Role of Turbulent Prandtl Number on Heat Flux at Hypersonic Mach Numbers
Xiao, X.; Edwards, J. R.; Hassan, H. A.; Gaffney, R. L., Jr.
2007-01-01
A new turbulence model suited for calculating the turbulent Prandtl number as part of the solution is presented. The model is based on a set of two equations: one governing the variance of the enthalpy and the other governing its dissipation rate. These equations were derived from the exact energy equation and thus take into consideration compressibility and dissipation terms. The model is used to study two cases involving shock wave/boundary layer interaction at Mach 9.22 and Mach 5.0. In general, heat transfer prediction showed great improvement over traditional turbulence models where the turbulent Prandtl number is assumed constant. It is concluded that using a model that calculates the turbulent Prandtl number as part of the solution is the key to bridging the gap between theory and experiment for flows dominated by shock wave/boundary layer interactions.
Role of Turbulent Prandtl Number on Heat Flux at Hypersonic Mach Number
Xiao, X.; Edwards, J. R.; Hassan, H. A.
2004-01-01
Present simulation of turbulent flows involving shock wave/boundary layer interaction invariably overestimates heat flux by almost a factor of two. One possible reason for such a performance is a result of the fact that the turbulence models employed make use of Morkovin's hypothesis. This hypothesis is valid for non-hypersonic Mach numbers and moderate rates of heat transfer. At hypersonic Mach numbers, high rates of heat transfer exist in regions where shock wave/boundary layer interactions are important. As a result, one should not expect traditional turbulence models to yield accurate results. The goal of this investigation is to explore the role of a variable Prandtl number formulation in predicting heat flux in flows dominated by strong shock wave/boundary layer interactions. The intended applications involve external flows in the absence of combustion such as those encountered in supersonic inlets. This can be achieved by adding equations for the temperature variance and its dissipation rate. Such equations can be derived from the exact Navier-Stokes equations. Traditionally, modeled equations are based on the low speed energy equation where the pressure gradient term and the term responsible for energy dissipation are ignored. It is clear that such assumptions are not valid for hypersonic flows. The approach used here is based on the procedure used in deriving the k-zeta model, in which the exact equations that governed k, the variance of velocity, and zeta, the variance of vorticity, were derived and modeled. For the variable turbulent Prandtl number, the exact equations that govern the temperature variance and its dissipation rate are derived and modeled term by term. The resulting set of equations are free of damping and wall functions and are coordinate-system independent. Moreover, modeled correlations are tensorially consistent and invariant under Galilean transformation. The final set of equations will be given in the paper.
Energy Technology Data Exchange (ETDEWEB)
Correia, C.; De Medeiros, J. R. [Departamento de Física Teórica e Experimental, Universidade Federal do Rio Grande do Norte, 59072-970 (Brazil); Burkhart, B.; Lazarian, A. [Astronomy Department, University of Wisconsin, Madison, 475 North Charter Street, WI 53711 (United States); Ossenkopf, V.; Stutzki, J. [Physikalisches Institut der Universität zu Köln, Zülpicher Strasse 77, D-50937 Köln (Germany); Kainulainen, J. [Max-Planck-Institute for Astronomy, Königstuhl 17, D-69117 Heidelberg (Germany); Kowal, G., E-mail: caioftc@dfte.ufrn.br [Instituto de Astronomia, Geofísica e Ciências Atmosféricas, Universidade de São Paulo, 05508-090 (Brazil)
2014-04-10
We study how the estimation of the sonic Mach number (M{sub s} ) from {sup 13}CO linewidths relates to the actual three-dimensional sonic Mach number. For this purpose we analyze MHD simulations that include post-processing to take radiative transfer effects into account. As expected, we find very good agreement between the linewidth estimated sonic Mach number and the actual sonic Mach number of the simulations for optically thin tracers. However, we find that opacity broadening causes M{sub s} to be overestimated by a factor of ≈1.16-1.3 when calculated from optically thick {sup 13}CO lines. We also find that there is a dependence on the magnetic field: super-Alfvénic turbulence shows increased line broadening compared with sub-Alfvénic turbulence for all values of optical depth for supersonic turbulence. Our results have implications for the observationally derived sonic Mach number-density standard deviation (σ{sub ρ/(ρ)}) relationship, σ{sub ρ/〈ρ〉}{sup 2}=b{sup 2}M{sub s}{sup 2}, and the related column density standard deviation (σ {sub N/(N)}) sonic Mach number relationship. In particular, we find that the parameter b, as an indicator of solenoidal versus compressive driving, will be underestimated as a result of opacity broadening. We compare the σ {sub N/(N)}-M{sub s} relation derived from synthetic dust extinction maps and {sup 13}CO linewidths with recent observational studies and find that solenoidally driven MHD turbulence simulations have values of σ {sub N/(N)}which are lower than real molecular clouds. This may be due to the influence of self-gravity which should be included in simulations of molecular cloud dynamics.
