity form are integrated using a combination of numerical methods tailored to the physical problem. A spectral method is adopted in the spanwise dimension in which the flow variables, assumed to be periodic, are approximated by finite Fourier series. In complex Fourier space, the governing equations are spatially two-dimensional. Standard central finite differences are exploited in the remaining two spatial dimensions. For computational efficiency, time evolution is accomplished by a combination of implicit and explicit methods. Linear diffusion terms are advanced by an Alternating Direction Implicit/Crank-Nicolson scheme whereas the Adams-Bashforth method is applied to convection terms. Nonlinear terms are evaluated at each new time level by the pseudospectral (collocation) method. Solutions to the velocity equations, which are elliptic, are obtained iteratively by approximate factorization. The spatial model requires that inflow-outflow boundary conditions be prescribed. Inflow conditions are derived from a similarity solution for the mean inflow profile onto which periodic forcing is superimposed. Forcing functions are derived from inviscid linear stability theory. A numerical test case is selected which closely parallels a well-known physical experiment. Many of the aspects of forced shear layer behavior observed in the physical experiment are captured by the spatial simulation. These include initial linear growth of the fundamental, vorticity roll-up, fundamental saturation, eventual domination of the subharmonic, vortex pairing, emergence of streamwise vorticity, and temporary stabilization of the secondary instability. Moreover, the spatial simulation predicts the experimentally observed superlinear growth of harmonics at rates 1.5 times that of the fundamental. Superlinear growth rates suggest nonlinear resonances between fundamental and harmonic modes which are not captured by temporal simulations.

In this thesis we study a mathematical model that describes task partitioning in a colony of ants. This process of self-organization is modeled by a nonlinear coupled system of rst order autonomous ordinary dierential equations. We discuss how this system of equations can be derived based on the behavior of ants in a colony. We use GNU Octave (a high-level programming language) to solve the system of equations numerically for dierent sets of parameters and show how the solutions respond to changes in the parameter values. Finally, we prove that the model is well-posed locally in time. We rewrite the system of ordinary dierential equations in terms of a system of coupled Volterra integral equations and look at the right-hand side of the system as a nonlinear operator on a Banach space. By doing so, we have transformed the problem of showing existence and uniqueness of solutions to a system of ordinary dierential equations into a problem of showing existence and uniqueness of a xed point to the corresponding integral operator. Additionally, we use Gronwall's inequality to prove the stability of solutions with respect to data and parameters.

This master project is dedicated to the analysis of one of the nancialmarket models in an illiquid market. This is a nonlinear model. Using analytical methods we studied the symmetry properties of theequation which described the given model. We called this equation aSchonbucher-Wilmott equation or the main equation. We have foundinnitesimal generators of the Lie algebra, containing the informationabout the symmetry group admitted by the main equation. We foundthat there could be dierent types of the unknown function g, whichwas located in the main equation, in particular four types which admitsricher symmetry group. According to the type of the function gthe equation was split up into four PDEs with the dierent Lie algebrasin each case. Using the generators we studied the structure ofthe Lie algebras and found optimal systems of subalgebras. Then weused the optimal systems for dierent reductions of the PDE equationsto some ODEs. Obtained ODEs were easier to solve than the correspondingPDE. Thereafter we proceeded to the solution of the desiredSchonbucher-Wilmott equation. In the project we were guided by thepapers of Bank, Baum [1] and Schonbucher, Wilmott [2]. In these twopapers authors introduced distinct approaches of the analysis of thenonlinear model - stochastic and dierential ones. Both approaches leadunder some additional assumptions to the same nonlinear equation - the main equation.

Bridge bearing is an essential component with the function of connecting the superstructure and substructure of the bridge, transmitting load and providing movability to the superstructure. Under dynamic conditions, the internal friction of bridge bearing dissipates the vibration energy and therefore reduces the dynamic response of the bridge. Meanwhile, bearing friction is considered to have possible contribution to some nonlinear dynamic behaviour of the bridge structure, which requires further investigation.However, bearing friction, in most cases, are ignored or considered roughly and implicitly as part of structural damping in current bridge designing codes and methods. Most previous research was also focusing on bearing friction’s effect under high-amplitude vibration conditions, such as earthquake or heavy wind load. Bearing friction’s effect under common low-amplitude vibration in SLS such as train-induced vibration and vehicle-induced vibration is less attended. Although the effect of such low-amplitude vibration is less significant to structural safety, it plays an essential role to the bridge’s traffic safety and comfort. Meanwhile, the cumulative effect of such vibration can significantly influence the life and durability of bridge bearings due to its high occurring frequency. Hence, a clearer understanding of bearing dynamic behaviour is required to improve the understanding of bridge and bearing dynamics.In this thesis, an advanced numerical tool is developed for dynamic analysis of bearing friction. A 3D pot bearing finite element that can be implemented in commercial FE software ABAQUS, is programmed based on the mathematical friction models developed in previous research and the Bouc-Wen hysteretic model. Numerical results that accord with the results of relevant friction tests are produced by the calibrated and validated bearing finite element, giving proof that the element is capable to reflect the dynamic friction response of bridge pot bearing in reality.The 3D shell numerical model of Banafjäl bridge located on the Bothnia Line in Norrland, Sweden, is built as a study case of bridge dynamic analysis in this thesis, with implementation of the newly developed bearing element. The feasibility of implementing the bearing element in bridge dynamic analysis is proven by the numerical results. The nonlinear influence of bearing friction on the dynamic response of bridge structure, especially the influence on structural damping properties, is discussed preliminarily. The analysis results show that with the consideration of bearing friction, the damping presents a clear amplitude-dependency, which accords the phenomenon reported in previous research.

Pathogenic bacteria in foods are affected by several factors which may interact to enhance or inhibit microbial growth. Staphylococcus aureus 196E was inoculated into Brain Heart Infusion broth formulated with either 0.5, 4.5 or 8.5% NaCI, adjusted to pH 5.0, 6.0 or 7.0, and incubated aerobically at 12, 20 or 28°C. Mathematical models to predict the growth of S. aureus 196E were developed using a modified Gompertz function and response surface methodology. Each predictive equation required the estimation of only 23 parameters with a biological meaning. These models determined the significance of time, incubation temperature, sodium chloride (NaCI) concentration, and either pH or the logₑ of the undissociated acid concentration and any interactions on growth kinetics. Separate models were developed for the cases where pH was altered with either acetic acid, acetic acid plus sodium hydroxide, lactic acid and hydrochloric acid. All models adequately predicted the log growth of S. aureus 196E. Several interactive relationships between the independent variables upon population growth were significant. Predicted responses to multiple factor interactions were displayed with three-dimensional and contour plots. One model developed from a smaller subset of the growth data demonstrated that models could be produced with much less data collection. Generally, predictions of growth showed that acetic acid was more inhibitory to growth than lactic and hydrochloric acids. Furthermore, predicted and observed growth was slower or reduced when the undissociated acetic acid concentration was elevated at a specific pH. This methodology can provide important information to food scientists about the growth kinetics of microorganisms and prediction ranges or confidence intervals for growth parameters. Consequently, the effects of food formulations and storage conditions on the growth kinetics of foodborne pathogens or spoilage microorganisms could be predicted.
Ph. D.

