11

th
AIAA Non-Deterministic Approaches Conference AIAA Paper #2009-2294
Palm Springs, CA, May 4 - 7, 2009
Monte Carlo Probabilistic Non-Deterministic Approach for
Multiscale Anisotropic Characterization: Theory and Method
Haris J. Catrakis *, JenniIer Shockro, Aaron P. Freeman, Adam J. Wachtor, and Ryan C. Sokolowski
Mechanical and Aerospace Engineering, University oI CaliIornia, Irvine, CA 92697, USA
* Corresponding Author, E-Mail: catrakisuci.edu
Abstract In various aerospace engineering applications such as aircraIt trajectory analysis, crack characterization, or
Iree-space laser communications Irom/to airborne vehicles, a basic quantity oI interest is the Iractal dimension and more
generally tools Ior geometrical multiscale examination oI the aircraIt trajectory, crack surIace geometry, or laser
waveIront aberrations Ior example. In this paper, we develop a general Monte Carlo probabilistic non-deterministic
approach which is useIul Ior characterizing, testing, and identiIying both the distribution oI scales and the distribution oI
orientations oI complex multiscale objects. We describe the general theory and we conduct basic computational tests oI
the present Monte Carlo probabilistic approach on Iractional Brownian motion as a test case. The two key theoretical
ideas oI this approach are the identiIication oI the shortest distances Irom random point locations to the physical object oI
interest and the identiIication oI the orientation angles oI the shortest-distance vectors, which enable analysis oI the
probability density Iunction (pdI) oI scale, pdI oI angle, and joint pdI oI scale and angle. These pdI's enable non-
deterministic computation oI the Iractal dimension as a Iunction oI scale and angle. This Monte Carlo approach,
thereIore, provides a probabilistic non-deterministic tool Ior multiscale anisotropic examination which can be used in
aerospace engineering application areas such as Iree-space laser communications Irom/to airborne vehicles, aircraIt
trajectory analysis, and aerospace vehicle crack identiIication Ior Iracture analysis.
1 Introduction
In various aerospace engineering applications, such as Iree-
space laser propagation and communication Irom/to airborne
vehicles (Freeman & Catrakis 2008; Aguirre & Catrakis
2004), aircraIt trajectory analysis (Lovejoy, Schertzer, &
Tuck 2004), and aerospace vehicle crack characterization
(Hadjileontiadis, Douka, & Trochidis 2005), examination oI
multiscale anisotropic objects is oIten conducted using tools
such as the Iractal dimension. Examples oI such objects in the
above applications are laser waveIronts aberrated by aircraIt
turbulence, elevation position trajectories oI aircraIt, and
Iracture surIaces.
In this conIerence paper, we develop a Monte Carlo
probabilistic non-deterministic approach Ior geometrical
examination and characterization oI multiscale anisotropic
objects. Our approach has its Ioundations in the new method
pioneered by the Iirst author (Catrakis 2008) whereby the
shortest distances Irom random locations to the object oI
interest provide the Iractal dimension as a Iunction oI scale.
The two new contributions in this conIerence paper are Iirstly
the capability Ior anisotropic characterization in terms oI the
distribution oI orientation angles and, secondly, testing oI the
method on Iractional Brownian motion Iields which are basic
test Iields oIten used as models oI Iractal surIaces Ior laser
waveIronts, aircraIt trajectories, and crack surIaces.
2 Monte Carlo Non-Deterministic
Approach for Multiscale Anisotropic
Examination: Theory
The two key ideas oI our Monte Carlo non-deterministic
approach are the identiIication oI the shortest-distance scales
Irom random point locations to the nearest part oI the object
oI interest and the identiIication oI the orientation angles Irom
the shortest-distance vectors. Our method is, thereIore,
naturally implementable as a Monte Carlo non-deterministic
approach since the point locations can be chosen randomly.
Figure 1 shows a schematic oI the basic idea oI selecting
random point locations and identiIying the shortest-distance
scales as well as the orientation angles Irom the point
locations to the nearest parts oI the object oI interest. A key
quantity, thereIore, is the shortest-distance probability density
Iunction (pdI)

, in general d-dimensional space,
which we deIine as Iollows:
Shortest-distance pdI

