Search results for: STOCHASTIC SURROGATES
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Fast Basis Function Estimators for Identification of Nonstationary Stochastic Processes
PublicationThe problem of identification of a linear nonsta-tionary stochastic process is considered and solved using theapproach based on functional series approximation of time-varying parameter trajectories. The proposed fast basis func-tion estimators are computationally attractive and yield resultsthat are better than those provided by the local least squaresalgorithms. It is shown that two...
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MODEL OF MULTILEVEL STOCHASTIC ANALYSIS OF ROAD SAFETY ON REGIONAL LEVEL
PublicationIn this paper multilevel approach to the issue of road safety level on the road network of European regions, classified as NUTS 2 in statistical databases of the European Union, has been presented. Following the pattern of many publications on road safety it has been assumed that the risk calculated as the number of death casualties in road accidents per 100,000 inhabitants of a given region has Poisson distribution. Therefore,...
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Trawl-Door Shape Optimization with 3D CFD Models and Local Surrogates
PublicationDesign and optimization of trawl-doors are key factors in minimizing the fuel consumption of fishing vessels. This paper discusses optimization of the trawl-door shapes using high-fidelity 3D computational fluid dynamic (CFD) models. The accurate 3D CFD models are computationally expensive and, therefore, the direct use of traditional optimization algorithms, which often require a large number of evaluations, may be prohibitive....
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Multiobjective Aerodynamic Optimization by Variable-Fidelity Models and Response Surface Surrogates
PublicationA computationally efficient procedure for multiobjective design optimization with variable-fidelity models and response surface surrogates is presented. The proposed approach uses the multiobjective evolutionary algorithm that works with a fast surrogate model, obtained with kriging interpolation of the low-fidelity model data enhanced by space-mapping correction exploiting a few high-fidelity training points. The initial Pareto...
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Three-objective antenna optimization by means of kriging surrogates and domain segmentation
PublicationIn this paper, an optimization framework for multi-objective design of antenna structures is discussed which exploits data-driven surrogates, a multi-objective evolutionary algorithm, response correction techniques for design refinement, as well as generalized domain segmentation. The last mechanism is introduced to constrain the design space region subjected to sampling, which permits reduction of the number of training data samples...
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Performance-driven yield optimization of high-frequency structures by kriging surrogates
PublicationUncertainty quantification is an important aspect of engineering design, as manufacturing toler-ances may affect the characteristics of the structure. Therefore, quantification of these effects is in-dispensable for adequate assessment of the design quality. Toward this end, statistical analysis is performed, for reliability reasons, using full-wave electromagnetic (EM) simulations. Still, the computational expenditures associated...
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Surrogate models and automated cad of passive microwave components
PublicationW pracy pokazane zostały techniki modelowania złożonych układów elektronicznych wysokiej częstotliwości. Modele zastępcze mają postać sparametryzowanych modeli matematycznych tworzonych za pomocą schematów interpolacyjnych lub skupionych, pasywnych układów zastępczych dedykowanych analizie w dziedzinie czasu. Do konstrukcji modeli wykorzystywane są wyniki symulacji elektromagnetycznych, co pozwala na osiągnięcie lepszej dokładności...
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Small Antenna Design Using Surrogate-Based Optimization
PublicationIn this work, design of small antennas using efficient numerical optimization is investigated. We exploit variable-fidelity electromagnetic (EM) simulations and the adaptively adjusted design specifications (AADS) technique. Combination of these methods allows us to simultaneously adjust multiple geometry parameters of the antenna structure of interest in a computationally feasible manner, leading to substantial reduction of the...
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Performance-Driven Surrogate Modeling of High-Frequency Structures
PublicationThe development of modern high-frequency structures, including microwave and antenna components, heavily relies on full-wave electromagnetic (EM) simulation models. Notwithstanding, EM-driven design entails considerable computational expenses. This is especially troublesome when solving tasks that require massive EM analyzes, parametric optimization and uncertainty quantification be-ing representative examples. The employment of...
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Seidel–Herzel model of human baroreflex in cardiorespiratory system with stochastic delays
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Stochastic model of the load spectrum for main engines of sea-going ships
PublicationW artykule przedstawiono możliwość zastosowania procesów semimarkowskich do probabilistycznego opisu widma obciążeń silników o zapłonie samoczynnym, zastosowanych do napędu statków - czyli silników głównych. W rozważaniach uwzględnione zostały charakterystyki zewnętrzne mocy tego rodzaju silników. Umożliwiły one sformułowanie czteroelementowego zbioru stanów procesu obciążeń tego rodzaju silników. Do opisu rzeczywistego procesu...