Mathematical and numerical aspects of low mach number flows
Energy Technology Data Exchange (ETDEWEB)
Schochet, St.; Bresch, D.; Grenier, E.; Alazard, T.; Gordner, A.; Sankaran, V.; Massot, M.; Sery, R.; Pebay, P.; Lunch, O.; Mazhorova, O.; Turkel, O.E.; Faille, I.; Danchin, R.; Allain, O.; Birken, P.; Lafitte, O.; Kloczko, T.; Frick, W.; Bui, T.; Dellacherie, S.; Klein, R.; Roe, Ph.; Accary, G.; Braack, M.; Picano, F.; Cadiou, A.; Dinescu, C.; Lesage, A.C.; Wesseling, P.; Heuveline, V.; Jobelin, M.; Weisman, C.; Merkle, C.
2004-07-01
Low Mach number flows represent a significant part of the various flows encountered in geophysics, industry or every day life. Paradoxically, the mathematical analysis of the equations governing these flows is difficult and on the practical side, the research of numerical algorithms valid for all flow speeds is continuing to be a challenge. However, in the last decade, both from the theoretical and the numerical sides, significant progresses were made in the understanding and analysis of the equations governing these flows. This conference intends to provide an up-to-date inventory of recent mathematical and numerical results in the analysis of these flows by bringing together both mathematicians and numericists active in this area. In the framework of the conference, a numerical workshop is organized which proposes to compute several challenging low Mach number flows: liquid flow around non-cavitating and cavitating NACA0015 hydrofoil, natural convection with large temperature differences, free convection, free surface flow, vessel pressurization. This document brings together the descriptions of the test cases of the numerical workshop and the abstracts of the conference papers: A 3D high order finite volume method for the prediction of near-critical fluid flows (G. ACCARY, I. RASPO, P. BONTOUX, B. ZAPPOLI); low Mach number limit of the non-isentropic Navier-Stokes equations (T. ALAZARD); simulation of cavitation rolls past a forward step with a bubble model (O. ALLAIN, N. BLASKA, C. LECA); flux preconditioning methods and fire events (P. BIRKEN, A. MEISTER); an adaptive finite element solver for compressible flows: application to heat-driven cavity benchmarks in 2D and 3D (M. BRAACK); comparison of various implicit, explicit, centered and upwind schemes for the simulation of compressed flows on moving mesh (A. CADIOU, M. BUFFAT, L. Le PENVEN, C. Le RIBAULT); low Mach number limit for viscous compressible flows (R. DANCHIN); some Properties of the low Mach number
Variation with Mach Number of Static and Total Pressures Through Various Screens
Adler, Alfred A
1946-01-01
Tests were conducted in the Langley 24-inch highspeed tunnel to ascertain the static-pressure and total-pressure losses through screens ranging in mesh from 3 to 12 wires per inch and in wire diameter from 0.023 to 0.041 inch. Data were obtained from a Mach number of approximately 0.20 up to the maximum (choking) Mach number obtainable for each screen. The results of this investigation indicate that the pressure losses increase with increasing Mach number until the choking Mach number, which can be computed, is reached. Since choking imposes a restriction on the mass rate of flow and maximum losses are incurred at this condition, great care must be taken in selecting the screen mesh and wire dimmeter for an installation so that the choking Mach number is
Effects of Mach number on pitot-probe displacement in a turbulent boundary layer
Allen, J. M.
