298 research outputs found
Structural reliability analysis of multiple limit state functions using multi-input multi-output support vector machine
Selecting and using an appropriate structural reliability method is critical for the success of structural reliability analysis and reliability-based design optimization. However, most of existing structural reliability methods are developed and designed for a single limit state function and few methods can be used to simultaneously handle multiple limit state functions in a structural system when the failure probability of each limit state function is of interest, for example, in a reliability-based design optimization loop. This article presents a new method for structural reliability analysis with multiple limit state functions using support vector machine technique. A sole support vector machine surrogate model for all limit state functions is constructed by a multi-input multi-output support vector machine algorithm. Furthermore, this multi-input multi-output support vector machine surrogate model for all limit state functions is only trained from one data set with one calculation process, instead of constructing a series of standard support vector machine models which has one output only. Combining the multi-input multi-output support vector machine surrogate model with direct Monte Carlo simulation, the failure probability of the structural system as well as the failure probability of each limit state function corresponding to a failure mode in the structural system can be estimated. Two examples are used to demonstrate the accuracy and efficiency of the presented method
A Petri-Net-based modelling approach to railway bridge asset management
Management of a large portfolio of infrastructure assets is a complex and demanding task for transport agencies. Although extensive research has been conducted on probabilistic models for asset management, in particular bridges, focus has been almost exclusively on deterioration modelling. The model being presented in this study tries to reunite a disjointed system by combining deterioration, inspection and maintenance models. A Petri-Net (PN) modelling approach is employed and the resulting model consists of a number of different modules each with its own source of data, calibration methodology and functionality. The modules interconnect providing a robust framework. The interaction between the modules can be used to provide meaningful outputs useful to railway bridge portfolio managers
Bayesian Network Enhanced with Structural Reliability Methods: Methodology
We combine Bayesian networks (BNs) and structural reliability methods (SRMs)
to create a new computational framework, termed enhanced Bayesian network
(eBN), for reliability and risk analysis of engineering structures and
infrastructure. BNs are efficient in representing and evaluating complex
probabilistic dependence structures, as present in infrastructure and
structural systems, and they facilitate Bayesian updating of the model when new
information becomes available. On the other hand, SRMs enable accurate
assessment of probabilities of rare events represented by computationally
demanding, physically-based models. By combining the two methods, the eBN
framework provides a unified and powerful tool for efficiently computing
probabilities of rare events in complex structural and infrastructure systems
in which information evolves in time. Strategies for modeling and efficiently
analyzing the eBN are described by way of several conceptual examples. The
companion paper applies the eBN methodology to example structural and
infrastructure systems
Open TURNS: An industrial software for uncertainty quantification in simulation
The needs to assess robust performances for complex systems and to answer
tighter regulatory processes (security, safety, environmental control, and
health impacts, etc.) have led to the emergence of a new industrial simulation
challenge: to take uncertainties into account when dealing with complex
numerical simulation frameworks. Therefore, a generic methodology has emerged
from the joint effort of several industrial companies and academic
institutions. EDF R&D, Airbus Group and Phimeca Engineering started a
collaboration at the beginning of 2005, joined by IMACS in 2014, for the
development of an Open Source software platform dedicated to uncertainty
propagation by probabilistic methods, named OpenTURNS for Open source Treatment
of Uncertainty, Risk 'N Statistics. OpenTURNS addresses the specific industrial
challenges attached to uncertainties, which are transparency, genericity,
modularity and multi-accessibility. This paper focuses on OpenTURNS and
presents its main features: openTURNS is an open source software under the LGPL
license, that presents itself as a C++ library and a Python TUI, and which
works under Linux and Windows environment. All the methodological tools are
described in the different sections of this paper: uncertainty quantification,
uncertainty propagation, sensitivity analysis and metamodeling. A section also
explains the generic wrappers way to link openTURNS to any external code. The
paper illustrates as much as possible the methodological tools on an