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Stochastic modelling of spatiotemporal earthquake fields for large cylindrical shell tanks
PublicationCelem artykułu jest analiza metody warunkowego modelowania stochastycznego pola losowego trzęsienia ziemi dla dużych cylindrycznych zbiorników powłokowych wykorzystując przestrzenno-czasową funkcję korelacji. Metoda została zastosowana do generacji historii czasowych przyspieszeń w różnych punktach pola. Następnie wygenerowane historie czasowe zostały wykorzystane do analizy dynamicznej odpowiedzi zbiornika powłokowego. Wyniki...
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Stochastic model for turbulent lubrication of slide journal bearing in ship technology.
PublicationTurbulentny przepływ smarujący ma zastosowanie w obliczeniach praktycznych siły nośnej poprzecznego łożyska ślizgowego dla wysokich prędkości obrotowych przy liczbach Taylora przekraczających wartość 41,2 względnie przy zmodyfikowanych liczbach Reynoldsa o wartościach Re[psi]=2. Główne wyniki pracy koncentrują się na wykazaniu zmian wartości ciśnienia i siły nośnej poprzecznego łożyska ślizgowego w przypadku turbulentnego, izotemicznego...
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Stochastic model of the process of starting combustion engines and practical application of the process
PublicationW atrykule zaproponowano model procesu rozruchu silników o zapłonie samoczynnym w formie procesu semimarkowskiego dyskretnego w stanach i ciągłego w czasie. Zaproponowano również koncepcję zastosowania opracowanego modelu do określenia ilości substancji szkodliwych, jakie są emitowane wraz z spalinami do otoczenia podczas rozruchu każdego silnika. W rozważaniach tych przyjęto, że statystyka zmiennej losowej, rozumianej jako masa...
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Quadratic stochastic operators as a tool in modelling the dynamics of a distribution of a population trait
PublicationQuadratic stochastic operators can exhibit a wide variety of asymptotic behaviours and these have been introduced and studied recently. In the present work we discuss biological interpretations that can be attributed to them. We also propose a computer simulation method to illustrate the behaviour of iterates of quadratic stochastic operators.
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Four-state stochastic model of changes in the reliability states of a motor vehicle
PublicationThe properties of semi-Markov processes have been generally characterized and the applicability of the theory of such processes to the determining of the reliability of motor cars and other road vehicles has been explained. A formal description of the process of changes in the motor vehicle technical states considered as reliability states and a model of this process in the form of a one-dimensional stochastic process have been...
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Critical Case Stochastic Phylogenetic Tree Model via the Laplace Transform
PublicationBirth–and–death models are now a common mathematical tool to describe branching patterns observed in real–world phylogenetic trees. Liggett and Schinazi (2009) is one such example. The authors propose a simple birth–and–death model that is compatible with phylogenetic trees of both influenza and HIV, depending on the birth rate parameter. An interesting special case of this model is the critical case where the birth rate equals the...
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Asynchronous distributed state estimation based on a continuous-time stochastic model
PublicationW artykule rozważa się problem estymacji stanu w asynchronicznych rozłożonych systemach (ADE) opartych na wielu czujnikach pomiarowych. W systemach takich stan obiektu jest oceniany przez grupę lokalnych estymatorów, z których każdy (oparty zwykle na filtrze Kalmana) dokonuje fuzji danych zebranych poprzez jego lokalne czujniki oraz danych odebranych od innych zdalnych procesorów, w celu wyznaczenia możliwie najlepszych estymat....
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Locally-adaptive Kalman smoothing approach to identification of nonstationary stochastic systems
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Asynchronous distributed state estimation based on a continuous-time stochastic model
PublicationW artykule rozważa się ogólny problem estymacji stanu w asynchronicznych rozłożonych systemach (ADE) opartych na wielu czujnikach. W takich systemach stan obiektu jest oceniany przez grupę lokalnych estymatorów, z których każdy oparty zwykle na filtrze Kalmana, dokonuje fuzji danych zebranych poprzez jego lokalne czujniki oraz danych uzyskanych od innych (zdalnych) procesorów, w celu wyznaczenia możliwie najlepszych estymat. Przeprowadzając...
