Mathematical Analysis of Two Approaches for Optimal Parameter Estimates to Modeling Time Dependent Properties of Viscoelastic Materials

Abstract

Mathematical models for phenomena in the physical sciences are typically parameter-dependent, and the estimation of parameters that optimally model the trends suggested by experimental observation depends on how model-observation discrepancies are quantified. Commonly used parameter estimation techniques based on least-squares minimization of the model-observation discrepancies assume that the discrepancies are quantified with the L2-norm applied to a discrepancy function. While techniques based on such an assumption work well for many applications, other applications are better suited for least-squared minimization approaches that are based on other norm or inner-product induced topologies. Motivated by an application in the material sciences, the new alternative least-squares approach is defined and an insightful analytical comparison with a baseline least-squares approach is provided.

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Viktorova, I. , Alekseeva, S. and Kose, M. (2022) Mathematical Analysis of Two Approaches for Optimal Parameter Estimates to Modeling Time Dependent Properties of Viscoelastic Materials. Applied Mathematics, 13, 949-959. doi: 10.4236/am.2022.1312059.

1. Introduction

In this paper, we assume that X is the space of all continuous functions f : [ 0 , ) having a Laplace transform F : H with H : = { s : ( s ) > 0 } .

Parameters p P n associates with a time-domain model m ( p , ) : [ 0 , ) are considered optimal insofar as they yield a minimal model-observation discrepancy ε : [ 0 , ) defined by ε ( t ) : = m ( p , t ) r ( t ) , where function r : [ 0 , ) is obtained as a regression to a set of time-dependent observations. The model-observation discrepancy ε is assumed to be function-valued, so the phrase “minimal discrepancy” only has meaning when ε is understood to be a member of some norm-induced topology ( X , ) . Having specified the norm-induced topology to which ε belongs, the optimal parameters are then computed as an optimal solution p * to the least squares problem (LSP)

min p P ε ( p , ) 2 (1)

Two norms on X are considered in formulating the LSP (1).

The first norm, the baseline norm, is denoted by T , γ , while the second norm, the alternative norm, is denoted by S , s . (The norms T , γ and S , s on X are defined in Section 2.) The use of the baseline norm T , γ in (1) yields a variant of a commonly used LSP for computing optimal model parameters, while the alternative norm S , s is motivated by the elegant closed-form expressions for certain models m ( p , ) undertaking the Laplace transform. This is particularly true for certain creep models associated with viscoelastic materials [1] - [7].

While the use of the alternative norm S , s in LSP (1) has been successfully applied for computing optimal parameter estimates in [5], a theoretical foundation and justification for the use of the alternative form S , s in LSP (1) is in need of further development. Refining the developments began in [8] [9], this paper addresses the above need in Section 2, where 1) two inner products , T , γ : X × X and , S , s : X × X are defined over X and verified with respect to the inner product properties; 2) the norms T , γ and S , s are induced from the respective inner products , T , γ and , S , s ; 3) from the inner product properties, a bounding relationship is established between the norms T , γ and S , s ; and 4) insight is obtained from the bounding relationship into how the parameter solutions p P to LSP (1) = T , γ relate to the parameter solutions p P to LSP (1) = S , s . The first three contributions represent a substantial refinement and streamlining of the developments in [8] [9], thus paving the way for the fourth contribution which, furthermore, builds on the developments in [8] [9].

The remainder of the paper is organized as follows. From the developments in Section 2, a more simple and improved implementation of a previous application [5] becomes evident, and this is presented in Section 3. Computational setup and results are presented and discussed briefly in this same section. Lastly Section 4 concludes this paper and provides comments on future work.

2. Definition and Analysis of the Norms T , γ and S , s

The two norms T , γ and S , s are induced, respectively, by the following two inner products , T , γ : X × X and , S , s : X × X defined in the following manner for each pair f , g X and parameters γ > 0 and s H :

f , g T , γ : = 0 f ( t ) g ( t ) ¯ e γ t d t (2)

f , g S , s : = ( 0 f ( t ) e s t d t ) ( 0 g ( t ) e s t d t ) ¯ (3)

It is now shown that (2) and (3) are, in fact, inner products.

Proposition 2.1. The mappings , T , γ given by (2) and , S , s given by (3) are defined for all f , g X and are furthermore inner products over X.