educational example that simulates the height of a river and compares it to the
height of a dyke that protects industrial facilities. At last, it gives an
overview of the main developments planned for the next few years
Motoneuron membrane potentials follow a time inhomogeneous jump diffusion process
Stochastic leaky integrate-and-fire models are popular due to their simplicity and statistical tractability. They have been widely applied to gain understanding of the underlying mechanisms for spike timing in neurons, and have served as building blocks for more elaborate models. Especially the Ornstein–Uhlenbeck process is popular to describe the stochastic fluctuations in the membrane potential of a neuron, but also other models like the square-root model or models with a non-linear drift are sometimes applied. Data that can be described by such models have to be stationary and thus, the simple models can only be applied over short time windows. However, experimental data show varying time constants, state dependent noise, a graded firing threshold and time-inhomogeneous input. In the present study we build a jump diffusion model that incorporates these features, and introduce a firing mechanism with a state dependent intensity. In addition, we suggest statistical methods to estimate all unknown quantities and apply these to analyze turtle motoneuron membrane potentials. Finally, simulated and real data are compared and discussed. We find that a square-root diffusion describes the data much better than an Ornstein–Uhlenbeck process with constant diffusion coefficient. Further, the membrane time constant decreases with increasing depolarization, as expected from the increase in synaptic conductance. The network activity, which the neuron is exposed to, can be reasonably estimated to be a threshold version of the nerve output from the network. Moreover, the spiking characteristics are well described by a Poisson spike train with an intensity depending exponentially on the membrane potential
Feller Processes: The Next Generation in Modeling. Brownian Motion, L\'evy Processes and Beyond
We present a simple construction method for Feller processes and a framework
for the generation of sample paths of Feller processes. The construction is
based on state space dependent mixing of L\'evy processes.
Brownian Motion is one of the most frequently used continuous time Markov
processes in applications. In recent years also L\'evy processes, of which
Brownian Motion is a special case, have become increasingly popular.
L\'evy processes are spatially homogeneous, but empirical data often suggest
the use of spatially inhomogeneous processes. Thus it seems necessary to go to
the next level of generalization: Feller processes. These include L\'evy
processes and in particular Brownian motion as special cases but allow spatial
inhomogeneities.
Many properties of Feller processes are known, but proving the very existence
is, in general, very technical. Moreover, an applicable framework for the
generation of sample paths of a Feller process was missing. We explain, with
practitioners in mind, how to overcome both of these obstacles. In particular
our simulation technique allows to apply Monte Carlo methods to Feller
processes.Comment: 22 pages, including 4 figures and 8 pages of source code for the
generation of sample paths of Feller processe
A mathematical framework for critical transitions: normal forms, variance and applications
Critical transitions occur in a wide variety of applications including
mathematical biology, climate change, human physiology and economics. Therefore
it is highly desirable to find early-warning signs. We show that it is possible
to classify critical transitions by using bifurcation theory and normal forms
in the singular limit. Based on this elementary classification, we analyze
stochastic fluctuations and calculate scaling laws of the variance of
stochastic sample paths near critical transitions for fast subsystem
bifurcations up to codimension two. The theory is applied to several models:
the Stommel-Cessi box model for the thermohaline circulation from geoscience,
an epidemic-spreading model on an adaptive network, an activator-inhibitor
switch from systems biology, a predator-prey system from ecology and to the
Euler buckling problem from classical mechanics. For the Stommel-Cessi model we
compare different detrending techniques to calculate early-warning signs. In
the epidemics model we show that link densities could be better variables for
prediction than population densities. The activator-inhibitor switch
demonstrates effects in three time-scale systems and points out that excitable
cells and molecular units have information for subthreshold prediction. In the
predator-prey model explosive population growth near a codimension two
bifurcation is investigated and we show that early-warnings from normal forms
can be misleading in this context. In the biomechanical model we demonstrate
that early-warning signs for buckling depend crucially on the control strategy
near the instability which illustrates the effect of multiplicative noise.Comment: minor corrections to previous versio
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