WorldWideScience

Sample records for stochastic piston problem

  1. Free Piston Problem for Isentropic Gas Dynamics

    OpenAIRE

    Takeno, Shigeharu

    1995-01-01

    We consider the existence of the generalized solution for a free piston problem for isentropic gas dynamics. By the compensated compactness theory, we can show that an approximate solution converges to a generalized solution.

  2. The stochastic goodwill problem

    OpenAIRE

    Marinelli, Carlo

    2003-01-01

    Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...

  3. Symmetry of the Adiabatic Condition in the Piston Problem

    Science.gov (United States)

    Anacleto, Joaquim; Ferreira, J. M.

    2011-01-01

    This study addresses a controversial issue in the adiabatic piston problem, namely that of the piston being adiabatic when it is fixed but no longer so when it can move freely. It is shown that this apparent contradiction arises from the usual definition of adiabatic condition. The issue is addressed here by requiring the adiabatic condition to be…

  4. Pistonics

    DEFF Research Database (Denmark)

    Perram, John W.; Præstgaard, Eigil; Smith, Edgar R.

    2011-01-01

    is proportional to its internal energy. We report molecular dynamics experiments with ideal gas particles and show that they can exchange energy with their container. We then construct a dynamical system modelling the motion of the piston and heat transfer to the surroundings when the piston is released...... to the dynamical system can make it resemble a quasi-static process. We then generalise the dynamical system to a two-compartment adiabatic cylinder in which the gases in the two chambers are separated by a movable piston. We show that, if the piston is subjected to infinitesimal kinetic friction, in all cases...

  5. PISTON

    Energy Technology Data Exchange (ETDEWEB)

    Sewell, Christopher Meyer [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2014-01-08

    This presentation was a part of the guest lecture series for graduate classes at the University of Oregon on many-core visualization. It discussed a practical introduction to high-level data parallelism using thrust and PISTON; presented an overview of PISTON and PINION; provided tutorial examples; additional details on research results.

  6. Stochastic stability assessment of a semi-free piston engine generator concept

    Science.gov (United States)

    Kigezi, T. N.; Gonzalez Anaya, J. A.; Dunne, J. F.

    2016-09-01

    Small engines, as power generators with low-noise and vibration characteristics, are needed in two niche application areas: as electric vehicle range extenders and as domestic micro Combined Heat and Power systems. A recent semi-free piston design known as the AMOCATIC generator fully meets this requirement. The engine potentially allows for high energy conversion efficiencies at resonance derived from having a mass and spring assembly. As with free-piston engines in general, stability and control of piston motion has been cited as the prime challenge limiting the technology's widespread application. Using physical principles, we derive in this paper two important results: an energy balance criterion and a related general stability criterion for a semi-free piston engine. Control is achieved by systematically designing a Proportional Integral (PI) controller using a control-oriented engine model for which a specific stability condition is stated. All results are presented in closed form throughout the paper. Simulation results under stochastic pressure conditions show that the proposed energy balance, stability criterion, and PI controller, operate as predicted to yield stable engine operation at fixed compression ratio.

  7. Stochastic stability assessment of a semi-free piston engine generator concept

    International Nuclear Information System (INIS)

    Kigezi, T N; Anaya, J A Gonzalez; Dunne, J F

    2016-01-01

    Small engines, as power generators with low-noise and vibration characteristics, are needed in two niche application areas: as electric vehicle range extenders and as domestic micro Combined Heat and Power systems. A recent semi-free piston design known as the AMOCATIC generator fully meets this requirement. The engine potentially allows for high energy conversion efficiencies at resonance derived from having a mass and spring assembly. As with free-piston engines in general, stability and control of piston motion has been cited as the prime challenge limiting the technology's widespread application. Using physical principles, we derive in this paper two important results: an energy balance criterion and a related general stability criterion for a semi-free piston engine. Control is achieved by systematically designing a Proportional Integral (PI) controller using a control-oriented engine model for which a specific stability condition is stated. All results are presented in closed form throughout the paper. Simulation results under stochastic pressure conditions show that the proposed energy balance, stability criterion, and PI controller, operate as predicted to yield stable engine operation at fixed compression ratio. (paper)

  8. Stochastic problems in population genetics

    CERN Document Server

    Maruyama, Takeo

    1977-01-01

    These are" notes based on courses in Theoretical Population Genetics given at the University of Texas at Houston during the winter quarter, 1974, and at the University of Wisconsin during the fall semester, 1976. These notes explore problems of population genetics and evolution involving stochastic processes. Biological models and various mathematical techniques are discussed. Special emphasis is given to the diffusion method and an attempt is made to emphasize the underlying unity of various problems based on the Kolmogorov backward equation. A particular effort was made to make the subject accessible to biology students who are not familiar with stochastic processes. The references are not exhaustive but were chosen to provide a starting point for the reader interested in pursuing the subject further. Acknowledgement I would like to use this opportunity to express my thanks to Drs. J. F. Crow, M. Nei and W. J. Schull for their hospitality during my stays at their universities. I am indebted to Dr. M. Kimura...

  9. Stochastic Linear Quadratic Optimal Control Problems

    International Nuclear Information System (INIS)

    Chen, S.; Yong, J.

    2001-01-01

    This paper is concerned with the stochastic linear quadratic optimal control problem (LQ problem, for short) for which the coefficients are allowed to be random and the cost functional is allowed to have a negative weight on the square of the control variable. Some intrinsic relations among the LQ problem, the stochastic maximum principle, and the (linear) forward-backward stochastic differential equations are established. Some results involving Riccati equation are discussed as well

  10. An approximate solution for spherical and cylindrical piston problem

    Indian Academy of Sciences (India)

    the growth and decay of shock strengths for spherical and cylindrical pistons starting from a non-zero ... conditions at an appropriate level, a new theory of shock dynamics (NTSD) has been proposed (Ravindran and ..... sive, its packing density etc. which are not included in our mathematical formulation, it may explain the ...

  11. K-Minimax Stochastic Programming Problems

    Science.gov (United States)

    Nedeva, C.

    2007-10-01

    The purpose of this paper is a discussion of a numerical procedure based on the simplex method for stochastic optimization problems with partially known distribution functions. The convergence of this procedure is proved by the condition on dual problems.

  12. Approximative solutions of stochastic optimization problem

    Czech Academy of Sciences Publication Activity Database

    Lachout, Petr

    2010-01-01

    Roč. 46, č. 3 (2010), s. 513-523 ISSN 0023-5954 R&D Projects: GA ČR GA201/08/0539 Institutional research plan: CEZ:AV0Z10750506 Keywords : Stochastic optimization problem * sensitivity * approximative solution Subject RIV: BA - General Mathematics Impact factor: 0.461, year: 2010 http://library.utia.cas.cz/separaty/2010/SI/lachout-approximative solutions of stochastic optimization problem.pdf

  13. Shocks in magneto-reactive-gas dynamics with application to the piston problem; Sur les chocs dans un milieu magnetodynamique reactif avec application au probleme du piston

    Energy Technology Data Exchange (ETDEWEB)

    Soubbaramayer, [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

    1967-03-01

    This work deals with detonation and deflagration waves in magnetogasdynamics. Four types of detonations and four types of deflagration are considered. We point out that the propagation of these waves is not always completely determined by the initial boundary conditions and the conservation laws across the discontinuity. To fix the ideas we consider the piston problem and we show that in some cases more conditions must be added to the conservation laws in order to provide sufficient data for the unique determination of the propagation process. We then show that the needed additional conditions may be derived from an investigation of the internal structure of the detonation and deflagration process in magneto gas dynamics. This internal structure is investigated for the eight types of process under the influence of the combustion mechanism and the dissipative coefficients (viscosities, electrical and thermal conductivity). Finally all the possible solutions for the piston problem are discussed in a simple case. The methods developed here may be extended to ionizing shocks. (author) [French] On considere dans ce travail les ondes de detonation et de deflagration en magneto-dynamique. Quatre types de detonation et quatre types de deflagration sont etudies. On montre d'abord que la propagation de ces ondes n'est pas toujours completement determinee par les conditions initiales, les conditions aux limites et les conditions de choc. Pour fixer les idees nous considerons le probleme du piston et nous montrons que, dans certains cas, des conditions supplementaires doivent etre jointes aux conditions de choc pour determiner l'ecoulement d'une facon unique. Nous montrons ensuite que ces conditions supplementaires peuvent etre deduites de l'analyse de la structure interne des detonations et des deflagrations magnetodynamiques. Cette structure interne est etudiee en tenant compte du mecanisme de combustion et des coefficients de dissipation (viscosites, conductivites

  14. Stochastic global optimization as a filtering problem

    International Nuclear Information System (INIS)

    Stinis, Panos

    2012-01-01

    We present a reformulation of stochastic global optimization as a filtering problem. The motivation behind this reformulation comes from the fact that for many optimization problems we cannot evaluate exactly the objective function to be optimized. Similarly, we may not be able to evaluate exactly the functions involved in iterative optimization algorithms. For example, we may only have access to noisy measurements of the functions or statistical estimates provided through Monte Carlo sampling. This makes iterative optimization algorithms behave like stochastic maps. Naive global optimization amounts to evolving a collection of realizations of this stochastic map and picking the realization with the best properties. This motivates the use of filtering techniques to allow focusing on realizations that are more promising than others. In particular, we present a filtering reformulation of global optimization in terms of a special case of sequential importance sampling methods called particle filters. The increasing popularity of particle filters is based on the simplicity of their implementation and their flexibility. We utilize the flexibility of particle filters to construct a stochastic global optimization algorithm which can converge to the optimal solution appreciably faster than naive global optimization. Several examples of parametric exponential density estimation are provided to demonstrate the efficiency of the approach.

  15. Algorithm for the Stochastic Generalized Transportation Problem

    Directory of Open Access Journals (Sweden)

    Marcin Anholcer

    2012-01-01

    Full Text Available The equalization method for the stochastic generalized transportation problem has been presented. The algorithm allows us to find the optimal solution to the problem of minimizing the expected total cost in the generalized transportation problem with random demand. After a short introduction and literature review, the algorithm is presented. It is a version of the method proposed by the author for the nonlinear generalized transportation problem. It is shown that this version of the method generates a sequence of solutions convergent to the KKT point. This guarantees the global optimality of the obtained solution, as the expected cost functions are convex and twice differentiable. The computational experiments performed for test problems of reasonable size show that the method is fast. (original abstract

  16. Quadratic stochastic operators: Results and open problems

    International Nuclear Information System (INIS)

    Ganikhodzhaev, R.N.; Rozikov, U.A.

    2009-03-01

    The history of the quadratic stochastic operators can be traced back to the work of S. Bernshtein (1924). For more than 80 years this theory has been developed and many papers were published. In recent years it has again become of interest in connection with numerous applications in many branches of mathematics, biology and physics. But most results of the theory were published in non English journals, full text of which are not accessible. In this paper we give a brief description of the results and discuss several open problems. (author)

  17. Delayed Stochastic Linear-Quadratic Control Problem and Related Applications

    Directory of Open Access Journals (Sweden)

    Li Chen

    2012-01-01

    stochastic differential equations (FBSDEs with Itô’s stochastic delay equations as forward equations and anticipated backward stochastic differential equations as backward equations. Especially, we present the optimal feedback regulator for the time delay system via a new type of Riccati equations and also apply to a population optimal control problem.

  18. Stochastic inverse problems: Models and metrics

    International Nuclear Information System (INIS)

    Sabbagh, Elias H.; Sabbagh, Harold A.; Murphy, R. Kim; Aldrin, John C.; Annis, Charles; Knopp, Jeremy S.

    2015-01-01

    In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds

  19. Stochastic inverse problems: Models and metrics

    Science.gov (United States)

    Sabbagh, Elias H.; Sabbagh, Harold A.; Murphy, R. Kim; Aldrin, John C.; Annis, Charles; Knopp, Jeremy S.

    2015-03-01

    In past work, we introduced model-based inverse methods, and applied them to problems in which the anomaly could be reasonably modeled by simple canonical shapes, such as rectangular solids. In these cases the parameters to be inverted would be length, width and height, as well as the occasional probe lift-off or rotation. We are now developing a formulation that allows more flexibility in modeling complex flaws. The idea consists of expanding the flaw in a sequence of basis functions, and then solving for the expansion coefficients of this sequence, which are modeled as independent random variables, uniformly distributed over their range of values. There are a number of applications of such modeling: 1. Connected cracks and multiple half-moons, which we have noted in a POD set. Ideally we would like to distinguish connected cracks from one long shallow crack. 2. Cracks of irregular profile and shape which have appeared in cold work holes during bolt-hole eddy-current inspection. One side of such cracks is much deeper than other. 3. L or C shaped crack profiles at the surface, examples of which have been seen in bolt-hole cracks. By formulating problems in a stochastic sense, we are able to leverage the stochastic global optimization algorithms in NLSE, which is resident in VIC-3D®, to answer questions of global minimization and to compute confidence bounds using the sensitivity coefficient that we get from NLSE. We will also address the issue of surrogate functions which are used during the inversion process, and how they contribute to the quality of the estimation of the bounds.

  20. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  1. Asymptotic problems for stochastic partial differential equations

    Science.gov (United States)

    Salins, Michael

    Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.

  2. Heuristic for Stochastic Online Flowshop Problem with Preemption Penalties

    Directory of Open Access Journals (Sweden)

    Mohammad Bayat

    2013-01-01

    Full Text Available The deterministic flowshop model is one of the most widely studied problems; whereas its stochastic equivalent has remained a challenge. Furthermore, the preemptive online stochastic flowshop problem has received much less attention, and most of the previous researches have considered a nonpreemptive version. Moreover, little attention has been devoted to the problems where a certain time penalty is incurred when preemption is allowed. This paper examines the preemptive stochastic online flowshop with the objective of minimizing the expected makespan. All the jobs arrive overtime, which means that the existence and the parameters of each job are unknown until its release date. The processing time of the jobs is stochastic and actual processing time is unknown until completion of the job. A heuristic procedure for this problem is presented, which is applicable whenever the job processing times are characterized by their means and standard deviation. The performance of the proposed heuristic method is explored using some numerical examples.

  3. Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

    Energy Technology Data Exchange (ETDEWEB)

    Hamadameen, Abdulqader Othman [Optimization, Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia); Zainuddin, Zaitul Marlizawati [Department of Mathematical Sciences, Faculty of Science, UTM (Malaysia)

    2014-06-19

    This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

  4. The stochastic filtering problem: a brief historical account

    OpenAIRE

    Crisan, Dan

    2014-01-01

    Onwards from the mid-twentieth century, the stochastic filtering problem has caught the attention of thousands of mathematicians, engineers, statisticians, and computer scientists. Its applications span the whole spectrum of human endeavour, including satellite tracking, credit risk estimation, human genome analysis, and speech recognition. Stochastic filtering has engendered a surprising number of mathematical techniques for its treatment and has played an important role in...

  5. International Conference on Modern Problems of Stochastic Analysis and Statistics

    CERN Document Server

    2017-01-01

    This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.

  6. Bonus algorithm for large scale stochastic nonlinear programming problems

    CERN Document Server

    Diwekar, Urmila

    2015-01-01

    This book presents the details of the BONUS algorithm and its real world applications in areas like sensor placement in large scale drinking water networks, sensor placement in advanced power systems, water management in power systems, and capacity expansion of energy systems. A generalized method for stochastic nonlinear programming based on a sampling based approach for uncertainty analysis and statistical reweighting to obtain probability information is demonstrated in this book. Stochastic optimization problems are difficult to solve since they involve dealing with optimization and uncertainty loops. There are two fundamental approaches used to solve such problems. The first being the decomposition techniques and the second method identifies problem specific structures and transforms the problem into a deterministic nonlinear programming problem. These techniques have significant limitations on either the objective function type or the underlying distributions for the uncertain variables. Moreover, these ...

  7. The Gribov problem in the frame of stochastic quantization

    Energy Technology Data Exchange (ETDEWEB)

    Parrinello, C. (Rome-1 Univ. (Italy). Dipt. di Fisica)

    1990-09-01

    We review the Gribov problem in the Landau gauge, from the point of view of stochastic quantization, and briefly sketch a numerical investigation based on a minimization algorithm, with the purpose of collecting wide information about Gribov copies within the first Gribov horizon. (orig.).

  8. Solving stochastic multiobjective vehicle routing problem using probabilistic metaheuristic

    Directory of Open Access Journals (Sweden)

    Gannouni Asmae

    2017-01-01

    closed form expression. This novel approach is based on combinatorial probability and can be incorporated in a multiobjective evolutionary algorithm. (iiProvide probabilistic approaches to elitism and diversification in multiobjective evolutionary algorithms. Finally, The behavior of the resulting Probabilistic Multi-objective Evolutionary Algorithms (PrMOEAs is empirically investigated on the multi-objective stochastic VRP problem.

  9. A General Theory of Markovian Time Inconsistent Stochastic Control Problems

    DEFF Research Database (Denmark)

    Björk, Tomas; Murgochi, Agatha

    We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points...... examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem...

  10. Efficient decomposition and linearization methods for the stochastic transportation problem

    International Nuclear Information System (INIS)

    Holmberg, K.

    1993-01-01

    The stochastic transportation problem can be formulated as a convex transportation problem with nonlinear objective function and linear constraints. We compare several different methods based on decomposition techniques and linearization techniques for this problem, trying to find the most efficient method or combination of methods. We discuss and test a separable programming approach, the Frank-Wolfe method with and without modifications, the new technique of mean value cross decomposition and the more well known Lagrangian relaxation with subgradient optimization, as well as combinations of these approaches. Computational tests are presented, indicating that some new combination methods are quite efficient for large scale problems. (authors) (27 refs.)

  11. Essays on variational approximation techniques for stochastic optimization problems

    Science.gov (United States)

    Deride Silva, Julio A.

    This dissertation presents five essays on approximation and modeling techniques, based on variational analysis, applied to stochastic optimization problems. It is divided into two parts, where the first is devoted to equilibrium problems and maxinf optimization, and the second corresponds to two essays in statistics and uncertainty modeling. Stochastic optimization lies at the core of this research as we were interested in relevant equilibrium applications that contain an uncertain component, and the design of a solution strategy. In addition, every stochastic optimization problem relies heavily on the underlying probability distribution that models the uncertainty. We studied these distributions, in particular, their design process and theoretical properties such as their convergence. Finally, the last aspect of stochastic optimization that we covered is the scenario creation problem, in which we described a procedure based on a probabilistic model to create scenarios for the applied problem of power estimation of renewable energies. In the first part, Equilibrium problems and maxinf optimization, we considered three Walrasian equilibrium problems: from economics, we studied a stochastic general equilibrium problem in a pure exchange economy, described in Chapter 3, and a stochastic general equilibrium with financial contracts, in Chapter 4; finally from engineering, we studied an infrastructure planning problem in Chapter 5. We stated these problems as belonging to the maxinf optimization class and, in each instance, we provided an approximation scheme based on the notion of lopsided convergence and non-concave duality. This strategy is the foundation of the augmented Walrasian algorithm, whose convergence is guaranteed by lopsided convergence, that was implemented computationally, obtaining numerical results for relevant examples. The second part, Essays about statistics and uncertainty modeling, contains two essays covering a convergence problem for a sequence

  12. Stochastic programming problems with generalized integrated chance constraints

    Czech Academy of Sciences Publication Activity Database

    Branda, Martin

    2012-01-01

    Roč. 61, č. 8 (2012), s. 949-968 ISSN 0233-1934 R&D Projects: GA ČR GAP402/10/1610 Grant - others:SVV(CZ) 261315/2010 Institutional support: RVO:67985556 Keywords : chance constraints * integrated chance constraints * penalty functions * sample approximations * blending problem Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.707, year: 2012 http://library.utia.cas.cz/separaty/2012/E/branda-stochastic programming problems with generalized integrated.pdf

  13. Dynamic-Programming Approaches to Single- and Multi-Stage Stochastic Knapsack Problems for Portfolio Optimization

    National Research Council Canada - National Science Library

    Khoo, Wai

    1999-01-01

    .... These problems model stochastic portfolio optimization problems (SPOPs) which assume deterministic unit weight, and normally distributed unit return with known mean and variance for each item type...

  14. A Weak Solution of a Stochastic Nonlinear Problem

    Directory of Open Access Journals (Sweden)

    M. L. Hadji

    2015-01-01

    Full Text Available We consider a problem modeling a porous medium with a random perturbation. This model occurs in many applications such as biology, medical sciences, oil exploitation, and chemical engineering. Many authors focused their study mostly on the deterministic case. The more classical one was due to Biot in the 50s, where he suggested to ignore everything that happens at the microscopic level, to apply the principles of the continuum mechanics at the macroscopic level. Here we consider a stochastic problem, that is, a problem with a random perturbation. First we prove a result on the existence and uniqueness of the solution, by making use of the weak formulation. Furthermore, we use a numerical scheme based on finite differences to present numerical results.

  15. An Improvement for Fuzzy Stochastic Goal Programming Problems

    Directory of Open Access Journals (Sweden)

    Shu-Cheng Lin

    2017-01-01

    Full Text Available We examined the solution process for linear programming problems under a fuzzy and random environment to transform fuzzy stochastic goal programming problems into standard linear programming problems. A previous paper that revised the solution process with the lower-side attainment index motivated our work. In this paper, we worked on a revision for both-side attainment index to amend its definition and theorems. Two previous examples were used to examine and demonstrate our improvement over previous results. Our findings not only improve the previous paper with both-side attainment index, but also provide a theoretical extension from lower-side attainment index to the both-side attainment index.

  16. Dimension Reduction and Discretization in Stochastic Problems by Regression Method

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    1996-01-01

    The chapter mainly deals with dimension reduction and field discretizations based directly on the concept of linear regression. Several examples of interesting applications in stochastic mechanics are also given.Keywords: Random fields discretization, Linear regression, Stochastic interpolation, ...

  17. Double bowl piston

    Science.gov (United States)

    Meffert, Darrel Henry; Urven, Jr., Roger Leroy; Brown, Cory Andrew; Runge, Mark Harold

    2007-03-06

    A piston for an internal combustion engine is disclosed. The piston has a piston crown with a face having an interior annular edge. The piston also has first piston bowl recessed within the face of the piston crown. The first piston bowl has a bottom surface and an outer wall. A line extending from the interior annular edge of the face and tangent with the outer wall forms an interior angle greater than 90 degrees with the face of the piston. The piston also has a second piston bowl that is centrally located and has an upper edge located below a face of the piston crown.

  18. Planning Nurses in Maternity Care: a Stochastic Assignment Problem

    International Nuclear Information System (INIS)

    Phillipson, Frank

    2015-01-01

    With 23 percent of all births taking place at home, The Netherlands have the highest rate of home births in the world. Also if the birth did not take place at home, it is not unusual for the mother and child to be out of hospital in a few hours after the baby was born. The explanation for both is the very well organised maternity care system. However, getting the right maternity care nurse available on time introduces a complex planning issue that can be recognized as a Stochastic Assignment Problem. In this paper an expert rule based approach is combined with scenario analysis to support the planner of the maternity care agency in his work. (paper)

  19. Planning Nurses in Maternity Care: a Stochastic Assignment Problem

    Science.gov (United States)

    Phillipson, Frank

    2015-05-01

    With 23 percent of all births taking place at home, The Netherlands have the highest rate of home births in the world. Also if the birth did not take place at home, it is not unusual for the mother and child to be out of hospital in a few hours after the baby was born. The explanation for both is the very well organised maternity care system. However, getting the right maternity care nurse available on time introduces a complex planning issue that can be recognized as a Stochastic Assignment Problem. In this paper an expert rule based approach is combined with scenario analysis to support the planner of the maternity care agency in his work.

  20. Vehicle Routing Problems with Fuel Consumption and Stochastic Travel Speeds

    Directory of Open Access Journals (Sweden)

    Yanling Feng

    2017-01-01

    Full Text Available Conventional vehicle routing problems (VRP always assume that the vehicle travel speed is fixed or time-dependent on arcs. However, due to the uncertainty of weather, traffic conditions, and other random factors, it is not appropriate to set travel speeds to fixed constants in advance. Consequently, we propose a mathematic model for calculating expected fuel consumption and fixed vehicle cost where average speed is assumed to obey normal distribution on each arc which is more realistic than the existing model. For small-scaled problems, we make a linear transformation and solve them by existing solver CPLEX, while, for large-scaled problems, an improved simulated annealing (ISA algorithm is constructed. Finally, instances from real road networks of England are performed with the ISA algorithm. Computational results show that our ISA algorithm performs well in a reasonable amount of time. We also find that when taking stochastic speeds into consideration, the fuel consumption is always larger than that with fixed speed model.

  1. Handbook of EOQ inventory problems stochastic and deterministic models and applications

    CERN Document Server

    Choi, Tsan-Ming

    2013-01-01

    This book explores deterministic and stochastic EOQ-model based problems and applications, presenting technical analyses of single-echelon EOQ model based inventory problems, and applications of the EOQ model for multi-echelon supply chain inventory analysis.

  2. Bibliography on the stochastic processes in plasma and related problems

    International Nuclear Information System (INIS)

    Polovin, R.V.

    1976-01-01

    Stochastic processes in plasma and related matters. The bibliography contains 500 references and was compiled from the open literature only. Some references are annotated or completed with short abstracts. There are subject and authors indexes

  3. Time-dependent solution for a one-dimensional piston problem in a non-ideal gas

    International Nuclear Information System (INIS)

    Purohit, S.C.

    1980-01-01

    In this article we study the effect of a non-ideal gas parameter on the piston (contact) surface when a strong shock moves into a non-uniform medium. The solution corresponding to the ideal gas can be obtained as a particular case of the analysis. (orig.)

  4. Using metrics in stability of stochastic programming problems

    Czech Academy of Sciences Publication Activity Database

    Houda, Michal

    2005-01-01

    Roč. 13, č. 1 (2005), s. 128-134 ISSN 0572-3043 R&D Projects: GA ČR(CZ) GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic programming * quantitative stability * Wasserstein metrics * Kolmogorov metrics * simulation study Subject RIV: BB - Applied Statistics, Operational Research

  5. Depandent samples in empirical estimation of stochastic programming problems

    Czech Academy of Sciences Publication Activity Database

    Kaňková, Vlasta; Houda, Michal

    2006-01-01

    Roč. 35, 2/3 (2006), s. 271-279 ISSN 1026-597X R&D Projects: GA ČR GA402/04/1294; GA ČR GD402/03/H057; GA ČR GA402/05/0115 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic programming * stability * probability metrics * Wasserstein metric * Kolmogorov metric * simulations Subject RIV: BB - Applied Statistics , Operational Research

  6. Analytical vs. Simulation Solution Techniques for Pulse Problems in Non-linear Stochastic Dynamics

    DEFF Research Database (Denmark)

    Iwankiewicz, R.; Nielsen, Søren R. K.

    Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically-numerical tec......Advantages and disadvantages of available analytical and simulation techniques for pulse problems in non-linear stochastic dynamics are discussed. First, random pulse problems, both those which do and do not lead to Markov theory, are presented. Next, the analytical and analytically...

  7. Researches on the Piston Ring

    Science.gov (United States)

    Ehihara, Keikiti

    1944-01-01

    In internal combustion engines, steam engines, air compressors, and so forth, the piston ring plays an important role. Especially, the recent development of Diesel engines which require a high compression pressure for their working, makes, nowadays, the packing action of the piston ring far more important than ever. Though a number of papers have been published in regard to researches on the problem of the piston ring, none has yet dealt with an exact measurement of pressure exerted on the cylinder wall at any given point of the ring. The only paper that can be traced on this subject so far is Mr. Nakagawa's report on the determination of the relative distribution of pressure on the cylinder wall, but the measuring method adopted therein appears to need further consideration. No exact idea has yet been obtained as to how the obturation of gas between the piston and cylinder, the frictional resistance of the piston, and the wear of the cylinder wall are affected by the intensity and the distribution of the radial pressure of the piston ring. Consequently, the author has endeavored, by employing an apparatus of his own invention, to get an exact determination of the pressure distribution of the piston ring. By means of a newly devised ring tester, to which piezoelectricity of quartz was applied, the distribution of the radial pressure of many sample rings on the market was accurately determined. Since many famous piston rings show very irregular pressure distribution, the author investigated and achieved a manufacturing process of the piston ring which will exert uniform pressure on the cylinder wall. Temperature effects on the configuration and on the mean spring power have also been studied. Further, the tests were performed to ascertain how the gas tightness of the piston ring may be affected by the number or spring power. The researches as to the frictional resistance between the piston ring and the cylinder wall were carried out, too. The procedure of study, and

  8. A chance-constrained stochastic approach to intermodal container routing problems.

    Science.gov (United States)

    Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

    2018-01-01

    We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

  9. A review on fuzzy and stochastic extensions of the multi index transportation problem

    Directory of Open Access Journals (Sweden)

    Singh Sungeeta

    2017-01-01

    Full Text Available The classical transportation problem (having source and destination as indices deals with the objective of minimizing a single criterion, i.e. cost of transporting a commodity. Additional indices such as commodities and modes of transport led to the Multi Index transportation problem. An additional fixed cost, independent of the units transported, led to the Multi Index Fixed Charge transportation problem. Criteria other than cost (such as time, profit etc. led to the Multi Index Bi-criteria transportation problem. The application of fuzzy and stochastic concept in the above transportation problems would enable researchers to not only introduce real life uncertainties but also obtain solutions of these transportation problems. The review article presents an organized study of the Multi Index transportation problem and its fuzzy and stochastic extensions till today, and aims to help researchers working with complex transportation problems.

  10. Relationship between Maximum Principle and Dynamic Programming for Stochastic Recursive Optimal Control Problems and Applications

    Directory of Open Access Journals (Sweden)

    Jingtao Shi

    2013-01-01

    Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.

  11. Solution of the finite Milne problem in stochastic media with RVT Technique

    Science.gov (United States)

    Slama, Howida; El-Bedwhey, Nabila A.; El-Depsy, Alia; Selim, Mustafa M.

    2017-12-01

    This paper presents the solution to the Milne problem in the steady state with isotropic scattering phase function. The properties of the medium are considered as stochastic ones with Gaussian or exponential distributions and hence the problem treated as a stochastic integro-differential equation. To get an explicit form for the radiant energy density, the linear extrapolation distance, reflectivity and transmissivity in the deterministic case the problem is solved using the Pomraning-Eddington method. The obtained solution is found to be dependent on the optical space variable and thickness of the medium which are considered as random variables. The random variable transformation (RVT) technique is used to find the first probability density function (1-PDF) of the solution process. Then the stochastic linear extrapolation distance, reflectivity and transmissivity are calculated. For illustration, numerical results with conclusions are provided.

  12. Investigation on the radial micro-motion about piston of axial piston pump

    Science.gov (United States)

    Xu, Bing; Zhang, Junhui; Yang, Huayong; Zhang, Bin

    2013-03-01

    The limit working parameters and service life of axial piston pump are determined by the carrying ability and lubrication characteristic of its key friction pairs. Therefore, the design and optimization of the key friction pairs are always a key and difficult problem in the research on axial piston pump. In the traditional research on piston/cylinder pair, the assembly relationship of piston and cylinder bore is simplified into ideal cylindrical pair, which can not be used to analyze the influences of radial micro-motion of piston on the distribution characteristics of oil-film thickness and pressure in details. In this paper, based on the lubrication theory of the oil film, a numerical simulation model is built, taking the influences of roughness, elastic deformation of piston and pressure-viscosity effect into consideration. With the simulation model, the dynamic characteristics of the radial micro-motion and pressure distribution are analyzed, and the relationships between radial micro-motion and carrying ability, lubrication condition, and abrasion are discussed. Furthermore, a model pump for pressure distribution measurement of oil film between piston and cylinder bore is designed. The comparison of simulation and experimental results of pressure distribution shows that the simulation model has high accuracy. The experiment and simulation results demonstrate that the pressure distribution has peak values that are much higher than the boundary pressure in the piston chamber due to the radial micro-motion, and the abrasion of piston takes place mainly on the hand close to piston ball. In addition, improvement of manufacturing roundness and straightness of piston and cylinder bore is helpful to improve the carrying ability of piston/cylinder pair. The proposed research provides references for designing piston/cylinder pair, and helps to prolong the service life of axial piston pump.

  13. The Expected Loss in the Discretization of Multistage Stochastic Programming Problems - Estimation and Convergence Rate

    Czech Academy of Sciences Publication Activity Database

    Šmíd, Martin

    2009-01-01

    Roč. 165, č. 1 (2009), s. 29-45 ISSN 0254-5330 R&D Projects: GA ČR GA402/04/1294 Institutional research plan: CEZ:AV0Z10750506 Keywords : multistage stochastic programming problems * approximation * discretization * Monte Carlo Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.961, year: 2009 http://library.utia.cas.cz/separaty/2008/E/smid-the expected loss in the discretization of multistage stochastic programming problems - estimation and convergence rate.pdf

  14. Scheduling stochastic two-machine flow shop problems to minimize expected makespan

    Directory of Open Access Journals (Sweden)

    Mehdi Heydari

    2013-07-01

    Full Text Available During the past few years, despite tremendous contribution on deterministic flow shop problem, there are only limited number of works dedicated on stochastic cases. This paper examines stochastic scheduling problems in two-machine flow shop environment for expected makespan minimization where processing times of jobs are normally distributed. Since jobs have stochastic processing times, to minimize the expected makespan, the expected sum of the second machine’s free times is minimized. In other words, by minimization waiting times for the second machine, it is possible to reach the minimum of the objective function. A mathematical method is proposed which utilizes the properties of the normal distributions. Furthermore, this method can be used as a heuristic method for other distributions, as long as the means and variances are available. The performance of the proposed method is explored using some numerical examples.

  15. Monte Carlo Tree Search for Continuous and Stochastic Sequential Decision Making Problems

    International Nuclear Information System (INIS)

    Couetoux, Adrien

    2013-01-01

    In this thesis, I studied sequential decision making problems, with a focus on the unit commitment problem. Traditionally solved by dynamic programming methods, this problem is still a challenge, due to its high dimension and to the sacrifices made on the accuracy of the model to apply state of the art methods. I investigated on the applicability of Monte Carlo Tree Search methods for this problem, and other problems that are single player, stochastic and continuous sequential decision making problems. In doing so, I obtained a consistent and anytime algorithm, that can easily be combined with existing strong heuristic solvers. (author)

  16. Shortest Path Problems in a Stochastic and Dynamic Environment

    National Research Council Canada - National Science Library

    Cho, Jae

    2003-01-01

    .... Particularly, we develop a variety of algorithms to solve the expected shortest path problem in addition to techniques for computing the total travel time distribution along a path in the network...

  17. Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.

    Science.gov (United States)

    Schilde, M; Doerner, K F; Hartl, R F

    2011-12-01

    The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.

  18. General stochastic variational formulation for the oligopolistic market equilibrium problem with excesses

    Science.gov (United States)

    Barbagallo, Annamaria; Di Meglio, Guglielmo; Mauro, Paolo

    2017-07-01

    The aim of the paper is to study, in a Hilbert space setting, a general random oligopolistic market equilibrium problem in presence of both production and demand excesses and to characterize the random Cournot-Nash equilibrium principle by means of a stochastic variational inequality. Some existence results are presented.

  19. 11th International Seminar on Stability Problems for Stochastic Models

    CERN Document Server

    Zolotarev, Vladimir

    1989-01-01

    Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main topics in a series of original and recent research articles.

  20. Unit Stratified Sampling as a Tool for Approximation of Stochastic Optimization Problems

    Czech Academy of Sciences Publication Activity Database

    Šmíd, Martin

    2012-01-01

    Roč. 19, č. 30 (2012), s. 153-169 ISSN 1212-074X R&D Projects: GA ČR GAP402/11/0150; GA ČR GAP402/10/0956; GA ČR GA402/09/0965 Institutional research plan: CEZ:AV0Z10750506 Institutional support: RVO:67985556 Keywords : Stochastic programming * approximation * stratified sampling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2013/E/smid-unit stratified sampling as a tool for approximation of stochastic optimization problems.pdf

  1. A hybrid algorithm for stochastic single-source capacitated facility location problem with service level requirements

    Directory of Open Access Journals (Sweden)

    Hosseinali Salemi

    2016-04-01

    Full Text Available Facility location models are observed in many diverse areas such as communication networks, transportation, and distribution systems planning. They play significant role in supply chain and operations management and are one of the main well-known topics in strategic agenda of contemporary manufacturing and service companies accompanied by long-lasting effects. We define a new approach for solving stochastic single source capacitated facility location problem (SSSCFLP. Customers with stochastic demand are assigned to set of capacitated facilities that are selected to serve them. It is demonstrated that problem can be transformed to deterministic Single Source Capacitated Facility Location Problem (SSCFLP for Poisson demand distribution. A hybrid algorithm which combines Lagrangian heuristic with adjusted mixture of Ant colony and Genetic optimization is proposed to find lower and upper bounds for this problem. Computational results of various instances with distinct properties indicate that proposed solving approach is efficient.

  2. Optimal Stochastic Control Problem for General Linear Dynamical Systems in Neuroscience

    Directory of Open Access Journals (Sweden)

    Yan Chen

    2017-01-01

    Full Text Available This paper considers a d-dimensional stochastic optimization problem in neuroscience. Suppose the arm’s movement trajectory is modeled by high-order linear stochastic differential dynamic system in d-dimensional space, the optimal trajectory, velocity, and variance are explicitly obtained by using stochastic control method, which allows us to analytically establish exact relationships between various quantities. Moreover, the optimal trajectory is almost a straight line for a reaching movement; the optimal velocity bell-shaped and the optimal variance are consistent with the experimental Fitts law; that is, the longer the time of a reaching movement, the higher the accuracy of arriving at the target position, and the results can be directly applied to designing a reaching movement performed by a robotic arm in a more general environment.

  3. Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument

    Directory of Open Access Journals (Sweden)

    Rashad O. Mastaliev

    2016-12-01

    Full Text Available The optimal control problem of nonlinear stochastic systems which mathematical model is given by Ito stochastic differential equation with delay argument is considered. Assuming that the concerned region is open for the control by the first and the second variation (classical sense of the quality functional we obtain the necessary optimality condition of the first and the second order. In the particular case we receive the stochastic analog of the Legendre—Clebsch condition and some constructively verified conclusions from the second order necessary condition. We investigate the Legendre–Clebsch conditions for the degeneration case and obtain the necessary conditions of optimality for a special control, in the classical sense.

  4. Stochastic Fractional Programming Approach to a Mean and Variance Model of a Transportation Problem

    Directory of Open Access Journals (Sweden)

    V. Charles

    2011-01-01

    Full Text Available In this paper, we propose a stochastic programming model, which considers a ratio of two nonlinear functions and probabilistic constraints. In the former, only expected model has been proposed without caring variability in the model. On the other hand, in the variance model, the variability played a vital role without concerning its counterpart, namely, the expected model. Further, the expected model optimizes the ratio of two linear cost functions where as variance model optimize the ratio of two non-linear functions, that is, the stochastic nature in the denominator and numerator and considering expectation and variability as well leads to a non-linear fractional program. In this paper, a transportation model with stochastic fractional programming (SFP problem approach is proposed, which strikes the balance between previous models available in the literature.

  5. Stochastic modeling concepts in groundwater and risk assessment: potential application to marine problems

    International Nuclear Information System (INIS)

    Hamed, Maged M.

    2000-01-01

    Parameter uncertainty is ubiquitous in marine environmental processes. Failure to account for this uncertainty may lead to erroneous results, and may have significant environmental and economic ramifications. Stochastic modeling of oil spill transport and fate is, therefore, central in the development of an oil spill contingency plan for new oil and gas projects. Over the past twenty years, several stochastic modeling tools have been developed for modeling parameter uncertainty, including the spectral, perturbation, and simulation methods. In this work we explore the application of a new stochastic methodology, the first-order reliability method (FORM), in oil spill modeling. FORM was originally developed in the structural reliability field and has been recently applied to various environmental problems. The method has many appealing features that makes it a powerful tool for modeling complex environmental systems. The theory of FORM is presented, identifying the features that distinguish the method from other stochastic tools. Different formulations to the reliability-based stochastic oil spill modeling are presented in a decision-analytic context. (Author)

  6. Bayesian Mars for uncertainty quantification in stochastic transport problems

    International Nuclear Information System (INIS)

    Stripling, Hayes F.; McClarren, Ryan G.

    2011-01-01

    We present a method for estimating solutions to partial differential equations with uncertain parameters using a modification of the Bayesian Multivariate Adaptive Regression Splines (BMARS) emulator. The BMARS algorithm uses Markov chain Monte Carlo (MCMC) to construct a basis function composed of polynomial spline functions, for which derivatives and integrals are straightforward to compute. We use these calculations and a modification of the curve-fitting BMARS algorithm to search for a basis function (response surface) which, in combination with its derivatives/integrals, satisfies a governing differential equation and specified boundary condition. We further show that this fit can be improved by enforcing a conservation or other physics-based constraint. Our results indicate that estimates to solutions of simple first order partial differential equations (without uncertainty) can be efficiently computed with very little regression error. We then extend the method to estimate uncertainties in the solution to a pure absorber transport problem in a medium with uncertain cross-section. We describe and compare two strategies for propagating the uncertain cross-section through the BMARS algorithm; the results from each method are in close comparison with analytic results. We discuss the scalability of the algorithm to parallel architectures and the applicability of the two strategies to larger problems with more degrees of uncertainty. (author)

  7. Solution verification, goal-oriented adaptive methods for stochastic advection–diffusion problems

    KAUST Repository

    Almeida, Regina C.