Proof: Because X contains the continuous functions f : [ 0 , ) having a Laplace transform, the inner product , S , s is defined for all f , g X . Also, the function fg defined by multiplying f X and g X is continuous and of exponential order [10] (follows from the same properties of f and g), and so the Laplace transform L { f g } exists, and (2) is simply the Laplace transform L { f g } evaluated at s = γ . Thus, the inner product , T , γ is also defined for all f , g X .

Recall that, for any vector space V, an inner product , : V × V satisfies the following rules for each u , v , w V and λ (e.g., see [11]):

I1: u , v = v , u ¯

I2: λ u , v = λ u , v

I3: u , v + w = u , v + u , w

I4: u , v 0 , and u , u = 0 u = 0

Property I1 follows readily for , T , γ by noting that f and g are real-valued functions e γ t is real-values, and so the integrand is real-valued. For , S , s , Property I1 follows from (3) by computing

f , g S , s = ( 0 f ( t ) e s t d t ) ( 0 g ( t ) e s t d t ) ¯ = F ( s ) G ( s ) ¯ = G ( s ) F ( s ) ¯ = g , f ¯ S , s

where F(s) and G(s) denote the Laplace transform of f and g, respectively.

Properties I2 and I3 follow easily for both , T , γ and , S , s from elementary properties of integrals.

Property I4 applies to , T , γ because: 1) for each f X , the integrand of f , f T , γ is always nonnegative; and 2) if f 0 , then by the continuity of f over [ 0 , ) , there exist t 0 [ 0 , ) , ϵ > 0 , and δ > 0 over which f ( T ) δ for all T [ t 0 ϵ 2 , t 0 + ϵ 2 ] . Thus, for each γ > 0 , we have f , f T , γ ϵ δ 2 e γ ( t 0 + ϵ ) > 0 if f 0 . From this, the implication f , f T , γ = 0 f 0 follows.

To show that property I4 applies to , S , s , first note that f , f S , s 0 for all f X follows from the definition (3), and so it remains to show that f , f S , s = 0 f = 0 . This latter claim holds under application of Lerch’s theorem (see, e.g., [11] [12]) to the setting where f is continuous. Namely, if f , f S , s = 0 (so that F ( s ) 0 ), then 0 a f ( t ) d t = 0 for all a > 0 . The assumed continuity of f on [ 0 , ) and the Fundamental Theorem of Calculus imply that f 0 . Thus, I4 holds for , S , s . Hence, it has been shown that , T , γ and , S , s are both inner products over X.

One possible relationship between two different norms a and b called equivalence is now explored. The equivalence of two norms a and b is characterized by the existence of 0 < l u < such that

l f a f b u f a for all f X (4)

(See, e.g., [11].) Using the inner-product structures defined on X, the Cauchy-Schwartz inequality can be used to show a bounding relationship of the form f S , s u f T , γ for all f X , s H , and γ < R ( s ) via the computation

f S , s 2 = | 0 f ( t ) e s t d t | 2 = | f ( t ) , e ( s γ ) t T , γ | 2 f , f T , γ e ( s γ ) t , e ( s γ ) t T , γ (5)

= ( 0 | f ( t ) | 2 e γ t d t ) ( 0 e ( s + s ¯ γ ) d t ) f S , s 2 u f T , γ 2 (6)

where u = 0 e ( s + s ¯ γ ) d t = 1 s + s ¯ γ .

Whereas the upper bound coefficient u is established in (6), the lower bound coefficient l > 0 necessary to establish the equivalence (4) for each fixed s H and 0 < γ < R ( s ) is shown not to exist through two counterexamples:

Counterexample 1: Let f be of the form f ( t ) = e ω t , ω > 0 . Then f T , γ = 1 2 ω + γ and f S , s = 1 | ω + s | . So l f S , s f T , γ = 2 ω + γ | ω + s | 2 . Both lim ω f T , γ = 0 and lim ω f S , s = 0 . Furthermore, since lim ω 2 ω + γ | ω + s | 2 = 0 , there is no l > 0 serving as a lower bound coefficient.

Counterexample 2: Let f be of the form f ( t ) = sin ( ω t ) , ω > 0 . Then f T , γ = 1 2 ( 1 γ γ γ 2 + 4 ω 2 ) and f S , s = ω | s 2 + ω 2 | . Now lim ω f T , γ = 1 2 γ > 0 and lim ω f S , s = 0 . Thus, lim ω f S , s f T , γ = 0 , and so there is no lower bound l > 0 on f S , s f T , γ .