: The quantity

is the
pdI oI the shortest distance Irom a random point
location, within a reIerence boundary, to the nearest part oI
the object oI interest.
1
50th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference<br>17th
4 - 7 May 2009, Palm Springs, California
AIAA 2009-2294
Copyright 2009 by Haris J. Catrakis. Published by the American Institute of Aeronautics and Astronautics, Inc., with permission.
A second key quantity, which is a new element in this
conIerence paper relative to the earlier pioneered work
(Catrakis 2008), is the orientation angle pdI
a
d
(0)
, in
general d-dimensional space, which we deIine as Iollows:
Orientation angle pdI
a
d
(0)
: The quantity
a
d
(0)
is the
pdI oI the orientation angle 0 oI the shortest-distance vector
Irom a random point location, within a reIerence boundary, to
the nearest part oI the object oI interest.
With these two key ideas, one can thereIore consider the joint
pdI
f
d
(\, 0)
oI scale and angle as Iollows:
Joint scale and angle pdI
f
d
(\, 0)
: The quantity
f
d
(\, 0)
is the pdI oI the scale \ and the orientation angle
0 oI the shortest-distance vector Irom a random point
location, within a reIerence boundary, to the nearest part oI the
object oI interest.
The pdI
g
d
(\)
oI scale is analytically related (Catrakis
2008) to the Iractal dimension
D
d
(\)
, generalized here as
a Iractal dimension which can be a Iunction oI scale, as
Iollows:
D
d
(\) = d -

\ g
d
(

\)
|
0

\
g
d
(

\ ) d

\
(1)
where

\=\/ 2 because the shortest-distance scale

\
corresponds to halI the diameter \ oI the eIIective sphere (or
disk in 2-D) which is the coverage element as opposed to
boxes used in box-counting approaches to Iractals.
By theoretical analysis similar to the work by Catrakis (2008),
but now Ior the joint scale/angle pdI
f
d
(\, 0)
we can
introduce and relate analytically the Iractal dimension
D
d
(\, 0)
as a Iunction oI both the scale \ and the angle
0 :
D
d
(\, 0) = d -

