Stochastic dynamics and wavelets techniques for system response analysis and diagnostics: Diverse applications in structural and biomedical engineering

In the first part of the dissertation, a novel stochastic averaging technique based on a Hilbert transform definition of the oscillator response displacement amplitude is developed. In comparison to standard stochastic averaging, the requirement of “a priori” determination of an equivalent natural frequency is bypassed, yielding flexibility in the ensuing analysis and potentially higher accuracy. Further, the herein proposed Hilbert transform based stochastic averaging is adapted for determining the time-dependent survival probability and first-passage time probability density function of stochastically excited nonlinear oscillators, even endowed with fractional derivative terms. To this aim, a Galerkin scheme is utilized to solve approximately the backward Kolmogorov partial differential equation governing the survival probability of the oscillator response. Next, the potential of the stochastic averaging technique to be used in conjunction with performance-based engineering design applications is demonstrated by proposing a stochastic version of the widely used incremental dynamic analysis (IDA). Specifically, modeling the excitation as a non-stationary stochastic process possessing an evolutionary power spectrum (EPS), an approximate closed-form expression is derived for the parameterized oscillator response amplitude probability density function (PDF). In this regard, IDA surfaces are determined providing the conditional PDF of the engineering demand parameter (EDP) for a given intensity measure (IM) value. In contrast to the computationally expensive Monte Carlo simulation, the methodology developed herein determines the IDA surfaces at minimal computational cost. In the second part of the dissertation, a novel multiple-input/single-output (MISO) system identification technique is developed for parameter identification of nonlinear and time-variant oscillators with fractional derivative terms subject to incomplete non-stationary data. The technique utilizes a representation of the nonlinear restoring forces as a set of parallel linear sub-systems. Next, a recently developed L1-norm minimization procedure based on compressive sensing theory is applied for determining the wavelet coefficients of the available incomplete non-stationary input-output (excitation-response) data. Several numerical examples are considered for assessing the reliability of the technique, even in the presence of incomplete and corrupted data. These include a 2-DOF time-variant Duffing oscillator endowed with fractional derivative terms, as well as a 2-DOF system subject to flow-induced forces where the non-stationary sea state possesses a recently proposed evolutionary version of the JONSWAP spectrum. In the third part of this dissertation, a joint time-frequency analysis technique based on generalized harmonic wavelets (GHWs) is developed for dynamic cerebral autoregulation (DCA) performance quantification. DCA is the continuous counter-regulation of the cerebral blood flow by the active response of cerebral blood vessels to the spontaneous or induced blood pressure fluctuations. Specifically, various metrics of the phase shift and magnitude of appropriately defined GHW-based transfer functions are determined based on data points over the joint time-frequency domain. The potential of these metrics to be used as a diagnostics tool for indicating healthy versus impaired DCA function is assessed by considering both healthy individuals and patients with unilateral carotid artery stenosis. Next, another application in biomedical engineering is pursued related to the Pulse Wave Imaging (PWI) technique. This relies on ultrasonic signals for capturing the propagation of pressure pulses along the carotid artery, and eventually for prognosis of focal vascular diseases (e.g., atherosclerosis and abdominal aortic aneurysm). However, to obtain a high spatio-temporal resolution the data are acquired at a high rate, in the order of kilohertz, yielding large datasets. To address this challenge, an efficient data compression technique is developed based on the multiresolution wavelet decomposition scheme, which exploits the high correlation of adjacent RF-frames generated by the PWI technique. Further, a sparse matrix decomposition is proposed as an efficient way to identify the boundaries of the arterial wall in the PWI technique

Mathematical modelling with experimental validation of viscoelastic properties in non-Newtonian fluids

The paper proposes a mathematical framework for the use of fractional-order impedance models to capture fluid mechanics properties in frequency-domain experimental datasets. An overview of non-Newtonian (NN) fluid classification is given as to motivate the use of fractional-order models as natural solutions to capture fluid dynamics. Four classes of fluids are tested: oil, sugar, detergent and liquid soap. Three nonlinear identification methods are used to fit the model: nonlinear least squares, genetic algorithms and particle swarm optimization. The model identification results obtained from experimental datasets suggest the proposed model is useful to characterize various degree of viscoelasticity in NN fluids. The advantage of the proposed model is that it is compact, while capturing the fluid properties and can be identified in real-time for further use in prediction or control applications. This article is part of the theme issue 'Advanced materials modelling via fractional calculus: challenges and perspectives'

VI Workshop on Computational Data Analysis and Numerical Methods: Book of Abstracts

The VI Workshop on Computational Data Analysis and Numerical Methods (WCDANM) is going to be held on June 27-29, 2019, in the Department of Mathematics of the University of Beira Interior (UBI), Covilhã, Portugal and it is a unique opportunity to disseminate scientific research related to the areas of Mathematics in general, with particular relevance to the areas of Computational Data Analysis and Numerical Methods in theoretical and/or practical field, using new techniques, giving especial emphasis to applications in Medicine, Biology, Biotechnology, Engineering, Industry, Environmental Sciences, Finance, Insurance, Management and Administration. The meeting will provide a forum for discussion and debate of ideas with interest to the scientific community in general. With this meeting new scientific collaborations among colleagues, namely new collaborations in Masters and PhD projects are expected. The event is open to the entire scientific community (with or without communication/poster)

Identification scheme for fractional Hammerstein Models with the delayed Haar Wavelet

The parameter identification of a nonlinear Hammerstein-type process is likely to be complex and challenging due to the existence of significant nonlinearity at the input side. In this paper, a new parameter identification strategy for a block-oriented Hammerstein process is proposed using the Haar wavelet operational matrix (HWOM). To determine all the parameters in the Hammerstein model, a special input excitation is utilized to separate the identification problem of the linear subsystem from the complete nonlinear process. During the first test period, a simple step response data is utilized to estimate the linear subsystem dynamics. Then, the overall system response to sinusoidal input is used to estimate nonlinearity in the process. A single-pole fractional order transfer function with time delay is used to model the linear subsystem. In order to reduce the mathematical complexity resulting from the fractional derivatives of signals, a HWOM based algebraic approach is developed. The proposed method is proven to be simple and robust in the presence of measurement noises. The numerical study illustrates the efficiency of the proposed modeling technique through four different nonlinear processes and results are compared with existing methods

Fractional Calculus and the Future of Science

Newton foresaw the limitations of geometry’s description of planetary behavior and developed fluxions (differentials) as the new language for celestial mechanics and as the way to implement his laws of mechanics. Two hundred years later Mandelbrot introduced the notion of fractals into the scientific lexicon of geometry, dynamics, and statistics and in so doing suggested ways to see beyond the limitations of Newton’s laws. Mandelbrot’s mathematical essays suggest how fractals may lead to the understanding of turbulence, viscoelasticity, and ultimately to end of dominance of the Newton’s macroscopic world view.Fractional Calculus and the Future of Science examines the nexus of these two game-changing contributions to our scientific understanding of the world. It addresses how non-integer differential equations replace Newton’s laws to describe the many guises of complexity, most of which lay beyond Newton’s experience, and many had even eluded Mandelbrot’s powerful intuition. The book’s authors look behind the mathematics and examine what must be true about a phenomenon’s behavior to justify the replacement of an integer-order with a noninteger-order (fractional) derivative. This window into the future of specific science disciplines using the fractional calculus lens suggests how what is seen entails a difference in scientific thinking and understanding