Optimal choice among a class of nonparametric estimators of the jump rate for piecewise-deterministic Markov processes

A piecewise-deterministic Markov process is a stochastic process whose behavior is governed by an ordinary differential equation punctuated by random jumps occurring at random times. We focus on the nonparametric estimation problem of the jump rate for such a stochastic model observed within a long time interval under an ergodicity condition. We introduce an uncountable class (indexed by the deterministic flow) of recursive kernel estimates of the jump rate and we establish their strong pointwise consistency as well as their asymptotic normality. We propose to choose among this class the estimator with the minimal variance, which is unfortunately unknown and thus remains to be estimated. We also discuss the choice of the bandwidth parameters by cross-validation methods.Comment: 36 pages, 18 figure

Reliability-Based Optimum Inspection Planning for Components Subjected to Fatigue Induced Damage

The degradation of metallic systems under cyclic loading is prone to significant uncertainty. This uncertainty in turn affects the reliability in the prediction of residual lifetime and the subsequent decision regarding the optimum inspection and maintenance schedules. In particular, the experimental data on the evolution of fatigue-induced cracks shows significant scatter stemming from initial flaws, metallurgical heterogeneities, and randomness in material properties like yield stress and fracture toughness. The objective of this research is to improve the reliability-based optimal inspection planning of metallic systems subjected to fatigue, taking into account the associated uncertainty. To that end, this research aims to address the two main challenges faced in developing a credible reliability-based framework for lifecycle management of fatigue-critical components. The first challenge is to construct a stochastic model that can adequately capture the nonlinearity and uncertainty observed in the crack growth histories. The second one involves presenting a computationally efficient strategy for solving the stochastic optimization associated with optimum maintenance scheduling. In order to fulfill these objectives, a Polynomial Chaos (PC) representation is constructed of fatigue-induced crack growth process using a database from a constant amplitude loading experiment. The PC representation relies on expanding the crack growth stochastic process on a set of random basis functions whose coefficients are estimated from the experimental database. The probabilistic model obtained is then integrated into a reliability framework that minimizes the total expected life-cycle cost of the system subjected to constraints in terms of time to inspections, and the maximum probability of failure defined by the limit state function. Lastly, an efficient and accurate optimization strategy that uses surrogate models is suggested to solve the stochastic optimization problem. The sensitivity of the optimum solution to the level of risk is also examined. This research aims to provide a decision support tool for informed decision-making under uncertainty in the life-cycle planning of systems subjected to fatigue failure

Aeronautical engineering: A continuing bibliography, supplement 122

This bibliography lists 303 reports, articles, and other documents introduced into the NASA scientific and technical information system in April 1980

Bayesian Optimised Collection Strategies for Fatigue Testing : Constant Life Testing

This paper presents a statistical framework enabling optimal sampling and robust analysis of fatigue data. We create protocols using Bayesian maximum entropy sampling, which build on the staircase and step methods, removing the requirement of prior knowledge of the fatigue strength distribution for data collection. Results show improved sampling efficiency and parameter estimation over the conventional approaches. Statistical methods for distinguishing between distribution types highlight the role of the protocol in model distinction. Experimental validation of the above work is performed, showing the applicability of the methods in laboratory testing.Comment: 25 pages, 12 figures + 1 SI figur

Aeronautical Engineering: A special bibliography with indexes, supplement 48

This special bibliography lists 291 reports, articles, and other documents introduced into the NASA scientific and technical information system in August 1974

Optimal Regulation Response of Batteries Under Cycle Aging Mechanisms

When providing frequency regulation in a pay-for-performance market, batteries need to carefully balance the trade-off between following regulation signals and their degradation costs in real-time. Existing battery control strategies either do not consider mismatch penalties in pay-for-performance markets, or cannot accurately account for battery cycle aging mechanism during operation. This paper derives an online control policy that minimizes a battery owner's operating cost for providing frequency regulation in a pay-for-performance market. The proposed policy considers an accurate electrochemical battery cycle aging model, and is applicable to most types of battery cells. It has a threshold structure, and achieves near-optimal performance with respect to an offline controller that has complete future information. We explicitly characterize this gap and show it is independent of the duration of operation. Simulation results with both synthetic and real regulation traces are conducted to illustrate the theoretical results

Aging concrete structures: a review of mechanics and concepts

The safe and cost-efficient management of our built infrastructure is a challenging task considering the expected service life of at least 50 years. In spite of time-dependent changes in material properties, deterioration processes and changing demand by society, the structures need to satisfy many technical requirements related to serviceability, durability, sustainability and bearing capacity. This review paper summarizes the challenges associated with the safe design and maintenance of aging concrete structures and gives an overview of some concepts and approaches that are being developed to address these challenges