    2010-08-01

    A goal-oriented analysis of linear, stochastic advection-diffusion models is presented which provides both a method for solution verification as well as a basis for improving results through adaptation of both the mesh and the way random variables are approximated. A class of model problems with random coefficients and source terms is cast in a variational setting. Specific quantities of interest are specified which are also random variables. A stochastic adjoint problem associated with the quantities of interest is formulated and a posteriori error estimates are derived. These are used to guide an adaptive algorithm which adjusts the sparse probabilistic grid so as to control the approximation error. Numerical examples are given to demonstrate the methodology for a specific model problem. © 2010 Elsevier B.V.

  8. Solution verification, goal-oriented adaptive methods for stochastic advection–diffusion problems

    KAUST Repository

    Almeida, Regina C.; Oden, J. Tinsley

    2010-01-01

    A goal-oriented analysis of linear, stochastic advection-diffusion models is presented which provides both a method for solution verification as well as a basis for improving results through adaptation of both the mesh and the way random variables are approximated. A class of model problems with random coefficients and source terms is cast in a variational setting. Specific quantities of interest are specified which are also random variables. A stochastic adjoint problem associated with the quantities of interest is formulated and a posteriori error estimates are derived. These are used to guide an adaptive algorithm which adjusts the sparse probabilistic grid so as to control the approximation error. Numerical examples are given to demonstrate the methodology for a specific model problem. © 2010 Elsevier B.V.

  9. Stochastic time-dependent vehicle routing problem: Mathematical models and ant colony algorithm

    Directory of Open Access Journals (Sweden)

    Zhengyu Duan

    2015-11-01

    Full Text Available This article addresses the stochastic time-dependent vehicle routing problem. Two mathematical models named robust optimal schedule time model and minimum expected schedule time model are proposed for stochastic time-dependent vehicle routing problem, which can guarantee delivery within the time windows of customers. The robust optimal schedule time model only requires the variation range of link travel time, which can be conveniently derived from historical traffic data. In addition, the robust optimal schedule time model based on robust optimization method can be converted into a time-dependent vehicle routing problem. Moreover, an ant colony optimization algorithm is designed to solve stochastic time-dependent vehicle routing problem. As the improvements in initial solution and transition probability, ant colony optimization algorithm has a good performance in convergence. Through computational instances and Monte Carlo simulation tests, robust optimal schedule time model is proved to be better than minimum expected schedule time model in computational efficiency and coping with the travel time fluctuations. Therefore, robust optimal schedule time model is applicable in real road network.

  10. Relevance of control theory to design and maintenance problems in time-variant reliability: The case of stochastic viability

    International Nuclear Information System (INIS)

    Rougé, Charles; Mathias, Jean-Denis; Deffuant, Guillaume

    2014-01-01

    The goal of this paper is twofold: (1) to show that time-variant reliability and a branch of control theory called stochastic viability address similar problems with different points of view, and (2) to demonstrate the relevance of concepts and methods from stochastic viability in reliability problems. On the one hand, reliability aims at evaluating the probability of failure of a system subjected to uncertainty and stochasticity. On the other hand, viability aims at maintaining a controlled dynamical system within a survival set. When the dynamical system is stochastic, this work shows that a viability problem belongs to a specific class of design and maintenance problems in time-variant reliability. Dynamic programming, which is used for solving Markovian stochastic viability problems, then yields the set of design states for which there exists a maintenance strategy which guarantees reliability with a confidence level β for a given period of time T. Besides, it leads to a straightforward computation of the date of the first outcrossing, informing on when the system is most likely to fail. We illustrate this approach with a simple example of population dynamics, including a case where load increases with time. - Highlights: • Time-variant reliability tools cannot devise complex maintenance strategies. • Stochastic viability is a control theory that computes a probability of failure. • Some design and maintenance problems are stochastic viability problems. • Used in viability, dynamic programming can find reliable maintenance actions. • Confronting reliability and control theories such as viability is promising

  11. Approximate Dual Averaging Method for Multiagent Saddle-Point Problems with Stochastic Subgradients

    Directory of Open Access Journals (Sweden)

    Deming Yuan

    2014-01-01

    Full Text Available This paper considers the problem of solving the saddle-point problem over a network, which consists of multiple interacting agents. The global objective function of the problem is a combination of local convex-concave functions, each of which is only available to one agent. Our main focus is on the case where the projection steps are calculated approximately and the subgradients are corrupted by some stochastic noises. We propose an approximate version of the standard dual averaging method and show that the standard convergence rate is preserved, provided that the projection errors decrease at some appropriate rate and the noises are zero-mean and have bounded variance.

  12. Stirling engine piston ring

    Science.gov (United States)

    Howarth, Roy B.

    1983-01-01

    A piston ring design for a Stirling engine wherein the contact pressure between the piston and the cylinder is maintained at a uniform level, independent of engine conditions through a balancing of the pressure exerted upon the ring's surface and thereby allowing the contact pressure on the ring to be predetermined through the use of a preloaded expander ring.

  13. Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences

    Directory of Open Access Journals (Sweden)

    Sie Long Kek

    2015-01-01

    Full Text Available A computational approach is proposed for solving the discrete time nonlinear stochastic optimal control problem. Our aim is to obtain the optimal output solution of the original optimal control problem through solving the simplified model-based optimal control problem iteratively. In our approach, the adjusted parameters are introduced into the model used such that the differences between the real system and the model used can be computed. Particularly, system optimization and parameter estimation are integrated interactively. On the other hand, the output is measured from the real plant and is fed back into the parameter estimation problem to establish a matching scheme. During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal control problem despite model-reality differences. For illustration, a wastewater treatment problem is studied and the results show the efficiency of the approach proposed.

  14. Free piston inertia compressor

    Science.gov (United States)

    Richards, W.D.C.; Bilodeau, D.; Marusak, T.; Dutram, L. Jr.; Brady, J.

    A free piston inertia compressor comprises a piston assembly including a connecting rod having pistons on both ends, the cylinder being split into two substantially identical portions by a seal through which the connecting rod passes. Vents in the cylinder wall are provided near the seal to permit gas to escape the cylinder until the piston covers the vent whereupon the remaining gas in the cylinder functions as a gas spring and cushions the piston against impact on the seal. The connecting rod has a central portion of relatively small diameter providing free play of the connecting rod through the seal and end portions of relatively large diameter providing a limited tolerance between the connecting rod and the seal. Finally, the seal comprises a seal ring assembly consisting of a dampener plate, a free floating seal at the center of the dampener plate and a seal retainer plate in one face of the dampener plate.

  15. Limitation of Piston Centre Shift in Free Piston Stirling Engines

    Energy Technology Data Exchange (ETDEWEB)

    Van der Woude, R.R. [ECN Energy in the Built Environment and Networks, Petten (Netherlands)

    2006-09-15

    Piston centre shift is one of the phenomena setting Free Piston engines apart from traditional kinematic engines. In kinematic engines the piston centre position is determined by the design of the engine's internal mechanisms. In Free Piston engines however, the piston's mid-stroke position is determined by the balance of forces acting on the piston, in particular flexure and gas pressure forces. As a result, a mean pressure difference across the piston emerging during engine operation will cause the piston mid-stroke position to shift away from the geometrical centre. This process will continue until a new balance is reached with the flexure forces counteracting the new mean pressure balance. Yet, before the new equilibrium is reached, the resulting piston centre shift may have grown to such an extent that piston overstrokes have become inevitable. In order to limit piston centre shift and prevent piston overstrokes, several solutions have been proposed in the past. Popular solutions include ingenious mechanisms to vent gas between the spaces separated by the piston, in an attempt to limit the pressure difference. Enatec however has adopted a different approach by applying a precisely determined clearance between the piston and cylinder. With the right shape the clearance effectively limits the mean pressure difference across the piston and therefore limits the extent of the piston centre drift. Taking benefit of tightly controlled tolerances of both piston and cylinder, Enatec has demonstrated the effectiveness of this simple concept in series produced engines.

  16. Probabilistic numerical methods for high-dimensional stochastic control and valuation problems on electricity markets

    International Nuclear Information System (INIS)

    Langrene, Nicolas

    2014-01-01

    This thesis deals with the numerical solution of general stochastic control problems, with notable applications for electricity markets. We first propose a structural model for the price of electricity, allowing for price spikes well above the marginal fuel price under strained market conditions. This model allows to price and partially hedge electricity derivatives, using fuel forwards as hedging instruments. Then, we propose an algorithm, which combines Monte-Carlo simulations with local basis regressions, to solve general optimal switching problems. A comprehensive rate of convergence of the method is provided. Moreover, we manage to make the algorithm parsimonious in memory (and hence suitable for high dimensional problems) by generalizing to this framework a memory reduction method that avoids the storage of the sample paths. We illustrate this on the problem of investments in new power plants (our structural power price model allowing the new plants to impact the price of electricity). Finally, we study more general stochastic control problems (the control can be continuous and impact the drift and volatility of the state process), the solutions of which belong to the class of fully nonlinear Hamilton-Jacobi-Bellman equations, and can be handled via constrained Backward Stochastic Differential Equations, for which we develop a backward algorithm based on control randomization and parametric optimizations. A rate of convergence between the constraPned BSDE and its discrete version is provided, as well as an estimate of the optimal control. This algorithm is then applied to the problem of super replication of options under uncertain volatilities (and correlations). (author)

  17. A Column Generation Approach to the Capacitated Vehicle Routing Problem with Stochastic Demands

    DEFF Research Database (Denmark)

    Christiansen, Christian Holk; Lysgaard, Jens

    . The CVRPSD can be formulated as a Set Partitioning Problem. We show that, under the above assumptions on demands, the associated column generation subproblem can be solved using a dynamic programming scheme which is similar to that used in the case of deterministic demands. To evaluate the potential of our......In this article we introduce a new exact solution approach to the Capacitated Vehicle Routing Problem with Stochastic Demands (CVRPSD). In particular, we consider the case where all customer demands are distributed independently and where each customer's demand follows a Poisson distribution...

  18. A note on the strong formulation of stochastic control problems with model uncertainty

    OpenAIRE

    Sirbu, Mihai

    2014-01-01

    We consider a  Markovian stochastic control problem with  model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feedback (closed-loop) strategies.  The adverse player (nature) who does not have a direct interest in the payoff, chooses open-loop controls that parametrize Knightian uncertainty. This creates a two-step optimization  problem (like half of a game) over feedback strategies and open-loop controls. The main result is to sh...

  19. Solution of stochastic media transport problems using a numerical quadrature-based method

    International Nuclear Information System (INIS)

    Pautz, S. D.; Franke, B. C.; Prinja, A. K.; Olson, A. J.

    2013-01-01

    We present a new conceptual framework for analyzing transport problems in random media. We decompose such problems into stratified subproblems according to the number of material pseudo-interfaces within realizations. For a given subproblem we assign pseudo-interface locations in each realization according to product quadrature rules, which allows us to deterministically generate a fixed number of realizations. Quadrature integration of the solutions of these realizations thus approximately solves each subproblem; the weighted superposition of solutions of the subproblems approximately solves the general stochastic media transport problem. We revisit some benchmark problems to determine the accuracy and efficiency of this approach in comparison to randomly generated realizations. We find that this method is very accurate and fast when the number of pseudo-interfaces in a problem is generally low, but that these advantages quickly degrade as the number of pseudo-interfaces increases. (authors)

  20. Statistical and stochastic aspects of the delocalization problem in quantum mechanics

    International Nuclear Information System (INIS)

    Claverie, P.; Diner, S.

    1976-01-01

    The space-time behaviour of electrons in atoms and molecules is reviewed. The wave conception of the electron is criticized and the poverty of the non-reductionist attitude is underlined. Further, the two main interpretations of quantum mechanics are recalled: the Copenhagen and the Statistical Interpretations. The meaning and the successes of the Statistical Interpretation are explained and it is shown that it does not solve all problems because quantum mechanics is irreducible to a classical statistical theory. The fluctuation of the particle number and its relationship to loge theory, delocalization and correlation is studied. Finally, different stochastic models for microphysics are reviewed. The markovian Fenyes-Nelson process allows an interpretation of the original heuristic considerations of Schroedinger. Non-markov processes with Schroedinger time evolution are shown to be equivalent to the base state analysis of Feynmann but they are unsatisfactory from a probabilistic point of view. Stochastic electrodynamics is presented as the most satisfactory conception nowadays

  1. Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

    International Nuclear Information System (INIS)

    Bokanowski, Olivier; Picarelli, Athena; Zidani, Hasnaa

    2015-01-01

    This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach

  2. Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

    Energy Technology Data Exchange (ETDEWEB)

    Bokanowski, Olivier, E-mail: boka@math.jussieu.fr [Laboratoire Jacques-Louis Lions, Université Paris-Diderot (Paris 7) UFR de Mathématiques - Bât. Sophie Germain (France); Picarelli, Athena, E-mail: athena.picarelli@inria.fr [Projet Commands, INRIA Saclay & ENSTA ParisTech (France); Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr [Unité de Mathématiques appliquées (UMA), ENSTA ParisTech (France)

    2015-02-15

    This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.

  3. Bi-Objective Flexible Job-Shop Scheduling Problem Considering Energy Consumption under Stochastic Processing Times.

    Science.gov (United States)

    Yang, Xin; Zeng, Zhenxiang; Wang, Ruidong; Sun, Xueshan

    2016-01-01

    This paper presents a novel method on the optimization of bi-objective Flexible Job-shop Scheduling Problem (FJSP) under stochastic processing times. The robust counterpart model and the Non-dominated Sorting Genetic Algorithm II (NSGA-II) are used to solve the bi-objective FJSP with consideration of the completion time and the total energy consumption under stochastic processing times. The case study on GM Corporation verifies that the NSGA-II used in this paper is effective and has advantages to solve the proposed model comparing with HPSO and PSO+SA. The idea and method of the paper can be generalized widely in the manufacturing industry, because it can reduce the energy consumption of the energy-intensive manufacturing enterprise with less investment when the new approach is applied in existing systems.

  4. Cooled spool piston compressor

    Science.gov (United States)

    Morris, Brian G. (Inventor)

    1993-01-01

    A hydraulically powered gas compressor receives low pressure gas and outputs a high pressure gas. The housing of the compressor defines a cylinder with a center chamber having a cross-sectional area less than the cross-sectional area of a left end chamber and a right end chamber, and a spool-type piston assembly is movable within the cylinder and includes a left end closure, a right end closure, and a center body that are in sealing engagement with the respective cylinder walls as the piston reciprocates. First and second annual compression chambers are provided between the piston enclosures and center housing portion of the compressor, thereby minimizing the spacing between the core gas and a cooled surface of the compressor. Restricted flow passageways are provided in the piston closure members and a path is provided in the central body of the piston assembly, such that hydraulic fluid flows through the piston assembly to cool the piston assembly during its operation. The compressor of the present invention may be easily adapted for a particular application, and is capable of generating high gas pressures while maintaining both the compressed gas and the compressor components within acceptable temperature limits.

  5. Quantum learning of classical stochastic processes: The completely positive realization problem

    Science.gov (United States)

    Monràs, Alex; Winter, Andreas

    2016-01-01

    Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine

  6. Quantum learning of classical stochastic processes: The completely positive realization problem

    Energy Technology Data Exchange (ETDEWEB)

    Monràs, Alex [Física Teòrica: Informació i Fenòmens Quàntics, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); Winter, Andreas [Física Teòrica: Informació i Fenòmens Quàntics, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) (Spain); Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543 (Singapore); ICREA—Institució Catalana de Recerca i Estudis Avançats, Pg. Lluis Companys, 23, 08010 Barcelona (Spain)

    2016-01-15

    Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine

  7. Quantum learning of classical stochastic processes: The completely positive realization problem

    International Nuclear Information System (INIS)

    Monràs, Alex; Winter, Andreas

    2016-01-01

    Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine

  8. A novel integrated condition-based maintenance and stochastic flexible job shop scheduling problem

    DEFF Research Database (Denmark)

    Rahmati, Seyed Habib A.; Ahmadi, Abbas; Govindan, Kannan

    2018-01-01

    the level of the system optimization. By means of this equipment, managers can benefit from a condition-based maintenance (CBM) for monitoring and managing their system. The chief aim of the paper is to develop a stochastic maintenance problem based on CBM activities engaged with a complex applied......Integrated consideration of production planning and maintenance processes is a real world assumption. Specifically, by improving the monitoring equipment such as various sensors or product-embedded information devices in recent years, joint assessment of these processes is inevitable for enhancing...... production problem called flexible job shop scheduling problem (FJSP). This integrated problem considers two maintenance scenarios in terms of corrective maintenance (CM) and preventive maintenance (PM). The activation of scenario is done by monitoring the degradation condition of the system and comparing...

  9. Multiobjective Two-Stage Stochastic Programming Problems with Interval Discrete Random Variables

    Directory of Open Access Journals (Sweden)

    S. K. Barik

    2012-01-01

    Full Text Available Most of the real-life decision-making problems have more than one conflicting and incommensurable objective functions. In this paper, we present a multiobjective two-stage stochastic linear programming problem considering some parameters of the linear constraints as interval type discrete random variables with known probability distribution. Randomness of the discrete intervals are considered for the model parameters. Further, the concepts of best optimum and worst optimum solution are analyzed in two-stage stochastic programming. To solve the stated problem, first we remove the randomness of the problem and formulate an equivalent deterministic linear programming model with multiobjective interval coefficients. Then the deterministic multiobjective model is solved using weighting method, where we apply the solution procedure of interval linear programming technique. We obtain the upper and lower bound of the objective function as the best and the worst value, respectively. It highlights the possible risk involved in the decision-making tool. A numerical example is presented to demonstrate the proposed solution procedure.

  10. Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems

    Directory of Open Access Journals (Sweden)

    Gabriel A. Fonseca Guerra

    2017-12-01

    Full Text Available Constraint satisfaction problems (CSP are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems. The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs, and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart.

  11. Using Stochastic Spiking Neural Networks on SpiNNaker to Solve Constraint Satisfaction Problems.

    Science.gov (United States)

    Fonseca Guerra, Gabriel A; Furber, Steve B

    2017-01-01

    Constraint satisfaction problems (CSP) are at the core of numerous scientific and technological applications. However, CSPs belong to the NP-complete complexity class, for which the existence (or not) of efficient algorithms remains a major unsolved question in computational complexity theory. In the face of this fundamental difficulty heuristics and approximation methods are used to approach instances of NP (e.g., decision and hard optimization problems). The human brain efficiently handles CSPs both in perception and behavior using spiking neural networks (SNNs), and recent studies have demonstrated that the noise embedded within an SNN can be used as a computational resource to solve CSPs. Here, we provide a software framework for the implementation of such noisy neural solvers on the SpiNNaker massively parallel neuromorphic hardware, further demonstrating their potential to implement a stochastic search that solves instances of P and NP problems expressed as CSPs. This facilitates the exploration of new optimization strategies and the understanding of the computational abilities of SNNs. We demonstrate the basic principles of the framework by solving difficult instances of the Sudoku puzzle and of the map color problem, and explore its application to spin glasses. The solver works as a stochastic dynamical system, which is attracted by the configuration that solves the CSP. The noise allows an optimal exploration of the space of configurations, looking for the satisfiability of all the constraints; if applied discontinuously, it can also force the system to leap to a new random configuration effectively causing a restart.

  12. Model reduction method using variable-separation for stochastic saddle point problems

    Science.gov (United States)

    Jiang, Lijian; Li, Qiuqi

    2018-02-01

    In this paper, we consider a variable-separation (VS) method to solve the stochastic saddle point (SSP) problems. The VS method is applied to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs) in a mixed formulation. The aim of such a technique is to construct a reduced basis approximation of the solution of the SSP problems. The VS method attempts to get a low rank separated representation of the solution for SSP in a systematic enrichment manner. No iteration is performed at each enrichment step. In order to satisfy the inf-sup condition in the mixed formulation, we enrich the separated terms for the primal system variable at each enrichment step. For the SSP problems by regularization or penalty, we propose a more efficient variable-separation (VS) method, i.e., the variable-separation by penalty method. This can avoid further enrichment of the separated terms in the original mixed formulation. The computation of the variable-separation method decomposes into offline phase and online phase. Sparse low rank tensor approximation method is used to significantly improve the online computation efficiency when the number of separated terms is large. For the applications of SSP problems, we present three numerical examples to illustrate the performance of the proposed methods.

  13. Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

    International Nuclear Information System (INIS)

    Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei; Biteus, Jonas

    2014-01-01

    One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation

  14. Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

    Energy Technology Data Exchange (ETDEWEB)

    Tahvili, Sahar [Mälardalen University (Sweden); Österberg, Jonas; Silvestrov, Sergei [Division of Applied Mathematics, Mälardalen University (Sweden); Biteus, Jonas [Scania CV (Sweden)

    2014-12-10

    One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms of a suggested framework model based on discrete event simulation.

  15. A review of simheuristics: Extending metaheuristics to deal with stochastic combinatorial optimization problems

    Directory of Open Access Journals (Sweden)

    Angel A. Juan

    2015-12-01

    Full Text Available Many combinatorial optimization problems (COPs encountered in real-world logistics, transportation, production, healthcare, financial, telecommunication, and computing applications are NP-hard in nature. These real-life COPs are frequently characterized by their large-scale sizes and the need for obtaining high-quality solutions in short computing times, thus requiring the use of metaheuristic algorithms. Metaheuristics benefit from different random-search and parallelization paradigms, but they frequently assume that the problem inputs, the underlying objective function, and the set of optimization constraints are deterministic. However, uncertainty is all around us, which often makes deterministic models oversimplified versions of real-life systems. After completing an extensive review of related work, this paper describes a general methodology that allows for extending metaheuristics through simulation to solve stochastic COPs. ‘Simheuristics’ allow modelers for dealing with real-life uncertainty in a natural way by integrating simulation (in any of its variants into a metaheuristic-driven framework. These optimization-driven algorithms rely on the fact that efficient metaheuristics already exist for the deterministic version of the corresponding COP. Simheuristics also facilitate the introduction of risk and/or reliability analysis criteria during the assessment of alternative high-quality solutions to stochastic COPs. Several examples of applications in different fields illustrate the potential of the proposed methodology.

  16. A multi-phase algorithm for a joint lot-sizing and pricing problem with stochastic demands

    DEFF Research Database (Denmark)

    Jenny Li, Hongyan; Thorstenson, Anders

    2014-01-01

    to a practically viable approach to decision-making. In addition to incorporating market uncertainty and pricing decisions in the traditional production and inventory planning process, our approach also accommodates the complexity of time-varying cost and capacity constraints. Finally, our numerical results show......Stochastic lot-sizing problems have been addressed quite extensively, but relatively few studies also consider marketing factors, such as pricing. In this paper, we address a joint stochastic lot-sizing and pricing problem with capacity constraints and backlogging for a firm that produces a single...... that the multi-phase heuristic algorithm solves the example problems effectively....

  17. Homotopy Analysis Method for Boundary-Value Problem of Turbo Warrant Pricing under Stochastic Volatility

    Directory of Open Access Journals (Sweden)

    Hoi Ying Wong

    2013-01-01

    Full Text Available Turbo warrants are liquidly traded financial derivative securities in over-the-counter and exchange markets in Asia and Europe. The structure of turbo warrants is similar to barrier options, but a lookback rebate will be paid if the barrier is crossed by the underlying asset price. Therefore, the turbo warrant price satisfies a partial differential equation (PDE with a boundary condition that depends on another boundary-value problem (BVP of PDE. Due to the highly complicated structure of turbo warrants, their valuation presents a challenging problem in the field of financial mathematics. This paper applies the homotopy analysis method to construct an analytic pricing formula for turbo warrants under stochastic volatility in a PDE framework.

  18. Stochastic mechanics and the Kepler problem: Diffusions generated by the quantum motion

    International Nuclear Information System (INIS)

    Garbaczewski, P.

    1986-01-01

    We construct a class of solutions of the Schroedinger equation for the Coulomb-Kepler problem. Their ψ = ρ 1/2 exp(iS/ℎ) structure implies that the quantal dynamics of wave functions is completely determined by the related classical Hamiltonian system. A construction of the associated controlled stochastic processes is then possible, their drift velocity being entirely defined in terms of (explicitly known) probability density ρ(x,y,z,t) and phase S(x,y,z,t). In particular, for the stationary states of the quantum problem, in its four-oscillator reconstruction, we identify the regime in which the related classical Hamiltonian can be effectively replaced by the Hamiltonian of the classical Kepler motion. (orig.)

  19. Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

    Science.gov (United States)

    Schilde, M; Doerner, K F; Hartl, R F

    2014-10-01

    In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

  20. Free-piston engine

    Science.gov (United States)

    Van Blarigan, Peter

    2001-01-01

    A combustion system which can utilize high compression ratios, short burn durations, and homogeneous fuel/air mixtures in conjunction with low equivalence ratios. In particular, a free-piston, two-stroke autoignition internal combustion engine including an electrical generator having a linear alternator with a double-ended free piston that oscillates inside a closed cylinder is provided. Fuel and air are introduced in a two-stroke cycle fashion on each end, where the cylinder charge is compressed to the point of autoignition without spark plugs. The piston is driven in an oscillating motion as combustion occurs successively on each end. This leads to rapid combustion at almost constant volume for any fuel/air equivalence ratio mixture at very high compression ratios. The engine is characterized by high thermal efficiency and low NO.sub.x emissions. The engine is particularly suited for generating electrical current in a hybrid automobile.

  1. Pistons and engine testing

    CERN Document Server

    2016-01-01

    The ever-increasing demands placed on combustion engines are just as great when it comes to this centerpiece—the piston. Achieving less weight or friction, or even greater wear resistance, requires in-depth knowledge of the processes taking place inside the engine, suitable materials, and appropriate design and manufacturing processes for pistons, including the necessary testing measures. It is no longer possible for professionals in automotive engineering to manage without specific expertise of this kind, whether they work in the field of design, development, testing, or maintenance. This technical book answers these questions in detail and in a very clear and comprehensible way. In this second, revised edition, every chapter has been revised and expanded. The chapter on “Engine testing”, for example, now include extensive results in the area of friction power loss measurement and lube oil consumption measurement. Contents Piston function, requirements, and types Design guidelines Simulation of the ope...

  2. Solving the problem of imaging resolution: stochastic multi-scale image fusion

    Science.gov (United States)

    Karsanina, Marina; Mallants, Dirk; Gilyazetdinova, Dina; Gerke, Kiril

    2016-04-01

    Structural features of porous materials define the majority of its physical properties, including water infiltration and redistribution, multi-phase flow (e.g. simultaneous water/air flow, gas exchange between biologically active soil root zone and atmosphere, etc.) and solute transport. To characterize soil and rock microstructure X-ray microtomography is extremely useful. However, as any other imaging technique, this one also has a significant drawback - a trade-off between sample size and resolution. The latter is a significant problem for multi-scale complex structures, especially such as soils and carbonates. Other imaging techniques, for example, SEM/FIB-SEM or X-ray macrotomography can be helpful in obtaining higher resolution or wider field of view. The ultimate goal is to create a single dataset containing information from all scales or to characterize such multi-scale structure. In this contribution we demonstrate a general solution for merging multiscale categorical spatial data into a single dataset using stochastic reconstructions with rescaled correlation functions. The versatility of the method is demonstrated by merging three images representing macro, micro and nanoscale spatial information on porous media structure. Images obtained by X-ray microtomography and scanning electron microscopy were fused into a single image with predefined resolution. The methodology is sufficiently generic for implementation of other stochastic reconstruction techniques, any number of scales, any number of material phases, and any number of images for a given scale. The methodology can be further used to assess effective properties of fused porous media images or to compress voluminous spatial datasets for efficient data storage. Potential practical applications of this method are abundant in soil science, hydrology and petroleum engineering, as well as other geosciences. This work was partially supported by RSF grant 14-17-00658 (X-ray microtomography study of shale

  3. Pistons and engine testing

    CERN Document Server

    GmbH, Mahle

    2012-01-01

    The ever-increasing demands placed on combustion engines are just as great when it comes to this centerpiece - the piston. Achieving less weight or friction, or even greater wear resistance, requires in-depth knowledge of the processes taking place inside the engine, suitable materials, and appropriate design and machining processes for pistons, including the necessary testing measures. It is no longer possible for professionals in automotive engineering to manage without specific know-how of this kind, whether they work in the field of design, development, testing, or maintenance. This techni

  4. Modeling and Optimization of the Multiobjective Stochastic Joint Replenishment and Delivery Problem under Supply Chain Environment

    Directory of Open Access Journals (Sweden)

    Lin Wang

    2013-01-01

    Full Text Available As a practical inventory and transportation problem, it is important to synthesize several objectives for the joint replenishment and delivery (JRD decision. In this paper, a new multiobjective stochastic JRD (MSJRD of the one-warehouse and n-retailer systems considering the balance of service level and total cost simultaneously is proposed. The goal of this problem is to decide the reasonable replenishment interval, safety stock factor, and traveling routing. Secondly, two approaches are designed to handle this complex multi-objective optimization problem. Linear programming (LP approach converts the multi-objective to single objective, while a multi-objective evolution algorithm (MOEA solves a multi-objective problem directly. Thirdly, three intelligent optimization algorithms, differential evolution algorithm (DE, hybrid DE (HDE, and genetic algorithm (GA, are utilized in LP-based and MOEA-based approaches. Results of the MSJRD with LP-based and MOEA-based approaches are compared by a contrastive numerical example. To analyses the nondominated solution of MOEA, a metric is also used to measure the distribution of the last generation solution. Results show that HDE outperforms DE and GA whenever LP or MOEA is adopted.

  5. A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem

    Science.gov (United States)

    Ozoe, Shunsuke; Tanaka, Yoichi; Fukushima, Masao

    A “Smart House” is a highly energy-optimized house equipped with photovoltaic systems (PV systems), electric battery systems, fuel cell cogeneration systems (FC systems), electric vehicles (EVs) and so on. Smart houses are attracting much attention recently thanks to their enhanced ability to save energy by making full use of renewable energy and by achieving power grid stability despite an increased power draw for installed PV systems. Yet running a smart house's power system, with its multiple power sources and power storages, is no simple task. In this paper, we consider the problem of power scheduling for a smart house with a PV system, an FC system and an EV. We formulate the problem as a mixed integer programming problem, and then extend it to a stochastic programming problem involving recourse costs to cope with uncertain electricity demand, heat demand and PV power generation. Using our method, we seek to achieve the optimal power schedule running at the minimum expected operation cost. We present some results of numerical experiments with data on real-life demands and PV power generation to show the effectiveness of our method.

  6. Multi-choice stochastic transportation problem involving general form of distributions.

    Science.gov (United States)

    Quddoos, Abdul; Ull Hasan, Md Gulzar; Khalid, Mohammad Masood

    2014-01-01

    Many authors have presented studies of multi-choice stochastic transportation problem (MCSTP) where availability and demand parameters follow a particular probability distribution (such as exponential, weibull, cauchy or extreme value). In this paper an MCSTP is considered where availability and demand parameters follow general form of distribution and a generalized equivalent deterministic model (GMCSTP) of MCSTP is obtained. It is also shown that all previous models obtained by different authors can be deduced with the help of GMCSTP. MCSTP with pareto, power function or burr-XII distributions are also considered and equivalent deterministic models are obtained. To illustrate the proposed model two numerical examples are presented and solved using LINGO 13.0 software package.

  7. Cooled-Spool Piston Compressor

    Science.gov (United States)

    Morris, Brian G.

    1994-01-01

    Proposed cooled-spool piston compressor driven by hydraulic power and features internal cooling of piston by flowing hydraulic fluid to limit temperature of compressed gas. Provides sufficient cooling for higher compression ratios or reactive gases. Unlike conventional piston compressors, all parts of compressed gas lie at all times within relatively short distance of cooled surface so that gas cooled more effectively.

  8. Dry piston coal feeder

    Science.gov (United States)

    Hathaway, Thomas J.; Bell, Jr., Harold S.

    1979-01-01

    This invention provides a solids feeder for feeding dry coal to a pressurized gasifier at elevated temperatures substantially without losing gas from the gasifier by providing a lock having a double-acting piston that feeds the coals into the gasifier, traps the gas from escaping, and expels the trapped gas back into the gasifier.

  9. Aircraft Piston Engine Exhaust Emission Symposium

    Science.gov (United States)

    1976-01-01

    A 2-day symposium on the reduction of exhaust emissions from aircraft piston engines was held on September 14 and 15, 1976, at the Lewis Research Center in Cleveland, Ohio. Papers were presented by both government organizations and the general aviation industry on the status of government contracts, emission measurement problems, data reduction procedures, flight testing, and emission reduction techniques.

  10. An efficient computational method for a stochastic dynamic lot-sizing problem under service-level constraints

    NARCIS (Netherlands)

    Tarim, S.A.; Ozen, U.; Dogru, M.K.; Rossi, R.

    2011-01-01

    We provide an efficient computational approach to solve the mixed integer programming (MIP) model developed by Tarim and Kingsman [8] for solving a stochastic lot-sizing problem with service level constraints under the static–dynamic uncertainty strategy. The effectiveness of the proposed method

  11. A multi-stage stochastic program for supply chain network redesign problem with price-dependent uncertain demands

    DEFF Research Database (Denmark)

    Fattahi, Mohammad; Govindan, Kannan; Keyvanshokooh, Esmaeil

    2018-01-01

    In this paper, we address a multi-period supply chain network redesign problem in which customer zones have price-dependent stochastic demand for multiple products. A novel multi-stage stochastic program is proposed to simultaneously make tactical decisions including products' prices and strategic...... redesign decisions. Existing uncertainty in potential demands of customer zones is modeled through a finite set of scenarios, described in the form of a scenario tree. The scenarios are generated using a Latin Hypercube Sampling method and then a forward scenario construction technique is employed...

  12. Spherical Casimir pistons

    Energy Technology Data Exchange (ETDEWEB)

    Dowker, J S, E-mail: dowker@man.ac.uk [Theory Group, School of Physics and Astronomy, University of Manchester, Manchester (United Kingdom)

    2011-08-07

    A piston is introduced into a spherical lune Casimir cavity turning it into two adjacent lunes separated by the (hemispherical) piston. On the basis of zeta-function regularization, the vacuum energy of the arrangement is finite for conformal propagation in spacetime. For even spheres this energy is independent of the angle of the lune. For odd dimensions it is shown that for all Neumann, or all Dirichlet, boundary conditions the piston is repelled or attracted by the nearest wall if d = 3, 7, ... or if d = 1, 5, ... , respectively. For hybrid N-D conditions these requirements are switched. If a mass is added, divergences arise which render the model suspect. The analysis, however, is relatively straightforward and involves the Barnes zeta function. The extension to finite temperatures is made and it is shown that for the 3, 7, ... series of odd spheres, the repulsion by the walls continues but that, above a certain temperature, the free energy acquires two minima symmetrically placed about the midpoint.

  13. Spherical Casimir pistons

    International Nuclear Information System (INIS)

    Dowker, J S

    2011-01-01

    A piston is introduced into a spherical lune Casimir cavity turning it into two adjacent lunes separated by the (hemispherical) piston. On the basis of zeta-function regularization, the vacuum energy of the arrangement is finite for conformal propagation in spacetime. For even spheres this energy is independent of the angle of the lune. For odd dimensions it is shown that for all Neumann, or all Dirichlet, boundary conditions the piston is repelled or attracted by the nearest wall if d = 3, 7, ... or if d = 1, 5, ... , respectively. For hybrid N-D conditions these requirements are switched. If a mass is added, divergences arise which render the model suspect. The analysis, however, is relatively straightforward and involves the Barnes zeta function. The extension to finite temperatures is made and it is shown that for the 3, 7, ... series of odd spheres, the repulsion by the walls continues but that, above a certain temperature, the free energy acquires two minima symmetrically placed about the midpoint.

  14. Inverse problem for particle size distributions of atmospheric aerosols using stochastic particle swarm optimization

    International Nuclear Information System (INIS)

    Yuan Yuan; Yi Hongliang; Shuai Yong; Wang Fuqiang; Tan Heping

    2010-01-01

    As a part of resolving optical properties in atmosphere radiative transfer calculations, this paper focuses on obtaining aerosol optical thicknesses (AOTs) in the visible and near infrared wave band through indirect method by gleaning the values of aerosol particle size distribution parameters. Although various inverse techniques have been applied to obtain values for these parameters, we choose a stochastic particle swarm optimization (SPSO) algorithm to perform an inverse calculation. Computational performances of different inverse methods are investigated and the influence of swarm size on the inverse problem of computation particles is examined. Next, computational efficiencies of various particle size distributions and the influences of the measured errors on computational accuracy are compared. Finally, we recover particle size distributions for atmospheric aerosols over Beijing using the measured AOT data (at wavelengths λ=0.400, 0.690, 0.870, and 1.020 μm) obtained from AERONET at different times and then calculate other AOT values for this band based on the inverse results. With calculations agreeing with measured data, the SPSO algorithm shows good practicability.

  15. 49 CFR 229.55 - Piston travel.

    Science.gov (United States)

    2010-10-01

    ... 49 Transportation 4 2010-10-01 2010-10-01 false Piston travel. 229.55 Section 229.55... Piston travel. (a) Brake cylinder piston travel shall be sufficient to provide brake shoe clearance when... piston travel may not exceed 11/2 inches less than the total possible piston travel. The total possible...

  16. Stochastic quantization

    International Nuclear Information System (INIS)

    Klauder, J.R.

    1983-01-01

    The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)

  17. Free-piston cutting machine

    Science.gov (United States)

    Ciccarelli, Gaby; Subudhi, Manomohan; Hall, Robert E.

    2000-01-01

    A cutting machine includes a gun barrel for receiving a projectile. A compression tube is disposed in flow communication with the barrel and includes a piston therein. A reservoir is disposed in flow communication with the tube and receives a first gas under pressure. A second gas fills the compression tube on a front face of the piston. And, the pressurized first gas is discharged into the tube on a back face of the piston to accelerate the piston through the tube for compressing the second gas, and in turn launching the projectile through the barrel to impact a workpiece.

  18. Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

    Science.gov (United States)

    Butler, T.; Graham, L.; Estep, D.; Dawson, C.; Westerink, J. J.

    2015-04-01

    The uncertainty in spatially heterogeneous Manning's n fields is quantified using a novel formulation and numerical solution of stochastic inverse problems for physics-based models. The uncertainty is quantified in terms of a probability measure and the physics-based model considered here is the state-of-the-art ADCIRC model although the presented methodology applies to other hydrodynamic models. An accessible overview of the formulation and solution of the stochastic inverse problem in a mathematically rigorous framework based on measure theory is presented. Technical details that arise in practice by applying the framework to determine the Manning's n parameter field in a shallow water equation model used for coastal hydrodynamics are presented and an efficient computational algorithm and open source software package are developed. A new notion of "condition" for the stochastic inverse problem is defined and analyzed as it relates to the computation of probabilities. This notion of condition is investigated to determine effective output quantities of interest of maximum water elevations to use for the inverse problem for the Manning's n parameter and the effect on model predictions is analyzed.

  19. A Solution Approach from an Analytic Model to Heuristic Algorithm for Special Case of Vehicle Routing Problem with Stochastic Demands

    Directory of Open Access Journals (Sweden)

    2009-03-01

    Full Text Available We define a special case for the vehicle routing problem with stochastic demands (SC-VRPSD where customer demands are normally distributed. We propose a new linear model for computing the expected length of a tour in SC-VRPSD. The proposed model is based on the integration of the “Traveling Salesman Problem” (TSP and the Assignment Problem. For large-scale problems, we also use an Iterated Local Search (ILS algorithm in order to reach an effective solution.

  20. A separation theorem for the stochastic sampled-data LQG problem. [control of continuous linear plant disturbed by white noise

    Science.gov (United States)

    Halyo, N.; Caglayan, A. K.

    1976-01-01

    This paper considers the control of a continuous linear plant disturbed by white plant noise when the control is constrained to be a piecewise constant function of time; i.e. a stochastic sampled-data system. The cost function is the integral of quadratic error terms in the state and control, thus penalizing errors at every instant of time while the plant noise disturbs the system continuously. The problem is solved by reducing the constrained continuous problem to an unconstrained discrete one. It is shown that the separation principle for estimation and control still holds for this problem when the plant disturbance and measurement noise are Gaussian.

  1. A hybrid meta-heuristic algorithm for the vehicle routing problem with stochastic travel times considering the driver's satisfaction

    Science.gov (United States)

    Tavakkoli-Moghaddam, Reza; Alinaghian, Mehdi; Salamat-Bakhsh, Alireza; Norouzi, Narges

    2012-05-01

    A vehicle routing problem is a significant problem that has attracted great attention from researchers in recent years. The main objectives of the vehicle routing problem are to minimize the traveled distance, total traveling time, number of vehicles and cost function of transportation. Reducing these variables leads to decreasing the total cost and increasing the driver's satisfaction level. On the other hand, this satisfaction, which will decrease by increasing the service time, is considered as an important logistic problem for a company. The stochastic time dominated by a probability variable leads to variation of the service time, while it is ignored in classical routing problems. This paper investigates the problem of the increasing service time by using the stochastic time for each tour such that the total traveling time of the vehicles is limited to a specific limit based on a defined probability. Since exact solutions of the vehicle routing problem that belong to the category of NP-hard problems are not practical in a large scale, a hybrid algorithm based on simulated annealing with genetic operators was proposed to obtain an efficient solution with reasonable computational cost and time. Finally, for some small cases, the related results of the proposed algorithm were compared with results obtained by the Lingo 8 software. The obtained results indicate the efficiency of the proposed hybrid simulated annealing algorithm.