Virtually the entire scientific, political, business, and social community is aware of the importance of climate change. Countries adhering to the Kyoto Protocol have taken up the challenge of reducing carbon emission, implementing national policies that include the introduction of carbon emissions trading programs, voluntary programs, taxes on carbon emissions and energy efficiency standards. In this context, the business world must be able to generate a carbon reduction strategy to ensure long-term success, considering also that customers (and investors) are ever more interested in the well-being of the environment, and increasingly demand their suppliers to be eco-friendly. This thesis has addressed the problem of designing (or redesigning) the supply chain to reduce carbon emission in an economically viable and, as far as possible, optimal way. The thesis addresses the problem by designing a complete and formalized methodology, which also includes a mathematical model to determine the best decisions to take. The research begins, as usual, with a review of the basic terminology, standards and the scientific literature related to the topic. From the review of the literature, it has been concluded that, although there are authors who propose models related to the design of the supply chain including carbon reduction, there is a lack of formalized methodologies that can be applied to real cases . The methodology consists of 4 stages: 1) The creation of a corporate carbon strategy; 2) The alignment with strategic financial planning; 3) The development of a mathematical model; and 4) The implementation and tracking. In the first stage a six-step guide is developed to create a corporate carbon strategy. The steps are: 1) Determine the type of emission; 2) Boundaries definition; 3) Planning and performance information; 4) ldentify carbon reduction opportunities; 5) Determine carbon reduction goals; 6) Participating in programs and carbon markets . In the second stage, the corporate carbon strategy is evaluated from a financial point of view and integrated into the strategic planning. In the third stage, a Mixed lnteger Linear Programming (MILP) model is proposed to obtain a plan for the supply chain redesign, so that: 1) the carbon reduction targets are achieved; 2) the strategic financial plan is taken into account; 3) all the real possibilities are contemplated to redesign the supply chain; and 4) a solution is achieved to optimize the economic results of the company. The carbon reduction methodology , including the mathematical model, has been applied to three case studies that are useful for adjusting sorne elements and for its validation . The first case study corresponds to a company that operates in the Home and Personal Care sector in Brazil, where the system of taxes is more complex than in other countries and illustrates how the mathematical model can be adapted to any context. The second case study deals with a multinational company which operates in the Foods sector in Spain and requires a redesign of the supply chain to improve its product cost. Finally, the third case used a company in the U.S. to show the effect of the scope definition on the carbon strategy. In the three cases, the solution of the mathematical model maximizes the net profit, whilst the carbon reduction target is achieved. Therefore, the carbon reduction methodology is useful for achieving economic and environmental benefits, as well as providing benefits related to the improvement of the corporate image, strengthening of brands and avoiding possible carbon taxes risks. In conclusion, the carbon reduction methodology proposed in this thesis, was developed to support companies that want to generate a competitive advantage and a sustainable development. In addition, it was designed to be flexible enough to adapt to the needs of each business and facilitate its execution in the business world.
Prácticamente toda la comunidad científica, política, comercial y social es consciente de la importancia del desafío medio ambiental relacionado con las emisiones de Gases de Efecto Invernadero (GEi). Los paises adheridos al Protocolo de Kioto han asumido el desafío de reducir los GEi, implementando políticas que incluyen programas de comercio de emisiones , programas voluntarios, impuestos sobre la emisión de GEi y normas sobre eficiencia energética. En este contexto, el mundo empresarial debe ser capaz de generar una estrategia de reducción de GEi para garantizar el éxito a largo plazo, considerando además que los clientes están cada vez más interesados en el bienestar del medio ambiente . Esta tesis ha abordado el problema de diseñar (o rediseñar) la cadena de suministro como vía para la reducción de GEi de una manera económicamente viable y, en la medida de lo posible, óptima. La tesis aborda la problemática diseñando una metodología completa y formalizada, que incluye también un modelo matemático para determinar las mejores decisiones a tomar. De la revisión de la literatura, se ha concluido que, si bien existen autores que proponen modelos relacionados con el diseño de la cadena de suministro que incluyen la reducción de GEi, no existen trabajos que propongan una metodología completa y suficientemente formalizada que puedan ser aplicados a la realidad. La metodología consta de 4 etapas que son: 1) La creación de una estrategia corporativa para la reducción de GEi; 2) La alineación con la planificación financiera estratégica; 3) El desarrollo de un modelo matemático; y 4) La implementación y seguimiento. En la primera etapa se desarrolla una guía de seis pasos para crear una estrategia corporativa para la reducción de GEi, los pasos son: 1) Determinar el tipo de emisión; 2) Definir el alcance; 3) Establecer las bases de la medición; 4) Identificar oportunidades de reducción de GEi; 5) Establecer los objetivos; 6) Planificar la participación en programas de reducción de GEi. En la segunda etapa, la estrategia corporativa antes propuesta, se evalúa desde un punto de vista financiero y se integra en la planificación estratégica. En la tercera etapa, se propone un modelo de Programación Lineal Entera Mixta para obtener un plan para et rediseño de ta cadena de suministro, de modo que: 1) se logren tos objetivos de reducción de GEi; 2) se tenga en cuenta el plan financiero estratégico; 3) se contemplen todas las posibilidades reales para rediseñar la cadena de suministro; y 4) se optimicen tos resultados económicos de la empresa. La metodología, incluyendo el programa matemático se ha probado en tres casos de estudio. El primer caso de estudio corresponde a una multinacional del sector de productos de higiene del hogar y cuidado personal que opera en Brasil, donde el modelo matemático fue adaptado para integrar beneficios fiscales. El segundo caso trata de una multinacional del sector alimentario basada en España que requiere un rediseño de la cadena de suministro para mejorar el coste de producir. Finalmente, en el tercer caso se utiliza una empresa del sector del metal basada en EE. UU., para ilustrar la importancia de la definición de límites y responsabilidades corporativas . En los tres casos de estudio, el modelo matemático maximiza el beneficio neto mientras alcanza el objetivo de reducción de GEi. Por lo tanto, la metodología es útil para conseguir beneficios económicos y medio ambientales, además de brindar beneficios relacionados con la mejora de la imagen corporativa, fortalecimiento de las marcas y el evitar posibles riesgos impositivos . En conclusión, la metodología propuesta fue desarrollada para que su implementación pueda generar en las empresas una ventaja competitiva y un crecimiento fundamentado en la sostenibilidad ambiental; asimismo, fue diseñada para que sea lo suficientemente flexible y pueda adaptarse a las necesidades de cada negocio