The lack of a lower bound coefficient l > 0 is also depicted in Figure 1 and Figure 2 for the same two counterexamples. Thus, it is established that due to the lack of the lower bound coefficient l > 0 , the norms T , γ and S , s over X are not equivalent.

The bounding relationship (6) between the norms T , γ and S , s is also described via inclusion relationships between sublevel sets. The sublevel set L ( f , P , δ ) is defined by

Figure 1. Illustrating the lack of a lower bound coefficient l > 0 for the norms T , γ ( γ = 0.05 ) and S , s ( s = 0.1 ( 1 + i ) ) with f = e ω t , ω > 0 . For both plots, each point corresponds to the use of a single value of ω , where ω = 2 2 + 0.5 k , k = 1 , , 50 .

Figure 2. Plot of points ( f T , γ , f S , s ) with γ = 0.05 , s = 0.1 ( 1 + i ) , f ( t ) = sin ( ω t ) , and frequency parameter ω > 0 varying from ω = 2 19 to ω = 2 5 . The plotted points approaching the origin along the plotted curve correspond to ω values approaching zero, while the plotted points proceeding away from the origin along the same plotted curve correspond to ω values approaching infinity.

L ( f , P , δ ) : = { p P : f ( p , ) δ }

for each f, P, and δ > 0 . By the existence of the bounding coefficient u , 0 < u < , in (6), we have the inclusion

L ( f , P , 1 u δ ) L S , s ( f , P , δ ) (7)

The sublevel set inclusion (7) provides a sense in which the norm S , s penalizes model-observation discrepancy more leniently than the norm T , γ . This leniency is observed, for example, in the plot of Figure 2 where the increasing frequency of f ( t ) = sin ( ω t ) due to ω leads to f S , s 0

while T , γ f 1 2 γ > 0 .

For application purposes, the preference between the norms T , γ and S , s in formulating the LSP (1) depends on 1) the desired degree of leniency in penalizing imperfect model-observation fit due to the use of parameter p P ; and 2) the ease and accuracy of evaluating the norms T , γ and S , s . Next, in Section 3, the material science application of solving LSP (1) motivating the contributions of this paper is revisited where the use of each of the two norms T , γ and S , s is evaluated in terms of the above two preference criteria.

3. Application for Modeling Time Dependent Properties of Viscoelastic Materials

A time-dependent model m ( p , ) for modeling creep of viscoelastic materials under an applied stress load is given by

m ( p , t ) : = σ E [ 1 + λ n = 0 ( β ) n t ( 1 α ) ( n + 1 ) Γ [ ( 1 α ) ( n + 1 ) + 1 ] ] (8)

where the stress level σ and Young’s modulus E are determined experimentally, and the material-specific kernel parameters ( α , β , λ ) satisfy

( α , β , λ ) { ( α , β , λ ) : 0 < α < 1 , β , λ }

(See [1] [3] [5] for details.) The parameter α can be found from the first term of the infinite series expansion in (8) [3]. Thus, only the model parameters β and λ need to be determined as an optimal solution p = ( β , λ ) to problem (1) with P = { p : p = ( β , λ ) , β , λ } .

The regression function r : [ 0 , ) is fit to observations based on experiments performed for three types of composites with nanofillers [5]:

1) Pure polyamide (PA).

2) Polyamide with ultra-dispersed diamonds (PA + UDD).

3) Polyamide with carbon nanotube fillers (PA + CNT).

For each material, the tests with the corresponding three loading levels σ 0.3 , σ 0.4 , and σ 0.5 are performed, where the subscript of σ indicates that the stress applied to the materials is 30%, 40%, and 50%, respectively, of the ultimate stress, which was taken equivalent to the yielding stress of each of the tested materials. Using these experimental data, the regression functions r ( t ) used for each data set take the form

r ( t ) = c 0 + c 1 e 0.1 t + c 2 e 0.5 t + c 1 e 0.02 t (9)

where the coefficients c i , i = 0 , 1 , 2 , 3 are estimated for each data set using standard linear regression techniques. The resulting regression functions and the material-specific vales for σ 0.3 , σ 0.4 , and σ 0.5 are given in Table 1.