  2. Generalized stochastic target problems for pricing and partial hedging under loss constraints - Application in optimal book liquidation

    OpenAIRE

    Bouchard , Bruno; Dang , Ngoc Minh

    2013-01-01

    International audience; We consider a singular with state constraints version of the stochastic target problems studied in Soner and Touzi (2002) and more recently Bouchard, Elie and Touzi (2008), among others. This provides a general framework for the pricing of contingent claims under risk constraints. Our extended version perfectly suits to market models with proportional transaction costs and to order book liquidation issues. Our main result is a PDE characterization of the associated pri...

  3. Mean-Variance Portfolio Selection Problem with Stochastic Salary for a Defined Contribution Pension Scheme: A Stochastic Linear-Quadratic-Exponential Framework

    Directory of Open Access Journals (Sweden)

    Charles Nkeki

    2013-11-01

    Full Text Available This paper examines a mean-variance portfolio selection problem with stochastic salary and inflation protection strategy in the accumulation phase of a defined contribution (DC pension plan. The utility function is assumed to be quadratic. It was assumed that the flow of contributions made by the PPM are invested into a market that is characterized by a cash account, an inflation-linked bond and a stock. In this paper, inflationlinked bond is traded and used to hedge inflation risks associated with the investment. The aim of this paper is to maximize the expected final wealth and minimize its variance. Efficient frontier for the three classes of assets (under quadratic utility function that will enable pension plan members (PPMs to decide their own wealth and risk in their investment profile at retirement was obtained.

  4. Piston surface heat transfer during combustion in large marine diesel engines

    DEFF Research Database (Denmark)

    Jensen, Michael Vincent; Walther, Jens Honore

    2010-01-01

    In the design process of large marine diesel engines information on the maximum heat load on the piston surface experienced during the engine cycle is an important parameter. The peak heat load occurs during combustion when hot combustion products impinge on the piston surface. Although the maximum...... heat load is only present for a short time of the total engine cycle, it is a severe thermal load on the piston surface. At the same time, cooling of the piston crown is generally more complicated than cooling of the other components of the combustion chamber. This can occasionally cause problems...... with burning off piston surface material. In this work the peak heat load on the piston surface of large marine diesel engines during combustion was investigated. Measurements of the instantaneous surface temperature and surface heat flux on pistons in large marine engines are difficult due to expensive...

  5. Thermal Fluctuations in Casimir Pistons

    Science.gov (United States)

    Lomnitz, M.; Villarreal, C.

    2012-07-01

    We present analytical and simple expressions to determine the free energy, internal energy, entropy, as well as the pressure acting at the interface of a perfectly conducting rectangular Casimir piston. We show that infrared divergencies linear in temperature become cancelled within the piston configuration, and show a continuous behavior consistent with intuitive expectations.

  6. Optimizing Green Computing Awareness for Environmental Sustainability and Economic Security as a Stochastic Optimization Problem

    Directory of Open Access Journals (Sweden)

    Emmanuel Okewu

    2017-10-01

    Full Text Available The role of automation in sustainable development is not in doubt. Computerization in particular has permeated every facet of human endeavour, enhancing the provision of information for decision-making that reduces cost of operation, promotes productivity and socioeconomic prosperity and cohesion. Hence, a new field called information and communication technology for development (ICT4D has emerged. Nonetheless, the need to ensure environmentally friendly computing has led to this research study with particular focus on green computing in Africa. This is against the backdrop that the continent is feared to suffer most from the vulnerability of climate change and the impact of environmental risk. Using Nigeria as a test case, this paper gauges the green computing awareness level of Africans via sample survey. It also attempts to institutionalize green computing maturity model with a view to optimizing the level of citizens awareness amid inherent uncertainties like low bandwidth, poor network and erratic power in an emerging African market. Consequently, we classified the problem as a stochastic optimization problem and applied metaheuristic search algorithm to determine the best sensitization strategy. Although there are alternative ways of promoting green computing education, the metaheuristic search we conducted indicated that an online real-time solution that not only drives but preserves timely conversations on electronic waste (e-waste management and energy saving techniques among the citizenry is cutting edge. The authors therefore reviewed literature, gathered requirements, modelled the proposed solution using Universal Modelling Language (UML and developed a prototype. The proposed solution is a web-based multi-tier e-Green computing system that educates computer users on innovative techniques of managing computers and accessories in an environmentally friendly way. We found out that such a real-time web-based interactive forum does not

  7. A general analytical solution for the stochastic Milne problem using Karhunen–Loeve (K–L) expansion

    International Nuclear Information System (INIS)

    Hussein, A.; Selim, M.M.

    2013-01-01

    This paper considers the solution of the stochastic integro-differential equation of Milne problem with random operator. The Pomraning–Eddington method is implemented to get a closed form solution deterministically. Relying on the spectral properties of the covariance function, the Karhunen–Loeve (K–L) expansion is used to represent the input stochastic process in the deterministic solution. This leads to an explicit expression for the solution process as a multivariate functional of a set of uncorrelated random variables. By using different distributions for these variables, the work is realized through computing the mean and the variance of the solution. The numerical results are found in agreement with those obtained in the literature. -- Highlights: •The solution of the stochastic Milne problem is considered. •We dealt with the random cross-section itself not with the optical transformation of it. •Pomraning–Eddington method together with the (K–L) expansion were implemented. •The solution process is obtained as a functional of a set of uncorrelated random variables. •Good results are obtained for different distributions of these variables

  8. Solving difficult problems creatively: A role for energy optimised deterministic/stochastic hybrid computing

    Directory of Open Access Journals (Sweden)

    Tim ePalmer

    2015-10-01

    Full Text Available How is the brain configured for creativity? What is the computational substrate for ‘eureka’ moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete.

  9. Solving difficult problems creatively: a role for energy optimised deterministic/stochastic hybrid computing.

    Science.gov (United States)

    Palmer, Tim N; O'Shea, Michael

    2015-01-01

    How is the brain configured for creativity? What is the computational substrate for 'eureka' moments of insight? Here we argue that creative thinking arises ultimately from a synergy between low-energy stochastic and energy-intensive deterministic processing, and is a by-product of a nervous system whose signal-processing capability per unit of available energy has become highly energy optimised. We suggest that the stochastic component has its origin in thermal (ultimately quantum decoherent) noise affecting the activity of neurons. Without this component, deterministic computational models of the brain are incomplete.

  10. The Stochastic Galerkin Method for Darcy Flow Problem with Log-Normal Random

    Czech Academy of Sciences Publication Activity Database

    Beres, Michal; Domesová, Simona

    2017-01-01

    Roč. 15, č. 2 (2017), s. 267-279 ISSN 1336-1376 R&D Projects: GA MŠk LQ1602 Institutional support: RVO:68145535 Keywords : Darcy flow * Gaussian random field * Karhunen-Loeve decomposition * polynomial chaos * Stochastic Galerkin method Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics http://advances.utc.sk/index.php/AEEE/article/view/2280

  11. Piston engines and gas turbines

    Energy Technology Data Exchange (ETDEWEB)

    Shmelev, V.M.

    1999-07-01

    The concept of a free piston engine utilising overlean fuel-air mixture and using entropy rising compression is examined. An analysis was made of engine operation. The high compression parameters can be reached under compression of the mixture by a free piston to ensure the space heat release occurs from the mixture is not capable to self-combustion. It is shown that two stage entropy rising compression allows to reduce the final compression pressure and increase a perfomance of the piston engine. (orig.)

  12. Stochastic thermodynamics

    Science.gov (United States)

    Eichhorn, Ralf; Aurell, Erik

    2014-04-01

    many leading experts in the field. During the program, the most recent developments, open questions and new ideas in stochastic thermodynamics were presented and discussed. From the talks and debates, the notion of information in stochastic thermodynamics, the fundamental properties of entropy production (rate) in non-equilibrium, the efficiency of small thermodynamic machines and the characteristics of optimal protocols for the applied (cyclic) forces were crystallizing as main themes. Surprisingly, the long-studied adiabatic piston, its peculiarities and its relation to stochastic thermodynamics were also the subject of intense discussions. The comment on the Nordita program Stochastic Thermodynamics published in this issue of Physica Scripta exploits the Jarzynski relation for determining free energy differences in the adiabatic piston. This scientific program and the contribution presented here were made possible by the financial and administrative support of The Nordic Institute for Theoretical Physics.

  13. 49 CFR 230.76 - Piston travel.

    Science.gov (United States)

    2010-10-01

    ... 49 Transportation 4 2010-10-01 2010-10-01 false Piston travel. 230.76 Section 230.76... Tenders Brake and Signal Equipment § 230.76 Piston travel. (a) Minimum piston travel. The minimum piston travel shall be sufficient to provide proper brake shoe clearance when the brakes are released. (b...

  14. The ESPAT tool: a general-purpose DSS shell for solving stochastic optimization problems in complex river-aquifer systems

    Science.gov (United States)

    Macian-Sorribes, Hector; Pulido-Velazquez, Manuel; Tilmant, Amaury

    2015-04-01

    Stochastic programming methods are better suited to deal with the inherent uncertainty of inflow time series in water resource management. However, one of the most important hurdles in their use in practical implementations is the lack of generalized Decision Support System (DSS) shells, usually based on a deterministic approach. The purpose of this contribution is to present a general-purpose DSS shell, named Explicit Stochastic Programming Advanced Tool (ESPAT), able to build and solve stochastic programming problems for most water resource systems. It implements a hydro-economic approach, optimizing the total system benefits as the sum of the benefits obtained by each user. It has been coded using GAMS, and implements a Microsoft Excel interface with a GAMS-Excel link that allows the user to introduce the required data and recover the results. Therefore, no GAMS skills are required to run the program. The tool is divided into four modules according to its capabilities: 1) the ESPATR module, which performs stochastic optimization procedures in surface water systems using a Stochastic Dual Dynamic Programming (SDDP) approach; 2) the ESPAT_RA module, which optimizes coupled surface-groundwater systems using a modified SDDP approach; 3) the ESPAT_SDP module, capable of performing stochastic optimization procedures in small-size surface systems using a standard SDP approach; and 4) the ESPAT_DET module, which implements a deterministic programming procedure using non-linear programming, able to solve deterministic optimization problems in complex surface-groundwater river basins. The case study of the Mijares river basin (Spain) is used to illustrate the method. It consists in two reservoirs in series, one aquifer and four agricultural demand sites currently managed using historical (XIV century) rights, which give priority to the most traditional irrigation district over the XX century agricultural developments. Its size makes it possible to use either the SDP or

  15. Stochastic electron dynamics due to drift waves in a sheared magnetic field and other drift motion problems

    International Nuclear Information System (INIS)

    Robertson, J.A.

    1986-12-01

    Electron motion in a single electrostatic wave in a sheared magnetic field is shown to become stochastic in the presence of a second wave at an amplitude well below that obtained from the overlapping pendulum resonance approximation. The enhanced stochasticity occurs for low parallel velocity electrons for which the parallel trapping motion from eE/sub parallel//m interacts strongly with the E x B trapping motion due to the presence of magnetic shear. The guiding-center equations for single particle electron orbits in given fields are investigated using both analytical and numerical techniques. The model assumes a slab magnetic field geometry with shear and two electrostatic plane waves propagating at an angle with respect to each other. Collisions and the self-consistent effect of the electron motion upon the fields are ignored. The guiding-center motion in an inertial reference frame moving in phase with the two waves is given by a two degree-of-freedom, autonomous Hamiltonian system. The single wave particle motion may be reduced to a two parameter family of one degree-of-freedom Hamiltonians which bifurcate from a pendulum phase space to a topology with three chains of elliptic and hyperbolic fixed points separated in radius about the mode-rational surface. In the presence of a perturbing wave with a different helicity, electrons in the small parallel velocity regime become stochastic at an amplitude scaling as the fourth root of the wave potential. The results obtained for stochastic motion apply directly to the problem of electron diffusion in drift waves occurring in toroidal fusion confinement devices. The effect of an adiabatically changing radial electric field upon guiding-center orbits in tokamaks is also investigated. This perturbation causes a radial polarization drift of trapped particle tokamak orbits

  16. Integral Ring Carbon-Carbon Piston

    Science.gov (United States)

    Northam, G. Burton (Inventor)

    1999-01-01

    An improved structure for a reciprocating internal combustion engine or compressor piston fabricate from carbon-carbon composite materials is disclosed. An integral ring carbon-carbon composite piston, disclosed herein, reduces the need for piston rings and for small clearances by providing a small flexible, integral component around the piston that allows for variation in clearance due to manufacturing tolerances, distortion due to pressure and thermal loads, and variations in thermal expansion differences between the piston and cylinder liner.

  17. Stochastic tools in turbulence

    CERN Document Server

    Lumey, John L

    2012-01-01

    Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the

  18. Stochastic many-body problems in ecology, evolution, neuroscience, and systems biology

    Science.gov (United States)

    Butler, Thomas C.

    Using the tools of many-body theory, I analyze problems in four different areas of biology dominated by strong fluctuations: The evolutionary history of the genetic code, spatiotemporal pattern formation in ecology, spatiotemporal pattern formation in neuroscience and the robustness of a model circadian rhythm circuit in systems biology. In the first two research chapters, I demonstrate that the genetic code is extremely optimal (in the sense that it manages the effects of point mutations or mistranslations efficiently), more than an order of magnitude beyond what was previously thought. I further show that the structure of the genetic code implies that early proteins were probably only loosely defined. Both the nature of early proteins and the extreme optimality of the genetic code are interpreted in light of recent theory [1] as evidence that the evolution of the genetic code was driven by evolutionary dynamics that were dominated by horizontal gene transfer. I then explore the optimality of a proposed precursor to the genetic code. The results show that the precursor code has only limited optimality, which is interpreted as evidence that the precursor emerged prior to translation, or else never existed. In the next part of the dissertation, I introduce a many-body formalism for reaction-diffusion systems described at the mesoscopic scale with master equations. I first apply this formalism to spatially-extended predator-prey ecosystems, resulting in the prediction that many-body correlations and fluctuations drive population cycles in time, called quasicycles. Most of these results were previously known, but were derived using the system size expansion [2, 3]. I next apply the analytical techniques developed in the study of quasi-cycles to a simple model of Turing patterns in a predator-prey ecosystem. This analysis shows that fluctuations drive the formation of a new kind of spatiotemporal pattern formation that I name "quasi-patterns." These quasi

  19. Study of stochastic approaches of the n-bodies problem: application to the nuclear fragmentation

    International Nuclear Information System (INIS)

    Guarnera, A.

    1996-01-01

    In the last decade nuclear physics research has found, with the observation of phenomena such as multifragmentation or vaporization, the possibility to get a deeper insight into the nuclear matter phase diagram. For example, a spinodal decomposition scenario has been proposed to explain the multifragmentation: because of the initial compression, the system may enter a region, the spinodal zone, in which the nuclear matter is no longer stable, and so any fluctuation leads to the formation of fragments. This thesis deals with spinodal decomposition within the theoretical framework of stochastic mean filed approaches, in which the one-body density function may experience a stochastic evolution. We have shown that these approaches are able to describe phenomena, such as first order phase transitions, in which fluctuations and many-body correlations plan an important role. In the framework of stochastic mean-filed approaches we have shown that the fragment production by spinodal decomposition is characterized by typical time scales of the order of 100 fm/c and by typical size scales around the Neon mass. We have also shown that these features are robust and that they are not affected significantly by a possible expansion of the system or by the finite size of nuclei. We have proposed as a signature of the spinodal decomposition some typical partition of the largest fragments. The study and the comparison with experimental data, performed for the reactions Xe + Cu at 45 MeV/A and Xe + Sn at 50 MeV/A, have shown a remarkable agreement. Moreover we would like to stress that the theory does not contain any adjustable parameter. These results seem to give a strong indication of the possibility to observe a spinodal decomposition of nuclei. (author)

  20. A Multiobjective Stochastic Production-Distribution Planning Problem in an Uncertain Environment Considering Risk and Workers Productivity

    Directory of Open Access Journals (Sweden)

    S. M. J. Mirzapour Al-e-Hashem

    2011-01-01

    Full Text Available A multi-objective two stage stochastic programming model is proposed to deal with a multi-period multi-product multi-site production-distribution planning problem for a midterm planning horizon. The presented model involves majority of supply chain cost parameters such as transportation cost, inventory holding cost, shortage cost, production cost. Moreover some respects as lead time, outsourcing, employment, dismissal, workers productivity and training are considered. Due to the uncertain nature of the supply chain, it is assumed that cost parameters and demand fluctuations are random variables and follow from a pre-defined probability distribution. To develop a robust stochastic model, an additional objective functions is added to the traditional production-distribution-planning problem. So, our multi-objective model includes (i the minimization of the expected total cost of supply chain, (ii the minimization of the variance of the total cost of supply chain and (iii the maximization of the workers productivity through training courses that could be held during the planning horizon. Then, the proposed model is solved applying a hybrid algorithm that is a combination of Monte Carlo sampling method, modified -constraint method and L-shaped method. Finally, a numerical example is solved to demonstrate the validity of the model as well as the efficiency of the hybrid algorithm.

  1. Single-piston alternative to Stirling engines

    International Nuclear Information System (INIS)

    Glushenkov, Maxim; Sprenkeler, Martin; Kronberg, Alexander; Kirillov, Valeriy

    2012-01-01

    Highlights: ► Thermodynamic analysis of an unconventional heat engine. ► The engine has a number of advantages compared to state-of-the-art Stirling engines. ► The engine can to be fuelled with “difficult” fuels and used for micro-CHP systems. ► The energy conversion efficiency can be as high as 40–50%. ► A prototype of the engine was demonstrated. -- Abstract: Thermodynamic analysis of an unconventional heat engine was performed. The engine studied has a number of advantages compared to state-of-the-art Stirling engines. The main advantage of the engine proposed is its simplicity. A power piston is integral with a displacer and a heat regenerator. It allows solving the problem of the high-temperature sealing of the piston and the displacer typical of all types of Stirling engines. In addition the design proposed provides ideal use of the displacer volume eliminating heat losses from outside gas circuit. Both strokes of the piston are working ones in contrary to any other types of piston engines. The engine can be considered as maintenance-free as it has no piston rings or any other rubbing components requiring lubrication. The only seal is contactless and wear free. It is located in the cold part of the cylinder. As a result the leakage rate in operation can be one-two orders of magnitude as small as that in Stirling engines. Balancing of the engine is much easy compared to Stirling engines with two reciprocating masses because of the only moving part inside the engine cylinder. The engine suits ideally to be fuelled with “difficult” fuels such as bio oil and can be used as a prime mover for micro-CHP systems. The thermodynamic model developed incorporates non-ideal features of the cycle, such as specific regenerator efficiency, dead volumes and other geometrical parameters of the engine. The model shows that the energy efficiency is highly sensitive to regenerator performance. For realistic geometric and operating parameters and the

  2. Contraction of information and its inverse problem in reactor system identification and stochastic diagnosis

    International Nuclear Information System (INIS)

    Kishida, K.

    1996-01-01

    Research concerning power reactor noise analysis makes rapid progress in the areas of the system identification, prediction and diagnosis. Keywords in these studies are artificial intelligence, neural network, fuzzy, and chaos. Nonlinear, nonstationary, or non-Gaussian processes as well as linear and steady processes are also studied in fluctuation analysis. However, we have not enough time to study a fundamental theory, since we are urged to obtain results or applications in power reactor fluctuations. Furthermore, we have no systematic approach to handle observed time series data in the linear process, since power reactor noise phenomena are complicated. Hence, it is important to study it from the fundamental viewpoint. It is a main aim of the present review paper to describe a unified formalism for reactor system identification and stochastic diagnosis

  3. A Linear Electromagnetic Piston Pump

    Science.gov (United States)

    Hogan, Paul H.

    Advancements in mobile hydraulics for human-scale applications have increased demand for a compact hydraulic power supply. Conventional designs couple a rotating electric motor to a hydraulic pump, which increases the package volume and requires several energy conversions. This thesis investigates the use of a free piston as the moving element in a linear motor to eliminate multiple energy conversions and decrease the overall package volume. A coupled model used a quasi-static magnetic equivalent circuit to calculate the motor inductance and the electromagnetic force acting on the piston. The force was an input to a time domain model to evaluate the mechanical and pressure dynamics. The magnetic circuit model was validated with finite element analysis and an experimental prototype linear motor. The coupled model was optimized using a multi-objective genetic algorithm to explore the parameter space and maximize power density and efficiency. An experimental prototype linear pump coupled pistons to an off-the-shelf linear motor to validate the mechanical and pressure dynamics models. The magnetic circuit force calculation agreed within 3% of finite element analysis, and within 8% of experimental data from the unoptimized prototype linear motor. The optimized motor geometry also had good agreement with FEA; at zero piston displacement, the magnetic circuit calculates optimized motor force within 10% of FEA in less than 1/1000 the computational time. This makes it well suited to genetic optimization algorithms. The mechanical model agrees very well with the experimental piston pump position data when tuned for additional unmodeled mechanical friction. Optimized results suggest that an improvement of 400% of the state of the art power density is attainable with as high as 85% net efficiency. This demonstrates that a linear electromagnetic piston pump has potential to serve as a more compact and efficient supply of fluid power for the human scale.

  4. Gas action effect of free piston Stirling engine

    International Nuclear Information System (INIS)

    Mou, Jian; Li, Wei; Li, Jinze; Hong, Guotong

    2016-01-01

    Highlights: • The gas action effect is analyzed by the method of rotation vector decomposition. • Gas force can be decomposed into motivation force and spring or inertia force. • The optimal phase angles of displacements to pressure wave have been found. - Abstract: Gas action effect of free piston Stirling engine (FPSE) is very important to solve the key problem of start-up and find the way to increase its efficiency. The gas force is a key force to free FPSE. In this paper, the gas action effect has been analyzed by the method of rotation vector decomposition. It is found that the gas forces of piston and displacer can be decomposed into two forces, one component acts as motivation force resisting the damping force to output power, the other acts as spring force or inertia force according to the phase angle of pressure wave to displacements of the displacer and piston. Only when the motivation components of both piston and displacer resist their damping forces, will the FPSE be start-up and work stably. And only when the spring force is approximately equal to inertia force of piston, will the piston need the smallest gas spring force and nearly all the gas force be put for the alternator, meanwhile the engine outputs the maximum work. In the perfect condition, the optimal phase angle of the reciprocating movements of the displacer and piston ahead of the pressure wave are 180° and 90° respectively. The analyses above are verified by a series of experiments on a FPSE designed by our laboratory.

  5. Sibling cycle piston and valving method

    Science.gov (United States)

    Mitchell, Matthew P. (Inventor); Bauwens, Luc (Inventor)

    1990-01-01

    A double-acting, rotating piston reciprocating in a cylinder with the motion of the piston providing the valving action of the Sibling Cycle through the medium of passages between the piston and cylinder wall. The rotating piston contains regenerators ported to the walls of the piston. The piston fits closely in the cylinder at each end of the cylinder except in areas where the wall of the cylinder is relieved to provide passages between the cylinder wall and the piston leading to the expansion and compression spaces, respectively. The piston reciprocates as it rotates. The cylinder and piston together comprise an integral valve that seqentially opens and closes the ports at the ends of the regenerators alternately allowing them to communicate with the expansion space and compression space and blocking that communication. The relieved passages in the cylinder and the ports in the piston are so arranged that each regenerator is sequentially (1) charged with compressed working gas from the compression space; (2) isolated from both expansion and compression spaces; (3) discharged of working gas into the expansion space; and (4) simultaneously charged with working gas from the expansion space while being discharged of working gas into the compression space, in the manner of the Sibling Cycle. In an alterate embodiment, heat exchangers are external to the cylinder and ports in the cylinder wall are alternately closed by the wall of the piston and opened to the expansion and compression spaces through relieved passages in the wall of the reciprocating, rotating piston.

  6. Two piston V-type Stirling engine

    Science.gov (United States)

    Corey, John A.

    1987-01-01

    A two piston Stirling engine which includes a heat exchanger arrangement placing the cooler and regenerator directly adjacent the compression space for minimal cold duct volume; a sealing arrangement which eliminates the need for piston seals, crossheads and piston rods; and a simplified power control system.

  7. The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared

    NARCIS (Netherlands)

    L. Evers (Lanah); K.M. Glorie (Kristiaan); S. van der Ster (Suzanne); A.I. Barros (Ana); H. Monsuur (Herman)

    2012-01-01

    textabstractThe Orienteering Problem (OP) is a generalization of the well-known traveling salesman problem and has many interesting applications in logistics, tourism and defense. To reflect real-life situations, we focus on an uncertain variant of the OP. Two main approaches that deal with

  8. A Two-Stage Approach to the Orienteering Problem with Stochastic Weights

    NARCIS (Netherlands)

    Evers, L.; Glorie, K.; Ster, S. van der; Barros, A.I.; Monsuur, H.

    2014-01-01

    The Orienteering Problem (OP) is a routing problem which has many interesting applications in logistics, tourism and defense. The aim of the OP is to find a maximum profit path or tour, which is feasible with respect to a capacity constraint on the total weight of the selected arcs. In this paper we

  9. A two-stage approach to the orienteering problem with stochastic weights

    NARCIS (Netherlands)

    Evers, L.; Glorie, K.M.; van der Ster, S.L.; Barros, A.I.; Monsuur, H.

    2014-01-01

    The Orienteering Problem (OP) is a routing problem which has many interesting applications in logistics, tourism and defense. The aim of the OP is to find a maximum profit path or tour, which is feasible with respect to a capacity constraint on the total weight of the selected arcs. In this paper we

  10. The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared

    NARCIS (Netherlands)

    Evers, L.; Glorie, K.; Ster, S. van der; Barros, A.I.; Monsuur, H.

    2012-01-01

    The Orienteering Problem (OP) is a generalization of the well-known traveling salesman problem and has many interesting applications in logistics, tourism and defense. To reflect real-life situations, we focus on an uncertain variant of the OP. Two main approaches that deal with optimization under

  11. Heat flows in piston compressors

    NARCIS (Netherlands)

    Lekic, U.; Kok, J.B.W.; van der Meer, T.H.; van Steenhoven, A.A.; Stoffels, G.G.M.

    2008-01-01

    Piston compressors are widely used in today's engineering applications. Among the most important applications is however the compression of thermal carrier gas in Rankine and Stirling refrigeration cycles. Fluids used in these cycles are commonly Ammonia and Helium. In order to improve the design

  12. Experimental Verification of Oil Whirl of Piston in Axial Piston Pmmp and Motor

    OpenAIRE

    田中, 嘉津彦; 中原, 綱光; 京極, 啓史

    1999-01-01

    Piston motion which interacts with lubrication characteristics including friction force between the piston and cylinder has been measured in order to prove the oil whirl phenomena in an axial piston pump and motor which had been found theoretically in the previous paper. The piston motion has been measured by means of eddy current displacement sensors, comparing with calculated results. It has been verified that the piston has whirled in the cylinder under certain operating conditions and spe...

  13. On the design of lubricant free piston compressors

    NARCIS (Netherlands)

    Owczarek, P.

    2010-01-01

    This thesis describes the development on long lifetime and an efficient piston compressor operating in a clean environment where oil lubrication must be excluded. Particularly in cooling systems including cryocoolers the presence of oil is a well known problem. A growing number of applications of

  14. Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution

    Science.gov (United States)

    Belkina, T. A.; Konyukhova, N. B.; Kurochkin, S. V.

    2012-10-01

    A singular boundary value problem for a second-order linear integrodifferential equation with Volterra and non-Volterra integral operators is formulated and analyzed. The equation is defined on ℝ+, has a weak singularity at zero and a strong singularity at infinity, and depends on several positive parameters. Under natural constraints on the coefficients of the equation, existence and uniqueness theorems for this problem with given limit boundary conditions at singular points are proved, asymptotic representations of the solution are given, and an algorithm for its numerical determination is described. Numerical computations are performed and their interpretation is given. The problem arises in the study of the survival probability of an insurance company over infinite time (as a function of its initial surplus) in a dynamic insurance model that is a modification of the classical Cramer-Lundberg model with a stochastic process rate of premium under a certain investment strategy in the financial market. A comparative analysis of the results with those produced by the model with deterministic premiums is given.

  15. Existence of the Optimal Control for Stochastic Boundary Control Problems Governed by Semilinear Parabolic Equations

    Directory of Open Access Journals (Sweden)

    Weifeng Wang

    2014-01-01

    Full Text Available We study an optimal control problem governed by a semilinear parabolic equation, whose control variable is contained only in the boundary condition. An existence theorem for the optimal control is obtained.

  16. Piston-Skirt Lubrication System For Compressor

    Science.gov (United States)

    Schroeder, Edgar C.; Burzynski, Marion, Jr.

    1994-01-01

    Piston-skirt lubrication system provides steady supply of oil to piston rings of gas compressor. No need for oil-filled crankcase or external oil pump. Instead, part of each piston acts as its own oil pump circulating oil from reservoir. Annular space at bottom of piston and cylinder constitutes working volume of small oil pump. Depending on application, reservoir open to atmosphere, or sealed and pressurized in bellows to prevent contact between oil and atmosphere. Filter removes particles worn away from piston rings and cylinder wall during normal operation.

  17. Multi-objective stochastic distribution feeder reconfiguration problem considering hydrogen and thermal energy production by fuel cell power plants

    International Nuclear Information System (INIS)

    Niknam, Taher; Kavousi Fard, Abdollah; Baziar, Aliasghar

    2012-01-01

    This paper assesses the operation and management of electrical energy, hydrogen production and thermal load supplement by the Fuel Cell Power Plants (FCPP) in the distribution systems with regard to the uncertainties which exist in the load demand as well as the price of buying natural gas for FCPPs, fuel cost for residential loads, tariff for purchasing electricity, tariff for selling electricity, hydrogen selling price, operation and maintenance cost and the price of purchasing power from the grid. Therefore, a new modified multi-objective optimization algorithm called Teacher-Learning Algorithm (TLA) is proposed to integrate the optimal operation management of Proton Exchange Membrane FCPPs (PEM-FCPPs) and the optimal configuration of the system through an economic model of the PEM-FCPP. In order to improve the total ability of TLA for global search and exploration, a new modification process is suggested such that the algorithm will search the total search space globally. Also, regarding the uncertainties of the new complicated power systems, in this paper for the first time, the DFR problem is investigated in a stochastic environment by the use of probabilistic load flow technique based on Point Estimate Method (PEM). In order to see the feasibility and the superiority of the proposed method, a standard test system is investigated as the case study. The simulation results are investigated in four different scenarios to show the effect of hydrogen production and thermal recovery more evidently. -- Highlights: ► Present an economical and thermal modeling of PEM-FCPPs. ► Present an approach for optimal operation of PEM-FCPPs in a stochastic environment. ► Consider benefits of thermal recovery and Hydrogen production for PEM-FCPPs. ► Present several scenarios for management of PEM-FCPPs.

  18. Design of Piston Ring Friction Tester Apparatus

    DEFF Research Database (Denmark)

    Klit, Peder

    2006-01-01

    One of the major prerequisites for calculating piston ring friction is a good description of the tribological situation. Piston rings operate in three different lubrication regimes and the theoretical models should be capable to describe this. A very important condition for describing the frictio......One of the major prerequisites for calculating piston ring friction is a good description of the tribological situation. Piston rings operate in three different lubrication regimes and the theoretical models should be capable to describe this. A very important condition for describing...... the frictional behavior of a piston ring correctly is knowledge about the amount of lubricant present. For piston rings the external load may be established by measuring the pressure distribution, i.e. the pressure drop in the piston ring package. Speed and temperature may also be established. The amount...... available is reflected in the friction absorbed in the bearing. The following properties will be measured: Oil fillm thickness - along liner (axial variation), oil film thickness - along piston ring (circumferential variation), piston tilt, temperature of piston rings and liner, pressure at piston lands...

  19. A robust decision-making approach for p-hub median location problems based on two-stage stochastic programming and mean-variance theory : a real case study

    NARCIS (Netherlands)

    Ahmadi, T.; Karimi, H.; Davoudpour, H.

    2015-01-01

    The stochastic location-allocation p-hub median problems are related to long-term decisions made in risky situations. Due to the importance of this type of problems in real-world applications, the authors were motivated to propose an approach to obtain more reliable policies in stochastic

  20. Deterministic versus Stochastic Sensitivity Analysis in Investment Problems : An Environmental Case Study

    NARCIS (Netherlands)

    van Groenendaal, W.J.H.; Kleijnen, J.P.C.

    2001-01-01

    Sensitivity analysis in investment problems is an important tool to determine which factors can jeopardize the future of the investment.Information on the probability distribution of those factors that affect the investment is mostly lacking.In those situations the analysts have two options: (i)

  1. An Efficient Robust Solution to the Two-Stage Stochastic Unit Commitment Problem

    DEFF Research Database (Denmark)

    Blanco, Ignacio; Morales González, Juan Miguel

    2017-01-01

    This paper proposes a reformulation of the scenario-based two-stage unitcommitment problem under uncertainty that allows finding unit-commitment plansthat perform reasonably well both in expectation and for the worst caserealization of the uncertainties. The proposed reformulation is based onpart...

  2. A Three-Stage Optimization Algorithm for the Stochastic Parallel Machine Scheduling Problem with Adjustable Production Rates

    Directory of Open Access Journals (Sweden)

    Rui Zhang

    2013-01-01

    Full Text Available We consider a parallel machine scheduling problem with random processing/setup times and adjustable production rates. The objective functions to be minimized consist of two parts; the first part is related with the due date performance (i.e., the tardiness of the jobs, while the second part is related with the setting of machine speeds. Therefore, the decision variables include both the production schedule (sequences of jobs and the production rate of each machine. The optimization process, however, is significantly complicated by the stochastic factors in the manufacturing system. To address the difficulty, a simulation-based three-stage optimization framework is presented in this paper for high-quality robust solutions to the integrated scheduling problem. The first stage (crude optimization is featured by the ordinal optimization theory, the second stage (finer optimization is implemented with a metaheuristic called differential evolution, and the third stage (fine-tuning is characterized by a perturbation-based local search. Finally, computational experiments are conducted to verify the effectiveness of the proposed approach. Sensitivity analysis and practical implications are also discussed.

  3. An Optimization Approach for Hazardous Waste Management Problem under Stochastic Programming

    International Nuclear Information System (INIS)

    Abass, S.A.; Abdallah, A.S.; Gomaa, M.A.

    2008-01-01

    Hazardous waste is the waste which, due to their nature and quantity, is potentially hazardous to human health and/or the environment. This kind of waste requires special disposal techniques to eliminate or reduce thc hazardous. Hazardous waste management (HWM) problem is concerned in the basic with the disposal method. hi this paper we focus on incineration as an effective to dispose the waste. For this type of disposal, there arc air pollution standards imposed by the government. We will propose an optimization model satisfied the air pollution standards and based on the model of Emek and Kara with using random variable coefficients in the constraint

  4. Statistical surrogate model based sampling criterion for stochastic global optimization of problems with constraints

    Energy Technology Data Exchange (ETDEWEB)

    Cho, Su Gil; Jang, Jun Yong; Kim, Ji Hoon; Lee, Tae Hee [Hanyang University, Seoul (Korea, Republic of); Lee, Min Uk [Romax Technology Ltd., Seoul (Korea, Republic of); Choi, Jong Su; Hong, Sup [Korea Research Institute of Ships and Ocean Engineering, Daejeon (Korea, Republic of)

    2015-04-15

    Sequential surrogate model-based global optimization algorithms, such as super-EGO, have been developed to increase the efficiency of commonly used global optimization technique as well as to ensure the accuracy of optimization. However, earlier studies have drawbacks because there are three phases in the optimization loop and empirical parameters. We propose a united sampling criterion to simplify the algorithm and to achieve the global optimum of problems with constraints without any empirical parameters. It is able to select the points located in a feasible region with high model uncertainty as well as the points along the boundary of constraint at the lowest objective value. The mean squared error determines which criterion is more dominant among the infill sampling criterion and boundary sampling criterion. Also, the method guarantees the accuracy of the surrogate model because the sample points are not located within extremely small regions like super-EGO. The performance of the proposed method, such as the solvability of a problem, convergence properties, and efficiency, are validated through nonlinear numerical examples with disconnected feasible regions.

  5. Noncausal stochastic calculus

    CERN Document Server

    Ogawa, Shigeyoshi

    2017-01-01

    This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...

  6. The measurement problem on classical diffusion process: inverse method on stochastic processes

    International Nuclear Information System (INIS)

    Bigerelle, M.; Iost, A.

    2004-01-01

    In a high number of diffusive systems, measures are processed to calculate material parameters such as diffusion coefficients, or to verify the accuracy of mathematical models. However, the precision of the parameter determination or of the model relevance depends on the location of the measure itself. The aim of this paper is first to analyse, for a mono-dimensional system, the precision of the measure in relation with its location by an inverse problem algorithm and secondly to examine the physical meaning of the results. Statistical mechanic considerations show that, passing over a time-distance criterion, measurement becomes uncertain whatever the initial conditions. The criterion proves that this chaotic mode is related to the production of anti-entropy at a mesoscopique scale that is in violation to quantum theory about measurement

  7. Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids

    International Nuclear Information System (INIS)

    Jakeman, John D.; Archibald, Richard; Xiu Dongbin

    2011-01-01

    In this paper we present a set of efficient algorithms for detection and identification of discontinuities in high dimensional space. The method is based on extension of polynomial annihilation for discontinuity detection in low dimensions. Compared to the earlier work, the present method poses significant improvements for high dimensional problems. The core of the algorithms relies on adaptive refinement of sparse grids. It is demonstrated that in the commonly encountered cases where a discontinuity resides on a small subset of the dimensions, the present method becomes 'optimal', in the sense that the total number of points required for function evaluations depends linearly on the dimensionality of the space. The details of the algorithms will be presented and various numerical examples are utilized to demonstrate the efficacy of the method.

  8. Applying Stochastic Metaheuristics to the Problem of Data Management in a Multi-Tenant Database Cluster

    Directory of Open Access Journals (Sweden)

    E. A. Boytsov

    2014-01-01

    Full Text Available A multi-tenant database cluster is a concept of a data-storage subsystem for cloud applications with the multi-tenant architecture. The cluster is a set of relational database servers with the single entry point, combined into one unit with a cluster controller. This system is aimed to be used by applications developed according to Software as a Service (SaaS paradigm and allows to place tenants at database servers so that providing their isolation, data backup and the most effective usage of available computational power. One of the most important problems about such a system is an effective distribution of data into servers, which affects the degree of individual cluster nodes load and faulttolerance. This paper considers the data-management approach, based on the usage of a load-balancing quality measure function. This function is used during initial placement of new tenants and also during placement optimization steps. Standard schemes of metaheuristic optimization such as simulated annealing and tabu search are used to find a better tenant placement.

  9. Carbon/Carbon Pistons for Internal Combustion Engines

    Science.gov (United States)

    Taylor, A. H.

    1986-01-01

    Carbon/carbon piston performs same function as aluminum pistons in reciprocating internal combustion engines while reducing weight and increasing mechanical and thermal efficiencies of engine. Carbon/carbon piston concept features low piston-to-cylinder wall clearance - so low piston rings and skirts unnecessary. Advantages possible by negligible coefficient of thermal expansion of carbon/carbon.

  10. The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

    Science.gov (United States)

    Bouchaud, Jean-Philippe; Sornette, Didier

    1994-06-01

    The ability to price risks and devise optimal investment strategies in thé présence of an uncertain "random" market is thé cornerstone of modern finance theory. We first consider thé simplest such problem of a so-called "European call option" initially solved by Black and Scholes using Ito stochastic calculus for markets modelled by a log-Brownien stochastic process. A simple and powerful formalism is presented which allows us to generalize thé analysis to a large class of stochastic processes, such as ARCH, jump or Lévy processes. We also address thé case of correlated Gaussian processes, which is shown to be a good description of three différent market indices (MATIF, CAC40, FTSE100). Our main result is thé introduction of thé concept of an optimal strategy in the sense of (functional) minimization of the risk with respect to the portfolio. If the risk may be made to vanish for particular continuous uncorrelated 'quasiGaussian' stochastic processes (including Black and Scholes model), this is no longer the case for more general stochastic processes. The value of the residual risk is obtained and suggests the concept of risk-corrected option prices. In the presence of very large deviations such as in Lévy processes, new criteria for rational fixing of the option prices are discussed. We also apply our method to other types of options, `Asian', `American', and discuss new possibilities (`doubledecker'...). The inclusion of transaction costs leads to the appearance of a natural characteristic trading time scale. L'aptitude à quantifier le coût du risque et à définir une stratégie optimale de gestion de portefeuille dans un marché aléatoire constitue la base de la théorie moderne de la finance. Nous considérons d'abord le problème le plus simple de ce type, à savoir celui de l'option d'achat `européenne', qui a été résolu par Black et Scholes à l'aide du calcul stochastique d'Ito appliqué aux marchés modélisés par un processus Log

  11. Improvement in thermal fatigue resistance of cast iron piston; Chutetsu piston no tainetsu hiro sekkei

    Energy Technology Data Exchange (ETDEWEB)

    Amano, K; Uosaki, Y; Takeshige, N [Mazda Motor Corp., Hiroshima (Japan)

    1997-10-01

    Cast iron piston is superior in reduction of diesel engine emission to aluminum piston because of its characteristic of heat insulation. In order to study thermal fatigue characteristics of cast iron, thermal fatigue tests were carried out on two kinds of ferrite ductile cast iron. Differences between cast iron piston and aluminum piston in thermal fatigue resistance have been investigated by using FEM analysis. 5 refs., 14 figs., 1 tab.

  12. Stochastic processes

    CERN Document Server

    Borodin, Andrei N

    2017-01-01

    This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.

  13. Stochastic neuron models

    CERN Document Server

    Greenwood, Priscilla E

    2016-01-01

    This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...