1974-01-01
Experimental pitot-probe-displacement data have been obtained in a turbulent boundary layer at a local free-stream Mach number of 4.63 and unit Reynolds number of 6.46 million meter. The results of this study were compared with lower Mach number results of previous studies. It was found that small probes showed displacement only, whereas the larger probes showed not only displacement but also distortion of the shape of the boundary-layer profile. The distortion pattern occurred lower in the boundary layer at the higher Mach number than at the the lower Mach number. The maximum distortion occurred when the center of the probe was about one probe diameter off the test surface. For probes in the wall contact position, the indicated Mach numbers were, for all probes tested, close to the true profile. Pitot-probe displacement was found to increase significantly with increasing Mach number.
Low-Mach number simulations of transcritical flows
Lapenna, Pasquale E.
2018-01-08
A numerical framework for the direct simulation, in the low-Mach number limit, of reacting and non-reacting transcritical flows is presented. The key feature are an efficient and detailed representation of the real fluid properties and an high-order spatial discretization. The latter is of fundamental importance to correctly resolve the largely non-linear behavior of the fluid in the proximity of the pseudo-boiling. The validity of the low-Mach number assumptions is assessed for a previously developed non-reacting DNS database of transcritical and supercritical mixing. Fully resolved DNS data employing high-fidelity thermodynamical models are also used to investigate the spectral characteristic as well as the differences between transcritical and supercritical jets.
On the instabilities of supersonic mixing layers - A high-Mach-number asymptotic theory
Balsa, Thomas F.; Goldstein, M. E.
1990-01-01
The stability of a family of tanh mixing layers is studied at large Mach numbers using perturbation methods. It is found that the eigenfunction develops a multilayered structure, and the eigenvalue is obtained by solving a simplified version of the Rayleigh equation (with homogeneous boundary conditions) in one of these layers which lies in either of the external streams. This analysis leads to a simple hypersonic similarity law which explains how spatial and temporal phase speeds and growth rates scale with Mach number and temperature ratio. Comparisons are made with numerical results, and it is found that this similarity law provides a good qualitative guide for the behavior of the instability at high Mach numbers. In addition to this asymptotic theory, some fully numerical results are also presented (with no limitation on the Mach number) in order to explain the origin of the hypersonic modes (through mode splitting) and to discuss the role of oblique modes over a very wide range of Mach number and temperature ratio.
Effects of rocket jet on stability and control at high Mach numbers
Fetterman, David E , Jr
1958-01-01
Paper presents the results of an investigation to determine the jet-interference effects which may occur at high jet static-pressure ratios and high Mach numbers. Tests were made in the Langley 11-inch hypersonic tunnel at a Mach number of 6.86.
Improving Euler computations at low Mach numbers
Koren, B.; Leer, van B.; Deconinck, H.; Koren, B.
1997-01-01
The paper consists of two parts, both dealing with conditioning techniques for lowMach-number Euler-flow computations, in which a multigrid technique is applied. In the first part, for subsonic flows and upwind-discretized, linearized 1-D Euler equations, the smoothing behavior of
Improving Euler computations at low Mach numbers
Koren, B.
1996-01-01
This paper consists of two parts, both dealing with conditioning techniques for low-Mach-number Euler-flow computations, in which a multigrid technique is applied. In the first part, for subsonic flows and upwind-discretized linearized 1-D Euler equations, the smoothing behavior of
Very high Mach number shocks - Theory. [in space plasmas
Quest, Kevin B.
1986-01-01
The theory and simulation of collisionless perpendicular supercritical shock structure is reviewed, with major emphasis on recent research results. The primary tool of investigation is the hybrid simulation method, in which the Newtonian orbits of a large number of ion macroparticles are followed numerically, and in which the electrons are treated as a charge neutralizing fluid. The principal results include the following: (1) electron resistivity is not required to explain the observed quasi-stationarity of the earth's bow shock, (2) the structure of the perpendicular shock at very high Mach numbers depends sensitively on the upstream value of beta (the ratio of the thermal to magnetic pressure) and electron resistivity, (3) two-dimensional turbulence will become increasingly important as the Mach number is increased, and (4) nonadiabatic bulk electron heating will result when a thermal electron cannot complete a gyrorbit while transiting the shock.
Derivation of the low Mach number diphasic system. Numerical simulation in mono-dimensional geometry
International Nuclear Information System (INIS)
Dellacherie, St.