[ES] En muchos campos de la ingeniería los modelos matemáticos son utilizados para describir el comportamiento de los sistemas, procesos o fenómenos. Hoy en día, existen varias técnicas o métodos que pueden ser usadas para obtener estos modelos. Debido a su versatilidad y simplicidad, a menudo se prefieren los métodos de identificación de sistemas. Por lo general, estos métodos requieren la definición de una estructura y la estimación computacional de los parámetros que la componen utilizando un conjunto de procedimientos y mediciones de las señales de entrada y salida del sistema. En el contexto de la identificación de sistemas no lineales, un desafío importante es la selección de la estructura. En el caso de que el sistema a identificar presente una no linealidad de tipo estático, los modelos orientados a bloques, pueden ser útiles para definir adecuadamente una estructura. Sin embargo, el diseñador puede enfrentarse a cierto grado de incertidumbre al seleccionar el modelo orientado a bloques adecuado en concordancia con el sistema real. Además de este inconveniente, se debe tener en cuenta que la estimación de algunos modelos orientados a bloques no es sencilla, como es el caso de los modelos de Wiener-Hammerstein que consisten en un bloque NL en medio de dos subsistemas LTI. La presencia de dos subsistemas LTI en los modelos de Wiener-Hammerstein es lo que principalmente dificulta su estimación. Generalmente, el procedimiento de identificación comienza con la estimación de la dinámica lineal, y el principal desafío es dividir esta dinámica entre los dos bloques LTI. Por lo general, esto implica una alta interacción del usuario para desarrollar varios procedimientos, y el modelo final estimado depende principalmente de estas etapas previas. El objetivo de esta tesis es contribuir a la identificación de los modelos de Wiener-Hammerstein. Esta contribución se basa en la presentación de dos nuevos algoritmos para atender aspectos específicos que no han sido abordados en la identificación de este tipo de modelos. El primer algoritmo, denominado WH-EA, permite estimar todos los parámetros de un modelo de Wiener-Hammerstein con un solo procedimiento a partir de un modelo dinámico lineal. Con WH-EA, una buena estimación no depende de procedimientos intermedios ya que el algoritmo evolutivo simultáneamente busca la mejor distribución de la dinámica, ajusta con precisión la ubicación de los polos y los ceros y captura la no linealidad estática. Otra ventaja importante de este algoritmo es que bajo consideraciones específicas y utilizando una señal de excitación adecuada, es posible crear un enfoque unificado que permite también la identificación de los modelos de Wiener y Hammerstein, que son casos particulares del modelo de Wiener-Hammerstein cuando uno de sus bloques LTI carece de dinámica. Lo interesante de este enfoque unificado es que con un mismo algoritmo es posible identificar los modelos de Wiener, Hammerstein y Wiener-Hammerstein sin que el usuario especifique de antemano el tipo de estructura a identificar. El segundo algoritmo llamado WH-MOEA, permite abordar el problema de identificación como un Problema de Optimización Multiobjetivo (MOOP). Sobre la base de este algoritmo se presenta un nuevo enfoque para la identificación de los modelos de Wiener-Hammerstein considerando un compromiso entre la precisión alcanzada y la complejidad del modelo. Con este enfoque es posible comparar varios modelos con diferentes prestaciones incluyendo como un objetivo de identificación el número de parámetros que puede tener el modelo estimado. El aporte de este enfoque se sustenta en el hecho de que en muchos problemas de ingeniería los requisitos de diseño y las preferencias del usuario no siempre apuntan a la precisión del modelo como un único objetivo, sino que muchas veces la complejidad es también un factor predominante en la toma de decisiones.
[CA] En molts camps de l'enginyeria els models matemàtics són utilitzats per a descriure el comportament dels sistemes, processos o fenòmens. Hui dia, existeixen diverses tècniques o mètodes que poden ser usades per a obtindre aquests models. A causa de la seua versatilitat i simplicitat, sovint es prefereixen els mètodes d'identificació de sistemes. En general, aquests mètodes requereixen la definició d'una estructura i l'estimació computacional dels paràmetres que la componen utilitzant un conjunt de procediments i mesuraments dels senyals d'entrada i eixida del sistema. En el context de la identificació de sistemes no lineals, un desafiament important és la selecció de l'estructura. En el cas que el sistema a identificar presente una no linealitat de tipus estàtic, els models orientats a blocs, poden ser útils per a definir adequadament una estructura. No obstant això, el dissenyador pot enfrontar-se a cert grau d'incertesa en seleccionar el model orientat a blocs adequat en concordança amb el sistema real. A més d'aquest inconvenient, s'ha de tindre en compte que l'estimació d'alguns models orientats a blocs no és senzilla, com és el cas dels models de Wiener-Hammerstein que consisteixen en un bloc NL enmig de dos subsistemes LTI. La presència de dos subsistemes LTI en els models de Wiener-Hammerstein és el que principalment dificulta la seua estimació. Generalment, el procediment d'identificació comença amb l'estimació de la dinàmica lineal, i el principal desafiament és dividir aquesta dinàmica entre els dos blocs LTI. En general, això implica una alta interacció de l'usuari per a desenvolupar diversos procediments, i el model final estimat depén principalment d'aquestes etapes prèvies. L'objectiu d'aquesta tesi és contribuir a la identificació dels models de Wiener-Hammerstein. Aquesta contribució es basa en la presentació de dos nous algorismes per a atendre aspectes específics que no han sigut adreçats en la identificació d'aquesta mena de models. El primer algorisme, denominat WH-EA (Algorisme Evolutiu per a la identificació de sistemes de Wiener-Hammerstein), permet estimar tots els paràmetres d'un model de Wiener-Hammerstein amb un sol procediment a partir d'un model dinàmic lineal. Amb WH-EA, una bona estimació no depén de procediments intermedis ja que l'algorisme evolutiu simultàniament busca la millor distribució de la dinàmica, afina la ubicació dels pols i els zeros i captura la no linealitat estàtica. Un altre avantatge important d'aquest algorisme és que sota consideracions específiques i utilitzant un senyal d'excitació adequada, és possible crear un enfocament unificat que permet també la identificació dels models de Wiener i Hammerstein, que són casos particulars del model de Wiener-Hammerstein quan un dels seus blocs LTI manca de dinàmica. L'interessant d'aquest enfocament unificat és que amb un mateix algorisme és possible identificar els models de Wiener, Hammerstein i Wiener-Hammerstein sense que l'usuari especifique per endavant el tipus d'estructura a identificar. El segon algorisme anomenat WH-MOEA (Algorisme evolutiu multi-objectiu per a la identificació de models de Wiener-Hammerstein), permet abordar el problema d'identificació com un Problema d'Optimització Multiobjectiu (MOOP). Sobre la base d'aquest algorisme es presenta un nou enfocament per a la identificació dels models de Wiener-Hammerstein considerant un compromís entre la precisió aconseguida i la complexitat del model. Amb aquest enfocament és possible comparar diversos models amb diferents prestacions incloent com un objectiu d'identificació el nombre de paràmetres que pot tindre el model estimat. L'aportació d'aquest enfocament se sustenta en el fet que en molts problemes d'enginyeria els requisits de disseny i les preferències de l'usuari no sempre apunten a la precisió del model com un únic objectiu, sinó que moltes vegades la complexitat és també un factor predominant en la presa de decisions.
[EN] In several engineering fields, mathematical models are used to describe the behaviour of systems, processes or phenomena. Nowadays, there are several techniques or methods for obtaining mathematical models. Because of their versatility and simplicity, system identification methods are often preferred. Generally, systems identification methods require defining a structure and estimating computationally the parameters that make it up, using a set of procedures y measurements of the system's input and output signals. In the context of nonlinear system identification, a significant challenge is the structure selection. In the case that the system to be identified presents a static type of nonlinearity, block-oriented models can be useful to define a suitable structure. However, the designer may face a certain degree of uncertainty when selecting the block-oriented model in accordance with the real system. In addition to this inconvenience, the estimation of some block-oriented models is not an easy task, as is the case with the Wiener-Hammerstein models consisting of a NL block in the middle of two LTI subsystems. The presence of two LTI subsystems in the Wiener-Hammerstein models is what mainly makes their estimation difficult. Generally, the identification procedure begins with the estimation of the linear dynamics, and the main challenge is to split this dynamic between the two LTI block. Usually, this implies a high user interaction to develop several procedures, and the final model estimated mostly depends on these previous stages. The aim of this thesis is to contribute to the identification of the Wiener-Hammerstein models. This contribution is based on the presentation of two new algorithms to address specific aspects that have not been addressed in the identification of this type of model. The first algorithm, called WH-EA (An Evolutionary Algorithm for Wiener-Hammerstein System Identification), allows estimating all the parameters of a Wiener-Hammerstein model with a single procedure from a linear dynamic model. With WH-EA, a good estimate does not depend on intermediate procedures since the evolutionary algorithm looks for the best dynamic division, while the locations of the poles and zeros are fine-tuned, and nonlinearity is captured simultaneously. Another significant advantage of this algorithm is that under specific considerations and using a suitable excitation signal; it is possible to create a unified approach that also allows the identification of Wiener and Hammerstein models which are particular cases of the Wiener-Hammerstein model when one of its LTI blocks lacks dynamics. What is interesting about this unified approach is that with the same algorithm, it is possible to identify Wiener, Hammerstein, and Wiener-Hammerstein models without the user specifying in advance the type of structure to be identified. The second algorithm called WH-MOEA (Multi-objective Evolutionary Algorithm for Wiener-Hammerstein identification), allows to address the identification problem as a Multi-Objective Optimisation Problem (MOOP). Based on this algorithm, a new approach for the identification of Wiener-Hammerstein models is presented considering a compromise between the accuracy achieved and the model complexity. With this approach, it is possible to compare several models with different performances, including as an identification target the number of parameters that the estimated model may have. The contribution of this approach is based on the fact that in many engineering problems the design requirements and user's preferences do not always point to the accuracy of the model as a single objective, but many times the complexity is also a predominant factor in decision-making.
Zambrano Abad, JC. (2021). Identification of nonlinear processes based on Wiener-Hammerstein models and heuristic optimization [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/171739
TESIS