  14. Free-piston engine-and-hydraulic pump for railway vehicles

    Directory of Open Access Journals (Sweden)

    A. F. Golovchuk

    2013-04-01

    Full Text Available Purpose. The development of the free-piston diesel engine-and-hydraulic pump for the continuously variable hydrostatical transmission of mobile power vehicles. Methodology. For a long time engine builders have been interesting in the problem of developing free piston engines, which have much bigger coefficient of efficiency (40…80%. Such engines don’t have the conversion of reciprocating motion for inner combustion engine piston into rotating motion of crankshaft, from which the engine torque is transferred to the power machine transmission. Free-piston engines of inner combustion don’t have the crank mechanism (CM that significantly reduces mechanical losses for friction. Such engines can be used as compressors. Free-piston engine compressor (FPEC – is a free-piston machine in which energy received from engine’s cylinder is being transferred direct to compressor’s pistons connected with operational pistons of engine without crank mechanism. Part of the pressed air is being consumed for engine cylinder drain and the other part is going to the consumer. Findings. The use of free-piston engines-and-hydraulic pumps as power-transmission plants of power vehicles (diesel locomotives, combine harvester, tractors, cars and other mobile and stationary power installations with the continuously variable transmissions allows cost effectiveness improvement and metal consumption reduction of these vehicles, since the cost effectiveness of FPE is higher by 25-30%, and the metal consumption is lower by 40-50%. Originality. One of the important advantages of the free-piston engines is their simplicity and engine balance. As a result of the crank mechanism absence their construction is much simplified and the vibrations, peculiar to the ordinary engines are eliminated. In such installation the engine pistons are directly connected through the rod to compressor pistons and therefore there are no losses in the bearing bushes. Practical value. The free-piston

  15. The Stochastic Scouting Problem

    NARCIS (Netherlands)

    Barros, A.I.; Evers, L.

    2012-01-01

    Efficiently scouting talented sports players is of key importance in the commercially oriented sports world. Besides being able to recognize talent, it is important to plan the scouting activities given the available time, in order to maximize the potential for scouting talented players. This

  16. Double acting stirling engine piston ring

    Science.gov (United States)

    Howarth, Roy B.

    1986-01-01

    A piston ring design for a Stirling engine wherein the contact pressure between the piston and the cylinder is maintained at a uniform level, independent of engine conditions through a balancing of the pressure exerted upon the ring's surface and thereby allowing the contact pressure on the ring to be predetermined through the use of a preloaded expander ring.

  17. Fluid structure interaction in piston diaphragm pumps

    NARCIS (Netherlands)

    Van Rijswick, R.; Van Rhee, C.

    2013-01-01

    Piston diaphragm pumps are used world-wide for the transport of aggressive and/or abrasive fluids in the chemical, mining and mineral processing industries. Figure 1 shows a cross section of a piston diaphragm pump as is used in the mining and mineral processing industries for the transport of

  18. Reciprocating piston pump system with screw drive

    Science.gov (United States)

    Perkins, Gerald S. (Inventor); Moore, Nicholas R. (Inventor)

    1981-01-01

    A pump system of the reciprocating piston type is described, which facilitates direct motor drive and cylinder sealing. A threaded middle potion of the piston is engaged by a nut connected to rotate with the rotor of an electric motor, in a manner that minimizes loading on the rotor by the use of a coupling that transmits torque to the nut but permits it to shift axially and radially with respect to the rotor. The nut has a threaded hydrostatic bearing for engaging the threaded piston portion, with an oil-carrying groove in the nut being interrupted. A fluid emitting seal located at the entrance to each cylinder, can serve to center the piston within the cylinder, wash the piston, and to aid in sealing. The piston can have a long stroke to diameter ratio to minimize reciprocations and wear on valves at high pressures. The voltage applied to the motor can be reversed prior to the piston reaching the end of its stroke, to permit pressure on the piston to aid in reversing the motor.

  19. On the validity range of piston theory

    CSIR Research Space (South Africa)

    Meijer, M-C

    2015-06-01

    Full Text Available The basis of linear piston theory in unsteady potential flow is used in this work to develop a quantitative treatment of the validity range of piston theory. In the limit of steady flow, velocity perturbations from Donov’s series expansion...

  20. Risk-Based Two-Stage Stochastic Optimization Problem of Micro-Grid Operation with Renewables and Incentive-Based Demand Response Programs

    Directory of Open Access Journals (Sweden)

    Pouria Sheikhahmadi

    2018-03-01

    Full Text Available The operation problem of a micro-grid (MG in grid-connected mode is an optimization one in which the main objective of the MG operator (MGO is to minimize the operation cost with optimal scheduling of resources and optimal trading energy with the main grid. The MGO can use incentive-based demand response programs (DRPs to pay an incentive to the consumers to change their demands in the peak hours. Moreover, the MGO forecasts the output power of renewable energy resources (RERs and models their uncertainties in its problem. In this paper, the operation problem of an MGO is modeled as a risk-based two-stage stochastic optimization problem. To model the uncertainties of RERs, two-stage stochastic programming is considered and conditional value at risk (CVaR index is used to manage the MGO’s risk-level. Moreover, the non-linear economic models of incentive-based DRPs are used by the MGO to change the peak load. The numerical studies are done to investigate the effect of incentive-based DRPs on the operation problem of the MGO. Moreover, to show the effect of the risk-averse parameter on MGO decisions, a sensitivity analysis is carried out.

  1. The Analysis of Secondary Motion and Lubrication Performance of Piston considering the Piston Skirt Profile

    Directory of Open Access Journals (Sweden)

    Yanjun Lu

    2018-01-01

    Full Text Available The work performance of piston-cylinder liner system is affected by the lubrication condition and the secondary motion of the piston. Therefore, more and more attention has been paid to the secondary motion and lubrication of the piston. In this paper, the Jakobson-Floberg-Olsson (JFO boundary condition is employed to describe the rupture and reformation of oil film. The average Reynolds equation of skirt lubrication is solved by the finite difference method (FDM. The secondary motion of piston-connecting rod system is modeled; the trajectory of the piston is calculated by the Runge-Kutta method. By considering the inertia of the connecting rod, the influence of the longitudinal and horizontal profiles of piston skirt, the offset of the piston pin, and the thermal deformation on the secondary motion and lubrication performance is investigated. The parabolic longitudinal profile, the smaller top radial reduction and ellipticities of the middle-convex piston, and the bigger bottom radial reduction and ellipticities can effectively reduce the secondary displacement and velocity, the skirt thrust, friction, and the friction power loss. The results show that the connecting rod inertia, piston skirt profile, and thermal deformation have important influence on secondary motion and lubrication performance of the piston.

  2. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

    This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

  3. Externally heated valve engine a new approach to piston engines

    CERN Document Server

    Kazimierski, Zbyszko

    2016-01-01

    This book reports on a novel approach for generating mechanical energy from different, external heat sources using the body of a typical piston engine with valves. By presenting simple yet effective numerical models, the authors show how this new approach, which combines existing internal combustion technology with a lubrication system, is able to offer an economic solution to the problem of mechanical energy generation in piston engines. Their results also show that a stable heat generation process can be guaranteed outside of the engine. The book offers a detailed report on physical and numerical models of 4-stroke and 2-stroke versions of the EHVE together with different models of heat exchange, valves and results of their simulations. It also delivers the test results of an engine prototype run in laboratory conditions. By presenting a novel theoretical framework and providing readers with extensive knowledge of both the advantages and challenges of the method, this book is expected to inspire academic re...

  4. Remarks on stochastic acceleration

    International Nuclear Information System (INIS)

    Graeff, P.

    1982-12-01

    Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)

  5. Stochastic modeling

    CERN Document Server

    Lanchier, Nicolas

    2017-01-01

    Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...

  6. Stabilizing Gas Bearings In Free-Piston Machines

    Science.gov (United States)

    Dhar, Manmohan

    1995-01-01

    Gas bearings and clearance seals between pistons and cylinders in free-piston machines designed to reduce undesired dynamic forces and torques on pistons, gas bearings, and cylinders. Circumferential grooves and drain galleries added to piston or cylinder in improved design. Provides stabilization without significant reduction in length of seal, or significant increase in leakage and consequent reduction of efficiency.

  7. Functional Abstraction of Stochastic Hybrid Systems

    NARCIS (Netherlands)

    Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.

    2006-01-01

    The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways

  8. Development and Experimental Investigation of a Two-Stroke Opposed-Piston Free-Piston Engine

    OpenAIRE

    Schneider, Stephan; Chiodi, Marco; Friedrich, Horst E.; Bargende, Michael

    2016-01-01

    The proposed paper deals with the development process and initial measurement results of an opposed-piston combustion engine for application in a Free-Piston Linear Generator (FPLG). The FPLG, which is being developed at the German Aerospace Center (DLR), is an innovative internal combustion engine for a fuel based electrical power supply. With its arrangement, the pistons freely oscillate between the compression chamber of the combustion unit and a gas spring with no mechanical coupling like...

  9. Method and means for repairing injection fuel pump pistons

    Energy Technology Data Exchange (ETDEWEB)

    Ash, E.G.; Tompkins, M.J. Jr.

    1988-06-07

    This patent describes an improvement in timing pistons for rotary fuel injection pumps of the type having a die cast aluminum housing. The housing has a cylindrical chamber, a steel piston, the piston being received in the chamber, means for reciprocating the piston lengthwise of the chamber, an aluminum jacket surrounding the piston and extending the full length thereof, the jacket being rigidly secured to the piston. The jacket has an exterior surface hard coat anodized to the hardness of about 60-70 Rockwell (C scale) as the means of preventing galling due to the reciprocal movement of the aluminum jacket piston within the aluminum chamber.

  10. Drift stabilizer for reciprocating free-piston devices

    Science.gov (United States)

    Ward, William C.; Corey, John A.; Swift, Gregory W.

    2003-05-20

    A free-piston device has a stabilized piston drift. A piston having a frequency of reciprocation over a stroke length and with first and second sides facing first and second variable volumes, respectively, for containing a working fluid defining an acoustic wavelength at the frequency of reciprocation. A bypass tube waveguide connects the first and second variable volumes at all times during reciprocation of the piston. The waveguide has a relatively low impedance for steady flow and a relatively high impedance for oscillating flow at the frequency of reciprocation of the piston, so that steady flow returns fluid leakage from about the piston between the first and second volumes while oscillating flow is not diverted through the waveguide. Thus, net leakage about the piston is returned during each stroke of the piston while oscillating leakage is not allowed and pressure buildup on either the first or second side of the piston is avoided to provide a stable piston location.

  11. Integrated Free-Piston Generators: An Overview

    Energy Technology Data Exchange (ETDEWEB)

    Arshad, Waqas M.; Thelin, Peter; Sadarangani, Chandur [Royal Inst. of Tech., Stockholm (Sweden). Dept. of Electrical Machines and Power Electronics; Baeckstroem, Thomas [ABB Group Services-Corporate Research, Vaesteraas (Sweden)

    2002-08-01

    The free-piston generator is an energy conversion device that integrates a combustion engine and an electrical generator into a single unit. Thereby the intermediary crankshaft stage present in conventional hybrid topologies is eliminated. This has benefits in efficiency, weight reduction, robustness, variable compression operation and multi-fuel possibilities. This paper presents the free-piston generator concepts, along with the expected benefits and drawbacks. A literature survey is provided. Results from a simplified combustion modeling process are presented in terms of piston motion profiles. These have implications upon the dimensioning and selection of an appropriate electrical machine. Specifications for the electrical machine are outlined. Some distinct electrical machine solutions are presented and discussed. An application of the free-piston generator in a series hybrid vehicle is also proposed.

  12. Uji Unjuk Kerja Pompa Pedal Multi Piston

    OpenAIRE

    Sukwanputra, Firman Yoko; Soegihardjo, Oegik

    2003-01-01

    Multi piston pedal pump is classified under reciprocating pump. This pump is generally designed for applications that require high capacity with low head. This pump is used for shallow well or to pump water in the system with low static and dynamic head. This experiment will examine the performance of multi piston pedal pump with capacity 3000 liter/hour. Two parameters, volumetric efficiency and overall efficiency will be examined during the experiment. The goal is to know the actual perform...

  13. Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

    Science.gov (United States)

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

    In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

  14. A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

    Science.gov (United States)

    Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

    2017-09-01

    We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we

  15. Design of problem-specific evolutionary algorithm/mixed-integer programming hybrids: two-stage stochastic integer programming applied to chemical batch scheduling

    Science.gov (United States)

    Urselmann, Maren; Emmerich, Michael T. M.; Till, Jochen; Sand, Guido; Engell, Sebastian

    2007-07-01

    Engineering optimization often deals with large, mixed-integer search spaces with a rigid structure due to the presence of a large number of constraints. Metaheuristics, such as evolutionary algorithms (EAs), are frequently suggested as solution algorithms in such cases. In order to exploit the full potential of these algorithms, it is important to choose an adequate representation of the search space and to integrate expert-knowledge into the stochastic search operators, without adding unnecessary bias to the search. Moreover, hybridisation with mathematical programming techniques such as mixed-integer programming (MIP) based on a problem decomposition can be considered for improving algorithmic performance. In order to design problem-specific EAs it is desirable to have a set of design guidelines that specify properties of search operators and representations. Recently, a set of guidelines has been proposed that gives rise to so-called Metric-based EAs (MBEAs). Extended by the minimal moves mutation they allow for a generalization of EA with self-adaptive mutation strength in discrete search spaces. In this article, a problem-specific EA for process engineering task is designed, following the MBEA guidelines and minimal moves mutation. On the background of the application, the usefulness of the design framework is discussed, and further extensions and corrections proposed. As a case-study, a two-stage stochastic programming problem in chemical batch process scheduling is considered. The algorithm design problem can be viewed as the choice of a hierarchical decision structure, where on different layers of the decision process symmetries and similarities can be exploited for the design of minimal moves. After a discussion of the design approach and its instantiation for the case-study, the resulting problem-specific EA/MIP is compared to a straightforward application of a canonical EA/MIP and to a monolithic mathematical programming algorithm. In view of the

  16. Experimental study on the influence of the rotating cylinder and circling pistons on churning losses in axial piston pumps

    OpenAIRE

    Zhang, Junhui; Li, Ying; Xu, Bing; Pan, Min; Lv, Fei

    2017-01-01

    Pressure and performance requirements of axial piston pumps and the proportion of churning losses in axial piston pumps increase significantly with increasing speed. To investigate the primary distribution of churning losses in axial piston pumps at various ranges of speed, a test rig was set up in which other friction losses can be eliminated, thus making it possible to investigate the net churning losses in an axial piston pump. The influence of the rotating cylinder block and pistons on ch...

  17. Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

    Science.gov (United States)

    Varga, Katherine Yvonne

    2015-01-01

    We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

  18. Sequential stochastic optimization

    CERN Document Server

    Cairoli, Renzo

    1996-01-01

    Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet

  19. Drive piston assembly for a valve actuator assembly

    Science.gov (United States)

    Sun, Zongxuan

    2010-02-23

    A drive piston assembly is provided that is operable to selectively open a poppet valve. The drive piston assembly includes a cartridge defining a generally stepped bore. A drive piston is movable within the generally stepped bore and a boost sleeve is coaxially disposed with respect to the drive piston. A main fluid chamber is at least partially defined by the generally stepped bore, drive piston, and boost sleeve. First and second feedback chambers are at least partially defined by the drive piston and each are disposed at opposite ends of the drive piston. At least one of the drive piston and the boost sleeve is sufficiently configured to move within the generally stepped bore in response to fluid pressure within the main fluid chamber to selectively open the poppet valve. A valve actuator assembly and engine are also provided incorporating the disclosed drive piston assembly.

  20. A Pseudo-Parallel Genetic Algorithm Integrating Simulated Annealing for Stochastic Location-Inventory-Routing Problem with Consideration of Returns in E-Commerce

    Directory of Open Access Journals (Sweden)

    Bailing Liu

    2015-01-01

    Full Text Available Facility location, inventory control, and vehicle routes scheduling are three key issues to be settled in the design of logistics system for e-commerce. Due to the online shopping features of e-commerce, customer returns are becoming much more than traditional commerce. This paper studies a three-phase supply chain distribution system consisting of one supplier, a set of retailers, and a single type of product with continuous review (Q, r inventory policy. We formulate a stochastic location-inventory-routing problem (LIRP model with no quality defects returns. To solve the NP-hand problem, a pseudo-parallel genetic algorithm integrating simulated annealing (PPGASA is proposed. The computational results show that PPGASA outperforms GA on optimal solution, computing time, and computing stability.

  1. Stochastic processes in cell biology

    CERN Document Server

    Bressloff, Paul C

    2014-01-01

    This book develops the theory of continuous and discrete stochastic processes within the context of cell biology.  A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods.   This text is primarily...

  2. Stochastic optimization methods

    CERN Document Server

    Marti, Kurt

    2005-01-01

    Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.

  3. Analysis of piston behavior according to eccentricity ratio of disk in bent-axis type piston pump

    International Nuclear Information System (INIS)

    Baek, Il Hyun; Cho, Ihn Sung; Jung, Jae Youn; Hong, Lu

    2008-01-01

    To improve the performance of the bent-axis type axial piston pump driven by the tapered piston, it is necessary to know the driving characteristics and mechanism of the tapered piston and the cylinder block. Since each piston not only rotates on its axis and reciprocates in the cylinder bore but also revolves around the axis of the driving shaft, it is difficult to analyze the driving mechanism theoretically. The theoretical mechanism for the bent-axis type axial piston pump is studied by using the geometrical method. The driving range of the tapered piston is determined by theoretical equations. The results show that the cylinder block is driven by one tapered piston in a limited range and the core parameters such as the tilting angle of the piston and the ahead delay angle influence performance of the bent-axis type axial piston pump

  4. Immersion piston for producing crude oil and liquids from boreholes

    Energy Technology Data Exchange (ETDEWEB)

    Fekete, I; Hornyos, J

    1967-02-09

    When using a free piston to pump an oil well, oil and gas accumulates above and below the piston; upon venting the gas pressure above the piston, the gas pressure below it drives the piston and the oil above it to the surface. In the past, such pistons were too heavy and did not run tight in the tubing, causing loss of efficiency and high gas consumption. According to this invention, the piston is made of aluminum or plastic; it consists of at least 2 parts flexibly connected by wire rope or plastic strings, and is equipped with a labyrinth gasket and a paraffin scraper. (3 claims)

  5. Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

    International Nuclear Information System (INIS)

    Keanini, R.G.

    2011-01-01

    Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the

  6. Transport in Stochastic Media

    International Nuclear Information System (INIS)

    Haran, O.; Shvarts, D.; Thieberger, R.

    1998-01-01

    Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption

  7. Piston-rotaxanes as molecular shock absorbers.

    Science.gov (United States)

    Sevick, E M; Williams, D R M

    2010-04-20

    We describe the thermomechanical response of a new molecular system that behaves as a shock absorber. The system consists of a rodlike rotaxane connected to a piston and tethered to a surface. The response of this system is dominated by the translational entropy of the rotaxane rings and can be calculated exactly. The force laws are contrasted with those for a rigid rod and a polymer. In some cases, the rotaxanes undergo a sudden transition to a tilted state when compressed. These piston-rotaxanes provide a potential motif for the design of a new class of materials with a novel thermomechanical response.

  8. Free piston space Stirling technology program

    Science.gov (United States)

    Dochat, G. R.; Dhar, M.

    1989-01-01

    MTI recently completed an initial technology feasibility program for NASA by designing, fabricating and testing a space power demonstrator engine (SPDE). This program, which confirms the potential of free-piston Stirling engines, provided the major impetus to initiate a free-piston Stirling space engine (SSE) technology program. The accomplishments of the SPDE program are reviewed, and an overview of the SSE technology program and technical status to date is provided. It is shown that progress in both programs continues to justify its potential for either nuclear or solar space power missions.

  9. Acoustic emission testing of piston check valves

    International Nuclear Information System (INIS)

    Stewart, D.L.

    1994-01-01

    Based on test experience at Comanche Peak Unit 1, an acoustic emission data evaluation matrix for piston check valves has been developed. The degradations represented in this matrix were selected based on Edwards piston check valve failure data reported in the Nuclear Plant Reliability Data System. Evidence to support this matrix was collected from site test data on a variety of valve types. Although still under refinement, the matrix provides three major attributes for closure verification, which have proven useful in developing test procedures for inservice testing and preventing unnecessary disassembly

  10. Vacuum stress and closed paths in rectangles, pistons and pistols

    International Nuclear Information System (INIS)

    Fulling, S A; Kaplan, L; Kirsten, K; Liu, Z H; Milton, K A

    2009-01-01

    Rectangular cavities are solvable models that nevertheless touch on many of the controversial or mysterious aspects of the vacuum energy of quantum fields. This paper is a thorough study of the two-dimensional scalar field in a rectangle by the method of images, or closed classical (or optical) paths, which is exact in this case. For each point r and each specularly reflecting path beginning and ending at r, we provide formulae for all components of the stress tensor T μν (r), for all values of the curvature coupling constant ξ and all values of an ultraviolet cutoff parameter. Arbitrary combinations of Dirichlet and Neumann conditions on the four sides can be treated. The total energy is also investigated, path by path. These results are used in an attempt to clarify the physical reality of the repulsive (outward) force on the sides of the box predicted by calculations that neglect both boundary divergences and the exterior of the box. Previous authors have studied 'piston' geometries that avoid these problems and have found the force to be attractive. We consider a 'pistol' geometry that comes closer to the original problem of a box with a movable lid. We find again an attractive force, although its origin and detailed behavior are somewhat different from the piston case. However, the pistol (and the piston) model can be criticized for extending idealized boundary conditions into short distances where they are physically implausible. Therefore, it is of interest to see whether leaving the ultraviolet cutoff finite yields results that are more plausible. We then find that the force depends strongly on a geometrical parameter; it can be made repulsive, but only by forcing that parameter into the regime where the model is least convincing physically

  11. A retrodictive stochastic simulation algorithm

    International Nuclear Information System (INIS)

    Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.

    2010-01-01

    In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.

  12. Optimised intake stroke analysis for flat and dome head pistons ...

    African Journals Online (AJOL)

    Optimised intake stroke analysis for flat and dome head pistons. ... in understanding the performance characteristics optioned between flat head and dome head pistons in engine design. ... EMAIL FREE FULL TEXT EMAIL FREE FULL TEXT

  13. A stochastic time-dependent green capacitated vehicle routing and scheduling problem with time window, resiliency and reliability: a case study

    Directory of Open Access Journals (Sweden)

    Masoud Rabbani

    2018-09-01

    Full Text Available This paper presents a new multi-objective model for a vehicle routing problem under a stochastic uncertainty. It considers traffic point as an inflection point to deal with the arrival time of vehicles. It aims to minimize the total transportation cost, traffic pollution, customer dissatisfaction and maximizes the reliability of vehicles. Moreover, resiliency factors are included in the model to increase the flexibility of the system and decrease the possible losses that may impose on the system. Due to the NP-hardness of the presented model, a meta-heuristic algorithm, namely Simulated Annealing (SA is developed. Furthermore, a number of sensitivity analyses are provided to validate the effectiveness of the proposed model. Lastly, the foregoing meta-heuristic is compared with GAMS, in which the computational results demonstrate an acceptable performance of the proposed SA.

  14. Staged combustion with piston engine and turbine engine supercharger

    Science.gov (United States)

    Fischer, Larry E [Los Gatos, CA; Anderson, Brian L [Lodi, CA; O'Brien, Kevin C [San Ramon, CA

    2011-11-01

    A combustion engine method and system provides increased fuel efficiency and reduces polluting exhaust emissions by burning fuel in a two-stage combustion system. Fuel is combusted in a piston engine in a first stage producing piston engine exhaust gases. Fuel contained in the piston engine exhaust gases is combusted in a second stage turbine engine. Turbine engine exhaust gases are used to supercharge the piston engine.

  15. Predictive piston motion control in a free-piston internal combustion engine

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R.; Jones, E.; Roskilly, A.P. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Newcastle upon Tyne, NE1 7RU England (United Kingdom)

    2010-05-15

    A piston motion controller for a free-piston internal combustion engine is presented. To improve dynamic performance in the control of the piston motion and engine compression ratio, the controller response is determined from a prediction of engine top dead centre error rather than the measured value from the previous cycle. The proposed control approach showed superior performance compared with that of standard PI feedback control known from the literature due to a reduced control action time delay. The manipulation of fuel injection timing to reduce in-cylinder pressure peaks and cycle-to-cycle variations was also studied, indicating that with the piston motion estimation, the injection timing is a powerful control variable for this purpose. (author)

  16. Piston rod seal for a Stirling engine

    Science.gov (United States)

    Shapiro, Wilbur

    1984-01-01

    In a piston rod seal for a Stirling engine, a hydrostatic bearing and differential pressure regulating valve are utilized to provide for a low pressure differential across a rubbing seal between the hydrogen and oil so as to reduce wear on the seal.

  17. Fluid structure interaction in piston diaphragm pumps

    NARCIS (Netherlands)

    van Rijswick, R.J.A.

    2017-01-01

    Piston diaphragm pumps are used world-wide to transport abrasive and/or aggressive slurries against high discharge pressures in the mining, mineral processing and power industries. Limitation of excessive deformation of the diaphragm is of utmost importance for eliminating fatigue failures of the

  18. Stabilizing gas bearing in free piston machines

    Science.gov (United States)

    Dhar, Manmohan (Inventor)

    1992-01-01

    In a free piston engine, to reduce dynamic loads on the reciprocating elements caused by a time varying pressure gradient across the gas bearing and close clearance seals provided therein, drain galleries are incorporated at the ends of the gas bearings to isolate the same, and circumferentially spaced grooves are incorporated in the close clearance seal region.

  19. How Hot Can a Fire Piston Get?

    Science.gov (United States)

    Scott-Brown, J. A.; Cunningham, O. A.; Goad, B. C.

    2010-01-01

    The fire piston is just a sealed syringe containing a small amount of tinder. When the plunger is forced downwards, the air inside is compressed and heats up, setting fire to the tinder. It has been used as a convenient and portable way of starting fires "over a wide area from northern Burma and Siam through the Malay Peninsula and the Malayan…

  20. From aluminium pistons to steel pistons in trucks and ships; Von Aluminium- zum Stahlgrosskolben bei Nkw und Schiffen

    Energy Technology Data Exchange (ETDEWEB)

    Kortas, J. [Mahle GmbH, Markgroeningen (Germany). Produktkonstruktion Grossmotorenkomponenten

    2005-11-01

    This article is intended to show the development from one-piece aluminum pistons to composite pistons made from forged steel. With the Mahle pistons completely produced from forged steel, process-safe peak cylinder pressures of 25 MPa can be achieved. The steel piston development was initiated in the commercial vehicle sector and then extended to large engines with cylinder diameters up to 480 mm. (orig.)

  1. Analysis of a system modelling the motion of a piston in a viscous gas

    Science.gov (United States)

    Maity, Debayan; Takahashi, Takéo; Tucsnak, Marius

    2017-09-01

    We study a free boundary problem modelling the motion of a piston in a viscous gas. The gas-piston system fills a cylinder with fixed extremities, which possibly allow gas from the exterior to penetrate inside the cylinder. The gas is modeled by the 1D compressible Navier-Stokes system and the piston motion is described by the second Newton's law. We prove the existence and uniqueness of global in time strong solutions. The main novelty brought in by our results is that they include the case of nonhomogeneous boundary conditions which, as far as we know, have not been studied in this context. Moreover, even for homogeneous boundary conditions, our results require less regularity of the initial data than those obtained in previous works.

  2. Hydrodynamic model experiments for stabilized liquid liners with annular piston drive

    International Nuclear Information System (INIS)

    Burton, R.L.; Turchi, P.J.; Jenkins, D.J.; Cooper, A.L.

    1977-01-01

    The achievement of megagauss-level magnetic fields by flux compression using controlled liquid liner implosions will be studied in the LINUS-O experiments. This paper reports on experimental studies of the rotating liquid liner at lower energy density, using a one-third scale model with water as the liner material. Radial implosion of the free inside surface of the liquid is achieved by axial displacement of an annular piston, driven by helium. Azimuthally symmetric, repetitive implosion-reexpansion cycles have been demonstrated, with area compressions of over a hundred. The apparatus has also been used to investigate other problems inherent in the annular piston geometry, including piston guidance, seals, z-dependence of the imploding free surface trajectory, and Rayleigh-Taylor instability of the free surface. Methods for r-z plane tailoring of the free surface to provide three-dimensional payload compression are considered

  3. Feasibility investigation of non-metallic and light weight metallic materials for light weight compressor pistons

    NARCIS (Netherlands)

    Wentzel, C.M.; Bergsma, O.K.; Eijk, A.

    2014-01-01

    Steel and aluminium have been the traditional materials of choice for pistons. In order to reduce moving mass-related vibrational problems, a feasibility assessment is made of the application of other materials in a project for the research group of the EFRC. In particular, polymer and metal matrix

  4. Stochastic Analysis with Financial Applications

    CERN Document Server

    Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi

    2011-01-01

    Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li

  5. Stochastic programming with integer recourse

    NARCIS (Netherlands)

    van der Vlerk, Maarten Hendrikus

    1995-01-01

    In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic

  6. Stochastic optimization: beyond mathematical programming

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.

  7. Mean propagation kernels for transport in correlated stochastic media at unresolved scales, illustration with a problem in atmospheric radiation

    International Nuclear Information System (INIS)

    Davis, A. B.

    2007-01-01

    A simple and effective framework is presented for modeling transport processes unfolding at computationally and/or observationally unresolved scales in scattering, absorbing and emitting media. The new approach acts directly on the spatial (i.e., propagation) part of the kernel in the integral formulation of the generic linear transport equation framed for stochastic media with a wide variety of spatial correlations, going far beyond the Markov-Poisson class used in the classic Pomraning-Levermore model. This statistical look at the extinction of un-collided particle beams takes us away from the standard exponential law of transmission. New transmission laws arise that are generally not exponential, often not even for asymptotically large jumps. This means that, from this perspective on random spatial variability, there is no 'effective medium' per se nor homogenization technique that can be used to describe the effects of unresolved fluctuations of the collision coefficient. However, one can still rewrite the transport equation, at least in its integral form, in a manner that looks like its counterpart for uniform media, but with a modified propagation kernel. Implementation in a Monte Carlo scheme is trivially simple and numerical results are presented that illustrate the bulk effect of the new parameterization for plane-parallel geometry. We survey time-domain diagnostics of solar radiative transfer in the Earth's cloudy atmosphere obtained recently from high-resolution ground-based spectroscopy, and it is shown that they are explained comprehensively by the new model. Finally, we discuss possible applications of this modeling framework in nuclear engineering. (authors)

  8. Experimental Investigation of Piston Rings for Internal Combustion Engines

    DEFF Research Database (Denmark)

    Christiansen, Jens; Klit, Peder; Vølund, Anders

    2007-01-01

    One of the major prerequisites for calculating piston ring friction is a good description of the tribological situation. A very important condition for describing the frictional behavior of a piston ring correctly is knowledge about the amount of lubricant present. For piston rings the external...... forces are small compared to the rest of the acting forces the main design idea is to fix the piston, while the cylinder liner moves. This approach makes it simple to measure the parameters mentioned above by putting the instrumentation in the piston. The aim of this paper is describe the tribological...

  9. Stochastic processes

    CERN Document Server

    Parzen, Emanuel

    1962-01-01

    Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine

  10. Composite stochastic processes

    NARCIS (Netherlands)

    Kampen, N.G. van

    Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This

  11. Research in Stochastic Processes.

    Science.gov (United States)

    1982-10-31

    Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication

  12. Real-time estimation of differential piston at the LBT

    Science.gov (United States)

    Böhm, Michael; Pott, Jörg-Uwe; Sawodny, Oliver; Herbst, Tom; Kürster, Martin

    2014-07-01

    In this paper, we present and compare different strategies to minimize the effects of telescope vibrations to the differential piston (OPD) for LINC/NIRVANA at the LBT using an accelerometer feedforward compensation approach. We summarize why this technology is of importance for LINC/NIRVANA, but also for future telescopes and instruments. We outline the estimation problem in general and its specifics at the LBT. Model based estimation and broadband filtering techniques can be used to solve the estimation task, each having its own advantages and disadvantages, which will be discussed. Simulation results and measurements at the LBT are shown to motivate and support our choice of the estimation algorithm for the instrument LINC/NIRVANA. We explain our laboratory setup aimed at imitating the vibration behaviour at the LBT in general, and the M2 as main contributor in particular, and we demonstrate the controller's ability to suppress vibrations in the frequency range of 8 Hz to 60 Hz. In this range, telescope vibrations are the most dominant disturbance to the optical path. For our measurements, we introduce a disturbance time series which has a frequency spectrum comparable to what can be measured at the LBT on a typical night. We show promising experimental results, indicating the ability to suppress differential piston induced by telescope vibrations by a factor of about 5 (RMS), which is significantly better than any currently commissioned system.

  13. Dynamical and hamiltonian dilations of stochastic processes

    International Nuclear Information System (INIS)

    Baumgartner, B.; Gruemm, H.-R.

    1982-01-01

    This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)

  14. Casimir pistons with general boundary conditions

    Directory of Open Access Journals (Sweden)

    Guglielmo Fucci

    2015-02-01

    Full Text Available In this work we analyze the Casimir energy and force for a scalar field endowed with general self-adjoint boundary conditions propagating in a higher dimensional piston configuration. The piston is constructed as a direct product I×N, with I=[0,L]⊂R and N a smooth, compact Riemannian manifold with or without boundary. The study of the Casimir energy and force for this configuration is performed by employing the spectral zeta function regularization technique. The obtained analytic results depend explicitly on the spectral zeta function associated with the manifold N and the parameters describing the general boundary conditions imposed. These results are then specialized to the case in which the manifold N is a d-dimensional sphere.

  15. Multiple Cylinder Free-Piston Stirling Machinery

    Science.gov (United States)

    Berchowitz, David M.; Kwon, Yong-Rak

    In order to improve the specific power of piston-cylinder type machinery, there is a point in capacity or power where an advantage accrues with increasing number of piston-cylinder assemblies. In the case of Stirling machinery where primary energy is transferred across the casing wall of the machine, this consideration is even more important. This is due primarily to the difference in scaling of basic power and the required heat transfer. Heat transfer is found to be progressively limited as the size of the machine increases. Multiple cylinder machines tend to preserve the surface area to volume ratio at more favorable levels. In addition, the spring effect of the working gas in the so-called alpha configuration is often sufficient to provide a high frequency resonance point that improves the specific power. There are a number of possible multiple cylinder configurations. The simplest is an opposed pair of piston-displacer machines (beta configuration). A three-cylinder machine requires stepped pistons to obtain proper volume phase relationships. Four to six cylinder configurations are also possible. A small demonstrator inline four cylinder alpha machine has been built to demonstrate both cooling operation and power generation. Data from this machine verifies theoretical expectations and is used to extrapolate the performance of future machines. Vibration levels are discussed and it is argued that some multiple cylinder machines have no linear component to the casing vibration but may have a nutating couple. Example applications are discussed ranging from general purpose coolers, computer cooling, exhaust heat power extraction and some high power engines.

  16. Data assimilation and uncertainty analysis of environmental assessment problems--an application of Stochastic Transfer Function and Generalised Likelihood Uncertainty Estimation techniques

    International Nuclear Information System (INIS)

    Romanowicz, Renata; Young, Peter C.

    2003-01-01

    Stochastic Transfer Function (STF) and Generalised Likelihood Uncertainty Estimation (GLUE) techniques are outlined and applied to an environmental problem concerned with marine dose assessment. The goal of both methods in this application is the estimation and prediction of the environmental variables, together with their associated probability distributions. In particular, they are used to estimate the amount of radionuclides transferred to marine biota from a given source: the British Nuclear Fuel Ltd (BNFL) repository plant in Sellafield, UK. The complexity of the processes involved, together with the large dispersion and scarcity of observations regarding radionuclide concentrations in the marine environment, require efficient data assimilation techniques. In this regard, the basic STF methods search for identifiable, linear model structures that capture the maximum amount of information contained in the data with a minimal parameterisation. They can be extended for on-line use, based on recursively updated Bayesian estimation and, although applicable to only constant or time-variable parameter (non-stationary) linear systems in the form used in this paper, they have the potential for application to non-linear systems using recently developed State Dependent Parameter (SDP) non-linear STF models. The GLUE based-methods, on the other hand, formulate the problem of estimation using a more general Bayesian approach, usually without prior statistical identification of the model structure. As a result, they are applicable to almost any linear or non-linear stochastic model, although they are much less efficient both computationally and in their use of the information contained in the observations. As expected in this particular environmental application, it is shown that the STF methods give much narrower confidence limits for the estimates due to their more efficient use of the information contained in the data. Exploiting Monte Carlo Simulation (MCS) analysis

  17. Optimal Liquidation under Stochastic Liquidity

    OpenAIRE

    Becherer, Dirk; Bilarev, Todor; Frentrup, Peter

    2016-01-01

    We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...

  18. Cylinder with differential piston for mass measurements

    Energy Technology Data Exchange (ETDEWEB)

    Bordeaşu, I.; Bălăşoiu, V. [Universitatea Politehnica din Timişoara, Timosoara (Romania); Hadă, A. [UniversitateaPolitehnicaBucureşti, Bucureşti (Romania); Popoviciu, M. [Academy of Romanian ScientistsTimişoara Branch (Romania)

    2007-07-01

    The paper presents a cylinder with differential piston, adapted for measuring the weight of fixed objects such as: fuel tanks (regardless of their capacity), bunkers and silos for all kind of materials, or mobile objects such as: automobiles, trucks, locomotives and railway cars. Although, the cylinder with differential piston is used on a large scale in hydraulic drive or hydraulic control circuits, till now it was not used as constituent part for weight measurements devices. The novelty of the present paper is precisely the use of the device for such purposes. Based on a computation algorithm, the paper presents the general design (assembly), of the device used for weighing important masses (1…. 100 tones). The fundamental idea consist in the fact that, a mass over 10 tones may be weighted with a helicoidally spring subjected to an axial force between 0 and 3000 N, with a deflection of about 30 mm. Simultaneously with the mechanical part, the electronic recording system is also described. The great advantage of the presented device consist in the fact that it can be used in heavy polluted atmosphere or difficult topographic conditions as a result of both the small dimensions and the protection systems adopted. Keywords: cylinder hydraulic with differential piston, hydrostatic pressure, measuring devices.

  19. STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...

    African Journals Online (AJOL)

    eobe

    STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.

  20. Multi technical analysis of wear mechanisms in axial piston pumps

    Science.gov (United States)

    Schuhler, G.; Jourani, A.; Bouvier, S.; Perrochat, J.-M.

    2017-05-01

    Axial piston pumps convert a motor rotation motion into hydraulic or pneumatic power. Their compactness and efficiency of approximately 0.9 make them suitable for actuation applications especially in aeronautics. However, they suffer a limited life due to the wear of their components. In the literature, studies of axial piston pumps deal with contact between its different elements under lubrication conditions. Nevertheless, they are more focused on analytic or numerical approaches. This study consists in an experimental analysis of worn pump components to highlight and understand wear mechanisms. Piston shoes are central components in the axial piston pump since they are involved in three tribological contacts. These three contacts are thereby studied: piston shoes/swashplate, piston shoes/pistons and piston shoes/shoes hold down plate (SHDP). To perform this analysis, helicopter hydraulic pumps after different operating times have been studied. The wear damage mechanisms and wear debris are analysed using SEM observations. 3D surface roughness measurements are then used to characterize worn surfaces. The observations reveal that in the contact between shoes and swashplate, the main wear mechanism is three-body abrasive wear due to coarse carbides removal. Between shoes and pistons, wear occurs in a less severe way and is mainly due to the debris generated in the first contact and conveyed by the lubricating fluid. In the third contact, the debris are also the prime cause of the abrasive wear and the generation of deep craters in the piston shoes.

  1. Identifiability in stochastic models

    CERN Document Server

    1992-01-01

    The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.

  2. Stochastic quantum gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1987-01-01

    We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)

  3. Separable quadratic stochastic operators

    International Nuclear Information System (INIS)

    Rozikov, U.A.; Nazir, S.

    2009-04-01

    We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)

  4. Hearing results using the SMart piston prosthesis.

    Science.gov (United States)

    Fayad, Jose N; Semaan, Maroun T; Meier, Josh C; House, John W

    2009-12-01

    SMart, a newly introduced piston prosthesis for stapedotomy, is a nitinol-based, heat-activated, self-crimping prosthesis. We review our hearing results and postoperative complications using this self-crimped piston prosthesis and compare them with those obtained using stainless steel or platinum piston prostheses. Audiometric results using the SMart piston are identical to those obtained using a conventional piston prosthesis. Retrospective chart review. Private neurotologic tertiary referral center. The 416 ears reviewed included 306 with a SMart prosthesis and 110 conventional prostheses. 61% were women. Mean follow-up time was 5.6 (standard deviation [SD], 6.3 mo) and 6.9 months (SD, 7.0 mo) for the 2 groups, respectively. Stapedotomy using the SMart or a conventional (non-SMart) prosthesis. Audiometric hearing results, including pure-tone average (PTA) and air-bone gap (ABG), and prevalence of postoperative complications. Mean postoperative PTA was 32.6 (SD, 16.8) dB for the SMart group and 29.4 (SD, 13.5) dB for the non-SMart group, with ABGs of 7.6 (SD, 8.9) and 6.0 (SD, 5.2) dB, respectively. Mean change (decrease) in ABG was 18.7 (SD, 13.1) dB for the SMart group and 19.9 (SD, 10.3) dB for the non-SMart group. High-frequency bone PTAs showed overclosure of 2.0 (SD, 7.9) dB for the SMart group and 3.6 (SD, 8.6) dB for the non-SMart group. Postoperative vertigo and tinnitus were infrequent. No significant differences in these audiometric outcomes or complication rates were noted between groups. There was no significant difference in rate of gap closure to within 10 dB (78.3 versus 84.2%, SMart and non-SMart, respectively) or 20 dB (94.2 and 98.0%). Compared with conventional stapes prostheses, the nitinol-based SMart is a safe and reliable stapes prosthesis that eliminates manual crimping without significantly altering the audiometric outcome. Complications are rare, but longer follow-up is needed before establishing long-term stability.

