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Elan Markov

Honors Thesis Prospectus

Probabilistic Modeling and Data Analysis on


Experimental Data for Structural Systems
Introduction
This thesis considers the topic of simulating and modeling physical data of
structural components using techniques from numerical and probabilistic analysis. The
goal is to design and test a Windows GUI-based toolbox that processes experimental data
obtained from physical tests and from models designed using commercial code (LSDYNA). Some software for this toolbox has already been completed and will be
described below. This project will be completed alongside other doctoral students
working towards the same goal.
EDP (Experimental Data Processing) Program
Allows user to enter experimental data and display it as a two-dimensional plot.
Support for smoothing (noise filtering) and regression analysis of data.
Allows user to divide data into zones, each of which can have a separate
regression line.
Basic statistical analysis on multiple replicates of similar data.
Creates simple 2D plots and text file summaries of data and curve fits.
Once finished, will fully incorporate all other programs considered here to allow
for full analysis within one tool.
EDO-PWB (Probabilistic Workbench) Program
Probabilistic analysis of sample data.
Creates maximum likelihood estimate (MLE) fit of sample data for Normal,
Lognormal, Gamma, Weibull (2- and 3-parameter), and Generalized Exponential
distributions [1].
Gives goodness-of-fit (GOF) estimates for all distributions and plots distributions.
Partially integrated into EDP; will be used to perform statistical analysis on curve
fit parameters.
EDO-UMIN (Unconstrained Minimization) Program
Test of features for unconstrained function minimization; fully integrated into
EDO-PWB and EDP [2].
EDO-WB (Workbench) Program
Test of features for nonlinear optimization; fully integrated into EDO-PWB and
EDP.

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Elan Markov
Honors Thesis Prospectus

Research Plan
During this semester and the following semester, the goal will be to improve upon the
programs listed above to allow the user to be able to fully complete an analysis of the
data through EDP. This will require a number of improvements to the EDP and EDOPWB functionality. In addition, support for reliability analysis [3] will be added; this tool
will be referred to as EDO-RWB (Reliability Workbench) and will be designed either as a
standalone program or as an extension to EDO-PWB. The goals are listed below.
EDP (Experimental Data Processing) Program
Improve the methods for smoothing experimental data [4].
Add support for curve fitting and plotting for up to two independent variables [5].
Create 3D surface plots for data with two independent variables.
Integrate EDO-PWB and EDO-RWB into this program.
EDO-PWB (Probabilistic Workbench) Program
Implement support for the t-distribution.
If possible, implement significance tests to analyze the effects of new data on
distribution parameters [6].
If possible, Bayesian analysis for refining distribution parameters with new
experimental data [7].
EDO-RWB (Reliability Workbench) Program
Create Monte Carlo simulation of a distribution of a variable dependent on one or
multiple random variables with known distribution [8].
Compare the overlap of two related distributions to determine reliability [3].

Timeline and Deliverables


Weekly: Meetings with the director and/or doctoral students will occur weekly to ensure
progress on the project.
Preliminary - August and September: Create mathematical description of project,
including pseudocode and implementation in predesigned tools (R, MATLAB, and
Mathematica) [9]. Deliverable: preliminary design for probability analysis toolbox.
October -December Weeks 1-12: Write code implementation for preliminary design.
Deliverable: code implementation for probability analysis toolbox.
December-February Weeks 13-21: Validate design with experimental data. Make
program improvements as necessary. Start adding new probability analysis toolbox into
EDP program, if possible. Deliverable: improved probability toolbox.
March Weeks 22-24: Prepare for oral thesis defense. Deliverable: oral defense.
April Weeks 25-28: Prepare final submission draft. Deliverable: written thesis.

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Elan Markov
Honors Thesis Prospectus
Bibliography
1. Deivanayagam, A. 2012. Probabilistic Based Finite Element Analysis & Design
Optimization for Structural Designs. Masters Thesis, Arizona State University,
Arizona.
2. Luenberger, David. Linear and Nonlinear Programming. Addison-Wesley
Publications, 1989. Print.
3. Haldar, Mahadevan. Probability, Reliability and Statistical Methods in
Engineering Design. Web.
4. Wolfram Mathematica Documentation Center. Smoothing Data, Filling Missing
Data, and Nonparametric Fitting. Web.
http://reference.wolfram.com/applications/eda/SmoothingDataFillingMissingData
AndNonparametricFitting.html
5. Montgomery, Douglas. Introduction to Linear Regression Analysis, 3rd Edition.
Wiley Publishing, 2001. Print.
6. DeGroot, Morris H. Probability and Statistics, 4th Edition. Reading, Mass:
Addison-Wesley Pub. Co, 2011. Print.
7. Bayesian Logical Data Analysis for the Physical Sciences. Cambridge University
Press New York, NY, USA, 2005. Print.
8. Melsa, James. An Introduction to Probability & Stochastic Processes. Dover
Publications, 1973. Print.
9. Field, Andy. Discovering Statistics Using R. Sage Publications, 2012. Print.

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