This thesis deals with optimization of a vehicle’s (racing) drive on a track. The model of a vehicle and a track is built in this thesis. The first chapter is devoted to the fastest pass problem formulation. The problem optimizes (in the least time) the vehicle’s drive from a start line to a finish line. The problem is formulated as an optimal control theory problem. In the second chapter the optimal control theory problem is suitably discretised and transformed into a nonlinear programming problem. The transformation of the fastest pass problem into nonlinear programming problem, its detailed and illustrative derivation and reformulation form the main part of the thesis. Third chapter presents the implementation and solution of the problem using GAMS and MATLAB. This thesis is a part of a specific research project on which the author has participated. The main contribution of the author is an original formulation of the fastest pass problem as a nonlinear programming problem and its implementation and solving using GAMS.

This thesis presents a mathematical model of the nanoporous anode within a dyesensitised solar cell (DSC). The main purpose of this work is to investigate interfacial charge transfer and charge transport within the porous anode of the DSC under both illuminated and non-illuminated conditions. Within the porous anode we consider many of the charge transfer reactions associated with the electrolyte species, adsorbed dye molecules and semiconductor electrons at the semiconductor-dye- electrolyte interface. Each reaction at this interface is modelled explicitly via an electrochemical equation, resulting in an interfacial model that consists of a coupled system of non-linear algebraic equations. We develop a general model framework for charge transfer at the semiconductor-dye-electrolyte interface and simplify this framework to produce a model based on the available interfacial kinetic data. We account for the charge transport mechanisms within the porous semiconductor and the electrolyte filled pores that constitute the anode of the DSC, through a one- dimensional model developed under steady-state conditions. The governing transport equations account for the diffusion and migration of charge species within the porous anode. The transport model consists of a coupled system of non-linear differential equations, and is coupled to the interfacial model via reaction terms within the mass-flux balance equations. An equivalent circuit model is developed to account for those components of the DSC not explicitly included in the mathematical model of the anode. To obtain solutions for our DSC mathematical model we develop code in FORTRAN for the numerical simulation of the governing equations. We additionally employ regular perturbation analysis to obtain analytic approximations to the solutions of the interfacial charge transfer model. These approximations facilitate a reduction in computation time for the coupled mathematical model with no significant loss of accuracy. To obtain predictions of the current generated by the cell we source kinetic and transport parameter values from the literature and from experimental measurements associated with the DSC commissioned for this study. The model solutions we obtain with these values correspond very favourably with experimental data measured from standard DSC configurations consisting of titanium dioxide porous films with iodide/triiodide redox couples within the electrolyte. The mathematical model within this thesis enables thorough investigation of the interfacial reactions and charge transport within the DSC.We investigate the effects of modified cell configurations on the efficiency of the cell by varying associated parameter values in our model. We find, given our model and the DSC configuration investigated, that the efficiency of the DSC is improved with increasing electron diffusion, decreasing internal resistances and with decreasing dark current. We conclude that transport within the electrolyte, as described by the model, appears to have no limiting effect on the current predicted by the model until large positive voltages. Additionally, we observe that the ultrafast injection from the excited dye molecules limits the interfacial reactions that affect the DSC current.