  5. Improving Power Density of Free-Piston Stirling Engines

    Science.gov (United States)

    Briggs, Maxwell H.; Prahl, Joseph M.; Loparo, Kenneth A.

    2016-01-01

    Analyses and experiments demonstrate the potential benefits of optimizing piston and displacer motion in a free-piston Stirling Engine. Isothermal analysis shows the theoretical limits of power density improvement due to ideal motion in ideal Stirling engines. More realistic models based on nodal analysis show that ideal piston and displacer waveforms are not optimal, often producing less power than engines that use sinusoidal piston and displacer motion. Constrained optimization using nodal analysis predicts that Stirling engine power density can be increased by as much as 58 percent using optimized higher harmonic piston and displacer motion. An experiment is conducted in which an engine designed for sinusoidal motion is forced to operate with both second and third harmonics, resulting in a piston power increase of as much as 14 percent. Analytical predictions are compared to experimental data and show close agreement with indirect thermodynamic power calculations, but poor agreement with direct electrical power measurements.

  6. Improving Free-Piston Stirling Engine Power Density

    Science.gov (United States)

    Briggs, Maxwell H.

    2016-01-01

    Analyses and experiments demonstrate the potential benefits of optimizing piston and displacer motion in a free piston Stirling Engine. Isothermal analysis shows the theoretical limits of power density improvement due to ideal motion in ideal Stirling engines. More realistic models based on nodal analysis show that ideal piston and displacer waveforms are not optimal, often producing less power than engines that use sinusoidal piston and displacer motion. Constrained optimization using nodal analysis predicts that Stirling engine power density can be increased by as much as 58% using optimized higher harmonic piston and displacer motion. An experiment is conducted in which an engine designed for sinusoidal motion is forced to operate with both second and third harmonics, resulting in a maximum piston power increase of 14%. Analytical predictions are compared to experimental data showing close agreement with indirect thermodynamic power calculations, but poor agreement with direct electrical power measurements.

  7. Quantum stochastics

    CERN Document Server

    Chang, Mou-Hsiung

    2015-01-01

    The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...

  8. Improving Free-Piston Stirling Engine Specific Power

    Science.gov (United States)

    Briggs, Maxwell H.

    2015-01-01

    This work uses analytical methods to demonstrate the potential benefits of optimizing piston and/or displacer motion in a Stirling engine. Isothermal analysis was used to show the potential benefits of ideal motion in ideal Stirling engines. Nodal analysis is used to show that ideal piston and displacer waveforms are not optimal in real Stirling engines. Constrained optimization was used to identify piston and displacer waveforms that increase Stirling engine specific power.

  9. The research on flow pulsation characteristics of axial piston pump

    Science.gov (United States)

    Wang, Bingchao; Wang, Yulin

    2017-01-01

    The flow pulsation is an important factor influencing the axial piston pump performance. In this paper we implement modeling and simulation of the axial piston pump with AMESim software to explore the flow pulsation characteristics under various factors . Theory analysis shows the loading pressure, angular speed, piston numbers and the accumulator impose evident influence on the flow pulsation characteristics. This simulation and analysis can be used for reducing the flow pulsation rate via properly setting the related factors.

  10. A review of free-piston engine history and applications

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R.; Roskilly, A.P. [School of Marine Science and Technology, University of Newcastle upon Tyne, Newcastle upon Tyne NE1 7RU (United Kingdom)

    2007-10-15

    This document reviews the history of free-piston internal combustion engines, from the air compressors and gas generators used in the mid-20th century through to recent free-piston hydraulic engines and linear electric generators. Unique features of the free-piston engine are presented and their effects on engine operation are discussed, along with potential advantages and disadvantages compared to conventional engines. The paper focuses mainly on developed engines where operational data has been reported. Finally, the potential of the free-piston engine is evaluated and the most promising designs identified. (author)

  11. Rotary piston blood pumps: past developments and future potential of a unique pump type.

    Science.gov (United States)

    Wappenschmidt, Johannes; Autschbach, Rüdiger; Steinseifer, Ulrich; Schmitz-Rode, Thomas; Margreiter, Raimund; Klima, Günter; Goetzenich, Andreas

    2016-08-01

    The design of implantable blood pumps is either based on displacement pumps with membranes or rotary pumps. Both pump types have limitations to meet the clinical requirements. Rotary piston blood pumps have the potential to overcome these limitations and to merge the benefits. Compared to membrane pumps, they are smaller and with no need for wear-affected membranes and valves. Compared to rotary pumps, the blood flow is pulsatile instead of a non-physiological continuous flow. Furthermore, the risk of flow-induced blood damage and platelet activation may be reduced due to low shear stress to the blood. The past developments of rotary piston blood pumps are summarized and the main problem for long-term application is identified: insufficient seals. A new approach with seal-less drives is proposed and current research on a simplified rotary piston design is presented. Expert commentary: The development of blood pumps focuses mainly on the improvement of rotary pumps. However, medical complications indicate that inherent limitations of this pump type remain and restrict the next substantial step forward in the therapy of heart failure patients. Thus, research on different pump types is reasonable. If the development of reliable drives and bearings succeeds, rotary piston blood pumps become a promising alternative.

  12. Free Piston Double Diaphragm Shock Tube

    OpenAIRE

    OGURA, Eiji; FUNABIKI, Katsushi; SATO, Shunichi; ABE, Takashi; 小倉, 栄二; 船曳, 勝之; 佐藤, 俊逸; 安部, 隆士

    1997-01-01

    A free piston double diaphragm shock tube was newly developed for generation of high Mach number shock wave. Its characteristics was investigated for various operation parameters; such as a strength of the diaphragm at the end of the comparession tube, an initial pressure of low pressure tube, an initial pressure of medium pressure tube and the volume of compression tube. Under the restriction of fixed pressures for the driver high pressure tube (32×10^5Pa) and the low pressure tube (40Pa) in...

  13. Stability analysis of free piston Stirling engines

    Science.gov (United States)

    Bégot, Sylvie; Layes, Guillaume; Lanzetta, François; Nika, Philippe

    2013-03-01

    This paper presents a stability analysis of a free piston Stirling engine. The model and the detailed calculation of pressures losses are exposed. Stability of the machine is studied by the observation of the eigenvalues of the model matrix. Model validation based on the comparison with NASA experimental results is described. The influence of operational and construction parameters on performance and stability issues is exposed. The results show that most parameters that are beneficial for machine power seem to induce irregular mechanical characteristics with load, suggesting that self-sustained oscillations could be difficult to maintain and control.

  14. DESIGN AND CONSTRUCTION OF A HYDRAULIC PISTON

    OpenAIRE

    Santos De la Cruz, Eulogio; Rojas Lazo, Oswaldo; Yenque Dedios, Julio; Lavado Soto, Aurelio

    2014-01-01

    A hydraulic system project includes the design, materials selection and construction of the hydraulic piston, hydraulic circuit and the joint with the pump and its accesories. This equiment will be driven by the force of moving fluid, whose application is in the devices of machines, tools, printing, perforation, packing and others. El proyecto de un sistema hidráulico, comprende el diseño, selección de materiales y construcción del pistón hidráulico, circuito hidráulico y el ensamble con l...

  15. Quantum optomechanical piston engines powered by heat

    Science.gov (United States)

    Mari, A.; Farace, A.; Giovannetti, V.

    2015-09-01

    We study two different models of optomechanical systems where a temperature gradient between two radiation baths is exploited for inducing self-sustained coherent oscillations of a mechanical resonator. From a thermodynamic perspective, such systems represent quantum instances of self-contained thermal machines converting heat into a periodic mechanical motion and thus they can be interpreted as nano-scale analogues of macroscopic piston engines. Our models are potentially suitable for testing fundamental aspects of quantum thermodynamics in the laboratory and for applications in energy efficient nanotechnology.

  16. Quantum optomechanical piston engines powered by heat

    International Nuclear Information System (INIS)

    Mari, A; Farace, A; Giovannetti, V

    2015-01-01

    We study two different models of optomechanical systems where a temperature gradient between two radiation baths is exploited for inducing self-sustained coherent oscillations of a mechanical resonator. From a thermodynamic perspective, such systems represent quantum instances of self-contained thermal machines converting heat into a periodic mechanical motion and thus they can be interpreted as nano-scale analogues of macroscopic piston engines. Our models are potentially suitable for testing fundamental aspects of quantum thermodynamics in the laboratory and for applications in energy efficient nanotechnology. (paper)

  17. RES: Regularized Stochastic BFGS Algorithm

    Science.gov (United States)

    Mokhtari, Aryan; Ribeiro, Alejandro

    2014-12-01

    RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.

  18. Stochastic cooling

    International Nuclear Information System (INIS)

    Bisognano, J.; Leemann, C.

    1982-03-01

    Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron

  19. Stochastic estimation of electricity consumption

    International Nuclear Information System (INIS)

    Kapetanovic, I.; Konjic, T.; Zahirovic, Z.

    1999-01-01

    Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)

  20. Fluorocarbon seal replaces metal piston ring in low density gas environment

    Science.gov (United States)

    Morath, W. D.; Morgan, N. E.

    1967-01-01

    Reinforced fluorocarbon cupseal, which provides an integral lip-type seal, replaces the metal piston rings in piston-cylinder configurations used in the compression of low density gases. The fluorocarbon seal may be used as cryogenic compressor piston seals.

  1. Dynamic stochastic optimization

    CERN Document Server

    Ermoliev, Yuri; Pflug, Georg

    2004-01-01

    Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic­ itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec­ tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci­ sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu­ tions. Objective an...

  2. Stochasticity induced by coherent wavepackets

    International Nuclear Information System (INIS)

    Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.

    1983-02-01

    We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/

  3. LINC-NIRVANA piston control elements

    Science.gov (United States)

    Brix, Mario; Pott, Jörg-Uwe; Bertram, Thomas; Rost, Steffen; Borelli, Jose Luis; Herbst, Thomas M.; Kuerster, Martin; Rohloff, Ralf-Rainer

    2010-07-01

    We review the status of hardware developments related to the Linc-Nirvana optical path difference (OPD) control. The status of our telescope vibration measurements is given. We present the design concept of a feed-forward loop to damp the impact of telescope mirror vibrations on the OPD seen by Linc-Nirvana. At the focus of the article is a description of the actuator of the OPD control loop. The weight and vibration optimized construction of this actuator (aka piston mirror) and its mount has a complex dynamical behavior, which prevents classical PI feedback control from delivering fast and precise motion of the mirror surface. Therefore, an H-; optimized control strategy will be applied, custom designed for the piston mirror. The effort of realizing a custom controller on a DSP to drive the piezo is balanced by the outlook of achieving more than 5x faster servo bandwidths. The laboratory set-up to identify the system, and verify the closed loop control performance is presented. Our goal is to achieve 30 Hz closed-loop control bandwidth at a precision of 30 nm.

  4. Experimental Investigation of Piston Rings for Internal Combustion Engines

    DEFF Research Database (Denmark)

    Klit, Peder; Vølund, Anders

    2008-01-01

    absorbed in the bearing. Since the frictional forces are small compared to the rest of the acting forces the rig is designed such that the piston is fixed while the cylinder liner moves. This approach makes it simple to measure the parameters mentioned above by putting the instrumentation in the piston...

  5. NEW SOLUTIONS FOR THE CONSTRUCTION OF DRILLING PISTON PUMPS VALVES

    Directory of Open Access Journals (Sweden)

    Рима Явдатовна Абдюкова

    2016-08-01

    Full Text Available The article consideres theoretical and practical researches aimed to develop a new design of the valve pairs of drill piston pump. The result of the research is a new design of the drill piston pump valve according to the specified requirements.

  6. Fluid powered linear piston motor with harmonic coupling

    Science.gov (United States)

    Raymond, David W.

    2016-09-20

    A motor is disclosed that includes a module assembly including a piston that is axially cycled. The piston axial motion is coupled to torque couplers that convert the axial motion into rotary motion. The torque couplers are coupled to a rotor to rotate the rotor.

  7. Experimental Piston Ring Tribology for Marine Diesel Engines

    DEFF Research Database (Denmark)

    Klit, Peder; Vølund, Anders

    2008-01-01

    A very important condition for describing the frictional behavior of a piston ring correctly is knowledge about the amount of lubricant present. It is often assumed that piston rings operate under fully flooded conditions, but this is not the case in real life operation. In large two-stroke engin...

  8. TRIBOLOGICAL PERFORMANCE OF PISTON RING IN MARINE DIESEL ENGINE

    DEFF Research Database (Denmark)

    Imran, Tajammal; Klit, Peder; Felter, Christian

    From a tribology point of view, it is the two dead centers that are the main area of interest for experimental study of piston rings in large marine diesel engines. Therefore, in this work the performance of piston rings is studied to mark the importance of the two dead centers. A test rig based...

  9. Load of the slipper-swash plate kinematic pair of an axial piston pump

    Directory of Open Access Journals (Sweden)

    Złoto Tadeusz

    2018-01-01

    Full Text Available The paper presents problems related to the twisting moment of the slipper. The load of the slipper and the piston has been presented and the complex formula of twisting moment of the slipper has been established. Achieved results has been presented graphically. The conducted research has indicated that the value of the twisting moment relays on both the exploitation and geometrical parameters.

  10. Research on the Common Rail Pressure Overshoot of Opposed-Piston Two-Stroke Diesel Engines

    OpenAIRE

    Yi Lu; Changlu Zhao; Zhe Zuo; Fujun Zhang; Shuanlu Zhang

    2017-01-01

    The common rail pressure has a direct influence on the working stability of Opposed-Piston Two-Stroke (OP2S) diesel engines, especially on performance indexes such as power, economy and emissions. Meanwhile, the rail pressure overshoot phenomenon occurs frequently due to the operating characteristics of OP2S diesel engines, which could lead to serious consequences. In order to solve the rail pressure overshoot problem of OP2S diesel engines, a nonlinear concerted algorithm adding a speed stat...

  11. Stochastic Analysis 2010

    CERN Document Server

    Crisan, Dan

    2011-01-01

    "Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa

  12. Computational Modelling of Piston Ring Dynamics in 3D

    Directory of Open Access Journals (Sweden)

    Dlugoš Jozef

    2014-12-01

    Full Text Available Advanced computational models of a piston assembly based on the level of virtual prototypes require a detailed description of piston ring behaviour. Considering these requirements, the piston rings operate in regimes that cannot, in general, be simplified into an axisymmetric model. The piston and the cylinder liner do not have a perfect round shape, mainly due to machining tolerances and external thermo-mechanical loads. If the ring cannot follow the liner deformations, a local loss of contact occurs resulting in blow-by and increased consumption of lubricant oil in the engine. Current computational models are unable to implement such effects. The paper focuses on the development of a flexible 3D piston ring model based on the Timoshenko beam theory using the multibody system (MBS. The MBS model is compared to the finite element method (FEM solution.

  13. Reduction of HCCI combustion noise through piston crown design

    DEFF Research Database (Denmark)

    Pedersen, Troels Dyhr; Schramm, Jesper

    2010-01-01

    . The largest and most consistent reduction in noise level was however achieved with a diesel bowl type piston. The increased surface area as well as the larger crevice volumes of the experimental piston crowns generally resulted in lower IMEP than the flat piston. While the crevice volumes can be reduced...... away from the engine. The experiments were conducted in a diesel engine that was run in HCCI combustion mode with a fixed quantity of DME as fuel. The results show that combustion knock is effectively suppressed by limiting the size of the volume in which the combustion occurs. Splitting...... the compression volume into four smaller volumes placed between the perimeter of the piston and the cylinder liner increased the noise to a higher level than that generated with a flat piston crown. This was due to resonance between the four volumes. Using eight volumes instead decreased the noise. The noise...

  14. Vibration Analysis and Experimental Research of the Linear-Motor-Driven Water Piston Pump Used in the Naval Ship

    Directory of Open Access Journals (Sweden)

    Ye-qing Huang

    2016-01-01

    Full Text Available Aiming at the existing problems of traditional water piston pump used in the naval ship, such as low efficiency, high noise, large vibration, and nonintelligent control, a new type of linear-motor-driven water piston pump is developed and its vibration characteristics are analyzed in this research. Based on the 3D model of the structure, the simulation analyses including static stress analysis, modal analysis, and harmonic response analysis are conducted. The simulation results reveal that the mode shape under low frequency stage is mainly associated with the eccentricity swing of the piston rod. The vibration experiment results show that the resonance frequency of linear-motor-driven water piston pump is concentrated upon 500 Hz and 800 Hz in the low frequency range. The dampers can change the resonance frequency of the system to a certain extent. The vibration under triangular motion curve is much better than that of S curve, which is consistent with the simulation conclusion. This research provides an effective method to detect the vibration characteristics and a reference for design and optimization of the linear-motor-driven water piston pump.

  15. Adaptive stochastic Galerkin FEM with hierarchical tensor representations

    KAUST Repository

    Eigel, Martin

    2016-01-01

    PDE with stochastic data usually lead to very high-dimensional algebraic problems which easily become unfeasible for numerical computations because of the dense coupling structure of the discretised stochastic operator. Recently, an adaptive

  16. Optimal Control for Stochastic Delay Evolution Equations

    Energy Technology Data Exchange (ETDEWEB)

    Meng, Qingxin, E-mail: mqx@hutc.zj.cn [Huzhou University, Department of Mathematical Sciences (China); Shen, Yang, E-mail: skyshen87@gmail.com [York University, Department of Mathematics and Statistics (Canada)

    2016-08-15

    In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we apply stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.

  17. A comparative approach for the characterization of a pneumatic piston gauge up to 8 MPa using finite element calculations

    International Nuclear Information System (INIS)

    Dogra, Sugandha; Singh, Jasveer; Lodh, Abhishek; Sharma, Nita Dilawar; Bandyopadhyay, A K

    2011-01-01

    This paper reports the behavior of a well-characterized pneumatic piston gauge in the pressure range up to 8 MPa through simulation using finite element method (FEM). Experimentally, the effective area of this piston gauge has been estimated by cross-floating to obtain A 0 and λ. The FEM technique addresses this problem through simulation and optimization with standard commercial software (ANSYS) where the material properties of the piston and cylinder, dimensional measurements, etc are used as the input parameters. The simulation provides the effective area A p as a function of pressure in the free deformation mode. From these data, one can estimate A p versus pressure and thereby A o and λ. Further, we have carried out a similar theoretical calculation of A p using the conventional method involving the Dadson's as well as Johnson–Newhall equations. A comparison of these results with the experimental results has been carried out

  18. A comparative approach for the characterization of a pneumatic piston gauge up to 8 MPa using finite element calculations

    Science.gov (United States)

    Dogra, Sugandha; Singh, Jasveer; Lodh, Abhishek; Dilawar Sharma, Nita; Bandyopadhyay, A. K.

    2011-02-01

    This paper reports the behavior of a well-characterized pneumatic piston gauge in the pressure range up to 8 MPa through simulation using finite element method (FEM). Experimentally, the effective area of this piston gauge has been estimated by cross-floating to obtain A0 and λ. The FEM technique addresses this problem through simulation and optimization with standard commercial software (ANSYS) where the material properties of the piston and cylinder, dimensional measurements, etc are used as the input parameters. The simulation provides the effective area Ap as a function of pressure in the free deformation mode. From these data, one can estimate Ap versus pressure and thereby Ao and λ. Further, we have carried out a similar theoretical calculation of Ap using the conventional method involving the Dadson's as well as Johnson-Newhall equations. A comparison of these results with the experimental results has been carried out.

  19. CFD Analysis of an Axial Piston Pump

    OpenAIRE

    Kumar, Sushil

    2010-01-01

    Premi extraordinari doctorat curs 2009-2010, àmbit d’Enginyeria Industrial En el ámbito de la Oleohidráulica, las bombas de pistón poseen los diseños más sofisticados, de hecho, las bombas de pistones son las únicos capaces de trabajar a altas presiones, además de poseer el mejor rendimiento de todo el grupo de bombas existentes. Sin embargo, cabe señalar que todos los diseños de las bombas de pistón, se basan principalmente en la experiencia de los diseñadores, por lo tanto no existen her...

  20. Some illustrations of stochasticity

    International Nuclear Information System (INIS)

    Laslett, L.J.

    1977-01-01

    A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference

  1. Essentials of stochastic processes

    CERN Document Server

    Durrett, Richard

    2016-01-01

    Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...

  2. Multistage stochastic optimization

    CERN Document Server

    Pflug, Georg Ch

    2014-01-01

    Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization.  It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book

  3. Dynamics of stochastic systems

    CERN Document Server

    Klyatskin, Valery I

    2005-01-01

    Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...

  4. Transient Characteristics of Free Piston Vuilleurnier Cycle Heat Pumps

    Science.gov (United States)

    Matsue, Junji; Fujimoto, Norioki; Shirai, Hiroyuki

    A dynamic analysis of a free piston Vuilleumier cycle heat pump was performed using a time-stepping integration method to investigate transient characteristics under power controlling. The nonlinear relationship between displacement and force for pistons was taken into account for the motion of reciprocating components. The force for pistons is mainly caused by the pressure change of working gas varying with piston displacements; moreover nonlinear viscous dissipative force due to the oscillating flow of working gas in heat exchangers and discontinuous damping force caused by solid friction at piston seals and rod seals are included. The displacements of pistons and pressure changes in the Vuilleumier cycle heat pump were integrated by an ideal isothermal thermodynamic relationship. It was assumed that the flow friction was proportional to the kinematic pressure of working gas, and that the solid friction at the seals was due to the functions of the working gas pressure and the tension of seal springs. In order to investigate the transient characteristics of a proposed free piston Vuilleumier cycle heat pump machine when hot-side working gas temperatures and alternate force were changed, some calculations were performed and discussed. These calculation results make clear transient characteristics at starting and power controlling. It was further found that only a small amount of starter power is required in particular conditions. During controlling, the machine becomes unstable when there is ar elatively large reduction in cooling or heating power. Therefore, an auxiliary device is additionally needed to obtain stable operation, such as al inear motor.

  5. Piston ring lubrication and hydrocarbon emissions from internal combustion engines

    Energy Technology Data Exchange (ETDEWEB)

    Froelund, K.

    1997-11-01

    Is it the intention with this project to improve the existing hydrocarbon emission model at the Institute by combining it with a model for predicting the piston ring lubrication. The piston ring lubrication model should be experimentally verified to ensure the validity of the model. The following items were the objectives of the current study: Develop a piston ring lubrication model. This implies the development of a ring-pack gas flow model; Examine the response of the piston ring lubrication model to changing engineer conditions. Especially, it would be interesting to look at the engine warm-up phase since this is the phase where the engine-out emissions are highest and where the commonly used three way catalyst is not capable of converting the engine-out emissions, thereby leading the engine-out emissions directly out in to the environment with the exhaust gases; In order to verify the piston ring lubrication model the lubricant distribution on the cylinder liner should be investigated experimentally. Here again it would be of great interesting to look at the engine warm-up phase; The piston ring lubrication model should be adjusted for application together with the new hydrocarbon emission model for SI-engines at the Institute in order to increase the accuracy of the latter; The piston ring lubrication model could be used for describing the transport of PAH`s in diesel engines. (EG)

  6. Stochastic kinetics

    International Nuclear Information System (INIS)

    Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.

    1975-01-01

    A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)

  7. Stochastic Jeux

    Directory of Open Access Journals (Sweden)

    Romanu Ekaterini

    2006-01-01

    Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.

  8. Design and Optimization of Tube Type Interior Permanent Magnets Generator for Free Piston Applications

    Directory of Open Access Journals (Sweden)

    Serdal ARSLAN

    2017-05-01

    Full Text Available In this study a design and optimization of a generator to be used in free piston applications was made. In order to supply required initial force, an IPM (interior permanent magnets cavity tube type linear generator was selected. By using analytical equations’ basic dimensioning of generator was made. By using Ansys-Maxwell dimensioning, analysis and optimization of the generator was realized. Also, the effects of design basic variables (pole step ratio, cavity step ratio, inner diameter - outer diameter ratio, primary final length, air interval on pinking force were examined by using parametric analyses. Among these variables, cavity step ratio, inner diameter - outer diameter ratio, primary final length were optimally determined by algorithm and sequential nonlinear programming. The two methods were compared in terms of pinking force calculation problem. Preliminary application of the linear generator was performed for free piston application.

  9. Performance data of the new free-piston shock tunnel at GALCIT

    Science.gov (United States)

    Hornung, Hans G.

    1992-01-01

    The new free-piston shock tunnel has been partially calibrated, and a range of operating conditions has been found. A large number of difficulties were encountered during the shake-down period, of which the ablation of various parts was the most severe. Solutions to these problems were found. The general principles of high-enthalpy simulation are outlined, and the parameter space covered by T5 is given. Examples of the operating data show that, with care, excellent repeatability may be obtained. The temporal uniformity of the reservoir pressure is very good, even at high enthalpy, because it is possible to operate at tailored-interface and tuned-piston conditions over the whole enthalpy range. Examples of heat transfer and Pitot-pressure measurements are also presented.

  10. Computer controlled titration with piston burette or peristaltic pump - a comparison.

    Science.gov (United States)

    Hoffmann, W

    1996-09-01

    The advantages and problems of the use of piston burettes and peristaltic pumps for dosage of titrant solutions in automatic titrations are shown. For comparison, only the dosing devices were exchanged and all other components and conditions remained unchanged. The results of continuous acid base titration show good agreement and comparable reproducibility. Potentiometric sensors (glass electrodes) with different equilibration behaviour influence the results. The capability of such electrodes was tested. Conductometric measurements allow a much faster detection because there is no equilibration of electrodes. Piston burettes should be used for titration with very high precision, titration with organic solvents and slow titrations. Peristaltic pumps seem to be more suitable for continuous titrations and long time operation without service.

  11. Loss terms in free-piston Stirling engine models

    Science.gov (United States)

    Gordon, Lloyd B.

    1992-01-01

    Various models for free piston Stirling engines are reviewed. Initial models were developed primarily for design purposes and to predict operating parameters, especially efficiency. More recently, however, such models have been used to predict engine stability. Free piston Stirling engines have no kinematic constraints and stability may not only be sensitive to the load, but also to various nonlinear loss and spring constraints. The present understanding is reviewed of various loss mechanisms for free piston Stirling engines and how they have been incorporated into engine models is discussed.

  12. The Casimir effect for pistons with transmittal boundary conditions

    Science.gov (United States)

    Fucci, Guglielmo

    2017-11-01

    This work focuses on the analysis of the Casimir effect for pistons subject to transmittal boundary conditions. In particular we consider, as piston configuration, a direct product manifold of the type I × N where I is a closed interval of the real line and N is a smooth compact Riemannian manifold. By utilizing the spectral zeta function regularization technique, we compute the Casimir energy of the system and the Casimir force acting on the piston. Explicit results for the force are provided when the manifold N is a d-dimensional sphere.

  13. Research on Control Strategy of Free-Piston Stirling Power Generating System

    Directory of Open Access Journals (Sweden)

    Jigui Zheng

    2017-10-01

    Full Text Available As a clean and fuel adaptive alternative power plant, the Stirling power generating system has drawn attention of experts and scholars in the energy field. In practical application, the instability of free-piston Stirling power generating system caused by abrupt load change is an inevitable problem. Thus, methods to improve the output frequency response and stability of the free-piston Stirling power generating system are necessary. The model of free-piston Stirling power generating system is built by isothermal analysis firstly, and the initial control strategy based on given voltage system is put forward. To further improve the performance of power system, a current feedback decoupling control strategy is proposed, and the mathematical model is established. The influence of full decoupled quadrature-direct (d-q axis currents is analyzed with respect to the output voltage adjusting time and fluctuation amplitude under the variations of piston displacement and output load. The simulation results show that the system performance is significantly improved, but the dynamic regulation lags caused by the decoupled current control still exist. To solve this problem and improve the performance of decoupled-state feedback current control that relies on parameter accuracy, internal model control based on sliding mode (IMC-SM current decoupling control strategy is proposed, the system model is established, and then the performance of voltage ripple in generating mode is improved. Finally, the test bench is built, and the steady state and transient voltage control performances are tested. The feasibility and priority of the control strategy is verified by experiment and simulation results.

  14. Engine including a piston member having a high top ring groove

    Energy Technology Data Exchange (ETDEWEB)

    Weber, R.L.; Kamman, K.R.; Ballheimer, B.; Shoup, S.G.

    1990-07-17

    This patent describes an improvement in an engine. It is of the type having a block defining an upper bore, a cylinder liner located in the block bore and defining a piston bore, a cylinder head connected to the block, and a piston assembly including a steel piston member disposed for reciprocation in the piston bore.

  15. Tribological Performance of Different Geometries of Piston Rings in Marine Diesel Engines

    DEFF Research Database (Denmark)

    Imran, Tajammal; Klit, Peder; Felter, Christian

    Friction in the piston ring package (piston, piston rings and liner) is a major source of power consumption in two stroke marine diesel engines. It is well-known that a typical piston ring operates under full separation in the mid-part of the stroke, and in the mixed lubrication regime at the dead...

  16. Modelling and application of stochastic processes

    CERN Document Server

    1986-01-01

    The subject of modelling and application of stochastic processes is too vast to be exhausted in a single volume. In this book, attention is focused on a small subset of this vast subject. The primary emphasis is on realization and approximation of stochastic systems. Recently there has been considerable interest in the stochastic realization problem, and hence, an attempt has been made here to collect in one place some of the more recent approaches and algorithms for solving the stochastic realiza­ tion problem. Various different approaches for realizing linear minimum-phase systems, linear nonminimum-phase systems, and bilinear systems are presented. These approaches range from time-domain methods to spectral-domain methods. An overview of the chapter contents briefly describes these approaches. Also, in most of these chapters special attention is given to the problem of developing numerically ef­ ficient algorithms for obtaining reduced-order (approximate) stochastic realizations. On the application side,...

  17. Experimental Evaluation of the Free Piston Engine - Linear Alternator (FPLA)

    Energy Technology Data Exchange (ETDEWEB)

    Leick, Michael T. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Moses, Ronald W. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2015-03-01

    This report describes the experimental evaluation of a prototype free piston engine - linear alternator (FPLA) system developed at Sandia National Laboratories. The opposed piston design wa developed to investigate its potential for use in hybrid electric vehicles (HEVs). The system is mechanically simple with two - stroke uniflow scavenging for gas exchange and timed port fuel injection for fuel delivery, i.e. no complex valving. Electrical power is extracted from piston motion through linear alternators wh ich also provide a means for passive piston synchronization through electromagnetic coupling. In an HEV application, this electrical power would be used to charge the batteries. The engine - alternator system was designed, assembled and operated over a 2 - year period at Sandia National Laboratories in Livermore, CA. This report primarily contains a description of the as - built system, modifications to the system to enable better performance, and experimental results from start - up, motoring, and hydrogen combus tion tests.

  18. Pump having pistons and valves made of electroactive actuators

    Science.gov (United States)

    Bar-Cohen, Yoseph (Inventor)

    1997-01-01

    The present invention provides a pump for inducing a displacement of a fluid from a first medium to a second medium, including a conduit coupled to the first and second media, a transducing material piston defining a pump chamber in the conduit and being transversely displaceable for increasing a volume of the chamber to extract the fluid from the first medium to the chamber and for decreasing the chamber volume to force the fluid from the chamber to the second medium, a first transducing material valve mounted in the conduit between the piston and the first medium and being transversely displaceable from a closed position to an open position to admit the fluid to the chamber, and control means for changing a first field applied to the piston to displace the piston for changing the chamber volume and for changing a second field applied to the first valve to change the position of the first valve.

  19. Piston pump and method of reducing vapor lock

    Science.gov (United States)

    Phillips, Benjamin A.; Harvey, Michael N.

    2000-02-15

    A pump includes a housing defining a cavity, at least one bore, a bore inlet, and a bore outlet. The bore extends from the cavity to the outlet and the inlet communicates with the bore at a position between the cavity and the outlet. A crankshaft is mounted in supports and has an eccentric portion disposed in the cavity. The eccentric portion is coupled to a piston so that rotation of the crankshaft reciprocates the piston in the bore between a discharge position an intake position. The bore may be offset from an axis of rotation to reduce bending of the piston during crankshaft rotation. During assembly of the pump, separate parts of the housing can be connected together to facilitate installation of internal pumping components. Also disclosed is a method of reducing vapor lock by mixing vapor and liquid portions of a substance and introducing the mixture into a piston bore.

  20. Dynamics of a massive piston in an ideal gas

    International Nuclear Information System (INIS)

    Chernov, N I; Lebowitz, J L; Sinai, Yakov G

    2002-01-01

    This survey is a study of a dynamical system consisting of a massive piston in a cubic container of large size L filled with an ideal gas. The piston has mass M∼L 2 and undergoes elastic collisions with N∼L 3 non-interacting gas particles of mass m=1. It is found that under suitable initial conditions there is a scaling regime with time and space scaled by L in which the motion of the piston and the one-particle distribution of the gas satisfy autonomous coupled equations (hydrodynamic equations) such that in the limit L→∞ the mechanical trajectory of the piston converges in probability to the solution of the hydrodynamic equations for a certain period of time. There is also a heuristic discussion of the dynamics of the system on longer intervals of time

  1. optimised intake stroke analysis for flat and dome head pistons

    African Journals Online (AJOL)

    user

    The piston models were meshed using tetrahedral mesh of base size 0.001m. ... applied to simulate the actual intake stroke process for normal operating conditions and initial conditions. ... simulation of optimization characteristics has followed.

  2. STOCHASTIC GRADIENT METHODS FOR UNCONSTRAINED OPTIMIZATION

    Directory of Open Access Journals (Sweden)

    Nataša Krejić

    2014-12-01

    Full Text Available This papers presents an overview of gradient based methods for minimization of noisy functions. It is assumed that the objective functions is either given with error terms of stochastic nature or given as the mathematical expectation. Such problems arise in the context of simulation based optimization. The focus of this presentation is on the gradient based Stochastic Approximation and Sample Average Approximation methods. The concept of stochastic gradient approximation of the true gradient can be successfully extended to deterministic problems. Methods of this kind are presented for the data fitting and machine learning problems.

  3. Structural design of Stirling engine with free pistons

    Science.gov (United States)

    Matusov, Jozef; Gavlas, Stanislav; Malcho, Milan

    2014-08-01

    Stirling engine is a device that converts thermal energy to mechanical work, which is mostly used to drive a generator of electricity. Advantage of Stirling engine is that it works with closed-cycle, where working medium is regularly cooled and heated, which acts on the working piston. This engine can be made in three modifications - alpha, beta, gamma. This paper discusses the design of the gamma Stirling engine with free pistons.

  4. Ensuring Steady Operation of Free-Piston Generator

    Directory of Open Access Journals (Sweden)

    Pavel Nemecek

    2006-02-01

    Full Text Available This paper describes Free-Piston Generator (FPG model and its control for achieving steady operation. A FPG is a special type of combustion engine representing a new approach concerning the conversion of the chemical energy of hydrocarbon fuel into electrical energy. Unlike conventional engines, this type of engine does not use a crankshaft, and generates electric energy directly by a linear movement of pistons.

  5. Feasibility of free piston generation unit for electrical power provision

    Energy Technology Data Exchange (ETDEWEB)

    Harvey, R.; Roskilly, A.; Shaw, R.; French, C. [Newcastle Univ. (United Kingdom)

    2000-07-01

    Free piston linear engines offer the capability of providing power without the need to convert reciprocating motion into rotary motion. This allows for the utilisation of higher peak pressures during the combustion process and thus improves efficiency. The objective of this paper is to outline the potential benefits of a Free Piston Generator (FPG) and discuss the feasibility of this technology as a potential platform for electrical power provision. (authors)

  6. Radial-piston pump for drive of test machines

    Science.gov (United States)

    Nizhegorodov, A. I.; Gavrilin, A. N.; Moyzes, B. B.; Cherkasov, A. I.; Zharkevich, O. M.; Zhetessova, G. S.; Savelyeva, N. A.

    2018-01-01

    The article reviews the development of radial-piston pump with phase control and alternating-flow mode for seismic-testing platforms and other test machines. The prospects for use of the developed device are proved. It is noted that the method of frequency modulation with the detection of the natural frequencies is easily realized by using the radial-piston pump. The prospects of further research are given proof.

  7. Ensuring Steady Operation of Free-Piston Generator

    OpenAIRE

    Pavel Nemecek

    2006-01-01

    This paper describes Free-Piston Generator (FPG) model and its control for achieving steady operation. A FPG is a special type of combustion engine representing a new approach concerning the conversion of the chemical energy of hydrocarbon fuel into electrical energy. Unlike conventional engines, this type of engine does not use a crankshaft, and generates electric energy directly by a linear movement of pistons.

  8. Nuclear piston engine and pulsed gaseous core reactor power systems

    International Nuclear Information System (INIS)

    Dugan, E.T.

    1976-01-01

    The investigated nuclear piston engines consist of a pulsed, gaseous core reactor enclosed by a moderating-reflecting cylinder and piston assembly and operate on a thermodynamic cycle similar to the internal combustion engine. The primary working fluid is a mixture of uranium hexafluoride, UF 6 , and helium, He, gases. Highly enriched UF 6 gas is the reactor fuel. The helium is added to enhance the thermodynamic and heat transfer characteristics of the primary working fluid and also to provide a neutron flux flattening effect in the cylindrical core. Two and four-stroke engines have been studied in which a neutron source is the counterpart of the sparkplug in the internal combustion engine. The piston motions which have been investigated include pure simple harmonic, simple harmonic with dwell periods, and simple harmonic in combination with non-simple harmonic motion. The results of the conducted investigations indicate good performance potential for the nuclear piston engine with overall efficiencies of as high as 50 percent for nuclear piston engine power generating units of from 10 to 50 Mw(e) capacity. Larger plants can be conceptually designed by increasing the number of pistons, with the mechanical complexity and physical size as the probable limiting factors. The primary uses for such power systems would be for small mobile and fixed ground-based power generation (especially for peaking units for electrical utilities) and also for nautical propulsion and ship power

  9. Fluid Dynamics in Rotary Piston Blood Pumps.

    Science.gov (United States)

    Wappenschmidt, Johannes; Sonntag, Simon J; Buesen, Martin; Gross-Hardt, Sascha; Kaufmann, Tim; Schmitz-Rode, Thomas; Autschbach, Ruediger; Goetzenich, Andreas

    2017-03-01

    Mechanical circulatory support can maintain a sufficient blood circulation if the native heart is failing. The first implantable devices were displacement pumps with membranes. They were able to provide a sufficient blood flow, yet, were limited because of size and low durability. Rotary pumps have resolved these technical drawbacks, enabled a growing number of mechanical circulatory support therapy and a safer application. However, clinical complications like gastrointestinal bleeding, aortic insufficiency, thromboembolic complications, and impaired renal function are observed with their application. This is traced back to their working principle with attenuated or non-pulsatile flow and high shear stress. Rotary piston pumps potentially merge the benefits of available pump types and seem to avoid their complications. However, a profound assessment and their development requires the knowledge of the flow characteristics. This study aimed at their investigation. A functional model was manufactured and investigated with particle image velocimetry. Furthermore, a fluid-structure interaction computational simulation was established to extend the laboratory capabilities. The numerical results precisely converged with the laboratory measurements. Thus, the in silico model enabled the investigation of relevant areas like gap flows that were hardly feasible with laboratory means. Moreover, an economic method for the investigation of design variations was established.

  10. Adiabatic liquid piston compressed air energy storage

    Energy Technology Data Exchange (ETDEWEB)

    Petersen, Tage [Danish Technological Institute, Aarhus (Denmark); Elmegaard, B. [Technical Univ. of Denmark. DTU Mechanical Engineering, Kgs. Lyngby (Denmark); Schroeder Pedersen, A. [Technical Univ. of Denmark. DTU Energy Conversion, Risoe Campus, Roskilde (Denmark)

    2013-01-15

    This project investigates the potential of a Compressed Air Energy Storage system (CAES system). CAES systems are used to store mechanical energy in the form of compressed air. The systems use electricity to drive the compressor at times of low electricity demand with the purpose of converting the mechanical energy into electricity at times of high electricity demand. Two such systems are currently in operation; one in Germany (Huntorf) and one in the USA (Macintosh, Alabama). In both cases, an underground cavern is used as a pressure vessel for the storage of the compressed air. Both systems are in the range of 100 MW electrical power output with several hours of production stored as compressed air. In this range, enormous volumes are required, which make underground caverns the only economical way to design the pressure vessel. Both systems use axial turbine compressors to compress air when charging the system. The compression leads to a significant increase in temperature, and the heat generated is dumped into the ambient. This energy loss results in a low efficiency of the system, and when expanding the air, the expansion leads to a temperature drop reducing the mechanical output of the expansion turbines. To overcome this, fuel is burned to heat up the air prior to expansion. The fuel consumption causes a significant cost for the storage. Several suggestions have been made to store compression heat for later use during expansion and thereby avoid the use of fuel (so called Adiabatic CAES units), but no such units are in operation at present. The CAES system investigated in this project uses a different approach to avoid compression heat loss. The system uses a pre-compressed pressure vessel full of air. A liquid is pumped into the bottom of the vessel when charging and the same liquid is withdrawn through a turbine when discharging. In this case, the liquid works effectively as a piston compressing the gas in the vessel, hence the name &apos

  11. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter; Taká č, Martin

    2017-01-01

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  12. Stochastic Reformulations of Linear Systems: Algorithms and Convergence Theory

    KAUST Repository

    Richtarik, Peter

    2017-06-04

    We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete or continuous distribution over random matrices. Our reformulation has several equivalent interpretations, allowing for researchers from various communities to leverage their domain specific insights. In particular, our reformulation can be equivalently seen as a stochastic optimization problem, stochastic linear system, stochastic fixed point problem and a probabilistic intersection problem. We prove sufficient, and necessary and sufficient conditions for the reformulation to be exact. Further, we propose and analyze three stochastic algorithms for solving the reformulated problem---basic, parallel and accelerated methods---with global linear convergence rates. The rates can be interpreted as condition numbers of a matrix which depends on the system matrix and on the reformulation parameters. This gives rise to a new phenomenon which we call stochastic preconditioning, and which refers to the problem of finding parameters (matrix and distribution) leading to a sufficiently small condition number. Our basic method can be equivalently interpreted as stochastic gradient descent, stochastic Newton method, stochastic proximal point method, stochastic fixed point method, and stochastic projection method, with fixed stepsize (relaxation parameter), applied to the reformulations.