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Asynchronous distributed state estimation based on a continuous time stochastic model
PublicationGłównym zadaniem systemu estymacji jest szacowanie stanu obserwowanego obiektu. W rozproszonych wieloczujnikowych systemach estymacji stan obiektu jest estymowany przez pewien zbiór estymatorów lokalnych. Każdy estymator lokalny wykonuje filtrację (np opartą na filtracji Kalmana) danych pochodzących ze skojarzonego z nim czujnika bądź czujników oraz fuzję przetworzonych danych z czujników z danymi pochodzącymi z innych lokalnych...
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Investigation of long-range dependencies in the stochastic part of daily GPS solutions
PublicationThe long-range dependence (LRD) of the stochastic part of GPS-derived topocentric coordinates change (North, East, Up) results with relatively high autocorrelation values with a focus on self-similarity. One of the reasons for such self-similarity in the GPS time series are noises that are commonly recognised to prevail in the form of the flicker noise model. To prove the self-similarity of the stochastic part of GPS time series...
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On DoA estimation for rotating arrays using stochastic maximum likelihood approach
PublicationThe flexibility needed to construct DoA estimators that can be used with rotating arrays subject to rapid variations of the signal frequency is offered by the stochastic maximum likelihood approach. Using a combination of analytic methods and Monte Carlo simulations, we show that for low and moderate source correlations the stochastic maximum likelihood estimator that assumes noncorrelated sources has accuracy comparable to the...
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Variations of Ship’s Deck Elevation Due to Stochastic Process of Containers Loading
PublicationThe stochastic process of container loading is described in the paper with special emphasis to ship motion when she is lying at a quay. The 3 DOF system was applied to describe rolling, pitching and heaving of a vessel which may cause a significant variations of momentary deck elevation. The realistic range of such variations are assessed for a variety of cargo locations on-board and a phase shift between two independent gantries...
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Modeling of textural anisotropy in granular materials with stochastic micro-polar hypoplasticity.
PublicationW artykule przedstawiono wyniki numerycznej wpływu anizotropii strukturalnej w materiałach granulowanych na powstawanie lokalizacji odkształceń. Obliczenia wykonano dla ściskania w płaskim stanie odkształcenia stosując metodę elementów skończonych na bazie mikropolarnego prawa hipoplastycznego. Wpływ anizotropii modelowano stosując skorelowane pola początkowego wskaźnika porowatości.
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Globalized Parametric Optimization of Microwave Passive Components Using Simplex-Based Surrogates
PublicationOptimization-based parameter adjustment involving full-wave electromagnetic (EM) simulation models is a crucial stage of present-day microwave design process. In fact, rigorous optimization is the only reliable mean permitting to simultaneously handle multiple geometry/material parameters, objectives, and constraints. Unfortunately, EM-driven design is a computationally intensive endeavor. While local tuning is usually manageable,...
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Rapid optimization of compact microwave passives using kriging surrogates and iterative correction
PublicationDesign of contemporary microwave components is—in a large part—based on full-wave electromagnetic (EM) simulation tools. The primary reasons for this include reliability and versatility of EM analysis. In fact, for many microwave structures, notably compact components, EM-driven parameter tuning is virtually imperative because traditional models (analytical or network equivalents) are unable to account for the cross-coupling effects,...
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Accelerated Re-Design of Antenna Structures Using Sensitivity-Based Inverse Surrogates
PublicationThe paper proposes a novel framework for accelerated re-design (dimension scaling) of antenna structures using inverse surrogates. The major contribution of the work is a sensitivity-based model identification procedure, which permits a significant reduction of the number of reference designs required to render the surrogate. Rigorous formulation of the approach is supplemented by its comprehensive numerical validation using a...
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Global Design Optimization of Microwave Circuits Using Response Feature Inverse Surrogates
PublicationModern microwave design has become heavily reliant on full-wave electromagnetic (EM) simulation tools, which are necessary for accurate evaluation of microwave components. Consequently, it is also indispensable for their development, especially the adjustment of geometry parameters, oriented towards performance improvement. However, EM-driven optimization procedures incur considerable computational expenses, which may become impractical...