Orientador: Átila Madureira Bueno
Resumo: O som é uma onda mecânica e como tal transporta energia que age sobre partículas devido às forças de radiação acústica. O princípio para suspender corpos é aplicar uma força de tal forma a equilibrar seu peso. Na técnica de levitação acústica (AcLev) uma pequena esfera pode ser suspensa pela força de radiação acústica gerada por uma onda estacionária, sendo que o ponto de levitação está localizado na região em que o potencial acústico é mínimo, que é condição necessária para levitar uma esfera com raio muito menor que o comprimento de onda. Levitação acústica (AcLev) é uma ferramenta importante para manusear objetos sem contêineres. Nos anos recentes muitos dispositivos foram desenvolvidos com sucesso devido ao comportamento estável dos dispositivos AcLev. Como resultado, a maioria dos trabalhos sobre Aclev se concentram sobre simulações numéricas ou testes experimentais para estudar a geometria e arranjos dos emissores acústicos, ou a influência de vários tipos de perturbações, e a maioria desses modelos matemáticos considera somente o potencial acústico. Neste trabalho, a equação não linear de movimento para uma partícula levitada imersa em campo acústico de eixo único foi desenvolvida, considerando também forças dissipativas. O espaço parâmetro foi examinado buscando a existência de bifurcações, e faixas de projeto para os ganhos do dispositivo AcLev foram determinadas a partir da condição de existência de pontos de equilíbrio. Em adição, o comportamento dinâmico do dispos... (Resumo completo, clicar acesso eletrônico abaixo)
Abstract: Sound is a mechanical wave and aims to carry energy that acts on particles due to acoustic radiation forces, while the principle to suspend bodies is to apply a force in such a way as to balance their weight. In the acoustic levitation technique (Aclev) a small sphere can be suspended by the acoustic radiation force generated by a stationary wave and the levitation point is located in the region where the acoustic potential is minimal, which is a necessary condition for levitating a sphere with radius much smaller than the wavelength. AcLev is an important tool for handling objects without the use of containers. In recent years many devices have been successfully developed due to the stable behavior of AcLev. As a result, most works on Aclev focuses on numerical simulations and experimental tests to study the geometry and arrangement of acoustic emitters, or the influence of various kinds of perturbations, and most mathematical models consider only acoustic potential. In this work, the nonlinear equation of motion for a levitated particle immersed in an acoustic field with single axis was developed considering also dissipative forces. The parameter space was searched for the existence of bifurcations and the design range for AcLev device gains were determined from the condition of equilibrium points. In addition, the dynamic behavior of the AcLev device regarding gains has been studied, also considering the microgravity situation. Numerical simulations corroborated the analyt... (Complete abstract click electronic access below)
Mestre

Alguns aspectos devem ser considerados nos trabalhos com frutíferas como o ponto adequado de colheita e estratégias de conservação, sendo fundamental a análise do crescimento e desenvolvimento dos frutos. Vários tipos de modelos estatísticos podem descrever os processos de crescimento envolvidos no sistema de produção vegetal, sendo os modelos não lineares considerados mais adequados para esse tipo de estudo. Para que os resultados obtidos no ajuste do modelo sejam válidos é necessário verificar a qualidade de ajuste por meio de uma análise dos resíduos. A distribuição dos resíduos ordinários para os modelos de regressão não linear, é matematicamente trabalhosa e os critérios de diagnóstico são falhos, principalmente em pequenas amostras. Diante de tal fato, Cook e Tsai (1985) definiram o resíduo projetado. O comportamento dos resíduos projetados é melhor do que o dos resíduos ordinários, pois suas propriedades são mais próximas das correspondentes ao resíduo ordinário da regressão normal linear. O ganho é substancial se o teste para a medida de não linearidade for significativo. Por meio dos ajustes dos modelos logístico e de Gompertz aos dados de comprimento de peras foi realizada a análise dos resíduos ordinários e dos resíduos projetados, a fim de evidenciar suas vantagens. Os resíduos projetados se mostraram viáveis para diagnóstico dos modelos e descartaram possíveis tendências apresentadas pelos resíduos normalizados.
Some aspects must be considered in the works with fruit tree such as the appropriate point of harvest and conservation strategies, being fundamental the analysis of growth and fruit developments. Several types of statistical models can describe the growth processes involved in plant production system and the non-linear models are considered more suitable for this type of study. For the results obtained from the model fit to be valid is necessary to check the quality of fit through a residual analysis. The distribution of the ordinary residuals in the non-linear regression models is mathematically complicated and the diagnostic criteria are not precise, mainly in small samples. To overcome this fact, Cook and Tsai (1985) defined the projected residual. The behaviour of the projected residuals is better than the ordinary residuals since their properties are closer to those corresponding to the ordinary residuals for the normal linear regression. The gain is substantial if the test for non-linearity is significant. Through the fit of the logistic and Gompertz models to the pears length data, it was performed an analysis of the ordinary and projected residuals in order to demonstrate their advantages. The projected residuals showed more feasible for the diagnostic of the models and ruled out possible trends presented by normalized residuals.

The purpose of this thesis was to examine a partial differential equation to model the Tacoma Narrows bridge failure. This thesis will examine the equation developed by Lazer and McKenna to model a suspension bridge in no wind.

The HIV/AIDS epidemic and the COVID-19 pandemic have ruined many people's lives. Antiretroviral therapy (ART) has controlled the HIV/AIDS epidemic and COVID-19 vaccine is expected to ease confusion caused by the pandemic. However, the supply of health-resource falls far short of the demand in resource-constrained countries; thus, decision-making about resource allocation should be discussed. Botswana, as a resource-constrained country with a high prevalence of HIV, needs to construct its own framework for ART allocation. We propose an equitable framework for ART and COVID-19 vaccine allocation in Botswana based upon the egalitarian principle, which provides each individual has an equal chance of receiving them. We use a spatial mathematical model of treatment accessibility with an equity objective function, and sequential quadratic programming is used to address the nonlinear programming model. Considering Botswana's current health infrastructure, our strategy brings the most equal health outcomes. However, the disparity of accessibility still exists between rural and urban areas even from our equitable strategy. We present proposals that can increase the accessibility of rural areas using sensitivity analysis. Our work can be applied to different contexts, especially in sub-Saharan Africa.