  13. On the Influence of Piston and Cylinder Density in Tribodynamics of a Radial Piston Digital Fluid Power Displacement Motor

    DEFF Research Database (Denmark)

    Johansen, Per; Roemer, Daniel Beck; Andersen, Torben O.

    2015-01-01

    -stroke displacement simulations are used as basis for the parametric analysis. From the parametric analysis a change, in the minimum film thickness as function of piston and cylinder density, is shown for certain operating modes of the digital fluid power displacement motor. This indicate a need for careful....... In this paper the influence of the inertia term on the lubrication gaps of a radial piston motor are studied by a parametric analysis of the piston and cylinder density in a multibody tribodynamic simulation model. The motor is modeled as a digital fluid power displacement machine and a series of full...... assessment of the applicability, of the force balance condition, if it is used in multibody tribodynamic simulations of radial piston digital fluid power displacement motors....

  14. Stochastic models: theory and simulation.

    Energy Technology Data Exchange (ETDEWEB)

    Field, Richard V., Jr.

    2008-03-01

    Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.

  15. STOCHASTIC FLOWS OF MAPPINGS

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.

  16. Stochastic Averaging and Stochastic Extremum Seeking

    CERN Document Server

    Liu, Shu-Jun

    2012-01-01

    Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering  and analysis of bacterial  convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...

  17. Stochastic Modelling of River Geometry

    DEFF Research Database (Denmark)

    Sørensen, John Dalsgaard; Schaarup-Jensen, K.

    1996-01-01

    Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....

  18. Stochastic vehicle routing with recourse

    DEFF Research Database (Denmark)

    Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi

    2012-01-01

    instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...

  19. American options under stochastic volatility

    NARCIS (Netherlands)

    Chockalingam, A.; Muthuraman, K.

    2011-01-01

    The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility

  20. Oxygen fugacity and piston cylinder capsule assemblies

    Science.gov (United States)

    Jakobsson, S.

    2011-12-01

    A double capsule assembly designed to control oxygen fugacity in piston cylinder experiments has been tested at 1200 °C and 10 kbar. The assembly consists of an outer Pt-capsule containing a solid buffer (Ni-NiO or Co-CoO plus H2O) and an inner AuPd-capsule containing the sample, H2O and a Pt-wire. To prevent direct contact with the buffer phases the AuPd-capsule is embedded in finely ground Al2O3 along with some coarser, fractured Al2O3 facilitating fluid inclusion formation. No water loss is observed in the sample even after 48 hrs but a slight increase in water content is observed in longer duration runs due to oxygen and hydrogen diffusion into the AuPd-capsule. Carbon from the furnace also diffuses through the outer Pt-capsule but reacts with H2O in the outer capsule to form CO2 and never reaches the inner capsule. Oxygen fugacity of runs in equilibrium with the Ni-NiO and Co-CoO buffers was measured by analyzing the Fe content of the Pt-wire in the sample1 and by analyzing Fe dissolved in the AuPd capsule2. The second method gives values that are in good agreement with established buffer whereas results from the first method are one half to one log units higher than the established values. References 1. E. Medard, C. A. McCammon, J. A. Barr, T. L. Grove, Am. Mineral. 93, 1838 (2008). 2. J. Barr, T. Grove, Contrib. Mineral. Petrol. 160, 631 (2010)

  1. Convergence of Sample Path Optimal Policies for Stochastic Dynamic Programming

    National Research Council Canada - National Science Library

    Fu, Michael C; Jin, Xing

    2005-01-01

    .... These results have practical implications for Monte Carlo simulation-based solution approaches to stochastic dynamic programming problems where it is impractical to extract the explicit transition...

  2. Instantaneous heat flux flowing into piston top-land surface of D.I. diesel engine; DI diesel kikan no piston top land bu eno shunji netsuryusoku

    Energy Technology Data Exchange (ETDEWEB)

    Taguma, M [Zexel Corp., Tokyo (Japan); Inui, M; Enomoto, Y; Hagihara, Y [Musashi Institute of Technology, Tokyo (Japan); Koyama, T [Mitsubishi Motors Co., Tokyo (Japan)

    1997-10-01

    The thermal loads of the piston top-land surface in D.I. diesel engine during actual operation is not cleared. The authors fixed thin film thermocouples in the top-land center of a standard piston, and measured the instantaneous heat fluxes in that place. As a result, the authors made clear the thermal loads of the piston top-land surface in a cycle, and confirmed presence of the flame inflow to the piston top-land center. In addition, the authors made clear the thermal loads of the piston top-land surface in EGR operation. 4 refs., 8 figs.

  3. Stochastic resonance

    International Nuclear Information System (INIS)

    Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas

    2004-01-01

    We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise

  4. Free-piston reciprocating cryogenic expander utilizing phase controller

    Science.gov (United States)

    Cha, Jeongmin; Park, Jiho; Kim, Kyungjoong; Jeong, Sangkwon

    2017-02-01

    In a free-piston expander which eliminates mechanical linkages, a prescribed behaviour of the free-piston movement is the key to an expander performance. In this paper, we have proposed an idea of reducing complexity of the free-piston expander. It is to replace both multiple solenoid valves and reservoirs that are indispensable in a previous machine with a combination of a single orifice-reservoir assembly. It functions as a phase controller like that of a pulse tube refrigerator so that it generates time-delay of pressure variation between the warm-end and the reservoir resulting in the intended expansion of the cold-end volume down to the pre-set reservoir pressure. The modeling of this unique free-piston reciprocating expander utilizing phase controller is developed to understand and predict the performance of the new-type expander. Additionally, the operating parameters are analysed at the specified conditions to enable one to develop a more efficient free-piston type cryogenic expander.

  5. Magnetic bearings for free-piston Stirling engines

    Science.gov (United States)

    Curwen, P. W.; Fleming, D. P.; Rao, D. K.; Wilson, D. S.

    1992-01-01

    The feasibility and efficacy of applying magnetic bearings to free-piston Stirling-cycle power conversion machinery currently being developed for long-term space missions are assessed. The study was performed for a 50-kWe Reference Stirling Space Power Converter (RSSPC) which currently uses hydrostatic gas bearings to support the reciprocating displacer and power piston assemblies. Active magnetic bearings of the attractive electromagnetic type are feasible for the RSSPC power piston. Magnetic support of the displacer assembly would require unacceptable changes to the design of the current RSSPC. However, magnetic suspension of both displacer and power piston is feasible for a relative-displacer version of the RSSPC. Magnetic suspension of the RSSPC power piston can potentially increase overall efficiency by 0.5 to 1 percent (0.1 to 0.3 efficiency points). Magnetic bearings will also overcome several operational concerns associated with hydrostatic gas bearing systems. These advantages, however, are accompanied by a 5 percent increase in specific mass of the RSSPC.

  6. The provision of clearances accuracy in piston - cylinder mating

    Science.gov (United States)

    Glukhov, V. I.; Shalay, V. V.

    2017-08-01

    The paper is aimed at increasing the quality of the pumping equipment in oil and gas industry. The main purpose of the study is to stabilize maximum values of productivity and durability of the pumping equipment based on the selective assembly of the cylinder-piston kinematic mating by optimization criterion. It is shown that the minimum clearance in the piston-cylinder mating is formed by maximum material dimensions. It is proved that maximum material dimensions are characterized by their own laws of distribution within the tolerance limits for the diameters of the cylinder internal mirror and the outer cylindrical surface of the piston. At that, their dispersion zones should be divided into size groups with a group tolerance equal to half the tolerance for the minimum clearance. The techniques for measuring the material dimensions - the smallest cylinder diameter and the largest piston diameter according to the envelope condition - are developed for sorting them into size groups. Reliable control of the dimensions precision ensures optimal minimum clearances of the piston-cylinder mating in all the size groups of the pumping equipment, necessary for increasing the equipment productivity and durability during the production, operation and repair processes.

  7. Three-dimensional Casimir piston for massive scalar fields

    International Nuclear Information System (INIS)

    Lim, S.C.; Teo, L.P.

    2009-01-01

    We consider Casimir force acting on a three-dimensional rectangular piston due to a massive scalar field subject to periodic, Dirichlet and Neumann boundary conditions. Exponential cut-off method is used to derive the Casimir energy. It is shown that the divergent terms do not contribute to the Casimir force acting on the piston, thus render a finite well-defined Casimir force acting on the piston. Explicit expressions for the total Casimir force acting on the piston is derived, which show that the Casimir force is always attractive for all the different boundary conditions considered. As a function of a - the distance from the piston to the opposite wall, it is found that the magnitude of the Casimir force behaves like 1/a 4 when a→0 + and decays exponentially when a→∞. Moreover, the magnitude of the Casimir force is always a decreasing function of a. On the other hand, passing from massless to massive, we find that the effect of the mass is insignificant when a is small, but the magnitude of the force is decreased for large a in the massive case.

  8. New monobolt piston design for large engines; Neues Monobolt-Kolbendesign fuer Grossmotoren

    Energy Technology Data Exchange (ETDEWEB)

    Estrum, T.; Kortas, J.; Geissler, C. [Mahle GmbH, Markgroeningen (Germany). Profitcenter Grossmotorenkomponenten

    2008-07-15

    High-load pistons for modern, powerful large diesel and gas engines require increasingly more compact and lightweight designs. Due to the low installation height, less room remains for the required screw length in traditional large-bore piston designs, where the piston crown is screwed to the piston skirt. With the new development of the compact monobolt piston design, the Mahle Large Engine Components Profit Center succeeded in satisfying the requirements for an extremely low installation height of a composite piston, while allowing high mechanical and thermal loads. (orig.)

  9. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas

    2017-12-27

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  10. Momentum and Stochastic Momentum for Stochastic Gradient, Newton, Proximal Point and Subspace Descent Methods

    KAUST Repository

    Loizou, Nicolas; Richtarik, Peter

    2017-01-01

    In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense), and dual function values. We also show that the primal iterates converge at an accelerated linear rate in the L1 sense. This is the first time a linear rate is shown for the stochastic heavy ball method (i.e., stochastic gradient descent method with momentum). Under somewhat weaker conditions, we establish a sublinear convergence rate for Cesaro averages of primal iterates. Moreover, we propose a novel concept, which we call stochastic momentum, aimed at decreasing the cost of performing the momentum step. We prove linear convergence of several stochastic methods with stochastic momentum, and show that in some sparse data regimes and for sufficiently small momentum parameters, these methods enjoy better overall complexity than methods with deterministic momentum. Finally, we perform extensive numerical testing on artificial and real datasets, including data coming from average consensus problems.

  11. Fluid-Structure Interaction of a Reed Type Valve Subjected to Piston Displacement

    OpenAIRE

    Estruch, Olga; Lehmkuhl, Oriol; Rigola, Joaquim; Pérez-Segarra, Carles David

    2014-01-01

    In the field of reciprocating compressors, the developing of reed type valves is a challenging task. The understanding of the fluid flow behaviour through the valve reed is essential to improve the valve design. Hence, this work attempts the dynamic simulation of this fluid-structure interaction (FSI) problem, taking into account valve movement due to piston displacement. In this work attends the in-house implemented CFD&HT and moving mesh coupled code TermoFluids [1]. The CFD&HT solver consi...

  12. Engine piston assembly and forged piston member therefor having a cooling recess

    Energy Technology Data Exchange (ETDEWEB)

    Cooper, B.C.; Erickson, K.L.; Green, J.A.; Nyez, D.S.

    1989-09-19

    This patent describes a forged steel piston member for reciprocating movement in an engine. It comprises: an upper portion of substantially cylindrical shape and having a central axis, a top surface, a tubular wall depending from the top surface and having a peripheral groove adapted to receive a sealing ring, a lower end surface, and an inwardly facing wall surface extending upwardly from the lower end surface. The upper portion further includes an outwardly facing wall surface spaced radially inwardly from the inwardly facing wall surface and a downwardly facing transition portion blendingly associated with the inwardly and outwardly facing wall surfaces to collectively define an annular cooling recess, the transition portion being elevational spaced a relatively short distance from the top surface; and the inwardly facing wall surface being a machined surface of revolution about the central axis integral or one-piece forging.

  13. RE-1000 free-piston Stirling engine update

    Science.gov (United States)

    Schreiber, J. G.

    1985-01-01

    A free piston Stirling engine was tested. The tests performed over the past several years on the single cylinder engine were designed to investigate the dynamics of a free piston Stirling engine. The data are intended to be used primarily for computer code validation. The tests designed to investigate the sensitivity of the engine performance to variations in working space pressure, heater and cooler temperatures, regenerator porosity, power piston mass and displacer dynamics were completed. In addition, some data were recorded with alternate working fluids. A novel resonant balance system for the engine was also tested. Some preliminary test results of the tests performed are presented along with an outline of future tests to be run with the engine coupled to a hydraulic output unit. A description of the hydraulic output unit is given.

  14. A computational study of free-piston diesel engine combustion

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R.; Roskilly, A.P. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Devonshire Building, Newcastle upon Tyne, NE1 7RU (United Kingdom)

    2009-07-15

    This paper investigates the in-cylinder gas motion, combustion process and nitrogen oxide formation in a free-piston diesel engine and compares the results to those of a conventional engine, using a computational fluid dynamics engine model. Enhanced radial gas flow (squish and reverse squish) around top dead centre is found for the free-piston engine compared to a conventional engine, however it is found that this has only minor influence on the combustion process. A higher heat release rate from the pre-mixed combustion phase due to an increased ignition delay was found, along with potential reductions in nitrogen oxides emissions formation for the free-piston engine. (author)

  15. Motion characteristic of a free piston linear engine

    Energy Technology Data Exchange (ETDEWEB)

    Xiao, Jin; Li, Qingfeng; Huang, Zhen [Key Laboratory for Power Machinery and Engineering of Ministry of Education, Shanghai Jiao Tong University, Shanghai, 200240 (China)

    2010-04-15

    A mathematical model of a free piston linear engine is established. The motion characteristics as well as the natural frequency map of the free piston are established. Then, its motion characteristics are successfully explained from the oscillation point. The full simulation model is built up in Matlab/Simulink for a better understanding of its motion features. The results show that the free piston system is a forced vibration system with variable damping coefficient and stiffness. Its steady-state response of periodical excitation is convergent which means that the system is stable under the periodical combustion. Furthermore, it has some unique features which are different from those of traditional Internal Combustion (IC) engines. (author)

  16. Turbulent response in a stochastic regime

    International Nuclear Information System (INIS)

    Molvig, K.; Freidberg, J.P.; Potok, R.; Hirshman, S.P.; Whitson, J.C.; Tajima, T.

    1981-06-01

    The theory for the non-linear, turbulent response in a system with intrinsic stochasticity is considered. It is argued that perturbative Eulerian theories, such as the Direct Interaction Approximation (DIA), are inherently unsuited to describe such a system. The exponentiation property that characterizes stochasticity appears in the Lagrangian picture and cannot even be defined in the Eulerian representation. An approximation for stochastic systems - the Normal Stochastic Approximation - is developed and states that the perturbed orbit functions (Lagrangian fluctuations) behave as normally distributed random variables. This is independent of the Eulerian statistics and, in fact, we treat the Eulerian fluctuations as fixed. A simple model problem (appropriate for the electron response in the drift wave) is subjected to a series of computer experiments. To within numerical noise the results are in agreement with the Normal Stochastic Approximation. The predictions of the DIA for this mode show substantial qualitative and quantitative departures from the observations

  17. Planning under uncertainty solving large-scale stochastic linear programs

    Energy Technology Data Exchange (ETDEWEB)

    Infanger, G. [Stanford Univ., CA (United States). Dept. of Operations Research]|[Technische Univ., Vienna (Austria). Inst. fuer Energiewirtschaft

    1992-12-01

    For many practical problems, solutions obtained from deterministic models are unsatisfactory because they fail to hedge against certain contingencies that may occur in the future. Stochastic models address this shortcoming, but up to recently seemed to be intractable due to their size. Recent advances both in solution algorithms and in computer technology now allow us to solve important and general classes of practical stochastic problems. We show how large-scale stochastic linear programs can be efficiently solved by combining classical decomposition and Monte Carlo (importance) sampling techniques. We discuss the methodology for solving two-stage stochastic linear programs with recourse, present numerical results of large problems with numerous stochastic parameters, show how to efficiently implement the methodology on a parallel multi-computer and derive the theory for solving a general class of multi-stage problems with dependency of the stochastic parameters within a stage and between different stages.

  18. Experimental Study on the WavePiston Wave Energy Converter

    DEFF Research Database (Denmark)

    Pecher, Arthur; Kofoed, Jens Peter; Angelelli, E.

    This report presents the results of an experimental study of the power performance of the WavePiston wave energy converter. It focuses mainly on evaluating the power generating capabilities of the device and the effect of the following issues: Scaling ratios PTO loading Wave height and wave period...... dependency Oblique incoming waves Distance between plates During the study, the model supplied by the client, WavePiston, has been rigorously tested as all the anticipated tests have been done thoroughly and during all tests, good quality data has been obtained from all the sensors....

  19. Limiting density ratios in piston-driven compressions

    International Nuclear Information System (INIS)

    Lee, S.

    1985-07-01

    By using global energy and pressure balance applied to a shock model it is shown that for a piston-driven fast compression, the maximum compression ratio is not dependent on the absolute magnitude of the piston power, but rather on the power pulse shape. Specific cases are considered and a maximum density compression ratio of 27 is obtained for a square-pulse power compressing a spherical pellet with specific heat ratio of 5/3. Double pulsing enhances the density compression ratio to 1750 in the case of linearly rising compression pulses. Using this method further enhancement by multiple pulsing becomes obvious. (author)

  20. Mathematical Model of Piston Ring Sealing in Combustion Engine

    Directory of Open Access Journals (Sweden)

    Koszałka Grzegorz

    2015-01-01

    Full Text Available This paper presents a mathematical model of piston-rings-cylinder sealing (TPC of a combustion engine. The developed model is an itegrated model of gas flow through gaps in TPC unit, displacements and twisting motions of piston rings in ring grooves as well as generation of oil film between ring face surfaces and cylinder liner. Thermal deformations and wear of TPC unit elements as well as heat exchange between flowing gas and surrounding walls, were taken into account in the model. The paper contains descriptions of: assumptions used for developing the model, the model itself, its numerical solution as well as its computer application for carrying out simulation tests.

  1. Heat Analysis of Liquid piston Compressor for Hydrogen Applications

    DEFF Research Database (Denmark)

    Kermani, Nasrin Arjomand; Rokni, Masoud

    2014-01-01

    A new hydrogen compression technology using liquid as the compression piston is investigated from heat transfer point of view. A thermodynamic model, simulating a single compression stroke, is developed to investigate the heat transfer phenomena inside the compression chamber. The model is develo......A new hydrogen compression technology using liquid as the compression piston is investigated from heat transfer point of view. A thermodynamic model, simulating a single compression stroke, is developed to investigate the heat transfer phenomena inside the compression chamber. The model...

  2. Continuing Development for Free-Piston Stirling Space Power Systems

    Science.gov (United States)

    Peterson, Allen A.; Qiu, Songgang; Redinger, Darin L.; Augenblick, John E.; Petersen, Stephen L.

    2004-02-01

    Long-life radioisotope power generators based on free-piston Stirling engines are an energy-conversion solution for future space applications. The high efficiency of Stirling machines makes them more attractive than the thermoelectric generators currently used in space. Stirling Technology Company (STC) has been developing free-piston Stirling machines for over 30 years, and its family of Stirling generators is ideally suited for reliable, maintenance-free operation. This paper describes recent progress and status of the STC RemoteGen™ 55 W-class Stirling generator (RG-55), presents an overview of recent testing, and discusses how the technology demonstration design has evolved toward space-qualified hardware.

  3. Non-adiabatic pumping in an oscillating-piston model

    Science.gov (United States)

    Chuchem, Maya; Dittrich, Thomas; Cohen, Doron

    2012-05-01

    We consider the prototypical "piston pump" operating on a ring, where a circulating current is induced by means of an AC driving. This can be regarded as a generalized Fermi-Ulam model, incorporating a finite-height moving wall (piston) and non-trivial topology (ring). The amount of particles transported per cycle is determined by a layered structure of phase space. Each layer is characterized by a different drift velocity. We discuss the differences compared with the adiabatic and Boltzmann pictures, and highlight the significance of the "diabatic" contribution that might lead to a counter-stirring effect.

  4. Assembly for electrical conductivity measurements in the piston cylinder device

    Science.gov (United States)

    Watson, Heather Christine [Dublin, CA; Roberts, Jeffrey James [Livermore, CA

    2012-06-05

    An assembly apparatus for measurement of electrical conductivity or other properties of a sample in a piston cylinder device wherein pressure and heat are applied to the sample by the piston cylinder device. The assembly apparatus includes a body, a first electrode in the body, the first electrode operatively connected to the sample, a first electrical conductor connected to the first electrode, a washer constructed of a hard conducting material, the washer surrounding the first electrical conductor in the body, a second electrode in the body, the second electrode operatively connected to the sample, and a second electrical conductor connected to the second electrode.

  5. Stochastic Blind Motion Deblurring

    KAUST Repository

    Xiao, Lei

    2015-05-13

    Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.

  6. CAD/CAM/CAI Application for High-Precision Machining of Internal Combustion Engine Pistons

    Directory of Open Access Journals (Sweden)

    V. V. Postnov

    2014-07-01

    Full Text Available CAD/CAM/CAI application solutions for internal combustion engine pistons machining was analyzed. Low-volume technology of internal combustion engine pistons production was proposed. Fixture for CNC turning center was designed.

  7. The effect of surface roughness on the performances of liner-piston ...

    African Journals Online (AJOL)

    The effect of surface roughness on the performances of liner-piston ring contact in internal combustion engine. ... The surface roughness between the liner and the piston rings, plays an ... EMAIL FREE FULL TEXT EMAIL FREE FULL TEXT

  8. Analytical and experimental investigation of ringless-piston concept. Interim report, September 1986-December 1987

    Energy Technology Data Exchange (ETDEWEB)

    Dickey, D.W.; Wood, C.D.

    1987-12-01

    The purpose of this project was to analytically and experimentally investigate the concept of a ringless-piston internal-combustion engine. A joint objective was to design, build, and test a ringless piston to improve ringless-piston engine performance. A computer model was developed to predict ringed and ringless-piston engine performance. Experimental performance data were then collected by operating a small, liquid-cooled, two-stroke gasoline engine with and without the piston ring on the stock aluminum and Southwest Research Institute prototype steel piston. The experimental performance data were then compared with the results of the computer model. The results showed that a piston engine can operate without piston rings.

  9. The control of a free-piston engine generator. Part 2: Engine dynamics and piston motion control

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R.; Roskilly, A.P. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Newcastle upon Tyne, NE1 7RU England (United Kingdom)

    2010-04-15

    Free-piston engines are under investigation by a number of research groups due to potential fuel efficiency and exhaust emissions advantages over conventional technology. The main challenge with such engines is the control of the piston motion, and this has not yet been fully resolved for all types of free-piston engines. This paper builds on the fundamental investigations presented in the accompanying paper and investigates the dynamics of the engine and the feasibility of classical control approaches. The response of the engine to rapid load changes are investigated using decentralised PID, PDF and disturbance feedforward. It is found that the engine is sensitive to rapid load changes but that in constant power applications standard control techniques provide satisfactory performance. The influence of cycle-to-cycle variations in the combustion process are investigated, but not found to be critical for engine operation. (author)

  10. Stochastic synchronization of coupled neural networks with intermittent control

    International Nuclear Information System (INIS)

    Yang Xinsong; Cao Jinde

    2009-01-01

    In this Letter, we study the exponential stochastic synchronization problem for coupled neural networks with stochastic noise perturbations. Based on Lyapunov stability theory, inequality techniques, the properties of Weiner process, and adding different intermittent controllers, several sufficient conditions are obtained to ensure exponential stochastic synchronization of coupled neural networks with or without coupling delays under stochastic perturbations. These stochastic synchronization criteria are expressed in terms of several lower-dimensional linear matrix inequalities (LMIs) and can be easily verified. Moreover, the results of this Letter are applicable to both directed and undirected weighted networks. A numerical example and its simulations are offered to show the effectiveness of our new results.

  11. The intrinsic stochasticity of near-integrable Hamiltonian systems

    Energy Technology Data Exchange (ETDEWEB)

    Krlin, L [Ceskoslovenska Akademie Ved, Prague (Czechoslovakia). Ustav Fyziky Plazmatu

    1989-09-01

    Under certain conditions, the dynamics of near-integrable Hamiltonian systems appears to be stochastic. This stochasticity (intrinsic stochasticity, or deterministic chaos) is closely related to the Kolmogorov-Arnold-Moser (KAM) theorem of the stability of near-integrable multiperiodic Hamiltonian systems. The effect of the intrinsic stochasticity attracts still growing attention both in theory and in various applications in contemporary physics. The paper discusses the relation of the intrinsic stochasticity to the modern ergodic theory and to the KAM theorem, and describes some numerical experiments on related astrophysical and high-temperature plasma problems. Some open questions are mentioned in conclusion. (author).

  12. The influence oil film lubrication of the piston-cylinder dynamic

    Directory of Open Access Journals (Sweden)

    Adriana Tokar

    2008-10-01

    Full Text Available An analytical study of the dynamics of a piston in a reciprocating engine was conducted. The equation of Reynolds and moving of piston are derived. The analysis, which incorporates a hydrodynamic lubrication model, was applied to M501 diesel engine. The results of this study indicate that piston dynamics were found to be sensitive to piston-cylinder bore clearance, location of the wrist pin and lubricant viscosity, underscoring their importance in engine design.

  13. Study of stochastic approaches of the n-bodies problem: application to the nuclear fragmentation; Etude des approches stochastiques du probleme a N corps: application a la multifragmentation nucleaire

    Energy Technology Data Exchange (ETDEWEB)

    Guarnera, A.

    1996-07-09

    In the last decade nuclear physics research has found, with the observation of phenomena such as multifragmentation or vaporization, the possibility to get a deeper insight into the nuclear matter phase diagram. For example, a spinodal decomposition scenario has been proposed to explain the multifragmentation: because of the initial compression, the system may enter a region, the spinodal zone, in which the nuclear matter is no longer stable, and so any fluctuation leads to the formation of fragments. This thesis deals with spinodal decomposition within the theoretical framework of stochastic mean filed approaches, in which the one-body density function may experience a stochastic evolution. We have shown that these approaches are able to describe phenomena, such as first order phase transitions, in which fluctuations and many-body correlations plan an important role. In the framework of stochastic mean-filed approaches we have shown that the fragment production by spinodal decomposition is characterized by typical time scales of the order of 100 fm/c and by typical size scales around the Neon mass. We have also shown that these features are robust and that they are not affected significantly by a possible expansion of the system or by the finite size of nuclei. We have proposed as a signature of the spinodal decomposition some typical partition of the largest fragments. The study and the comparison with experimental data, performed for the reactions Xe + Cu at 45 MeV/A and Xe + Sn at 50 MeV/A, have shown a remarkable agreement. Moreover we would like to stress that the theory does not contain any adjustable parameter. These results seem to give a strong indication of the possibility to observe a spinodal decomposition of nuclei. (author).

  14. An integrated production-inventory model for the singlevendor two-buyer problem with partial backorder, stochastic demand, and service level constraints

    Science.gov (United States)

    Arfawi Kurdhi, Nughthoh; Adi Diwiryo, Toray; Sutanto

    2016-02-01

    This paper presents an integrated single-vendor two-buyer production-inventory model with stochastic demand and service level constraints. Shortage is permitted in the model, and partial backordered partial lost sale. The lead time demand is assumed follows a normal distribution and the lead time can be reduced by adding crashing cost. The lead time and ordering cost reductions are interdependent with logaritmic function relationship. A service level constraint policy corresponding to each buyer is considered in the model in order to limit the level of inventory shortages. The purpose of this research is to minimize joint total cost inventory model by finding the optimal order quantity, safety stock, lead time, and the number of lots delivered in one production run. The optimal production-inventory policy gained by the Lagrange method is shaped to account for the service level restrictions. Finally, a numerical example and effects of the key parameters are performed to illustrate the results of the proposed model.

  15. Advanced diagnostic system for piston slap faults in IC engines, based on the non-stationary characteristics of the vibration signals

    Science.gov (United States)

    Chen, Jian; Randall, Robert Bond; Peeters, Bart

    2016-06-01

    Artificial Neural Networks (ANNs) have the potential to solve the problem of automated diagnostics of piston slap faults, but the critical issue for the successful application of ANN is the training of the network by a large amount of data in various engine conditions (different speed/load conditions in normal condition, and with different locations/levels of faults). On the other hand, the latest simulation technology provides a useful alternative in that the effect of clearance changes may readily be explored without recourse to cutting metal, in order to create enough training data for the ANNs. In this paper, based on some existing simplified models of piston slap, an advanced multi-body dynamic simulation software was used to simulate piston slap faults with different speeds/loads and clearance conditions. Meanwhile, the simulation models were validated and updated by a series of experiments. Three-stage network systems are proposed to diagnose piston faults: fault detection, fault localisation and fault severity identification. Multi Layer Perceptron (MLP) networks were used in the detection stage and severity/prognosis stage and a Probabilistic Neural Network (PNN) was used to identify which cylinder has faults. Finally, it was demonstrated that the networks trained purely on simulated data can efficiently detect piston slap faults in real tests and identify the location and severity of the faults as well.

  16. Selected papers on noise and stochastic processes

    CERN Document Server

    1954-01-01

    Six classic papers on stochastic process, selected to meet the needs of physicists, applied mathematicians, and engineers. Contents: 1.Chandrasekhar, S.: Stochastic Problems in Physics and Astronomy. 2. Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Browninan Motion. 3. Ming Chen Wang and Uhlenbeck, G. E.: On the Theory of the Browninan Motion II. 4. Rice, S. O.: Mathematical Analysis of Random Noise. 5. Kac, Mark: Random Walk and the Theory of Brownian Motion. 6. Doob, J. L.: The Brownian Movement and Stochastic Equations. Unabridged republication of the Dover reprint (1954). Pre

  17. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)

    2016-07-01

    The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.

  18. Stochastic Effects; Application in Nuclear Physics

    International Nuclear Information System (INIS)

    Mazonka, O.

    2000-04-01

    Stochastic effects in nuclear physics refer to the study of the dynamics of nuclear systems evolving under stochastic equations of motion. In this dissertation we restrict our attention to classical scattering models. We begin with introduction of the model of nuclear dynamics and deterministic equations of evolution. We apply a Langevin approach - an additional property of the model, which reflect the statistical nature of low energy nuclear behaviour. We than concentrate our attention on the problem of calculating tails of distribution functions, which actually is the problem of calculating probabilities of rare outcomes. Two general strategies are proposed. Result and discussion follow. Finally in the appendix we consider stochastic effects in nonequilibrium systems. A few exactly solvable models are presented. For one model we show explicitly that stochastic behaviour in a microscopic description can lead to ordered collective effects on the macroscopic scale. Two others are solved to confirm the predictions of the fluctuation theorem. (author)

  19. Applied stochastic modelling

    CERN Document Server

    Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P

    2008-01-01

    Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...

  20. Stochastic population theories

    CERN Document Server

    Ludwig, Donald

    1974-01-01

    These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...

  1. Propagator of stochastic electrodynamics

    International Nuclear Information System (INIS)

    Cavalleri, G.

    1981-01-01

    The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics

  2. Electromagnetic liquid pistons for capillarity-based pumping

    Science.gov (United States)

    Malouin, Bernard; Olles, Joseph; Cheng, Lili; Hirsa, Amir; Vogel, Michael

    2011-11-01

    Two adjoining ferrofluid droplets can behave as an electronically-controlled oscillator or switch by an appropriate balance of magnetic, capillary, and inertial forces. Their motion can be exploited to displace a surrounding liquid, forming electromagnetic liquid pistons. Such ferrofluid pistons can pump a precise volume of liquid via finely tunable amplitudes or resonant frequencies with no solid moving parts. Here we demonstrate the use of these liquid pistons in capillarity-dominated systems for variable focal distance liquid lenses with nearly perfect spherical interfaces. These liquid/liquid lenses feature many promising qualities not previously realized together in a liquid lens, including large apertures, immunity to evaporation, invariance to orientation relative to gravity, and low driving voltages. The dynamics of these liquid pistons is examined, with experimental measurements showing good agreement with a spherical cap model. A centimeter-scale lens was shown to respond in excess of 30 Hz, with resonant frequencies over 1 kHz predicted for scaled down systems.

  3. Probability analysis of dynamical effects of axial piston hydraulic motor

    OpenAIRE

    Sapietova Alzbeta; Dekys Vladimír; Sapieta Milan; Sulka Peter; Gajdos Lukas; Rojek Izabela

    2018-01-01

    The paper presents an analysis of impact force on stopper screw in axial piston hydraulic motor. The solution contains probabilistic description of input variables. If the output parameters of probabilistic solution are compared with arbitrary values and values acquired by analytical solution, the probability of proper operation of the device can be evaluated.

  4. [Lubricant-free piston compressors for mechanized medical instruments].

    Science.gov (United States)

    Sabitov, V Kh; Repin, V A; Kil'kinov, A A

    1988-01-01

    Piston compressor without lubrication with air blow to packing rings by plunger, disposed in subpiston space, is recommended as the basic scheme of construction of a power supply unit for medical pneumatic tooling. The construction reduces a leak of the compressive medium, increasing the efficiency of a compressor and seal reliability.

  5. Closing the innovation cycle in lightweighting compressor pistons technolog

    NARCIS (Netherlands)

    Wentzel, C.; Eijk, A.; Groenewegen, G.; Bergsma, O.

    2016-01-01

    What started out as an exercise in exploring the weight reduction potential of those allegedly “heavy recip crossheads”, turned out to be a fast leap towards implementation of a new hybrid material concept for very lightweight pistons. This was enabled by a next phase in the EFRC R&D group research

  6. Closing the innovation cycle in lightweighting compressor pistons technology

    NARCIS (Netherlands)

    Wentzel, C.M.; Eijk, A.; Groenewegen, G.; Bergsma, O.K.

    2016-01-01

    What started out as an exercise in exploring the weight reduction potential of those allegedly “heavy recip crossheads”, turned out to be a fast leap towards implementation of a new hybrid material concept for very lightweight pistons. This was enabled by a next phase in the EFRC R&D group

  7. Spherical-wave expansions of piston-radiator fields.

    Science.gov (United States)

    Wittmann, R C; Yaghjian, A D

    1991-09-01

    Simple spherical-wave expansions of the continuous-wave fields of a circular piston radiator in a rigid baffle are derived. These expansions are valid throughout the illuminated half-space and are useful for efficient numerical computation in the near-field region. Multipole coefficients are given by closed-form expressions which can be evaluated recursively.

  8. USAHA PENURUNAN PERSENTASE CACAT RING PISTON TIPE 4JA1 PADA PROSES HABANAKASHI MESIN BESLY

    Directory of Open Access Journals (Sweden)

    E.V. Yuliana Wibisono

    2007-01-01

    Full Text Available One of the programs that can be used to improve the quality is Six Sigma program using DMAIC method. The research is performed at PT Baninusa Indonesia (PT. BN producing the 2nd type of 4JA1 piston ring. The program is implemented to decrease the defect proportion The production process performance and the problem priority are known from the CTQ itself. The fish bone diagram is used to determine the causes of the problem. The improvement is performed by determination of the best process parameter through the fullfactorial experiment design. The result is significantly decrease defect proportion by 2.682%. Abstract in Bahasa Indonesia : Salah satu program peningkatan kualitas yang dapat mengakomodasi tuntutan peningkatan kualitas adalah program Six Sigma dengan menggunakan metode DMAIC. Penelitian dilakukan pada PT.Baninusa Indonesia (PT.BN, salah satu perusahaan yang memproduksi produk ring piston tipe 4JA1 jenis 2nd ring. Program digunakan untuk menurunkan persentase cacat produk. Dari CTQ yang ada dapat diketahui kinerja proses produksi saat ini dan prioritas permasalahan. Fish bone diagram digunakan untuk akar penyebab masalah Tindakan perbaikan yang dipilih adalah menentukan parameter proses terbaik dengan menggunakan metode eksperimen full factorial. Hasil penerapan parameter proses tersebut menunjukkan pengurangan yang signifikan terhadap persentase cacat sebesar 2,682%. Kata kunci: metoda six sigma, DMAIC, perbaikan kualitas, karakteristik kualitas kritis, diagram fish bone.

  9. Modular invariance and stochastic quantization

    International Nuclear Information System (INIS)

    Ordonez, C.R.; Rubin, M.A.; Zwanziger, D.

    1989-01-01

    In Polyakov path integrals and covariant closed-string field theory, integration over Teichmueller parameters must be restricted by hand to a single modular region. This problem has an analog in Yang-Mills gauge theory---namely, the Gribov problem, which can be resolved by the method of stochastic gauge fixing. This method is here employed to quantize a simple modular-invariant system: the Polyakov point particle. In the limit of a large gauge-fixing force, it is shown that suitable choices for the functional form of the gauge-fixing force can lead to a restriction of Teichmueller integration to a single modular region. Modifications which arise when applying stochastic quantization to a system in which the volume of the orbits of the gauge group depends on a dynamical variable, such as a Teichmueller parameter, are pointed out, and the extension to Polyakov strings and covariant closed-string field theory is discussed

  10. Influence of Pressure Build-Up Time of Compression Chamber on Improving the Operation Frequency of a Single-Piston Hydraulic Free-Piston Engine

    Directory of Open Access Journals (Sweden)

    Hai-bo Xie

    2013-01-01

    Full Text Available A single-piston hydraulic free-piston engine with a two-cylinder four-stroke diesel engine as its driver is introduced. It takes the free-piston assembly a certain time to move after the pressure in the compression chamber starts to increase. The time difference between the pressure increasing and the piston starting to move is defined as the pressure build-up time. The characteristics of the pressure build-up time and its influence on the performance of the free-piston engine are introduced and analyzed. Based on the basic law of dynamics of the free-piston assembly, the parameters which influence the pressure build-up time are analyzed. And then improvement and optimization are proposed to shorten the pressure build-up time.

  11. A solution approach based on Benders decomposition for the preventive maintenance scheduling problem of a stochastic large-scale energy system

    DEFF Research Database (Denmark)

    Lusby, Richard Martin; Muller, Laurent Flindt; Petersen, Bjørn

    2013-01-01

    This paper describes a Benders decomposition-based framework for solving the large scale energy management problem that was posed for the ROADEF 2010 challenge. The problem was taken from the power industry and entailed scheduling the outage dates for a set of nuclear power plants, which need...... to be regularly taken down for refueling and maintenance, in such away that the expected cost of meeting the power demand in a number of potential scenarios is minimized. We show that the problem structure naturally lends itself to Benders decomposition; however, not all constraints can be included in the mixed...

  12. Some Topics in Stochastic Control

    Science.gov (United States)

    2010-10-14

    assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja

  13. A comparative reliability analysis of free-piston Stirling machines

    Science.gov (United States)

    Schreiber, Jeffrey G.

    2001-02-01

    A free-piston Stirling power convertor is being developed for use in an advanced radioisotope power system to provide electric power for NASA deep space missions. These missions are typically long lived, lasting for up to 14 years. The Department of Energy (DOE) is responsible for providing the radioisotope power system for the NASA missions, and has managed the development of the free-piston power convertor for this application. The NASA Glenn Research Center has been involved in the development of Stirling power conversion technology for over 25 years and is currently providing support to DOE. Due to the nature of the potential missions, long life and high reliability are important features for the power system. Substantial resources have been spent on the development of long life Stirling cryocoolers for space applications. As a very general statement, free-piston Stirling power convertors have many features in common with free-piston Stirling cryocoolers, however there are also significant differences. For example, designs exist for both power convertors and cryocoolers that use the flexure bearing support system to provide noncontacting operation of the close-clearance moving parts. This technology and the operating experience derived from one application may be readily applied to the other application. This similarity does not pertain in the case of outgassing and contamination. In the cryocooler, the contaminants normally condense in the critical heat exchangers and foul the performance. In the Stirling power convertor just the opposite is true as contaminants condense on non-critical surfaces. A methodology was recently published that provides a relative comparison of reliability, and is applicable to systems. The methodology has been applied to compare the reliability of a Stirling cryocooler relative to that of a free-piston Stirling power convertor. The reliability analysis indicates that the power convertor should be able to have superior reliability

  14. Universality in stochastic exponential growth.

    Science.gov (United States)

    Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R

    2014-07-11

    Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.