\ f
d
(

\, 0)
|
0

\
f
d
(

\ , 0) d

\
(2)
which is useIul Ior anistropic multiscale analysis. Increasing
the number oI Monte Carlo locations, as indicated in Iigure 2,
shows that these locations and their shortest-distance scales as
well as angles typically Iorm clusters.
Figure 1. Schematic oI the two key ideas oI identiIying the
shortest-distance scale as well as the orientation angle Irom
randomly chosen point locations (shown as the crosses) to the
nearest parts oI the interIace (shown as the convoluted curve)
within a reIerence boundary (dashed circle Ior example).
Figure 2. Increasing the number oI Monte Carlo locations
shows the typical presence oI clusters oI shortest-distance
scales and orientations Irom randomly chosen point locations.
We note that this approach consistently captures the
dimension oI basic objects such as a point residing within a
disk or a sheet residing within a parallelepiped as can be
shown analytically (Catrakis 2008).
We proceed next to test the above approach on basic test
reIerence objects by evaluating the shortest-distance scale pdI
g
d
(\)
, the orientation-angle pdI
a
d
(0)
, and the joint
scale/angle pdI
f
d
(\, 0)
.
2
3 Monte Carlo Non-Deterministic
Approach for Multiscale Anisotropic
Examination: Method and Tests
To test and explore our Monte Carlo non-deterministic
approach, we consider Iirstly a basic square object and
secondly a Iractional Brownian motion Iield where the latter is
a Iundamental model in Iractal studies such as Ior laser
waveIronts, aircraIt trajectories, or crack surIaces (Aguirre &
Catrakis 2004; Lovejoy, Schertzer, & Tuck 2004;
Hadjileontiadis, Douka, & Trochidis 2005).
Figure 3 shows computational Monte Carlo results oI
randomly chosen locations and their corresponding shortest-
distance scales as well as orientation angles Ior increasing
number oI locations. We see that points located across the
Iour straight sides oI the square object contribute orientation
angles corresponding to vertical or horizontal orientation,
whereas points located in the corners oI the space around the
object introduce intermediate orientation angles.
Monte Carlo results Ior the shortest-distance scale pdI
g
2
(\)
are shown in Iigure 4 Ior the square object with
increasing number oI randomly chosen point locations. In
Iigure 5, we show our Monte Carlo results Ior the orientation
angle pdI
a
2
(0)
Ior the square object with increasing
number oI randomly chosen point locations. The vertical axis
is the probability density (as histogram values) and the
horizontal axis is the shortest-distance scale. The vertical axis
is the probability density (as histogram values) and the
horizontal axis is the orientation angle Irom -n/ 2 to n/ 2
in radians.
Convergence oI both the shortest-distance scale pdI and the
orientation angle pdI is evident in Iigures 4 and 5 as a result oI
the increasing number oI Monte Carlo locations. The ability oI
our method to capture the anisotropy oI the object is evident in
Iigure 5 (bottom) which shows peaks at particular angles
associated with the geometry oI the space around the object.
In a similar manner, one can compute the joint pdI oI scale
and angle. Using equations 1 and 2, one can then evaluate the
Iractal dimension as a Iunction oI scale and angle.
Our second test oI our Monte Carlo non-deterministic
approach is on Iractional Brownian motion (IBm) Iields. The
idea oI IBm is a concept useIul Ior generating, simulating, and
analyzing multiscale irregular Iluctuating Iields as models in
various aerospace engineering applications. It has its origins in
the random walk and in Brownian motion.
Figure 3. Monte Carlo computational test results Ior a basic
square object with increasing number oI randomly chosen
point locations, shortest-distance scales to the nearest part oI
the object, and orientation angles. The red crosses depict the
random point locations and the blue lines denote the shortest-
distance scales.
A IBm Iield is a Gaussian random Iield, and thereIore a non-
deterministic Iield,
q (r )
which is a Iunction oI the
coordinate
r =(r
1,
r
2,
... , r
n
)
in any Euclidean dimension
d =n+1
with the statistical relation:
| q(r +r) - q(r )
2
,
1/ 2
r
H
(3)
where H is the scaling parameter named Ior Hurst and also Ior
Hlder. Physically, this states that the amplitude oI relative
Iluctuations is a power law oI scale, on average. The
Iluctuations are assumed to be isotropic.
3
Figure 4. Monte Carlo results Ior the shortest-distance scale
pdI
g
2
(\)
Ior the square object with increasing number oI
randomly chosen point locations. The vertical axis is the
probability density (as histogram values) and the horizontal
axis is the shortest-distance scale.
Equation 3 states that the average root mean square oI
diIIerences oI the Iield values between two locations separated
by a scale
r
is a power law oI the scale
r
with power law
exponent or parameter
H
. The typical range oI values oI the
parameter
H
is
0H 1
, although the parameter can
have values beyond this range depending on the application.
Special cases include
H=1/ 2
Ior the random walk or
Brownian motion,
H=0
Ior '1/I noise,
H=1/ 3
Ior inertial turbulence scales, and
H=1 / 2
Ior
white noise.
Figure 5. Monte Carlo results Ior the orientation angle pdI
a
2
(0)
Ior the square object with increasing number oI
randomly chosen point locations. The vertical axis is the
probability density (as histogram values) and the horizontal
axis is the orientation angle Irom -n/ 2 to n/ 2 in
radians.
Equivalently to equation 3, the power spectrum
E ( k )
or
power spectral density oI the IBm Iluctuations is a power law:
E( k) = k
o
(4)
where the spectral exponent o is:
o = -2H - n (5)
because the power spectrum is the Fourier transIorm oI the
(auto-) correlation Iunction C(r):
C( r) = q(r +r) q( r ) , (6)