For each computation, the norm T , γ parameter γ = 0.005 and the norm S , s parameter s = 0.01 ( 1 + i ) are used; furthermore, the experimentally determined parameters α, E, and σ = σ i , i = 0.3 , 0.4 , 0.5 associated with m ( p , t ) are provided in Table 2.

Table 1. Regression functions obtained from the creep experiments.

Table 2. Setup parameters.

The optimal parameters p * = ( β * , λ * ) are computed as optimal solutions to LSP (1) using the baseline norm = T , γ and the alternative norm = S , s . These computations are performed with MapleTM [13]. The computed parameter estimates are presented in Table 3 and the resulting wellness-of-fit between the parameterized models and experimental observations are illustrated in Figure 3.

As observed earlier [1] [3], the model m ( p , t ) has an elegant simplification under its Laplace transformation

M ( p , s ) : = L { m ( p , t ) } = σ E 1 s [ 1 + λ s 1 α + β ] (10)

Furthermore, each function r with the form (9) has a closed-form Laplace transform denoted by R ( s ) . Thus, for each s satisfying ( s ) > 0 , problem (1) takes the following elegant form when = S , s :

min p P M ( p , s ) R ( s ) 2 2 (11)

Solving the LSP (11) is computationally more accurate and less expensive than solving the corresponding LSP (1) with = T , γ . This is consistent with the

Figure 3. Wellness of fit plots using optimal parameter p * = ( β * , λ * ) solutions to problem (1) with = T , γ (left) and = S , s (right). Plots are given based on nine experimental data sets corresponding to three materials each with three loading levels.

Table 3. Optimal parameter estimates.

motivation and observation seen in earlier works [1] [3] [14] associated with the use of Laplace transform-based approaches to estimating the optimal model parameters.

4. Conclusions

This paper contributes a mathematical foundation for the comparison between time domain least squares parameter estimation problems formulated using the norm T , γ and Laplace domain least squares parameter estimation problems introduced in [1] [3], applied in [5] [8], and formulated using the alternative norm S , s as defined in Section 2. A relationship between the norms T , γ and S , s is analyzed in terms of norm equivalence, and in exploring this equivalence, the existence of the necessary upper bound coefficient u , 0 < u < was shown to exist in Section 2 using the two inner product structures (2) and (3) defined on X. However, the non-existence of the corresponding lower bound coefficient l , 0 < l < u , is demonstrated through two counterexamples. From the bounding relationship (6), inclusion relationships (7) of sublevel sets follow that provides a sense in which the norm S , s penalizes certain types of model-observation deviation more leniently than the norm T , γ .

The plots of Figure 3 suggest that the solutions p * = ( β * , λ * ) to LSP (1) with = S , s yield improved model-observation fit over the corresponding solutions with = T , γ . In addition to the computational advantages associated with solving (11), the improvement is also attributed to the relatively lenient (in a sense derived from the inclusion relationships (7)) penalization of certain types of model-observation by S , s as compared with T , γ . If the types of model-observation deviations that are penalized leniently are subjectively negligible to the model user, then the computation of the optimal solutions ( β * , λ * ) to LSP (1) with = S , s is more flexible, and this results in subjectively improved model-observation fit as compared with the fit obtained with the use of the norm = T , γ .

Acknowledgements

The authors thank Mr. Brian Dandurand of Argon National Laboratory, Chicago, IL. For valuable insights, discussions, and computations provide.

The List of the Variables Used in This Paper

p: parameters in time-domain model

m ( p , ) : model equation

ε ( t ) : strain

r ( t ) : regression function

( X , ) : norm induced topology

X: space of all condition functions of real variables

F: Laplace transformation

T , γ : baseline norm in real domain

S , s : alternative norm in Laplace complex domain

V: vector space

u, v, w: vectors

λ: constant

s: complex variable

t: real variable

f, g: real valued functions

F(s), G(s): Laplace transforms of f andg functions

L: lower bound coefficient

ω: real parameter > 0

γ: complex valued parameter

δ: small real number

σ: stress level

E: Young’s modulus

α, β, λ: material specific kernel parameters

Γ: Gamma function

ci: regression function coefficients

Conflicts of Interest

The authors declare no conflicts of interest regarding the publication of this paper.

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