The topic of this dissertation, modeling and identification of nonlinear oscillation, represents an area of mathematical systems theory that has received little attention in the past. Primarily, the types of oscillation of interest are those found in biological systems where theoretical foundations for mathematical models are insufficient. These oscillations are also observed in other systems including electrical, mechanical, and chemical. The contributions of this dissertation are a generalized class of autonomous differential equations that are found to exhibit stable limit cycles, and an investigation of a method of system identification that can be used to estimate the model parameters. Here the observed signal is modeled as the response of a nonlinear system that can be described by differential equations. Modeling the signal in this way shifts the emphasis from signal characteristics, such as spectral content, to system characteristics, such as parameter values and system structure. This shift in emphasis may provide a better method for monitoring complex systems that exhibit periodic behavior such as patients under anesthesia. A class of autonomous differential equations, called the generalized oscillator models, are presented as one nᵗʰ-order differential equations with nonlinear coefficients. The coefficients are chosen to change sign depending on the magnitude of the phase variables. The coefficients are negative near the origin and positive away from the origin. Motivated by the generalized Routh-Hurwitz criterion, this coefficient sign changing produces the desired oscillation. Properties of the generalized oscillator model are investigated using the describing function method of analysis and numerical simulation. Several descriptive examples are presented. Based on the generalized oscillator model as a set of candidate models, the system identification problem is formed as a mathematical programming problem. The method of quasilinearization is investigated as method of solving the identification problem. Two examples are presented that demonstrate the method. It is shown that in general, the method of quasilinearization as a solution to the system identification problem will not converge regardless of the initial starting point. This result indicates that although the quasilinearization method is useful for solving two-point boundary value problems, it is not useful (in its present form) for solving the system identification problem.

Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1999.
Includes bibliographical references (p. 69-70).
This thesis presents some practical methods for doing model order reduction for a general type of nonlinear systems. Based on quadratic or even higher degree approximation and tensor reduction with assistance of Arnoldi type projection, we demonstrate a much better accuracy for the reduced nonlinear system to capture the original behavior than the traditional linearization method.
by Yong Chen.
S.M.

This thesis deals with the topic of reflection and refraction of light from the boundary of nonlinear materials in general, and saturating amplifiers in particular. We first study some of the basic properties of the light waves in nonlinear materials. We then develop a general formalism to model the reflection and refraction of light with an arbitrary angle of incidence from the boundary of a nonlinear medium. This general formalism is then applied to the case of reflection and refraction from the boundary of linear dielectrics. It will be shown that in this limit, it reduces to the well known Fresnel and Snell's formulas. We also study the interface of a saturating amplifier. The wave equation we use for this purpose is approximate, in the sense that it assumes the amplitude of the wave does not vary significantly in a distance of a wave length. The limits and implications of this approximation are also investigated. We derive expressions for electric field and intensity reflection and transmission coefficients for such materials. In doing so, we make sure that the above mentioned approximation is not violated. These results are compared with the case of reflection and refraction from the interface of a linear dielectric.

This thesis firstly presents a nonlinear extended deterministic Susceptible-Infected (SI) model for assessing the impact of public health education campaign on curtailing the spread of the HIV pandemic in a population. Rigorous qualitative analysis of the model reveals that, in contrast to the model without education, the full model with education exhibits the phenomenon of backward bifurcation (BB), where a stable disease-free equilibrium coexists with a stable endemic equilibrium when a certain threshold quantity, known as the effective reproduction number (Reff ), is less than unity. Furthermore, an explicit threshold value is derived above which such an education campaign could lead to detrimental outcome (increase disease burden), and below which it would have positive population-level impact (reduce disease burden in the community). It is shown that the BB phenomenon is caused by imperfect efficacy of the public health education program. The model is used to assess the potential impact of some targeted public health education campaigns using data from numerous countries. The second problem considered is a Susceptible-Infected-Removed (SIR) model with two types of nonlinear treatment rates: (i) piecewise linear treatment rate with saturation effect, (ii) piecewise constant treatment rate with a jump (Heaviside function). For Case (i), we construct travelling front solutions whose profiles are heteroclinic orbits which connect either the disease-free state to an infected state or two endemic states with each other. For Case (ii), it is shown that the profile has the following properties: the number of susceptible individuals is monotone increasing and the number of infectives approaches zero, while their product converges to a constant. Numerical simulations are shown which confirm these analytical results. Abnormal behavior like travelling waves with non-monotone profile or oscillations are observed.

In this thesis we apply chaotic dynamic data analysis to the area of discrete time signal processing. A newly developed Hidden Filter Hidden Markov Model is introduced in detection of chaotic signals. Numerical experiments have verified that this novel nonlinear model outperforms linear AR model in detecting chaotic signals buried by noise having similar power spectra. A simple Histogram Model is proposed which can also be used to do detection on the data sets with chaotic behavior. Receiver Operating Characteristics for a variety of noise levels and model classes are reported.

In computational science it is common to describe dynamic systems by mathematical models in forms of differential or integral equations. These models may contain parameters that have to be computed for the model to be complete. For the special type of ordinary differential equations studied in this thesis, the resulting parameter estimation problem is a separable nonlinear least squares problem with equality constraints. This problem can be solved by iteration, but due to complicated computations of derivatives and the existence of several local minima, so called short-cut methods may be an alternative. These methods are based on simplified versions of the original problem. An algorithm, called the modified Kaufman algorithm, is proposed and it takes the separability into account. Moreover, different kinds of discretizations and formulations of the optimization problem are discussed as well as the effect of ill-conditioning.

Computation of parameters often includes as a part solution of linear system of equations Ax = b. The corresponding pseudoinverse solution depends on the properties of the matrix A and vector b. The singular value decomposition of A can then be used to construct error propagation matrices and by use of these it is possible to investigate how changes in the input data affect the solution x. Theoretical error bounds based on condition numbers indicate the worst case but the use of experimental error analysis makes it possible to also have information about the effect of a more limited amount of perturbations and in that sense be more realistic. It is shown how the effect of perturbations can be analyzed by a semi-experimental analysis. The analysis combines the theory of the error propagation matrices with an experimental error analysis based on randomly generated perturbations that takes the structure of A into account

Accurately predicting the response of complex bridge structures to strong earthquake ground motion requires the use of sophisticated nonlinear dynamic analysis computer programs not generally available to the bridge design engineer. The analytical tools that have been developed are generally applicable to bridges whose substructures can be idealized as beam-columns. Bridges with wall piers do not belong to this category The major objective of this study is to develop an analysis tool capable of simulating the effects of earthquakes on monolithic concrete wall pier bridges. Thus, after surveying the literature, a mathematical model is developed for the geometrically nonlinear earthquake analysis of wall pier bridges. Mixed plate elements are used to model the wall pier. The plate element has eight nodes and the degrees of freedom per node are three displacements and three moments. Beam elements are used to model the bridge deck. The beam element accounts for shear deformation and it has two nodes with three displacements and three rotations as degrees of freedom per node. A transitional element is used to join the beam elements to the plate elements. The equation of dynamic equilibrium is solved using the Newmark method with modified Newton-Raphson type iteration at each time step. The mixed plate element is used to model two plate structures and the results are compared with analytical and other finite element solutions. A two span wall pier bridge is modeled using the structural elements developed in this study. The digitized time history for the N-S component of the El Centro Earthquake of May 18, 1940, is used to seismically excite the bridge model.
Ph. D.