4
Figure 6. Computationally synthesized Iractional Brownian
motion (IBm) Iield shown (top) and thresholded region
(bottom) Ior testing our Monte Carlo approach.
We have computationally synthesized two-dimensional spatial
IBm Iields, an example oI which is shown in Iigure 6. We
used the computationally eIIicient method oI Fourier synthesis
where the Fourier amplitude and Fourier phase are computed
as Iollows. Because the power spectrum
E ( k )
is the square
oI the amplitude oI the Fourier transIorm q (k )
oI
q (r )
,
we Iirst computationally created an isotropic Fourier
amplitude Iunction
q( k )
with a power law:
q(k) = q
0
k
o/2
(7)
Figure 7. Monte Carlo computational test results Ior the
Iractional Brownian motion test Iield showing randomly
chosen point locations, shortest-distance scales to the nearest
part oI the object, and orientation angles. The red crosses
depict the random point locations and the blue lines denote the
shortest-distance scales.
where q
0
is a normalization amplitude. For the power-law
parameter Ior the results shown, we chose
o=-1.5
.
We computed values Ior the Fourier phase Iunction
(k )
Irom a uniIorm distribution oI random phase values between
-nn
. To ensure that the computed Iield
q (r )
is
real, we enIorced
(-k )=-(k )
. We produced the IBm
Iield
q (r )
by taking the inverse Fourier transIorm oI
q( k )exp |i (k )
.
Our Monte Carlo computational test results Ior the Iractional
Brownian motion Iield are shown in Iigures 7, 8, 9, and 10,
computed using randomly-chosen point locations. Figure 7
shows the nature oI the clusters resulting Irom the randomly-
chosen point locations Ior the IBm test Iield. The shortest-
distance scale pdI
g
2
(\)
is shown in Iigure 8 using a linear
axis Ior the probability density displayed as histogram values
on the vertical axis and the orientation angle pdI
a
2
(0)
is
shown in Iigure 9. Figure 8 indicates a power-law decaying
pdI oI shortest-distance scale, which is more evident with
logarithmic coordinates in Iigure 10 which shows the joint
scale/angle pdI
f
2
(\, 0)
. These results show that our Monte
Carlo method provides a non-deterministic approach which is
able to probe both the distribution oI scales and the
distribution oI angles Ior highly irregular multiscale objects
such as Iractional Brownian motion which serves as a model
in various aerospace engineering applications.
5
Figure 8. Monte Carlo results Ior the shortest-distance scale
pdI
g
2
(\)
Ior the IBm test case Iield using randomly-chosen
point locations. The vertical axis is the probability density in
linear scale (as histogram values) and the horizontal axis is the
shortest-distance scale.
Figure 9. Monte Carlo results Ior the orientation angle pdI
a
2
(0)
Ior the IBm test case Iield using randomly-chosen
point locations. The vertical axis is the probability density (as
histogram values) and the horizontal axis is the orientation
angle Irom -n/ 2 to n/ 2 in radians.
Figure 10. Monte Carlo results Ior the joint scale/angle pdI
f
2
(\, 0)
Ior the IBm test case Iield using randomly-chosen
point locations. The vertical axis is the joint probability
density (as histogram values). The leIt-running horizontal axis
is the logarithmic shortest-distance scale (scaled and
distributed in 30 bins spanning the Iull range oI values) and
the right-running horizontal axis is the orientation angle
(scaled and distributed in 30 bins spanning the Iull range oI
orientation angles -n/ 2 to n/ 2 ).
6
4 Conclusions
In this work, we have developed a general Monte Carlo
probabilistic non-deterministic approach which is useIul Ior
characterizing, testing, and identiIying both the distribution oI
scales and the distribution oI orientations oI complex
multiscale objects. We have described the general theory and
we have conducted basic computational tests oI the present
Monte Carlo probabilistic approach on Iractional Brownian
motion as a test case. The two key theoretical ideas oI this
approach are the identiIication oI the shortest distance Irom
random point locations to the physical object oI interest and
the identiIication oI the orientation angle(s) oI the shortest-
distance vector, which enable analysis oI the probability
density Iunction (pdI) oI scale, pdI oI angle, and joint pdI oI
scale and angle. These pdI's enable non-deterministic
computation oI the Iractal dimension as a Iunction oI scale and
angle. This Monte Carlo approach, thereIore, provides a
probabilistic non-deterministic tool Ior multiscale anisotropic
examination which can be used in aerospace engineering
application areas such as Iree-space laser communications
Irom/to airborne vehicles, aircraIt trajectory analysis, and
aerospace vehicle crack identiIication Ior Iracture analysis.
5 References
|1| Freeman, A. P. and Catrakis, H. J., Direct reduction oI
aero-optical aberrations by large structure suppression control
in turbulence, AIAA Journal, Vol. 46, No. 10, pp. 2582-2590,
2008.
|2| Aguirre, R. C. and Catrakis, H. J., Aero-optical waveIronts
and scale-local characterization in large-Reynolds-number
compressible turbulence. AIAA Journal, Vol. 42, No. 10, pp.
1982 1990, 2004.
|3| Lovejoy, S., Schertzer, and Tuck, A. F., Fractal aircraIt
trajectories and nonclassical turbulent exponents. Phys. Rev.
E, Vol. 70, No. 36036, pp. 1 5, 2004.
|4| Hadjileontiadis, L. J., Douka, E., and Trochidis, A.,
Fractal dimension analysis Ior crack identiIication in beam
structures. Mechanical Systems and Signal Processing, Vol.
19, No. 3, pp.659-674, 2005.
|5| H. J. Catrakis. The Multiscale-Minima Meshless (M`3)
Method: A Novel Approach to Level Crossings and
Generalized Fractals with Applications to Turbulent
InterIaces. Journal oI Turbulence, Vol. 9, No. 22, pp. 1 25,
2008.

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