  15. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

    Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.

  16. Simulations geometric structures of the stepped profile bearing surface of the piston

    Directory of Open Access Journals (Sweden)

    Wroblewski Emil

    2017-01-01

    Full Text Available The main node piston-pin-piston rings are most responsible for the formation of mechanical losses. It is advisable to reduce friction losses in the piston-cylinder group lead to an increase in the overall efficiency of the engine and thus reduce the fuel consumption. The method to reduce the area covered by the oil film is a modification of the bearing surface of the piston by adjusting the profile. In this paper the results of simulation for the stepped microgeometry piston bearing surface are presented.

  17. Numerical simulation of two-piston light gas gun for pellet injection in tokamaks

    International Nuclear Information System (INIS)

    Shi Yumei; He Yaling; Chen Zhongqi; Wu Peiyi

    1995-01-01

    Analysing the shortcoming of the single-piston light gas gun, the author uses the method of characteristics to estimate the performance of the two-piston light gas gun, and compare it with the single-piston gun, the result shows that two-piston gun has advantage on the aspect of the pressure pulse that promotes the pellet. The effects of some important parameters are also discussed. This work provides the theoretical basis for the design and optimization of two-piston light gas gun

  18. Numerical analysis of systems of ordinary and stochastic differential equations

    CERN Document Server

    Artemiev, S S

    1997-01-01

    This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).

  19. Estimation of parameter sensitivities for stochastic reaction networks

    KAUST Repository

    Gupta, Ankit

    2016-01-01

    Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a

  20. Analytical and experimental investigation of ringless-piston concept. Final report, September 1986-November 1987

    Energy Technology Data Exchange (ETDEWEB)

    Dickey, D.W.; Wood, C.D.

    1988-03-01

    The purpose of this project was to analytically and experimentally investigate the concept of a ringless-piston internal combustion engine. A joint objective was to design, build, and test a ringless piston to improve ringless piston engine performance. A computer model was developed to predict ringed and ringless piston engine performance. Experimental performance data were then collected by operating a small, liquid-cooled, two-stroke gasoline engine with and without the piston ring on the stock aluminum and Southwest Research Institute prototype steel piston. The experimental performance data were then compared with the results of the computer model. The results showed that a piston engine can operate without piston rings. Ringless-piston engine power and efficiency were found to be defined by the expression C/NBS, where C = piston-to-bore diametrical clearance, N = engine speed in rpm, B = engine bore, and S = engine stroke. There was good agreement between predicted and measured performance reperformance can be improved by using piston and liner materials that have similar coefficients of thermal expansion.

  1. Coupled dynamic-multidimensional modelling of free-piston engine combustion

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Newcastle upon Tyne NE1 7RU (United Kingdom); Roskilly, A.P. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Newcastle upon Tyne NE1 7RU (United Kingdom)], E-mail: tony.roskilly@ncl.ac.uk

    2009-01-15

    Free-piston engines are under investigation by a number of research groups worldwide, as an alternative to conventional technology in applications such as electric and hydraulic power generation. The piston dynamics of the free-piston engine differ significantly from those of conventional engines, and this may influence in-cylinder gas motion, combustion and emissions formation. Due to the complex interaction between mechanics and thermodynamics, the modelling of free-piston engines is not straight-forward. This paper presents a novel approach to the modelling of free-piston engines through the introduction of solution-dependent mesh motion in an engine CFD code. The particular features of free-piston engines are discussed, and the model for engine dynamics implemented in the CFD code is described. Finally, the coupled solver is demonstrated through the modelling of a spark ignited free-piston engine generator.

  2. Coupled dynamic-multidimensional modelling of free-piston engine combustion

    International Nuclear Information System (INIS)

    Mikalsen, R.; Roskilly, A.P.

    2009-01-01

    Free-piston engines are under investigation by a number of research groups worldwide, as an alternative to conventional technology in applications such as electric and hydraulic power generation. The piston dynamics of the free-piston engine differ significantly from those of conventional engines, and this may influence in-cylinder gas motion, combustion and emissions formation. Due to the complex interaction between mechanics and thermodynamics, the modelling of free-piston engines is not straight-forward. This paper presents a novel approach to the modelling of free-piston engines through the introduction of solution-dependent mesh motion in an engine CFD code. The particular features of free-piston engines are discussed, and the model for engine dynamics implemented in the CFD code is described. Finally, the coupled solver is demonstrated through the modelling of a spark ignited free-piston engine generator

  3. Space-time-modulated stochastic processes

    Science.gov (United States)

    Giona, Massimiliano

    2017-10-01

    Starting from the physical problem associated with the Lorentzian transformation of a Poisson-Kac process in inertial frames, the concept of space-time-modulated stochastic processes is introduced for processes possessing finite propagation velocity. This class of stochastic processes provides a two-way coupling between the stochastic perturbation acting on a physical observable and the evolution of the physical observable itself, which in turn influences the statistical properties of the stochastic perturbation during its evolution. The definition of space-time-modulated processes requires the introduction of two functions: a nonlinear amplitude modulation, controlling the intensity of the stochastic perturbation, and a time-horizon function, which modulates its statistical properties, providing irreducible feedback between the stochastic perturbation and the physical observable influenced by it. The latter property is the peculiar fingerprint of this class of models that makes them suitable for extension to generic curved-space times. Considering Poisson-Kac processes as prototypical examples of stochastic processes possessing finite propagation velocity, the balance equations for the probability density functions associated with their space-time modulations are derived. Several examples highlighting the peculiarities of space-time-modulated processes are thoroughly analyzed.

  4. Development of a model capable of predicting the performance of piston ring-cylinder liner-like tribological interfaces

    DEFF Research Database (Denmark)

    Felter, C.L.; Vølund, A.; Imran, Tajammal

    2010-01-01

    Friction in the piston ring package (piston, piston rings, and liner) is a major source of power consumption in large two-stroke marine diesel engines. In order to improve the frictional and wear performance, knowledge about the tribological interface between piston rings and liner is needed...

  5. Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control

    NARCIS (Netherlands)

    Willigenburg, van L.G.; Koning, de W.L.

    2013-01-01

    Two different descriptions are used in the literature to formulate the optimal dynamic output feedback control problem for linear dynamical systems with white stochastic parameters and quadratic criteria, called the optimal compensation problem. One describes the matrix valued white stochastic

  6. Elitism and Stochastic Dominance

    OpenAIRE

    Bazen, Stephen; Moyes, Patrick

    2011-01-01

    Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...

  7. Trajectory averaging for stochastic approximation MCMC algorithms

    KAUST Repository

    Liang, Faming

    2010-10-01

    The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400-407]. After five decades of continual development, it has developed into an important area in systems control and optimization, and it has also served as a prototype for the development of adaptive algorithms for on-line estimation and control of stochastic systems. Recently, it has been used in statistics with Markov chain Monte Carlo for solving maximum likelihood estimation problems and for general simulation and optimizations. In this paper, we first show that the trajectory averaging estimator is asymptotically efficient for the stochastic approximation MCMC (SAMCMC) algorithm under mild conditions, and then apply this result to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic approximation MLE algorithm for missing data problems, is also considered in the paper. © Institute of Mathematical Statistics, 2010.

  8. Modelling Cow Behaviour Using Stochastic Automata

    DEFF Research Database (Denmark)

    Jónsson, Ragnar Ingi

    This report covers an initial study on the modelling of cow behaviour using stochastic automata with the aim of detecting lameness. Lameness in cows is a serious problem that needs to be dealt with because it results in less profitable production units and in reduced quality of life...... for the affected livestock. By featuring training data consisting of measurements of cow activity, three different models are obtained, namely an autonomous stochastic automaton, a stochastic automaton with coinciding state and output and an autonomous stochastic automaton with coinciding state and output, all...... of which describe the cows' activity in the two regarded behavioural scenarios, non-lame and lame. Using the experimental measurement data the different behavioural relations for the two regarded behavioural scenarios are assessed. The three models comprise activity within last hour, activity within last...

  9. Stochastic development regression using method of moments

    DEFF Research Database (Denmark)

    Kühnel, Line; Sommer, Stefan Horst

    2017-01-01

    This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

  10. Perturbation theory for continuous stochastic equations

    International Nuclear Information System (INIS)

    Chechetkin, V.R.; Lutovinov, V.S.

    1987-01-01

    The various general perturbational schemes for continuous stochastic equations are considered. These schemes have many analogous features with the iterational solution of Schwinger equation for S-matrix. The following problems are discussed: continuous stochastic evolution equations for probability distribution functionals, evolution equations for equal time correlators, perturbation theory for Gaussian and Poissonian additive noise, perturbation theory for birth and death processes, stochastic properties of systems with multiplicative noise. The general results are illustrated by diffusion-controlled reactions, fluctuations in closed systems with chemical processes, propagation of waves in random media in parabolic equation approximation, and non-equilibrium phase transitions in systems with Poissonian breeding centers. The rate of irreversible reaction X + X → A (Smoluchowski process) is calculated with the use of general theory based on continuous stochastic equations for birth and death processes. The threshold criterion and range of fluctuational region for synergetic phase transition in system with Poissonian breeding centers are also considered. (author)

  11. Singular stochastic differential equations

    CERN Document Server

    Cherny, Alexander S

    2005-01-01

    The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

  12. Stochastic Methods in Biology

    CERN Document Server

    Kallianpur, Gopinath; Hida, Takeyuki

    1987-01-01

    The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis­ cipline with its own repertoire of techniques. The purpose of the Workshop on sto­ chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap­ plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...

  13. Palm Power Free-Piston Stirling Engine Control Electronics

    Science.gov (United States)

    Keiter, Douglas E.; Holliday, Ezekiel

    2007-01-01

    A prototype 35We, JP-8 fueled, soldier-wearable power system for the DARPA Palm Power program has been developed and tested by Sunpower. A hermetically-sealed 42We Sunpower Free-Piston Stirling Engine (FPSE) with integral linear alternator is the prime mover for this system. To maximize system efficiency over a broad range of output power, a non-dissipative, highly efficient electronic control system which modulates engine output power by varying piston stroke and converts the AC output voltage of the FPSE into 28Vdc for the Palm Power end user, has been designed and demonstrated as an integral component of the Palm Power system. This paper reviews the current status and progress made in developing the control electronics for the Palm Power system, in addition to describing the operation and demonstrated performance of the engine controller in the context of the current JP-8 fueled Palm Power system.

  14. New generation of free-piston shock tunnels

    Science.gov (United States)

    Morrison, W. R. B.; Stalker, R. J.; Duffin, J.

    1990-01-01

    Consideration is given to three free-piston driven hypersonic tunnels under construction that will greatly enhance existing test capabilities. The tunnel being built at Caltech will feature energy capabilities about 40 percent higher than those of the world's largest operational free-piston tunnel to date. The second tunnel under construction will allow full-size engine hardware at near-orbital speeds. The third facility is a high-performance expansion tube that will be capable of generating high enthalpy flows at speeds of up to 9 km/sec. It will provide flows with dissociation levels much lower than are attainable with a reflected shock tunnel, approaching actual flight conditions. A table shows the tunnels' characteristics.

  15. Some design features of CO2 swing piston expander

    International Nuclear Information System (INIS)

    Guan Haiqing; Ma Yitai; Li Minxia

    2006-01-01

    CO 2 is a potential substitute for synthesized refrigerants with favorable environmental properties. To improve the coefficient of performance (COP) of CO 2 heat pump systems, a swing piston expander prototype has been developed for replacing the throttling valve based on the thermodynamic analysis of the operating conditions of a CO 2 transcritical cycle. The measures on reducing the loss of friction and leakage are paramount important to improve the efficiency of the expander. The performance of the CO 2 swing expander prototype was actually tested in a CO 2 transcritical cycle water-to-water heat pump test rig, and the test results illustrate that the isentropic efficiency of the prototype can be more than 28% when running steadily and up to a maximum of about 44%. Some operating characteristics of the swing piston expander are presented according to the analysis of the test results

  16. Critical needs for piston engine overhaul centre in Malaysia

    Science.gov (United States)

    Khairuddin, M. H.; Yahya, M. Y.; Johari, M. K.

    2017-12-01

    Piston engine overhaul centre (PEOC) is the branch of aviation Maintenance, Repair and Overhaul (MRO) providers, which plays a pivotal role in maintaining the fleet of business and commercial aircraft in the world. The centre typically offers three main MRO capabilities: airframe, engine and component services. Companies holding a PEOC(s) are all subjected to stringent procedures and conditions regulated and audited by the International Civil Aviation Organization. Currently, piston engine maintenance and repair for Asian countries is conducted only in Singapore. The focus of this study is to establish the needs for a PEOC in Malaysia, which will cater almost all small local aircraft companies such as transport and flying school companies.

  17. Translational velocity oscillations of piston generated vortex rings

    Science.gov (United States)

    Kumar, Manoj; Arakeri, J. H.; Shankar, P. N.

    1995-11-01

    Experimental results are presented that show that the translational velocities of piston generated vortex rings often undergo oscillations, similar to those recently discovered for drop generated rings. An attempt has been made to minimize uncertainties by utilizing both dye and hydrogen bubbles for visualization and carefully repeating measurements on the same ring and on different realizations under the same nominal piston conditions. The results unambiguously show that under most conditions, both for laminar and turbulent rings and for rings generated from pipes and orifices, the oscillations are present. The present results, together with the earlier results on drop generated rings, give support to the view that translational velocity oscillations are probably an inherent feature of translating vortex ring fields.

  18. Experiments on the WavePiston, Wave Energy Converter

    DEFF Research Database (Denmark)

    Angelelli, E.; Zanuttigh, B.; Kofoed, Jens Peter

    2011-01-01

    This paper analyses the performance of a new Wave Energy Converter (WEC) of the Oscillating Water Column type (OWC), named WavePiston. This near-shore floating device is composed of plates (i.e. energy collectors) sliding around a cylinder, that is placed perpendicular to the shore. Tests...... in the wave basin at Aalborg University allowed to investigate power production in the North Sea typical wave climate, with varying design parameters such as plate dimensions and their mutual distance. The power produced per meter by each collector is about the 5% of the available wave power. Experimental...... results and survivability considerations suggest that the WavePiston would be particularly suited for installations in milder seas. An example application is therefore presented in the Mediterranean Sea, off-shore the island of Sicily. In this case, each collector harvests the 10% of the available wave...

  19. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng; Ma, Yanyuan; Liang, Faming; Yuan, Ying

    2011-01-01

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  20. Stochastic Generalized Method of Moments

    KAUST Repository

    Yin, Guosheng

    2011-08-16

    The generalized method of moments (GMM) is a very popular estimation and inference procedure based on moment conditions. When likelihood-based methods are difficult to implement, one can often derive various moment conditions and construct the GMM objective function. However, minimization of the objective function in the GMM may be challenging, especially over a large parameter space. Due to the special structure of the GMM, we propose a new sampling-based algorithm, the stochastic GMM sampler, which replaces the multivariate minimization problem by a series of conditional sampling procedures. We develop the theoretical properties of the proposed iterative Monte Carlo method, and demonstrate its superior performance over other GMM estimation procedures in simulation studies. As an illustration, we apply the stochastic GMM sampler to a Medfly life longevity study. Supplemental materials for the article are available online. © 2011 American Statistical Association.

  1. Structural factoring approach for analyzing stochastic networks

    Science.gov (United States)

    Hayhurst, Kelly J.; Shier, Douglas R.

    1991-01-01

    The problem of finding the distribution of the shortest path length through a stochastic network is investigated. A general algorithm for determining the exact distribution of the shortest path length is developed based on the concept of conditional factoring, in which a directed, stochastic network is decomposed into an equivalent set of smaller, generally less complex subnetworks. Several network constructs are identified and exploited to reduce significantly the computational effort required to solve a network problem relative to complete enumeration. This algorithm can be applied to two important classes of stochastic path problems: determining the critical path distribution for acyclic networks and the exact two-terminal reliability for probabilistic networks. Computational experience with the algorithm was encouraging and allowed the exact solution of networks that have been previously analyzed only by approximation techniques.

  2. Material Characterization and Real-Time Wear Evaluation of Pistons and Cylinder Liners of the Tiger 131 Military Tank

    OpenAIRE

    Saeed, Adil; Khan, Zulfiqar Ahmad; Hadfield, Mark; Davies, S.

    2013-01-01

    Material characterisation and wear evaluation of the original and replacement pistons and cylinder-liners of Tiger 131 is reported. Original piston and cylinder-liner were operative in the Tigers’ engine during WWII. The replacement piston and cylinder-liner were used as substitutes and were obtained after failure in two hours of operation in the actual engine. Material characterisation revealed that the original piston was aluminium silicon hypereutectic alloy whereas the replacement piston ...

  3. Free piston variable-stroke linear-alternator generator

    Science.gov (United States)

    Haaland, Carsten M.

    1998-01-01

    A free-piston variable stroke linear-alternator AC power generator for a combustion engine. An alternator mechanism and oscillator system generates AC current. The oscillation system includes two oscillation devices each having a combustion cylinder and a flying turnbuckle. The flying turnbuckle moves in accordance with the oscillation device. The alternator system is a linear alternator coupled between the two oscillation devices by a slotted connecting rod.

  4. A magnetically driven piston pump for ultra-clean applications

    Science.gov (United States)

    LePort, F.; Neilson, R.; Barbeau, P. S.; Barry, K.; Bartoszek, L.; Counts, I.; Davis, J.; deVoe, R.; Dolinski, M. J.; Gratta, G.; Green, M.; Díez, M. Montero; Müller, A. R.; O'Sullivan, K.; Rivas, A.; Twelker, K.; Aharmim, B.; Auger, M.; Belov, V.; Benitez-Medina, C.; Breidenbach, M.; Burenkov, A.; Cleveland, B.; Conley, R.; Cook, J.; Cook, S.; Craddock, W.; Daniels, T.; Dixit, M.; Dobi, A.; Donato, K.; Fairbank, W.; Farine, J.; Fierlinger, P.; Franco, D.; Giroux, G.; Gornea, R.; Graham, K.; Green, C.; Hägemann, C.; Hall, C.; Hall, K.; Hallman, D.; Hargrove, C.; Herrin, S.; Hughes, M.; Hodgson, J.; Juget, F.; Kaufman, L. J.; Karelin, A.; Ku, J.; Kuchenkov, A.; Kumar, K.; Leonard, D. S.; Lutter, G.; Mackay, D.; MacLellan, R.; Marino, M.; Mong, B.; Morgan, P.; Odian, A.; Piepke, A.; Pocar, A.; Prescott, C. Y.; Pushkin, K.; Rollin, E.; Rowson, P. C.; Schmoll, B.; Sinclair, D.; Skarpaas, K.; Slutsky, S.; Stekhanov, V.; Strickland, V.; Swift, M.; Vuilleumier, J.-L.; Vuilleumier, J.-M.; Wichoski, U.; Wodin, J.; Yang, L.; Yen, Y.-R.

    2011-10-01

    A magnetically driven piston pump for xenon gas recirculation is presented. The pump is designed to satisfy extreme purity and containment requirements, as is appropriate for the recirculation of isotopically enriched xenon through the purification system and large liquid xenon time projection chamber of EXO-200. The pump, using sprung polymer gaskets, is capable of pumping more than 16 standard liters per minute of xenon gas with 750 Torr differential pressure.

  5. Nonstationary heat flow in the piston of the turbocharged engine

    Directory of Open Access Journals (Sweden)

    Piotr GUSTOF

    2010-01-01

    Full Text Available In this study the numeric computations of nonstationary heat flow in form of temperature distribution on characteristic surfaces of the piston of the turbocharged engine at the beginning phase its work was presented. The computations were performed for fragmentary load engine by means of the two-zone combustion model, the boundary conditions of III kind and the finite elements method (FEM by using of COSMOS/M program.

  6. Maximum Work of Free-Piston Stirling Engine Generators

    Science.gov (United States)

    Kojima, Shinji

    2017-04-01

    Using the method of adjoint equations described in Ref. [1], we have calculated the maximum thermal efficiencies that are theoretically attainable by free-piston Stirling and Carnot engine generators by considering the work loss due to friction and Joule heat. The net work done by the Carnot cycle is negative even when the duration of heat addition is optimized to give the maximum amount of heat addition, which is the same situation for the Brayton cycle described in our previous paper. For the Stirling cycle, the net work done is positive, and the thermal efficiency is greater than that of the Otto cycle described in our previous paper by a factor of about 2.7-1.4 for compression ratios of 5-30. The Stirling cycle is much better than the Otto, Brayton, and Carnot cycles. We have found that the optimized piston trajectories of the isothermal, isobaric, and adiabatic processes are the same when the compression ratio and the maximum volume of the same working fluid of the three processes are the same, which has facilitated the present analysis because the optimized piston trajectories of the Carnot and Stirling cycles are the same as those of the Brayton and Otto cycles, respectively.

  7. Development of an accelerating piston implosion-driven launcher

    International Nuclear Information System (INIS)

    Huneault, J; Loiseau, J; Higgins, A J

    2014-01-01

    The ability to soft-launch projectiles to velocities exceeding 10 km/s is of interest for a number of scientific fields, including orbital debris impact testing and equation of state research. Current soft-launch technologies have reached a performance plateau below this operating range. In the implosion-driven launcher (ILD) concept, explosives are used to dynamically compress a light driver gas to significantly higher pressures and temperatures than the propellant of conventional light-gas guns. The propellant of the IDL is compressed through the linear implosion of a pressurized tube. The imploding tube behaves like a piston which travels into the light gas at the explosive detonation velocity, thus forming an increasingly long column of shock-compressed gas which can be used to propel a projectile. The McGill designed IDL has demonstrated the ability to launch a 0.1-g projectile to 9.1 km/s. This work will focus on the implementation of a novel launch cycle in which the explosively driven piston is accelerated in order to gradually increase driver gas compression, thus maintaining a relatively constant projectile driving pressure. The theoretical potential of the concept as well as the experimental development of an accelerating piston driver will be examined.

  8. Aluminium matrix heterophase composites for air compressor pistons

    Directory of Open Access Journals (Sweden)

    M.Dyzia

    2011-04-01

    Full Text Available The article presents the results of surface test of composite shaped in the permanent mould casting process. As part of the research anddevelopment project realized in the Department of Materials Technology at the Silesian University of Technology, a pilot plant scale stand was built to manufacture of more than 50 kg suspensions in a single technological cycle. Made in industrial conditions castings to form in the five inner core mould mounted in GM110 permanent mould casting machine confirmed the possibility of the shaping the composite pistons. Castings made from composite suspension AlSi7Mg/SiC and AlSi7Mg/SiC + Cg according to the technology procedure were classified as correct and devoted to the proper machining forming working surfaces of the piston to the air compressor. Comparative tests were performed for the casting of unreinforced AlSi7Mg alloy and composite castings. To assess the ability to fill the mold cavity and the accuracy of mapping used in contour shape FRT analysis of the distance between the grooves on the surface of the piston skirt. Studies have confirmed the differences in the fluidity of alloy matrix and composites suspensions. The difference in the accuracy of the dimensional mapping mould does not disqualify of composite materials, all castings are classified as correct and used for machining.

  9. Stochastic analytic regularization

    International Nuclear Information System (INIS)

    Alfaro, J.

    1984-07-01

    Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)

  10. Instantaneous stochastic perturbation theory

    International Nuclear Information System (INIS)

    Lüscher, Martin

    2015-01-01

    A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.

  11. Stochastic climate theory

    NARCIS (Netherlands)

    Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.

    2017-01-01

    In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of

  12. On Stochastic Dependence

    Science.gov (United States)

    Meyer, Joerg M.

    2018-01-01

    The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.

  13. Stochastic volatility models and Kelvin waves

    Energy Technology Data Exchange (ETDEWEB)

    Lipton, Alex [Merrill Lynch, Mlfc Main, 2 King Edward Street, London EC1A 1HQ (United Kingdom); Sepp, Artur [Merrill Lynch, 4 World Financial Center, New York, NY 10080 (United States)], E-mail: Alex_Lipton@ml.com, E-mail: Artur_Sepp@ml.com

    2008-08-29

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

  14. Stochastic volatility models and Kelvin waves

    Science.gov (United States)

    Lipton, Alex; Sepp, Artur

    2008-08-01

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

  15. Stochastic volatility models and Kelvin waves

    International Nuclear Information System (INIS)

    Lipton, Alex; Sepp, Artur

    2008-01-01

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics

  16. Filtering and control of stochastic jump hybrid systems

    CERN Document Server

    Yao, Xiuming; Zheng, Wei Xing

    2016-01-01

    This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analy...

  17. Optimal control of stochastic difference Volterra equations an introduction

    CERN Document Server

    Shaikhet, Leonid

    2015-01-01

    This book showcases a subclass of hereditary systems, that is, systems with behaviour depending not only on their current state but also on their past history; it is an introduction to the mathematical theory of optimal control for stochastic difference Volterra equations of neutral type. As such, it will be of much interest to researchers interested in modelling processes in physics, mechanics, automatic regulation, economics and finance, biology, sociology and medicine for all of which such equations are very popular tools. The text deals with problems of optimal control such as meeting given performance criteria, and stabilization, extending them to neutral stochastic difference Volterra equations. In particular, it contrasts the difference analogues of solutions to optimal control and optimal estimation problems for stochastic integral Volterra equations with optimal solutions for corresponding problems in stochastic difference Volterra equations. Optimal Control of Stochastic Difference Volterra Equation...

  18. Stochastic quantization and gravity

    International Nuclear Information System (INIS)

    Rumpf, H.

    1984-01-01

    We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)

  19. An introduction to stochastic processes with applications to biology

    CERN Document Server

    Allen, Linda J S

    2010-01-01

    An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes.New to the Second EditionA new chapter on stochastic differential equations th

  20. A stochastic inventory policy with limited transportation capacity

    NARCIS (Netherlands)

    Dabia, S.; Kiesmüller, G.P.; Dellaert, N.P.

    2007-01-01

    In this paper we consider a stochastic single-item inventory problem. A retailer keeps a single product on stock to satisfy customers stochastic demand. The retailer is replenished periodically from a supplier with ample stock. For the delivery of the product, trucks with finite capacity are

  1. Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

    Energy Technology Data Exchange (ETDEWEB)

    Xiu, Dongbin [Univ. of Utah, Salt Lake City, UT (United States)

    2017-03-03

    The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

  2. Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control

    International Nuclear Information System (INIS)

    Masiero, Federica

    2005-01-01

    Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations

  3. On Some Fractional Stochastic Integrodifferential Equations in Hilbert Space

    Directory of Open Access Journals (Sweden)

    Hamdy M. Ahmed

    2009-01-01

    Full Text Available We study a class of fractional stochastic integrodifferential equations considered in a real Hilbert space. The existence and uniqueness of the Mild solutions of the considered problem is also studied. We also give an application for stochastic integropartial differential equations of fractional order.

  4. The control of a free-piston engine generator. Part 1: Fundamental analyses

    Energy Technology Data Exchange (ETDEWEB)

    Mikalsen, R.; Roskilly, A.P. [Sir Joseph Swan Institute for Energy Research, Newcastle University, Newcastle upon Tyne, NE1 7RU, England (United Kingdom)

    2010-04-15

    Free-piston engines are under investigation by a number of research groups due to potential fuel efficiency and exhaust emissions advantages over conventional technology. The main challenge with such engines is the control of the piston motion, and this has not yet been fully resolved for all types of free-piston engines. This paper discusses the basic features of a single piston free-piston engine generator under development at Newcastle University and investigates engine control issues using a full-cycle simulation model. Control variables and disturbances are identified, and a control strategy is proposed. It is found that the control of the free-piston engine is a challenge, but that the proposed control strategy is feasible. Engine speed control does, however, represent a challenge in the current design. (author)

  5. Stochastic processes, slaves and supersymmetry

    International Nuclear Information System (INIS)

    Drummond, I T; Horgan, R R

    2012-01-01

    We extend the work of Tănase-Nicola and Kurchan on the structure of diffusion processes and the associated supersymmetry algebra by examining the responses of a simple statistical system to external disturbances of various kinds. We consider both the stochastic differential equations (SDEs) for the process and the associated diffusion equation. The influence of the disturbances can be understood by augmenting the original SDE with an equation for slave variables. The evolution of the slave variables describes the behaviour of line elements carried along in the stochastic flow. These line elements, together with the associated surface and volume elements constructed from them, provide the basis of the supersymmetry properties of the theory. For ease of visualization, and in order to emphasize a helpful electromagnetic analogy, we work in three dimensions. The results are all generalizable to higher dimensions and can be specialized to one and two dimensions. The electromagnetic analogy is a useful starting point for calculating asymptotic results at low temperature that can be compared with direct numerical evaluations. We also examine the problems that arise in a direct numerical simulation of the stochastic equation together with the slave equations. We pay special attention to the dependence of the slave variable statistics on temperature. We identify in specific models the critical temperature below which the slave variable distribution ceases to have a variance and consider the effect on estimates of susceptibilities. (paper)

  6. PC analysis of stochastic differential equations driven by Wiener noise

    KAUST Repository

    Le Maitre, Olivier

    2015-03-01

    A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

  7. Stochastic chaos in a Duffing oscillator and its control

    International Nuclear Information System (INIS)

    Wu Cunli; Lei Youming; Fang Tong

    2006-01-01

    Stochastic chaos discussed here means a kind of chaotic responses in a Duffing oscillator with bounded random parameters under harmonic excitations. A system with random parameters is usually called a stochastic system. The modifier 'stochastic' here implies dependent on some random parameter. As the system itself is stochastic, so is the response, even under harmonic excitations alone. In this paper stochastic chaos and its control are verified by the top Lyapunov exponent of the system. A non-feedback control strategy is adopted here by adding an adjustable noisy phase to the harmonic excitation, so that the control can be realized by adjusting the noise level. It is found that by this control strategy stochastic chaos can be tamed down to the small neighborhood of a periodic trajectory or an equilibrium state. In the analysis the stochastic Duffing oscillator is first transformed into an equivalent deterministic nonlinear system by the Gegenbauer polynomial approximation, so that the problem of controlling stochastic chaos can be reduced into the problem of controlling deterministic chaos in the equivalent system. Then the top Lyapunov exponent of the equivalent system is obtained by Wolf's method to examine the chaotic behavior of the response. Numerical simulations show that the random phase control strategy is an effective way to control stochastic chaos

  8. Optimal Control Inventory Stochastic With Production Deteriorating

    Science.gov (United States)

    Affandi, Pardi

    2018-01-01

    In this paper, we are using optimal control approach to determine the optimal rate in production. Most of the inventory production models deal with a single item. First build the mathematical models inventory stochastic, in this model we also assume that the items are in the same store. The mathematical model of the problem inventory can be deterministic and stochastic models. In this research will be discussed how to model the stochastic as well as how to solve the inventory model using optimal control techniques. The main tool in the study problems for the necessary optimality conditions in the form of the Pontryagin maximum principle involves the Hamilton function. So we can have the optimal production rate in a production inventory system where items are subject deterioration.

  9. Extended Analytic Linear Model of Hydraulic Cylinder With Respect Different Piston Areas and Volumes

    OpenAIRE

    Petr KOŇAŘÍK

    2009-01-01

    Standard analytic linear model of hydraulic cylinder usually comes from assumptions of identical action piston areas on both sides of hydraulic cylinder (double piston rod) and suitable operation point, which is usually chosen in the middle of piston. By reason of that volumes inside of cylinder are than same. Moreover for control of that arrangement of hydraulic cylinder, usually controlled by 4/3 servovalve, the same mount of flows comes in and comes out to each of chambers of hydraulic cyl...

  10. Calculation of parameters of radial-piston reducer based on the use of functional semantic networks

    Directory of Open Access Journals (Sweden)

    Pashkevich V.M.

    2016-12-01

    Full Text Available The questions of сalculation of parameters of radial-piston reducer are considered in this article. It is used the approach which is based technologies of functional semantic networks. It is considered possibility applications of functional se-mantic networks for calculation of parameters of radial-piston reducer. Semantic networks to calculate the mass of the radial piston reducer are given.

  11. Environmentally friendly, oil-free free piston engine. Displacement engines in distributed energy systems. Research funding decision. Subproject: Free piston engine. Final report; Ympaeistoeystaevaellinen, oeljytoen vapaamaentaemoottori. Syrjaeytysmoottoriprosessit hajautetussa energiahuollossa. Lineaarimoottori-osaprojekti. Loppuraportti

    Energy Technology Data Exchange (ETDEWEB)

    Larjola, J.; Honkatukia, J.; Sallinen, P.

    2005-07-01

    A free piston engine suitable for small-scale energy production in distributed energy systems was preliminarily designed in this project, including a manufacturing survey as well. The properties of the engine were simulated using a simulation program developed in this project, and the results were utilized in preliminary constructional design. The engine simulation program was developed by combining and modifying the source codes of the simulation and calculation programs obtained from Helsinki University of Technology, Tampere University of Technology, and Lappeenranta University of Technology. Because of the contact-free labyrinth seal used in the piston, the efficiency of the motor is about 5 percentage points lower than the efficiency of a conventional motor with oil-lubricated piston rings. On the other hand, the lack of bearing losses, and the lack of losses associated with a crankshaft system and a gearbox, as well as the lack of lubrication oil expenses, compensates this effect. As a net result, it can be estimated, that the operating expenses of this new motor could be about one percentage point lower than with a conventional motor; that is, the new motor would be slightly better than the conventional one. An oil-free free piston engine is particularly suitable for distributed energy systems using natural gas, biogas, or liquid fuel made from biomass. Because it is completely oil-free, it is very environmentally friendly, and its exhaust gases are completely free of oil residuals which are causing problems in normal gas motors. In principle the oil-free free piston engine could be used also in road vehicles which are provided with an electric power transmission system. This could enable a complete oil-free traffic system, where DME (dimethyl ether) or alcohol produced from domestic biomass would be used as a fuel. The distribution of this kind of a fuel would be easier with the present service station network than the distribution of hydrogen. Because this

  12. A Stochastic Multiobjective Optimization Framework for Wireless Sensor Networks

    Directory of Open Access Journals (Sweden)

    Shibo He

    2010-01-01

    Full Text Available In wireless sensor networks (WSNs, there generally exist many different objective functions to be optimized. In this paper, we propose a stochastic multiobjective optimization approach to solve such kind of problem. We first formulate a general multiobjective optimization problem. We then decompose the optimization formulation through Lagrange dual decomposition and adopt the stochastic quasigradient algorithm to solve the primal-dual problem in a distributed way. We show theoretically that our algorithm converges to the optimal solution of the primal problem by using the knowledge of stochastic programming. Furthermore, the formulation provides a general stochastic multiobjective optimization framework for WSNs. We illustrate how the general framework works by considering an example of the optimal rate allocation problem in multipath WSNs with time-varying channel. Extensive simulation results are given to demonstrate the effectiveness of our algorithm.

  13. 3-D steady state thermomechanical analysis of a piston of a direct injection diesel engine

    International Nuclear Information System (INIS)

    Abid, M.; Bannikov, M.G.; Ali, H.

    2005-01-01

    Piston of internal combustion engine is subjected to the coupled action of the thermal and the mechanical loads. Piston distortion due to temperature nonuniformities has a significant impact on the piston component of the engine friction. In regions of high heat flux, thermal stresses can reach levels that would cause fatigue cracking. Any change of engine design and/or operating conditions resulting in an increased heat flux through the piston may cause engine performance deterioration and even engine failure. This work presents a three-dimensional finite element analysis of a piston of a high power direct injection diesel engine. The goal of such analysis was the prediction of the piston behavior in conditions of the increased brake mean effective pressure and engine speed. Thermal and mechanical loads required for analysis were obtained from the engine cycle simulation. Thermal boundary conditions were determined in the form of the cycle averaged temperature of combustion chamber content and cycle averaged spatially distributed heat transfer coefficients. Mechanical load was represented by the combined gas pressure and inertia forces. Using ANSYS software temperature and stress distributions within the piston body as well as piston deformation were obtained. Analysis was performed for separate as well as combined load. It was shown that contribution of mechanical load is insignificant and can be neglected. Main emphasis is given to scuffing and strength analysis of the piston. Results obtained at various thermal loads are discussed. (author)

  14. Assessment of 25 kW free-piston Stirling technology alternatives for solar applications

    Science.gov (United States)

    Erbeznik, Raymond M.; White, Maurice A.; Penswick, L. B.; Neely, Ronald E.; Ritter, Darren C.; Wallace, David A.

    1992-01-01

    The final design, construction, and testing of a 25-kW free-piston advanced Stirling conversion system (ASCS) are examined. The final design of the free-piston hydraulic ASCS consists of five subsystems: heat transport subsystem (solar receiver and pool boiler), free-piston hydraulic Stirling engine, hydraulic subsystem, cooling subsystem, and electrical and control subsystem. Advantages and disadvantages are identified for each technology alternative. Technology alternatives considered are gas bearings vs flexure bearings, stationary magnet linear alternator vs moving magnetic linear alternator, and seven different control options. Component designs are generated using available in-house procedures to meet the requirements of the free-piston Stirling convertor configurations.

  15. Dynamic response characteristics evaluation of hydrostatic bearing in hydraulic piston pump/motor

    International Nuclear Information System (INIS)

    Ham, Young Bog; Yun, So Nam; Kim, Dong Soo; Choi, Byoung Oh; Kim, Sung Dong

    2001-01-01

    In swash plate type axial piston hydraulic pump and motor, the piston shoe is periodically pressurized with square function shape by supply pressure load as rotation of cylinder barrel. Therefore the recess pressure ono bottom part of piston shoe is suddenly increase through orifice in the piston shoe. In this study, we simulated that the frequency response of the recess pressure against with change of supply pressure with analysis tool. Also, we evaluate the dynamic response characteristics of overbalanced hydrostatic bearing with change of the orifice diameter

  16. Wear Performance of Bionic Dimpled-Shape Pistons of Mud Pump

    Directory of Open Access Journals (Sweden)

    Xuejing Cheng

    2017-01-01

    Full Text Available The piston is one of the parts that most easily become worn out and experience failure in mud pumps for well drilling. By imitating the body surface morphology of the dung beetle, this paper proposed a new type (BW-160 of mud pump piston that had a dimpled shape in the regular layout on the piston leather cup surface and carried out a performance test on the self-built test rig. Firstly, the influence of different dimple diameters on the service life of the piston was analyzed. Secondly, the analysis of the influence of the dimple central included angle on the service life of the piston under the same dimple area density was obtained. Thirdly, the wear of the new type of piston under the same wear time was analyzed. The experimental results indicated that the service life of the piston with dimples on the surface was longer than that of L-Standard pistons, and the maximum increase in the value of service life was 92.06%. Finally, the Workbench module of the software ANSYS was used to discuss the wear-resisting mechanism of the new type of piston.

  17. Unsteady response of flow system around balance piston in a rocket pump

    Science.gov (United States)

    Kawasaki, S.; Shimura, T.; Uchiumi, M.; Hayashi, M.; Matsui, J.

    2013-03-01

    In the rocket engine turbopump, a self-balancing type of axial thrust balancing system using a balance piston is often applied. In this study, the balancing system in liquid-hydrogen (LH2) rocket pump was modeled combining the mechanical structure and the flow system, and the unsteady response of the balance piston was investigated. The axial vibration characteristics of the balance piston with a large amplitude were determined, sweeping the frequency of the pressure fluctuation on the inlet of the balance piston. This vibration was significantly affected by the compressibility of LH2.

  18. Analysis and dynamical modeling of a piston valve for a wave energy converter

    OpenAIRE

    Cruz Gispert, Albert

    2014-01-01

    The Ocean Grazer, a novel wave energy converter, has been proposed by the University of Groningen. The system can collect and store multiple forms of ocean energy, with a pistontype hydraulic pump as its core technology. In this work, the dynamical behavior of a piston valve for use in the piston pump system is studied. In order to gain insight into the dynamical behavior of the piston-type hydraulic pump, a simulation model is developed to describe the movement of the piston v...

  19. Coupled hydrodynamic-structure analysis of piston motion in reciprocating compressors

    International Nuclear Information System (INIS)

    Moon, Seung Ju; Cho, Jin Rae; Ryu, Sung Hyon

    2003-01-01

    The piston slap phenomenon is one of the major noise source of reciprocating compressors used in household electric appliances. In response to public demand, strict regulations are increasingly being imposed on the allowable noise level which is caused mostly by household electric appliances. In this paper, the dynamic behavior of suction and discharge valves are analytically calculated and the lubricant behavior between piston and cylinder are investigated using two-dimensional Reynolds equation. And the piston slap caused by the piston secondary motion is investigated by the finite element method

  20. The highlighting of an internal combustion engine piston ring radial oscillations

    Directory of Open Access Journals (Sweden)

    Djallel ZEBBAR

    2016-06-01

    Full Text Available This paper deals with the definition of the lube-oil film thickness in the piston ring cylinder liner junction of an internal combustion engine. At first, a mathematical model for the estimation of the film thickness is established. It is used to point out the oscillating motion of the piston ring normal to the cylinder wall. For the first time, has been highlighted and analytically evaluated the oscillating behavior of the piston ring in its housing in the radial direction. Furthermore, it is demonstrated that the radial oscillations frequency is a function of piston ring stiffness, material and geometry.

