Effective linear damping and stiffness coefficients of nonlinear systems for design spectrum based analysis

A stochastic approach for obtaining reliable estimates of the peak response of nonlinear systems to excitations specified via a design seismic spectrum is proposed. This is achieved in an efficient manner without resorting to numerical integration of the governing nonlinear equations of motion. First, a numerical scheme is utilized to derive a power spectrum which is compatible in a stochastic sense with a given design spectrum. This power spectrum is then treated as the excitation spectrum to determine effective damping and stiffness coefficients corresponding to an equivalent linear system (ELS) via a statistical linearization scheme. Further, the obtained coefficients are used in conjunction with the (linear) design spectrum to estimate the peak response of the original nonlinear systems. The cases of systems with piecewise linear stiffness nonlinearity, along with bilinear hysteretic systems are considered. The seismic severity is specified by the elastic design spectrum prescribed by the European aseismic code provisions (EC8). Monte Carlo simulations pertaining to an ensemble of nonstationary EC8 design spectrum compatible accelerograms are conducted to confirm that the average peak response of the nonlinear systems compare reasonably well with that of the ELS, within the known level of accuracy furnished by the statistical linearization method. In this manner, the proposed approach yields ELS which can replace the original nonlinear systems in carrying out computationally efficient analyses in the initial stages of the aseismic design of structures under severe seismic excitations specified in terms of a design spectrum

Two dimensional outflows for cellular automata with shuffle updates

In this paper, we explore the two-dimensional behavior of cellular automata with shuffle updates. As a test case, we consider the evacuation of a square room by pedestrians modeled by a cellular automaton model with a static floor field. Shuffle updates are characterized by a variable associated to each particle and called phase, that can be interpreted as the phase in the step cycle in the frame of pedestrian flows. Here we also introduce a dynamics for these phases, in order to modify the properties of the model. We investigate in particular the crossover between low- and high-density regimes that occurs when the density of pedestrians increases, the dependency of the outflow in the strength of the floor field, and the shape of the queue in front of the exit. Eventually we discuss the relevance of these results for pedestrians.Comment: 20 pages, 5 figures. v2: 16 pages, 5 figures; changed the title, abstract and structure of the paper. v3: minor change

A new modelling framework for statistical cumulus dynamics

We propose a new modelling framework suitable for the description of atmospheric convective systems as a collection of distinct plumes. The literature contains many examples of models for collections of plumes in which strong simplifying assumptions are made, a diagnostic dependence of convection on the large-scale environment and the limit of many plumes often being imposed from the outset. Some recent studies have sought to remove one or the other of those assumptions. The proposed framework removes both, and is explicitly time-dependent and stochastic in its basic character. The statistical dynamics of the plume collection are defined through simple probabilistic rules applied at the level of individual plumes, and van Kampen's system size expansion is then used to construct the macroscopic limit of the microscopic model. Through suitable choices of the microscopic rules, the model is shown to encompass previous studies in the appropriate limits, and to allow their natural extensions beyond those limits

Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

Bayesian optimisation for likelihood-free cosmological inference

Many cosmological models have only a finite number of parameters of interest, but a very expensive data-generating process and an intractable likelihood function. We address the problem of performing likelihood-free Bayesian inference from such black-box simulation-based models, under the constraint of a very limited simulation budget (typically a few thousand). To do so, we adopt an approach based on the likelihood of an alternative parametric model. Conventional approaches to approximate Bayesian computation such as likelihood-free rejection sampling are impractical for the considered problem, due to the lack of knowledge about how the parameters affect the discrepancy between observed and simulated data. As a response, we make use of a strategy previously developed in the machine learning literature (Bayesian optimisation for likelihood-free inference, BOLFI), which combines Gaussian process regression of the discrepancy to build a surrogate surface with Bayesian optimisation to actively acquire training data. We extend the method by deriving an acquisition function tailored for the purpose of minimising the expected uncertainty in the approximate posterior density, in the parametric approach. The resulting algorithm is applied to the problems of summarising Gaussian signals and inferring cosmological parameters from the Joint Lightcurve Analysis supernovae data. We show that the number of required simulations is reduced by several orders of magnitude, and that the proposed acquisition function produces more accurate posterior approximations, as compared to common strategies.Comment: 16+9 pages, 12 figures. Matches PRD published version after minor modification