Dans différents domaines de recherche, la modélisation est devenue un outil efficace pour étudier et prédire l’évolution possible d’un système, en particulier en épidémiologie. En raison de la mondialisation et de la mutation génétique de certaines maladies ou vecteurs de transmission, plusieurs épidémies sont apparues dans des régions non encore concernées ces dernières années. Dans cette thèse, un modèle décrivant la transmission de l’épidémie de chikungunya à la population humaine est étudié. Ce modèle prend en compte la mobilité spatiale des humains, ce qui est nouveau. En effet, c’est un facteur intéressant qui a influencé la réapparition de plusieurs maladies épidémiques. Le déplacement des moustiques est omis puisqu’il est limité à quelques mètres. Le modèle complet (modèle EDOs-EDPs) est alors composé d’un système à réaction-diffusion (prenant la forme d’équations différentielles partielles (EDPs) paraboliques semi-linéaires) couplé à des équations différentielles ordinaires (EDOs). Nous démontrons pour ce modèle, d’abord l’existence et l’unicité de la solution globale, sa positivité et sa bornitude, puis nous donnons quelques simulations numériques. Dans ce modèle, certains paramètres ne sont pas directement accessibles à partir des expériences et doivent être estimés numériquement. Cependant, avant de rechercher leurs valeurs, il est essentiel de vérifier l’identifiabilité des paramètres pour déterminer si l’ensemble des paramètres inconnus peut être déterminé de manière unique à partir des données. Cette étude permettra de s’assurer que les procédures numériques peuvent être couronnées de succès. Si l’identifiabilité n’est pas assurée, certaines données supplémentaires doivent être ajoutées. En fait, une première étude d’identifiabilité a été effectuée pour le modèle EDOs en considérant que le nombre d’œufs peut être facilement compté. Toutefois, après avoir discuté avec les chercheurs épidémiologistes, il apparaît que c’est le nombre de larves qui peut être estimé semaines par semaines. Ainsi, nous ferons une étude d’identifiabilité pour le nouveau modèle EDOs-EDPs avec cette hypothèse. Grâce à l’intégration de l’une des équations du modèle, on obtient des équations plus faciles reliant les entrées, les sorties et les paramètres, ce qui simplifie vraiment l’étude d’identifiabilité. A partir de l’étude d’identifiabilité, une méthode et une procédure numérique sont proposés pour estimer les paramètres sans en avoir connaissance
In different fields of research, modeling has become an effective tool for studying and predicting the possible evolution of a system, particularly in epidemiology. Due to the globalization and the genetic mutation of certain diseases or transmission vectors, several epidemics have appeared in regions not yet concerned in the last years. In this thesis, a model describing the transmission of the chikungunya epidemic to the human population is studied. As a novelty, this model incorporates the spatial mobility of humans. Indeed, it is an interesting factor that has influenced the re-emergence of several epidemic diseases. The displacement of mosquitoes is omitted since it is limited to a few meters. The complete model (ODEs-PDEs model) is then composed of a reaction-diffusion system (taken the form of semi-linear parabolic partial differential equations (PDEs)) coupled with ordinary differential equations (ODEs). We prove the existence, uniqueness, positivity and boundedness of a global solution of this model at first and then give some numerical simulations. In such a model, some parameters are not directly accessible from experiments and have to be estimated numerically. However, before searching for their values, it is essential to verify the identifiability of parameters in order to assess whether the set of unknown parameters can be uniquely determined from the data. This study will insure that numerical procedures can be successful. If the identifiability is not ensured, some supplementary data have to be added. In fact, a first identifiability study had been done for the ODEs model by considering that the number of eggs can be easily counted. However, after discussing with epidemiologist searchers, it appears that it is the number of larvae which can be estimated weeks by weeks. Thus, we will do an identifiability study for the novel ODEs-PDEs model with this assumption. Thanks to an integration of one of the model equations, some easier equations linking the inputs, outputs and parameters are obtained which really simplify the study of identifiability. From the identifiability study, a method and numerical procedure are proposed for estimating the parameters without any knowledge of them

The Genetic Algorithm was used to estimate the hydraulic compliance of the hydraulic system on the UBC teleoperated heavy duty excavator. Using real recorded and simulation data from the excavator, the Genetic Algorithm has successfully identified the compliance of single link and multi-link hydraulic system of the excavator. A Parallel GA ( PGA ) was implemented with 16 T800 Transputers. It achieved a speedup factor of 12 over a traditional GA. With such a high speedup factor, real-time monitoring of hydraulic compliance and other hydraulic parameters is becoming possible. New mechanisms such as the distributed fitness function, the active error analysis were used to enhance the performance of a PGA. A PGA which incorporated these mechanisms actually outperformed a traditional GA in key areas such as variance of the estimated parameter and parameter tracking ability. Finally, a physical model that explains the fundamental properties of GAs was introduced. The physical model ( a hypercube ) not only provides an excellent explanation of GAs searching power, but also gives insight to GAs users ways to improve and to predict the performance of GAs in most applications.
Applied Science, Faculty of
Electrical and Computer Engineering, Department of
Graduate

An important part of the study of dynamical systems is the fitting of models to time-series data. That is, given the data, a series of observations taken from a (not fully understood) system of interest, we would like to specify a model, a mathematical system which generates a sequence of “simulated” observations. Our aim is to obtain a “good” model — one that is in agreement with the data. We would like this agreement to be quantitative — not merely qualitative. The major subject of this thesis is the question of what good quantitative agreement means. Most approaches to this question could be described as “predictionist”. In the predictionist approach one builds models by attempting to answer the question, “given that the system is now here, where will it be next?” The quality of the model is judged by the degree to which the states of the model and the original system agree in the near future, conditioned on the present state of the model agreeing with that of the original system. Equivalently, the model is judged on its ability to make good short-term predictions on the original system. The main claim of this thesis is that prediction is often not the most appropriate criterion to apply when fitting models. We show, for example, that one can have models that, while able to make good predictions, have long term (or free-running) behaviour bearing little resemblance to that exhibited in the original time-series. We would hope to be able to use our models for a wide range of purposes other than just prediction — certainly we would like our models to exhibit good free-running behaviour. This thesis advocates a “behaviourist” approach, in which the criterion for a good model is that its long-term behaviour matches that exhibited by the data. We suggest that the behaviourist approach enjoys a certain robustness over the predictionist approaches. We show that good predictors can often be very poorly behaved, and suggest that well behaved models cannot perform too badly at the task of prediction. The thesis begins by comparing the predictionist and behaviourist approaches in the context of a number of simplified model-building problems. It then presents a simple theory for the understanding of the differences between the two approaches. Effective methods for the construction of well-behaved models are presented. Finally, these methods are applied to two real-world problems — modelling of the response of a voltage-clamped squid “giant” axon, and modelling of the “yearly sunspot number”.