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Nested Kriging Surrogates for Rapid Multi-Objective Optimization of Compact Microwave Components
PublicationA procedure for rapid EM-based multi-objective optimization of compact microwave components is presented. Our methodology employs a recently developed nested kriging modelling to identify the search space region containing the Pareto-optimal designs, and to construct a fast surrogate model. The latter permits determination of the initial Pareto set, further refined using a separate surrogate-assisted process. As an illustration,...
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Adrian Bekasiewicz dr hab. inż.
PeopleAdrian Bekasiewicz received the MSc, PhD, and DSc degrees in electronic engineering from Gdansk University of Technology, Poland, in 2011, 2016, and 2020, respectively. In 2014, he joined Engineering Optimization & Modeling Center where he held a Research Associate and a Postdoctoral Fellow positions, respectively. Currently, he is an Associate Professor with Gdansk University of Technology, Poland. His research interests include...
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APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
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Modern Stochastics-Theory and Applications
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Impact of sea wave stochastic characteristics on ship propulsion control system design.
PublicationWybrano do rozważań (symulacji komputerowej) 8 rejonów morskich w 4 porach roku. Określono w nich gęstość widmową amplitudy fali morskiej. Założono, upraszczająco, regulator typu PID. Dla wybranego typu statku wykonane badania symulacyjne odnoszą się do wybranych rejonów mórz i pór roku. Okazuje się, że dobierając zarówno współczynnik wzmocnienia regulatora jak i stałą całkowania, można minimalizować wartości wariancji, na przykład,...
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Stochastic model of the process of starting piston combustion engines and the practical use of the process
PublicationW artykule zaproponowano model procesu rozruchu silników o zapłonie samoczynnym, w formie procesu semimarkowskiego, dyskretnego w stanach i ciągłego w czasie eksploatacji. Stanami tego procesu są: stan zimny silnika (s1), stan ciepły silnika (s2) i stan gorący silnika (s3). Zaproponowano również koncepcję zastosowania opracowanego modelu do określenia ilości substancji szkodliwych, jakie emitowane są w spalinach podczas rozruchu...
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Historical carpentry corner log joints—Numerical analysis within stochastic framework
PublicationThe paper presents the results of numerical analysis performed on historical, traditional carpentry corner logjoints of two basic topologies: the short-corner dovetail connection and the saddle notch connection. These types of carpentry joints are commonly used in currently preserved objects of wooden architecture. All connections have been modelled in pinewood, which has been defined in the Finite Element software MSC.Marc/Mentat...
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The impact of methods the stochastic analysis on swimming safety of multihull floating units (Part1)
PublicationThe presented article concerns the application of the methods of the stochastic analysis to solve differential equations for multihull catamaran-type floating unit. There was described the continuous process of Markov and the method of equations of Focker-Planck-Kolmogorov. The analysis of dynamics of the multihull unit was carried out with the assumption that the system model is the linear model with six degrees of freedom, on...
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Application of a stochastic compartmental model to approach the spread of environmental events with climatic bias
PublicationWildfires have significant impacts on both environment and economy, so understanding their behaviour is crucial for the planning and allocation of firefighting resources. Since forest fire management is of great concern, there has been an increasing demand for computationally efficient and accurate prediction models. In order to address this challenge, this work proposes applying a parameterised stochastic model to study the propagation...
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Modeling of bearing capacity of footings on sand within stochastic micro-polar hypoplasticity.
PublicationAnalizowano numerycznie efekt wstępnego rozkładu wskaźnika porowatości na wytrzymałość i strefy ścinania w problemach fundamentów na piasku w skali modelowej. Obliczenia wykonano przy zastosowaniu stochastycznej metody elementów skończonych i mikropolarnego modelu hipoplastycznego. Wskaźnik porowatości miał formę skorelowanych pól stochastycznych. Dodatkowo obliczono efekt skali dla 3 różnych szerokości fundamentów.
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Multimode, multiparametric surrogate models for fast design of waveguide components.
PublicationPrzedstawiona została efektywna technika tworzenia wieloparametrycznych mo-deli zastępczych na podstawie wyników symulacji pełnofalowej przy wykorzy-staniu metody Cauchy`ego wielu zmiennych. Metoda pozwala na automatyczny wy-bór rzędu modelu i minimalizuje liczbę koniecznych analiz pełnofalowych. Te-chnika ta jest wykorzystana do tworzenia modeli uogólnionej macierzy rozpro-szenia.