  1. Advantages and disadvantages of composite pistons for small power combustion engines

    Directory of Open Access Journals (Sweden)

    Andrzej POSMYK

    2007-01-01

    Full Text Available The results of technological and metallographic investigations of small dimensions, low power combustion engines piston has been presented. Semi-finished pistons has been produced by gravitations casting of composite material with EN-AC-47000 alloy matrix +15% Al2O3P and EN-AW-6061 alloy matrix +22% Al2O3P. Some small casting defects have been detected during the cutting process of piston made of composite material with EN-AC-47000 alloy matrix +15% Al2O3P. These defects were sources of micro perforations. In the piston made of EN-AW-6061 alloy matrix has been any defects detected.

  2. A calculation and uncertainty evaluation method for the effective area of a piston rod used in quasi-static pressure calibration

    Science.gov (United States)

    Gu, Tingwei; Kong, Deren; Shang, Fei; Chen, Jing

    2018-04-01

    This paper describes the merits and demerits of different sensors for measuring propellant gas pressure, the applicable range of the frequently used dynamic pressure calibration methods, and the working principle of absolute quasi-static pressure calibration based on the drop-weight device. The main factors affecting the accuracy of pressure calibration are analyzed from two aspects of the force sensor and the piston area. To calculate the effective area of the piston rod and evaluate the uncertainty between the force sensor and the corresponding peak pressure in the absolute quasi-static pressure calibration process, a method for solving these problems based on the least squares principle is proposed. According to the relevant quasi-static pressure calibration experimental data, the least squares fitting model between the peak force and the peak pressure, and the effective area of the piston rod and its measurement uncertainty, are obtained. The fitting model is tested by an additional group of experiments, and the peak pressure obtained by the existing high-precision comparison calibration method is taken as the reference value. The test results show that the peak pressure obtained by the least squares fitting model is closer to the reference value than the one directly calculated by the cross-sectional area of the piston rod. When the peak pressure is higher than 150 MPa, the percentage difference is less than 0.71%, which can meet the requirements of practical application.

  3. Stochastic control theory dynamic programming principle

    CERN Document Server

    Nisio, Makiko

    2015-01-01

    This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-ma...

  4. Free-piston Stirling technology for space power

    International Nuclear Information System (INIS)

    Slaby, J.G.

    1994-01-01

    An overview is presented of the NASA Lewis Research Center free-piston Stirling engine activities directed toward space power. This work is being carried out under NASA's new Civil Space Technology Initiative (CSTI). The overall goal of CSTI's High Capacity Power element is to develop the technology base needed to meet the long duration, high capacity power requirements for future NASA space missions. The Stirling cycle offers an attractive power conversion concept for space power needs. Discussed in this paper is the completion of the Space Power Demonstrator Engine (SPDE) testing - culminating in the generation of 25 kW of engine power from a dynamically-balanced opposed-piston Stirling engine at a temperature ratio of 2.0. Engine efficiency was approximately 22 percent. The SPDE recently has been divided into two separate single-cylinder engines, called Space Power Research Engines (SPRE), that now serve as test beds for the evaluation of key technology disciplines. These disciplines include hydrodynamic gas bearings, high-efficiency linear alternators, space qualified heat pipe heat exchangers, oscillating flow code validation, and engine loss understanding. The success of the SPDE at 650 K has resulted in a more ambitious Stirling endeavor - the design, fabrication, test and evaluation of a designed-for-space 25 kW per cylinder Stirling Space Engine (SSE). The SSE will operate at a hot metal temperature of 1050 K using superalloy materials. This design is a low temperature confirmation of the 1300 K design. It is the 1300 K free-piston Stirling power conversion system that is the ultimate goal; to be used in conjunction with the SP-100 reactor. The approach to this goal is in three temperature steps. However, this paper concentrates on the first two phases of this program - the 650 K SPDE and the 1050 K SSE

  5. β Style Free-Piston Stirling Engine Control System Research

    Directory of Open Access Journals (Sweden)

    Xu Jian

    2016-01-01

    Full Text Available For the Free-Piston Stirling Engines (FPSE control system, a three -phase bridge circuit is reused as the system output about rectifier and start inverter. When FPSE system is in the power stage, the double closed loop control strategy and optimization algorithm of PI control parameters is adopted to ensure the highest system transmission efficiency under the requirements of the system output power and guarantee the stability of the running system. The simulation results prove the effectiveness of the above research content.

  6. An introductory model of a one-piston engine

    International Nuclear Information System (INIS)

    GlarIa, Jaime; Wendler, Thomas; Goodwin, Graham

    2005-01-01

    Reciprocating internal combustion engine models have the antithetical goals of accurately describing complex nonlinear behaviour and being simple enough for such purposes as automatic control and online diagnosis. A one-piston four-stroke engine is modelled here by recursively stating simple physical equations. To do that, the domestic ideas of domination and dependence are called as methodological tools for modelling, since they hand out necessary and sufficient equations with few manoeuvres, allocate simulations with the same characteristic and, hopefully, provide a fine way to understanding. The resulting model reveals both steady cycles and transient behaviour

  7. Piston cylinder cell for high pressure ultrasonic pulse echo measurements

    Energy Technology Data Exchange (ETDEWEB)

    Kepa, M. W., E-mail: mkepa@staffmail.ed.ac.uk; Huxley, A. D. [SUPA, Centre for Science at Extreme Conditions and School of Physics and Astronomy, University of Edinburgh, Edinburgh EH9 3JZ (United Kingdom); Ridley, C. J.; Kamenev, K. V. [Centre for Science at Extreme Conditions and School of Engineering, University of Edinburgh, Edinburgh EH9 3FD (United Kingdom)

    2016-08-15

    Ultrasonic techniques such as pulse echo, vibrating reed, or resonant ultrasound spectroscopy are powerful probes not only for studying elasticity but also for investigating electronic and magnetic properties. Here, we report on the design of a high pressure ultrasonic pulse echo apparatus, based on a piston cylinder cell, with a simplified electronic setup that operates with a single coaxial cable and requires sample lengths of mm only. The design allows simultaneous measurements of ultrasonic velocities and attenuation coefficients up to a pressure of 1.5 GPa. We illustrate the performance of the cell by probing the phase diagram of a single crystal of the ferromagnetic superconductor UGe{sub 2}.

  8. A liquid helium piston pump with a superconducting drive

    International Nuclear Information System (INIS)

    Schmidt, C.

    1984-01-01

    This chapter describes a bellows pump where the driving force is achieved by an arrangement of three superconducting coils. The pump was designed for use in the supercritical helium flow circuit of the LCT-conductor test facility. The main advantage of the superconducting drive, compared to conventional pumps with external drive, is the compact design. Force transferring parts between 4.2 K and room temperature are not necessary. The pump was tested in a closed loop arrangement. The superconducting drive for a piston pump consists of a moving coil in a constant background field. Other coil configurations and the upscaling of the pump design are discussed

  9. Free-Piston Stirling Machine for Extreme Temperatures

    Science.gov (United States)

    Wood, James Gary (Inventor)

    2013-01-01

    A free piston Stirling machine including a thermal buffer tube extending from the machine's expansion space and surrounded by its heat rejector and its regenerator, a displacer cylinder extending from the thermal buffer tube to the compression space and surrounded by the heat rejecting heat exchanger, and a displacer that reciprocates within an excursion limit that extends into the regenerator by no more than 20% of the length of the regenerator during normal operation and preferably within excursion limits that are substantially the length of the heat rejector.

  10. Cast Hybrid Composites Designated for Air Compressor Pistons

    Directory of Open Access Journals (Sweden)

    Dolata A. J.

    2016-06-01

    Full Text Available The main purpose of the investigations was to develop the phase composition of the composite assuming that the component selection criterion will be the formability of piston work surfaces during the machining. Wear resistance under the friction conditions was assumed as the additional parameter for the assessment of composite material. In the study were used AlSi7Mg/SiC+Cg and AlSi7Mg/SiC+GR hybrid composites prepared by the stir casting method.

  11. On the adaptivity gap of stochastic orienteering

    NARCIS (Netherlands)

    Bansal, N.; Nagarajan, V.

    2013-01-01

    The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are independent across vertices. The goal is to obtain a

  12. On the Adaptivity Gap of Stochastic Orienteering

    NARCIS (Netherlands)

    N. Bansal (Nikhil); V. Nagarajan

    2013-01-01

    htmlabstractThe input to the stochastic orienteering problem consists of a budget B and metric (V,d) where each vertex v has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are independent across vertices. The goal is to obtain a

  13. On the adaptivity gap of stochastic orienteering

    NARCIS (Netherlands)

    Bansal, N.; Nagarajan, V.; Lee, J.; Vygen, J.

    2014-01-01

    The input to the stochastic orienteering problem [14] consists of a budget B and metric (V,d) where each vertex v¿¿¿V has a job with a deterministic reward and a random processing time (drawn from a known distribution). The processing times are independent across vertices. The goal is to obtain a

  14. On the adaptivity gap of stochastic orienteering

    NARCIS (Netherlands)

    Bansal, N.; Nagarajan, V.

    2015-01-01

    The input to the stochastic orienteering problem (Gupta et al. in SODA, pp 1522–1538,  2012) consists of a budget B and metric (V, d) where each vertex(Formula presented.) has a job with a deterministic reward and a random processing time (drawn from a known distribution). The processing times are

  15. Stochastic integer programming by dynamic programming

    NARCIS (Netherlands)

    Lageweg, B.J.; Lenstra, J.K.; Rinnooy Kan, A.H.G.; Stougie, L.; Ermoliev, Yu.; Wets, R.J.B.

    1988-01-01

    Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions. Dynamic programming techniques can be used to

  16. Applications of stochastic geometry in image analysis

    NARCIS (Netherlands)

    Lieshout, van M.N.M.; Kendall, W.S.; Molchanov, I.S.

    2009-01-01

    A discussion is given of various stochastic geometry models (random fields, sequential object processes, polygonal field models) which can be used in intermediate and high-level image analysis. Two examples are presented of actual image analysis problems (motion tracking in video,

  17. Ep for efficient stochastic control with obstacles

    NARCIS (Netherlands)

    Mensink, T.; Verbeek, J.; Kappen, H.J.

    2010-01-01

    Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional approach using dynamic programming in combination with function approximation tends to fail. We consider a recently

  18. On benchmarking Stochastic Global Optimization Algorithms

    NARCIS (Netherlands)

    Hendrix, E.M.T.; Lancinskas, A.

    2015-01-01

    A multitude of heuristic stochastic optimization algorithms have been described in literature to obtain good solutions of the box-constrained global optimization problem often with a limit on the number of used function evaluations. In the larger question of which algorithms behave well on which

  19. Stochastic Cooperative Games in Insurance and Reinsurance

    NARCIS (Netherlands)

    Suijs, J.P.M.; De Waegenaere, A.M.B.; Borm, P.E.M.

    1996-01-01

    This paper shows how problems in `non life'-insurance and `non life'-reinsurance can be modelled simultaneously as cooperative games with stochastic payoffs.Pareto optimal allocations of the risks faced by the insurers and the insureds are determined.It is shown that the core of the corresponding

  20. Output characteristics of a series three-port axial piston pump

    Science.gov (United States)

    Zhang, Xiaogang; Quan, Long; Yang, Yang; Wang, Chengbin; Yao, Liwei

    2012-05-01

    Driving a hydraulic cylinder directly by a closed-loop hydraulic pump is currently a key research area in the field of electro-hydraulic control technology, and it is the most direct means to improve the energy efficiency of an electro-hydraulic control system. So far, this technology has been well applied to the pump-controlled symmetric hydraulic cylinder. However, for the differential cylinder that is widely used in hydraulic technology, satisfactory results have not yet been achieved, due to the asymmetric flow constraint. Therefore, based on the principle of the asymmetric valve controlled asymmetric cylinder in valve controlled cylinder technology, an innovative idea for an asymmetric pump controlled asymmetric cylinder is put forward to address this problem. The scheme proposes to transform the oil suction window of the existing axial piston pump into two series windows. When in use, one window is connected to the rod chamber of the hydraulic cylinder and the other is linked with a low-pressure oil tank. This allows the differential cylinders to be directly controlled by changing the displacement or rotation speed of the pumps. Compared with the loop principle of offsetting the area difference of the differential cylinder through hydraulic valve using existing technology, this method may simplify the circuits and increase the energy efficiency of the system. With the software SimulationX, a hydraulic pump simulation model is set up, which examines the movement characteristics of an individual piston and the compressibility of oil, as well as the flow distribution area as it changes with the rotation angle. The pump structure parameters, especially the size of the unloading groove of the valve plate, are determined through digital simulation. All of the components of the series arranged three distribution-window axial piston pump are designed, based on the simulation analysis of the flow pulse characteristics of the pump, and then the prototype pump is made

  1. Stochastic processes inference theory

    CERN Document Server

    Rao, Malempati M

    2014-01-01

    This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

  2. Introduction to stochastic calculus

    CERN Document Server

    Karandikar, Rajeeva L

    2018-01-01

    This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...

  3. Stochastic coalgebraic logic

    CERN Document Server

    Doberkat, Ernst-Erich

    2009-01-01

    Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.

  4. Adaptive Asymptotical Synchronization for Stochastic Complex Networks with Time-Delay and Markovian Switching

    Directory of Open Access Journals (Sweden)

    Xueling Jiang

    2014-01-01

    Full Text Available The problem of adaptive asymptotical synchronization is discussed for the stochastic complex dynamical networks with time-delay and Markovian switching. By applying the stochastic analysis approach and the M-matrix method for stochastic complex networks, several sufficient conditions to ensure adaptive asymptotical synchronization for stochastic complex networks are derived. Through the adaptive feedback control techniques, some suitable parameters update laws are obtained. Simulation result is provided to substantiate the effectiveness and characteristics of the proposed approach.

  5. Development of velocity interferometer and its application to piston motion measurement in a compression tube of freepiston shock tube; Sokudo kanshokei no kaihatsu to sono jiyu piston shogekihakan no asshuku kannai no piston undo no keisoku eno oyo ni kansuru kenkyu

    Energy Technology Data Exchange (ETDEWEB)

    Koremoto, K.; Hashimoto, T. [Tohoku University, Sendai (Japan); Takayama, K. [Tohoku University, Sendai (Japan). Inst. of Fluid Science; Ito, K [National Aerospace Laboratory, Tokyo (Japan)

    1999-10-25

    A free piston shock tunnel has been intensively used as a hypersonic flow ground test facility and its characteristics depend sensitively upon the piston motion in its compression tube. The continuous measurement of the piston motion in its compression tube was studied in an analogue facility in which a piston motion in a 50mm dia. and 2000mm long compression tube was measured continuously and accurately from its start to the collision with bumper section. To achieve it a velocity interferometer was developed particularly to measure the piston speed in it. Then piston motions were successfully measured and result agreed very well with numerical result. (author)

  6. Approximating Preemptive Stochastic Scheduling

    OpenAIRE

    Megow Nicole; Vredeveld Tjark

    2009-01-01

    We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...

  7. BRST stochastic quantization

    International Nuclear Information System (INIS)

    Hueffel, H.

    1990-01-01

    After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)

  8. Maximum principle for a stochastic delayed system involving terminal state constraints.

    Science.gov (United States)

    Wen, Jiaqiang; Shi, Yufeng

    2017-01-01

    We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

  9. Stochastic Galerkin methods for the steady-state Navier–Stokes equations

    Energy Technology Data Exchange (ETDEWEB)

    Sousedík, Bedřich, E-mail: sousedik@umbc.edu [Department of Mathematics and Statistics, University of Maryland, Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250 (United States); Elman, Howard C., E-mail: elman@cs.umd.edu [Department of Computer Science and Institute for Advanced Computer Studies, University of Maryland, College Park, MD 20742 (United States)

    2016-07-01

    We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmark problems.

  10. AESS: Accelerated Exact Stochastic Simulation

    Science.gov (United States)

    Jenkins, David D.; Peterson, Gregory D.

    2011-12-01

    The Stochastic Simulation Algorithm (SSA) developed by Gillespie provides a powerful mechanism for exploring the behavior of chemical systems with small species populations or with important noise contributions. Gene circuit simulations for systems biology commonly employ the SSA method, as do ecological applications. This algorithm tends to be computationally expensive, so researchers seek an efficient implementation of SSA. In this program package, the Accelerated Exact Stochastic Simulation Algorithm (AESS) contains optimized implementations of Gillespie's SSA that improve the performance of individual simulation runs or ensembles of simulations used for sweeping parameters or to provide statistically significant results. Program summaryProgram title: AESS Catalogue identifier: AEJW_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJW_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: University of Tennessee copyright agreement No. of lines in distributed program, including test data, etc.: 10 861 No. of bytes in distributed program, including test data, etc.: 394 631 Distribution format: tar.gz Programming language: C for processors, CUDA for NVIDIA GPUs Computer: Developed and tested on various x86 computers and NVIDIA C1060 Tesla and GTX 480 Fermi GPUs. The system targets x86 workstations, optionally with multicore processors or NVIDIA GPUs as accelerators. Operating system: Tested under Ubuntu Linux OS and CentOS 5.5 Linux OS Classification: 3, 16.12 Nature of problem: Simulation of chemical systems, particularly with low species populations, can be accurately performed using Gillespie's method of stochastic simulation. Numerous variations on the original stochastic simulation algorithm have been developed, including approaches that produce results with statistics that exactly match the chemical master equation (CME) as well as other approaches that approximate the CME. Solution

  11. A complementarity model for solving stochastic natural gas market equilibria

    International Nuclear Information System (INIS)

    Zhuang Jifang; Gabriel, Steven A.

    2008-01-01

    This paper presents a stochastic equilibrium model for deregulated natural gas markets. Each market participant (pipeline operators, producers, etc.) solves a stochastic optimization problem whose optimality conditions, when combined with market-clearing conditions give rise to a certain mixed complementarity problem (MiCP). The stochastic aspects are depicted by a recourse problem for each player in which the first-stage decisions relate to long-term contracts and the second-stage decisions relate to spot market activities for three seasons. Besides showing that such a market model is an instance of a MiCP, we provide theoretical results concerning long-term and spot market prices and solve the resulting MiCP for a small yet representative market. We also note an interesting observation for the value of the stochastic solution for non-optimization problems

  12. Verification and Planning for Stochastic Processes with Asynchronous Events

    National Research Council Canada - National Science Library

    Younes, Hakan L

    2005-01-01

    .... The most common assumption is that of history-independence: the Markov assumption. In this thesis, the author considers the problems of verification and planning for stochastic processes with asynchronous events, without relying on the Markov assumption...

  13. The Forward-Reverse Algorithm for Stochastic Reaction Networks

    KAUST Repository

    Bayer, Christian; Moraes, Alvaro; Tempone, Raul; Vilanova, Pedro

    2015-01-01

    In this work, we present an extension of the forward-reverse algorithm by Bayer and Schoenmakers [2] to the context of stochastic reaction networks (SRNs). We then apply this bridge-generation technique to the statistical inference problem

  14. A complementarity model for solving stochastic natural gas market equilibria

    International Nuclear Information System (INIS)

    Jifang Zhuang; Gabriel, S.A.

    2008-01-01

    This paper presents a stochastic equilibrium model for deregulated natural gas markets. Each market participant (pipeline operators, producers, etc.) solves a stochastic optimization problem whose optimality conditions, when combined with market-clearing conditions give rise to a certain mixed complementarity problem (MiCP). The stochastic aspects are depicted by a recourse problem for each player in which the first-stage decisions relate to long-term contracts and the second-stage decisions relate to spot market activities for three seasons. Besides showing that such a market model is an instance of a MiCP, we provide theoretical results concerning long-term and spot market prices and solve the resulting MiCP for a small yet representative market. We also note an interesting observation for the value of the stochastic solution for non-optimization problems. (author)

  15. Robustness of Populations in Stochastic Environments

    DEFF Research Database (Denmark)

    Gießen, Christian; Kötzing, Timo

    2016-01-01

    We consider stochastic versions of OneMax and LeadingOnes and analyze the performance of evolutionary algorithms with and without populations on these problems. It is known that the (1+1) EA on OneMax performs well in the presence of very small noise, but poorly for higher noise levels. We extend...... the abilities of the (1+1) EA. Larger population sizes are even more beneficial; we consider both parent and offspring populations. In this sense, populations are robust in these stochastic settings....

  16. Thin and heavy tails in stochastic programming

    Czech Academy of Sciences Publication Activity Database

    Kaňková, Vlasta; Houda, Michal

    2015-01-01

    Roč. 51, č. 3 (2015), s. 433-456 ISSN 0023-5954 R&D Projects: GA ČR GA13-14445S Institutional support: RVO:67985556 Keywords : stochastic programming problems * stability * Wasserstein metric * L1 norm * Lipschitz property * empirical estimates * convergence rate * linear and nonlinear dependence * probability and risk constraints * stochastic dominance Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.628, year: 2015 http://library.utia.cas.cz/separaty/2015/E/kankova-0447994.pdf

  17. Communication nets stochastic message flow and delay

    CERN Document Server

    Kleinrock, Leonard

    2007-01-01

    Considerable research has been devoted to the formulation and solution of problems involving flow within connected networks. Independent of these surveys, an extensive body of knowledge has accumulated on the subject of queues, particularly in regard to stochastic flow through single-node servicing facilities. This text combines studies of connected networks with those of stochastic flow, providing a basis for understanding the general behavior and operation of communication networks in realistic situations.Author Leonard Kleinrock of the Computer Science Department at UCLA created the basic p

  18. Stochastics introduction to probability and statistics

    CERN Document Server

    Georgii, Hans-Otto

    2012-01-01

    This second revised and extended edition presents the fundamental ideas and results of both, probability theory and statistics, and comprises the material of a one-year course. It is addressed to students with an interest in the mathematical side of stochastics. Stochastic concepts, models and methods are motivated by examples and developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems offer applications and supplements to the text.

  19. Stochastic 2-D Navier-Stokes Equation

    International Nuclear Information System (INIS)

    Menaldi, J.L.; Sritharan, S.S.

    2002-01-01

    In this paper we prove the existence and uniqueness of strong solutions for the stochastic Navier-Stokes equation in bounded and unbounded domains. These solutions are stochastic analogs of the classical Lions-Prodi solutions to the deterministic Navier-Stokes equation. Local monotonicity of the nonlinearity is exploited to obtain the solutions in a given probability space and this significantly improves the earlier techniques for obtaining strong solutions, which depended on pathwise solutions to the Navier-Stokes martingale problem where the probability space is also obtained as a part of the solution

  20. Dynamic and stochastic multi-project planning

    CERN Document Server

    Melchiors, Philipp

    2015-01-01

    This book deals with dynamic and stochastic methods for multi-project planning. Based on the idea of using queueing networks for the analysis of dynamic-stochastic multi-project environments this book addresses two problems: detailed scheduling of project activities, and integrated order acceptance and capacity planning. In an extensive simulation study, the book thoroughly investigates existing scheduling policies. To obtain optimal and near optimal scheduling policies new models and algorithms are proposed based on the theory of Markov decision processes and Approximate Dynamic programming.

  1. A heterogeneous stochastic FEM framework for elliptic PDEs

    International Nuclear Information System (INIS)

    Hou, Thomas Y.; Liu, Pengfei

    2015-01-01

    We introduce a new concept of sparsity for the stochastic elliptic operator −div(a(x,ω)∇(⋅)), which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially heterogeneous stochastic structure. This new concept of sparsity motivates a heterogeneous stochastic finite element method (HSFEM) framework for linear elliptic equations, which discretizes the equations using the heterogeneous coupling of spatial basis with local stochastic basis to exploit the local stochastic structure of the solution space. We also provide a sampling method to construct the local stochastic basis for this framework using the randomized range finding techniques. The resulting HSFEM involves two stages and suits the multi-query setting: in the offline stage, the local stochastic structure of the solution space is identified; in the online stage, the equation can be efficiently solved for multiple forcing functions. An online error estimation and correction procedure through Monte Carlo sampling is given. Numerical results for several problems with high dimensional stochastic input are presented to demonstrate the efficiency of the HSFEM in the online stage

  2. Piston Aviation Fuel Initiative (PAFI) – A Review

    Science.gov (United States)

    Thanikasalam, K.; Rahmat, M.; Fahmi, A. G. Mohammad; Zulkifli, A. M.; Shawal, N. Noor; Ilanchelvi, K.; Ananth, M.; Elayarasan, R.

    2018-05-01

    Aviation gasoline (Avgas) has remained unchanged for seventy years and the existing fleet of piston aircraft was designed to be compatible with its chemical and physical properties to achieve superior levels of safety. Tetra-ethyl lead (TEL) is an octane-enhancing metal additive used in aviation gasoline to prevent knocking. Studies have shown that lead causes brain damage in children reducing their IQ and cardiovascular difficulties and kidney failure in adults. Friends of the Earth (FOE) petitioned the Environmental Protection Agency (EPA) in 2006 to make a finding that lead emissions from general aviation (GA) aircraft cause to public health endangerment or carry out studies and issue a report on its findings. PAFI was set up by Federal Aviation Administration (FAA) to find most suitable unleaded replacements for Avgas to recognize best unleaded fuel that have the capacity to in fact satisfy the requirements of the present aircraft fleet while additionally considering the creation, dispersion, cost, availability, environmental impacts. This study will technically review PAFI and broaden the limited knowledge on piston aviation fuels in Malaysia by giving a comprehensive analysis and possible gap in reciprocation aviation engine market in Malaysia.

  3. Application of the free piston concept to Vuilleumier heat pumps

    Energy Technology Data Exchange (ETDEWEB)

    Ruether, J.; Kuehl, H.D.; Schulz, S. [Dortmund Univ. (Germany). Inst. fuer Thermodynamik

    2000-07-01

    In this contribution the 64 different possible set-ups of the oscillation system for the two displacers of a {beta}-type free piston Vuilleumier heat pump are discussed. Many of these alternatives can be disregarded as they are unable to oscillate in a self-sustaining mode. To decide about this ability the differential equations describing the system dynamics are derived. For simplicity reasons damping is neglected. Furthermore some practical aspects and the starting behaviour of the machine are taken into account. Based on this analysis the best configuration was chosen to be realised as a modification of the FPV2 free piston Vuilleumier heat pump. The new design is described and first experimental results of the modified version are presented. (orig.) [German] Ausgehend von der Gesamtheit aller moeglichen Schwingungssysteme fuer das Kolbensystem einer Freikolben-Vuilleumier-Waermepumpe wird der Weg zu einem fuer den Einsatz in der Heizungstechnik geeigneten Konzept beschrieben. Wesentliches Kriterium ist dabei die Faehigkeit zur selbsterregten Schwingung, die anhand der die Kinematik des Systems beschreibenden Differentialgleichungen beurteilt wird. Dabei kann der Einfluss der Daempfung unberuecksichtigt bleiben. Praktische Ueberlegungen und insbesondere das Startverhalten der entsprechenden Konfigurationen werden ebenfalls beruecksichtigt. Das auf Grundlage der obigen Kriterien ausgewaehlte Kolbensystem wird durch Modifikation der FPV2 Freikolben-Vuilleumier-Waermepumpe realisiert. Entsprechende Umbauarbeiten sowie erste Betriebserfahrungen und Messdaten werden vorgestellt. (orig.)

  4. New 5 Kilowatt Free-piston Stirling Space Convertor Developments

    Science.gov (United States)

    Brandhorst, Henry W., Jr.; Chapman, Peter A., Jr.

    2007-01-01

    The NASA Vision for Exploration of the moon may someday require a nuclear reactor coupled with a free-piston Stirling convertor at a power level of 30-40 kW. In the 1990s, Mechanical Technology Inc. s Stirling Engine Systems Division (some of whose Stirling personnel are now at Foster-Miller, Inc.) developed a 25 kW free piston Stirling Space Power Demonstrator Engine under the SP-100 program. This system consisted of two 12.5 kW engines connected at their hot ends and mounted in tandem to cancel vibration. Recently, NASA and DoE have been developing dual 55 W and 80 W Stirling convertor systems for potential use with radioisotope heat sources. Total test times of all convertors in this effort exceed 120,000 hours. Recently, NASA began a new project with Auburn University to develop a 5 kW, single convertor for potential use in a lunar surface reactor power system. Goals of this development program include a specific power in excess of 140 W/kg at the convertor level, lifetime in excess of five years and a control system that will safely manage the convertors in case of an emergency. Auburn University awarded a subcontract to Foster-Miller, Inc. to undertake development of the 5 kW Stirling Convertor Assembly. The characteristics of the design along with progress in developing the system will be described.

  5. A free-piston Stirling cryocooler using metal diaphragms

    Science.gov (United States)

    Caughley, Alan; Sellier, Mathieu; Gschwendtner, Michael; Tucker, Alan

    2016-12-01

    A novel concept for a free-piston Stirling cryocooler has been proposed. The concept uses a pair of metal diaphragms to seal and suspend the displacer of a free-piston Stirling cryocooler. The diaphragms allow the displacer to move without rubbing or moving seals, potentially resulting in a long-life mechanism. When coupled to a metal diaphragm pressure wave generator, the system produces a complete Stirling cryocooler with no rubbing parts in the working gas space. Initial modelling of this concept using the Sage modelling tool indicates the potential for a useful cryocooler. A proof-of-concept prototype was constructed and achieved cryogenic temperatures. A second prototype was designed and constructed using the experience gained from the first. The prototype produced 29 W of cooling at 77 K and reached a no-load temperature of 56 K. Sage predicted the macroscopic behaviour of the prototype well but did not provide sufficient insights to improve performance significantly. This paper presents details of the development, modelling and testing of the proof-of-concept prototype and a second, improved prototype.

  6. Advanced Controller Developed for the Free-Piston Stirling Convertor

    Science.gov (United States)

    Gerber, Scott S.

    2005-01-01

    A free-piston Stirling power convertor is being considered as an advanced power-conversion technology for future NASA deep-space missions requiring long-life radioisotope power systems. The NASA Glenn Research Center has identified key areas where advanced technologies can enhance the capability of Stirling energy-conversion systems. One of these is power electronic controls. Current power-conversion technology for Glenn-tested Stirling systems consists of an engine-driven linear alternator generating an alternating-current voltage controlled by a tuning-capacitor-based alternating-current peak voltage load controller. The tuning capacitor keeps the internal alternator electromotive force (EMF) in phase with its respective current (i.e., passive power factor correction). The alternator EMF is related to the piston velocity, which must be kept in phase with the alternator current in order to achieve stable operation. This tuning capacitor, which adds volume and mass to the overall Stirling convertor, can be eliminated if the controller can actively drive the magnitude and phase of the alternator current.

  7. Free-piston Stirling technology for space power

    Science.gov (United States)

    Slaby, Jack G.

    1989-01-01

    An overview is presented of the NASA Lewis Research Center free-piston Stirling engine activities directed toward space power. This work is being carried out under NASA's new Civil Space Technology Initiative (CSTI). The overall goal of CSTI's High Capacity Power element is to develop the technology base needed to meet the long duration, high capacity power requirements for future NASA space missions. The Stirling cycle offers an attractive power conversion concept for space power needs. Discussed here is the completion of the Space Power Demonstrator Engine (SPDE) testing-culminating in the generation of 25 kW of engine power from a dynamically-balanced opposed-piston Stirling engine at a temperature ratio of 2.0. Engine efficiency was approximately 22 percent. The SPDE recently has been divided into two separate single-cylinder engines, called Space Power Research Engine (SPRE), that now serve as test beds for the evaluation of key technology disciplines. These disciplines include hydrodynamic gas bearings, high-efficiency linear alternators, space qualified heat pipe heat exchangers, oscillating flow code validation, and engine loss understanding.

  8. Cold starting characteristics analysis of hydraulic free piston engine

    International Nuclear Information System (INIS)

    Zhang, Shuanlu; Zhao, Zhenfeng; Zhao, Changlu; Zhang, Fujun; Wang, Shan

    2017-01-01

    The cold start characteristic of hydraulic free piston diesel engine may affect its stable operation. Therefore the specific cold start characteristics, such as BDC or TDC positions, pressure in-cylinder, heat release rate, should be investigated in detail. These parameters fluctuate in some regularity in the cod start process. With the development of the free piston engine prototype and the establishment of test bench, the results are obtained. For the dynamic results, the fluctuation range of TDC and BDC positions is 8 mm and decreases with time. The thermodynamic results show that the combustion process is not stable and the pressure in-cylinder fluctuates largely in the cold start process. In addition, the combustion is rapid and knock happens inevitably. In order to investigate the reasons, a CFD model is established for temperature analysis in-cylinder and heat transfer conditions. It is found that higher start wall temperature will lead to more uniform temperature distribution. The delay period may decreases and heat release will move forward. This reason is analyzed by thermodynamic derivation based on the first law of thermodynamics. Finally, the improvement suggestions of cold start strategy are proposed. - Highlights: • The cold start behaviors of HFPE are investigated in detail. • CFD method is used for simulating temperature distribution in start process. • Thermodynamic derivation uncovers the compression temperature distribution. • The improvement suggestions of cold start strategy are proposed.

  9. Stochastic models for predicting environmental impact in aquatic ecosystems

    International Nuclear Information System (INIS)

    Stewart-Oaten, A.

    1986-01-01

    The purpose of stochastic predictions are discussed in relation to the environmental impacts of nuclear power plants on aquatic ecosystems. One purpose is to aid in making rational decisions about whether a power plant should be built, where, and how it should be designed. The other purpose is to check on the models themselves in the light of what eventually happens. The author discusses the role or statistical decision theory in the decision-making problem. Various types of stochastic models and their problems are presented. In addition some suggestions are made for generating usable stochastic models, and checking and improving on them. 12 references

  10. Stochastic geometry in PRIZMA code

    International Nuclear Information System (INIS)

    Malyshkin, G. N.; Kashaeva, E. A.; Mukhamadiev, R. F.

    2007-01-01

    The paper describes a method used to simulate radiation transport through random media - randomly placed grains in a matrix material. The method models the medium consequently from one grain crossed by particle trajectory to another. Like in the Limited Chord Length Sampling (LCLS) method, particles in grains are tracked in the actual grain geometry, but unlike LCLS, the medium is modeled using only Matrix Chord Length Sampling (MCLS) from the exponential distribution and it is not necessary to know the grain chord length distribution. This helped us extend the method to media with randomly oriented arbitrarily shaped convex grains. Other extensions include multicomponent media - grains of several sorts, and polydisperse media - grains of different sizes. Sort and size distributions of crossed grains were obtained and an algorithm was developed for sampling grain orientations and positions. Special consideration was given to medium modeling at the boundary of the stochastic region. The method was implemented in the universal 3D Monte Carlo code PRIZMA. The paper provides calculated results for a model problem where we determine volume fractions of modeled components crossed by particle trajectories. It also demonstrates the use of biased sampling techniques implemented in PRIZMA for solving a problem of deep penetration in model random media. Described are calculations for the spectral response of a capacitor dose detector whose anode was modeled with account for its stochastic structure. (authors)

  11. A stochastic programming approach to manufacturing flow control

    OpenAIRE

    Haurie, Alain; Moresino, Francesco

    2012-01-01

    This paper proposes and tests an approximation of the solution of a class of piecewise deterministic control problems, typically used in the modeling of manufacturing flow processes. This approximation uses a stochastic programming approach on a suitably discretized and sampled system. The method proceeds through two stages: (i) the Hamilton-Jacobi-Bellman (HJB) dynamic programming equations for the finite horizon continuous time stochastic control problem are discretized over a set of sample...

  12. Development and verification of a reciprocating test rig designed for investigation of piston ring tribology

    DEFF Research Database (Denmark)

    Pedersen, Michael Torben; Imran, Tajammal; Klit, Peder

    2009-01-01

    This paper describes the development and verification of a reciprocating test rig, which was designed to study the piston ring tribology. A crank mechanism is used to generate a reciprocating motion for a moving plate, which acts as the liner. A stationary block acting as the ring package is loaded......, which is suitable for the study of piston ring tribology....

  13. Computer Aided Design of Kaplan Turbine Piston with\tSolidWorks

    Directory of Open Access Journals (Sweden)

    Camelia Jianu

    2010-10-01

    Full Text Available The paper presents the steps for 3D computer aided design (CAD of Kaplan turbine piston made in SolidWorks.The present paper is a tutorial for a Kaplan turbine piston 3D geometry, which is dedicaded to the Parts Sketch and Parts Features design and Drawing Geometry and Drawing Annotation.

  14. Computer Aided Design of Kaplan Turbine Piston with SolidWorks

    OpenAIRE

    Camelia Jianu

    2010-01-01

    The paper presents the steps for 3D computer aided design (CAD) of Kaplan turbine piston made in SolidWorks.The present paper is a tutorial for a Kaplan turbine piston 3D geometry, which is dedicaded to the Parts Sketch and Parts Features design and Drawing Geometry and Drawing Annotation.

  15. 76 FR 54373 - Airworthiness Directives; Austro Engine GmbH Model E4 Diesel Piston Engines

    Science.gov (United States)

    2011-09-01

    ... diesel piston engines, with high-pressure (HP) fuel pump, part number (P/N) E4A- 30-100-000, installed... Airworthiness Directives; Austro Engine GmbH Model E4 Diesel Piston Engines AGENCY: Federal Aviation... pressure supply for excessive oscillations to determine if high-pressure (HP) fuel pumps have been exposed...

  16. Durability, Performance, and Emission of Diesel Engines Using Carbon Fiber Piston and Liner

    Science.gov (United States)

    Afify, E. M.; Roberts, W. L.

    1999-01-01

    This report summarizes the research conducted by NC State University in investigating the durability, performance and emission of a carbon fiber piston and liner in our single cylinder research Diesel engine. Both the piston and liner were supplied to NC State University by NASA LaRC and manufactured by C-CAT under a separate contract to NASA LaRC. The carbon-carbon material used to manufacture the piston and liner has significantly lower thermal conductivity, coefficient of thermal expansion, and superior strength characteristics at elevated temperatures when compared to conventional piston materials such as aluminum. The results of the carbon-carbon fiber piston testing were compared to a baseline configuration, which used a conventional aluminum piston in a steel liner. The parameters measured were the brake specific fuel consumption, ignition delay, frictional horsepower, volumetric efficiency, and durability characteristics of the two pistons. Testing was performed using a naturally aspirated Labeco Direct Injection single cylinder diesel engine. Two test cases were performed over a range of loads and speeds. The fixed test condition between the aluminum and carbon-carbon piston configurations was the brake mean effective pressure. The measured data was the fuel consumption rate, volumetric efficiency, load, speed, cylinder pressure, needle lift, and exhaust gas temperature. The cylinder pressure, and fuel consumption, exhaust gas temperature, and needle lift were recorded using a National Instruments DAQ board and a PC. All test cases used Diesel no. 2 for fuel.

  17. Energy efficient piston configuration for effective air motion – A CFD study

    International Nuclear Information System (INIS)

    Gnana Sagaya Raj, Antony Raj; Mallikarjuna, Jawali Maharudrappa; Ganesan, Venkitachalam

    2013-01-01

    Highlights: ► All piston crown show similar flow pattern for experimental and simulated studies. ► Piston position plays a predominant role in the air pattern inside the cylinder. ► The flat bowl piston shows higher TKE compared to all other piston crown shape. ► The turbulence intensity and length scale are higher for flat bowl piston. ► The quantitative error between the CFD and PIV analysis is about 5%. -- Abstract: Air motion inside the cylinder is very important from the point of view of energy efficiency. In this direction, piston configuration plays a very crucial role. This study is concerned with the CFD analysis of in-cylinder air motion coupled with the comparison of predicted results with the experimental results available in the literature. Four configurations viz., flat, inclined, centre bowl and inclined offset bowl pistons have been studied. For numerical analysis STAR-CD CFD software has been used. Experimental results available in the literature for comparison are obtained by PIV measurements. From this study, it is concluded that a centre bowl on flat piston is found to be the best from the point of view of tumble ratio, turbulent kinetic energy, turbulent intensity and turbulent length scale which play very important role in imparting proper air motion, there by increasing the energy efficiency of the engine.

  18. Lubrication of Piston Rings in Large 2–and 4–stroke Diesel Engines

    DEFF Research Database (Denmark)

    Felter, Christian Lotz

    Piston rings are vital components of any internal combustion engine, and their performance affect important properties such as frictional losses, oil consumption, and wear of parts. This thesis deals with the lubrication of piston rings from a theoretical point of view. Predictions are made using...

  19. Hydraulic cylinder simulates parameters of a free piston engine; Hydraulikzylinder simuliert Groessen fuer einen Freikolbenmotor

    Energy Technology Data Exchange (ETDEWEB)

    Rinderknecht, Frank [DLR Deutsches Zentrum fuer Luft- und Raumfahrt e.V., Stuttgart (Germany). Inst. fuer Fahrzeugkonzepte

    2011-01-10

    Important data are obtained in the development of a free piston engine by a test stand with a hydraulic cylinder which first simulates the power curves and motion of the individual components, then induces the motion of the system piston, and finally ensures safety against undesired forces. (orig.)

  20. Lectures on Topics in Spatial Stochastic Processes

    CERN Document Server

    Capasso, Vincenzo; Ivanoff, B Gail; Dozzi, Marco; Dalang, Robert C; Mountford, Thomas S

    2003-01-01

    The theory of stochastic processes indexed by a partially ordered set has been the subject of much research over the past twenty years. The objective of this CIME International Summer School was to bring to a large audience of young probabilists the general theory of spatial processes, including the theory of set-indexed martingales and to present the different branches of applications of this theory, including stochastic geometry, spatial statistics, empirical processes, spatial estimators and survival analysis. This theory has a broad variety of applications in environmental sciences, social sciences, structure of material and image analysis. In this volume, the reader will find different approaches which foster the development of tools to modelling the spatial aspects of stochastic problems.