The work is devoted to the application and further development of modern statistical methods to study pharmacokinetics of drugs. Specifically, it deals with applications and development of repeated measures analysis, so called 'population approach' methods, in the field of pharmacokinetics. hi the first part of the thesis, a new, model-free approach is developed and tested. It introduces a model-free measure of patient's exposure to drugs, and then investigates the relationships between the exposure level and covariates using various statistical techniques. Classification tree models (CART) and regression analysis are used to study various subpopulations of interest. It is shown, via simulations, that the model-free method is capable to identify predictors of exposure in a wide range of variability in the data. The non-linear mixed effect modelling is used to confirm the results of the model-free investigation. Model-free approach is successfully applied to several drugs. Non-linear Mixed Effects population models developed for the same data agree with its results. Limits of the new method are also identified. Specifically, it does not allow the estimation of the variability: either the within-subject (intra-individual) variability in response, or between-subject (inter-individual) variability of the pharmacokinetic parameters in the population. The second part of the thesis is devoted to applications of the Non-linear Mixed Effect methodology to population pharmacokinetics and dose-response analysis. Population pharmacokinetic and dose-response models of several drugs are developed. Pharmacokinetic models allow for complete characterisation of the drug's pharmacokinetics and its relationships to safety and efficacy. The developed models are used to explore the relationships between the exposure (individual Bayes estimates) and demographic predictors of exposure, and safety and efficacy of the drug. Finally, the developed models are used in simulations to guide the design of new studies.

Дисертація на здобуття наукового ступеня кандидата технічних наук за спеціальністю 05.14.02 – електричні станції, мережі і системи. – Національний технічний університет "Харківський політехнічний інститут", Харків, 2018 р. Дисертацію присвячено вдосконаленню заземлюючих пристроїв електроустановок шляхом оптимізації конструктивних параметрів складних комбінованих заземлювачів за допомогою використання штучних електродів заземлення підвищеної провідності розтіканню, а також детального врахування природних зосереджених заземлювачів. В роботі виконано аналіз математичних моделей заземлюючих пристроїв електроустановок. Вирішено задачу заміщення природних зосереджених заземлювачів сукупністю лінійних електродів. Удосконалено існуючий алгоритм розрахунку їх електричних характеристик. Розроблено конструкцію штучного електрода заземлення підвищеної провідності розтіканню зі збільшеною площею контакта його поверхні з ґрунтом. Запропоновано метод моделювання електродів заземлюючих пристроїв підвищеної провідності розтіканню як розрахункової сукупності прямолінійних електродів. Виконано оптимізацію їх конструктивних характеристик. Створено математичну модель нееквіпотенційних заземлюючих пристроїв.
The thesis for the degree of candidate of technical sciences, specialty 05.14.02 – Electric stations, networks and systems. – National Technical University "Kharkiv Polytechnic Institute", Kharkiv, 2018. The thesis is devoted to the important scientific and applied problem solution in improving the electrical installations grounding devices by optimizing the design parameters of complex combined grounding systems of projected or existing electrical installations by using manufactured high conductivity ground electrodes, as well as by taking into account natural concentrated grounds. The thesis research analyzes mathematical models of non-equipotential arbitraryshaped grounding device for getting grounding grid normalized parameters. The new engineering solution is got is the grounding electrode of increased current spreading conductivity, which will be realized as a vertical electrode with current installing antirust coating, placed in the limited volume of fine-dyspersated technical carbon. The mathematical model of non-potential grounding device of electrical installations has been built, which differs from the existing taking into account of volumetric grounding, located in a conducting two-layer semi-space. The developed model allows the introduction of natural grounding, as well as a vertical electrode of high conductivity, in grounding device normalized parameters computation, by the set of rectilinear electrodes.

The purpose of the research was to develop a quantitative method which could be used to obtain a clearer understanding of the time-dependent fluid filteration and load-deformation behavior of soft, porous, fluid filled materials (e.g. biological tissues, soil). The focus of the study was on the development of a finite strain theory for multiphasic media and associated computer models capable of predicting the mechanical stresses and the fluid transport processes in porous structures (e.g. across the large blood vessels walls). The finite element (FE) formulation of the nonlinear governing equations of motion was the method of solution for a poroelastic (PE) media. This theory and the FE formulations included the anisotropic, nonlinear material; geometric nonlinearity; compressibility and incompressibility conditions; static and dynamic analysis; and the effect of chemical potential difference across the boundaries (known as swelling effect in biological tissues). The theory takes into account the presence and motion of free water within the biological tissue as the structure undergoes finite straining. Since it is well known that biological tissues are capable of undergoing large deformations, the linear theories are unsatisfactory in describing the mechanical response of these tissues. However, some linear analyses are done in this work to help understand the more involved nonlinear behavior. The PE view allows a quantitative prediction of the mechanical response and specifically the pore pressure fluid flow which may be related to the transport of the macromolecules and other solutes in the biological tissues. A special mechanical analysis was performed on a representative arterial walls in order to investigate the effects of nonlinearity on the fluid flow across the walls. Based on a finite strain poroelastic theory developed in this work; axisymmetric, plane strain FE models were developed to study the quasi-static behavior of large arteries. The accuracy of the FE models was verified by comparison with analytical solutions wherever is possible. These numerical models were used to evaluate variables and parameters, that are difficult or may be impossible to measure experimentally. For instance, pore pressure distribution within the tissue, relative fluid flow; deformation of the wall; and stress distribution across the wall were obtained using the poroelastic FE models. The effect of hypertension on the mechanical response of the arterial wall was studied using the nonlinear finite element models. This study demonstrated that the finite element models are powerful tools for the study of the mechanics of complicated structures such as biological tissue. It is also shown that the nonlinear multiphasic theory, developed in this thesis, is valid for describing the mechanical response of biological tissue structures under mechanical loadings.

A feedback design procedure known as extended linearization consists in replacing a mathematical model of a nonlinear dynamical system with its family of linearizations, parametrized by the operating point, and then combining feedback gains designed for representatives of the family into a single nonlinear feedback law. The principles of the procedure, applicable both to lumped-parameter and distributed-parameter systems, are discussed at the outset. The development shows limits on feedback laws that can be designed, as well as nonuniqueness of solutions, inherent in the method.
Ph. D.

A hybrid model for simulating rogue waves in random seas on a large time and space scale is proposed in this thesis. It is formed by combining the derived fifth order Enhanced Nonlinear Schrödinger Equation based on Fourier transform (ENLSE-5F), the fully nonlinear Enhanced Spectral Boundary Integral (ESBI) method and its simplified version. The numerical techniques and algorithm for coupling three models on time scale are provided. Using them, and the switch between the three models during the computation is triggered automatically according to wave nonlinearities. Numerical tests are carried out and the results indicate that this hybrid model could simulate rogue waves both accurately and efficiently. In some cases showed, the hybrid model is more than 10 times faster than just using the ESBI method.