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Rapid surrogate-assisted statistical analysis of compact microstrip couplers
PublicationIn this paper, a technique for low-cost statistical analysis and yield estimation of compact microwave couplers has been presented. The analysis is executed at the level of a fast surrogate model representing selected characteristic points of the coupler response that are critical to determine satisfaction/violation of the prescribed design specifications. Because of less nonlinear dependence of the characteristic points on geometry...
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Global Surrogate Modeling by Neural Network-Based Model Uncertainty
PublicationThis work proposes a novel adaptive global surrogate modeling algorithm which uses two neural networks, one for prediction and the other for the model uncertainty. Specifically, the algorithm proceeds in cycles and adaptively enhances the neural network-based surrogate model by selecting the next sampling points guided by an auxiliary neural network approximation of the spatial error. The proposed algorithm is tested numerically...
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Performance-Based Nested Surrogate Modeling of Antenna Input Characteristics
PublicationUtilization of electromagnetic (EM) simulation tools is mandatory in the design of contemporary antenna structures. At the same time, conducting designs procedures that require multiple evaluations of the antenna at hand, such as parametric optimization or yield-driven design, is hindered by a high cost of accurate EM analysis. To certain extent, this issue can be addressed by utilization of fast replacement models (also referred...
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Expedited constrained multi-objective aerodynamic shape optimization by means of physics-based surrogates
PublicationIn the paper, computationally efficient constrained multi-objective design optimization of transonic airfoil profiles is considered. Our methodology focuses on fixed-lift design aimed at finding the best possible trade-offs between the two objectives: minimization of the drag coefficient and maximization of the pitching moment. The algorithm presented here exploits the surrogate-based optimization principle, variable-fidelity computational...
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Accelerated design optimization of miniaturized microwave passives by design reusing and Kriging interpolation surrogates
PublicationElectromagnetic (EM) analysis has become ubiquitous in the design of microwave components and systems. One of the reasons is the increasing topological complexity of the circuits. Their reliable evaluation—at least at the design closure stage—can no longer be carried out using analytical or equivalent network representations. This is especially pertinent to miniaturized structures, where considerable EM cross-coupling effects occurring...
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Accelerated multi-objective design of miniaturized microwave components by means of nested kriging surrogates
PublicationDesign of microwave components is an inherently multiobjective task. Often, the objectives are at least partially conflicting and the designer has to work out a suitable compromise. In practice, generating the best possible trade‐off designs requires multiobjective optimization, which is a computationally demanding task. If the structure of interest is evaluated through full‐wave electromagnetic (EM) analysis, the employment of...
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Rapid tolerance‐aware design of miniaturized microwave passives by means of confined‐domain surrogates
PublicationThe effects of uncertainties, primarily manufacturing tolerances but also incomplete information about operating conditions or material parameters, can be detrimental to the performance of microwave components. Quantification of such effects is essential to ensure a meaningful evaluation of the structure, in particular, its reliability under imperfect fabrication procedures. The improvement of the circuit robustness can be achieved...
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Expedited Yield Optimization of Narrow- and Multi-Band Antennas Using Performance-Driven Surrogates
PublicationUncertainty quantification is an important aspect of engineering design, also pertaining to the development and performance evaluation of antenna systems. Manufacturing tolerances as well as other types of uncertainties, related to material parameters (e.g., substrate permittivity) or operating conditions (e.g., bending) may affect the antenna characteristics. In the case of narrow- or multi-band antennas, this usually leads to...
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Expedited Yield-Driven Design of High-Frequency Structures by Kriging Surrogates in Confined Domains
PublicationUncertainty quantification is an important aspect of engineering design, also pertaining to the development and performance evaluation of high-frequency structures systems. Manufacturing tolerances as well as other types of uncertainties, related to material parameters (e.g., substrate permittivity) or operating conditions (e.g., bending) may affect the characteristics of antennas or microwave devices. For example, in the case...
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Buried Object Characterization by Data-Driven Surrogates and Regression-Enabled Hyperbolic Signature Extraction
PublicationThis work addresses artificial-intelligence-based buried object characterization using FDTD-based electromagnetic simulation toolbox of a Ground Penetrating Radar (GPR) to generate B-scan data. In data collection, FDTD-based simulation tool, gprMax is used. The task is to estimate geophysical parameters of a cylindrical shape object of various radii, buried at different positions in the dry soil medium simultaneously and independently...