2004-01-01
This work deals with the derivation of a diphasic low Mach number model obtained through a Mach number asymptotic expansion applied to the compressible diphasic Navier Stokes system, expansion which filters out the acoustic waves. This approach is inspired from the work of Andrew Majda giving the equations of low Mach number combustion for thin flame and for perfect gases. When the equations of state verify some thermodynamic hypothesis, we show that the low Mach number diphasic system predicts in a good way the dilatation or the compression of a bubble and has equilibrium convergence properties. Then, we propose an entropic and convergent Lagrangian scheme in mono-dimensional geometry when the fluids are perfect gases and we propose a first approach in Eulerian variables where the interface between the two fluids is captured with a level set technique. (author)
Applicability of higher-order TVD method to low mach number compressible flows
International Nuclear Information System (INIS)
Akamatsu, Mikio
1995-01-01
Steep gradients of fluid density are the influential factor of spurious oscillation in numerical solutions of low Mach number (M<<1) compressible flows. The total variation diminishing (TVD) scheme is a promising remedy to overcome this problem and obtain accurate solutions. TVD schemes for high-speed flows are, however, not compatible with commonly used methods in low Mach number flows using pressure-based formulation. In the present study a higher-order TVD scheme is constructed on a modified form of each individual scalar equation of primitive variables. It is thus clarified that the concept of TVD is applicable to low Mach number flows within the framework of the existing numerical method. Results of test problems of the moving interface of two-component gases with the density ratio ≥ 4, demonstrate the accurate and robust (wiggle-free) profile of the scheme. (author)
Energy Technology Data Exchange (ETDEWEB)
Dellacherie, St
2004-07-01
This work deals with the derivation of a diphasic low Mach number model obtained through a Mach number asymptotic expansion applied to the compressible diphasic Navier Stokes system, expansion which filters out the acoustic waves. This approach is inspired from the work of Andrew Majda giving the equations of low Mach number combustion for thin flame and for perfect gases. When the equations of state verify some thermodynamic hypothesis, we show that the low Mach number diphasic system predicts in a good way the dilatation or the compression of a bubble and has equilibrium convergence properties. Then, we propose an entropic and convergent Lagrangian scheme in mono-dimensional geometry when the fluids are perfect gases and we propose a first approach in Eulerian variables where the interface between the two fluids is captured with a level set technique. (author)
Chu, Julio; Luckring, James M.
1996-01-01
An experimental wind tunnel test of a 65 deg. delta wing model with interchangeable leading edges was conducted in the Langley National Transonic Facility (NTF). The objective was to investigate the effects of Reynolds and Mach numbers on slender-wing leading-edge vortex flows with four values of wing leading-edge bluntness. Experimentally obtained pressure data are presented without analysis in tabulated and graphical formats across a Reynolds number range of 6 x 10(exp 6) to 84 x 10(exp 6) at a Mach number of 0.85 and across a Mach number range of 0.4 to 0.9 at Reynolds numbers of 6 x 10(exp 6) and 60 x 10(exp 6). Normal-force and pitching-moment coefficient plots for these Reynolds number and Mach number ranges are also presented.
A Parametric Study of a Constant-Mach-Number MHD Generator with Nuclear Ionization
International Nuclear Information System (INIS)
Braun, J.
1965-03-01
The influence of electrical and gas dynamical parameters on the length, of a linear constant-Mach-number MHD duct has been investigated. The gas has been assumed to be ionized by neutron irradiation in the expansion nozzle preceding the MHD duct. Inside the duct the electron recombination is assumed to be governed, by volume recombination. It is found that there exists a distinct domain from which the parameters must be chosen, pressure and Mach number being the most critical ones. If power densities in the order of magnitude 100 MW/m 3 are desired, high magnetic fields and Mach numbers in the supersonic range are needed. The influence of the variation of critical parameters on the channel length is given as a product of simple functions, each containing one parameter
A Parametric Study of a Constant-Mach-Number MHD Generator with Nuclear Ionization
Energy Technology Data Exchange (ETDEWEB)
Braun, J
1965-03-15
The influence of electrical and gas dynamical parameters on the length, of a linear constant-Mach-number MHD duct has been investigated. The gas has been assumed to be ionized by neutron irradiation in the expansion nozzle preceding the MHD duct. Inside the duct the electron recombination is assumed to be governed, by volume recombination. It is found that there exists a distinct domain from which the parameters must be chosen, pressure and Mach number being the most critical ones. If power densities in the order of magnitude 100 MW/m{sup 3} are desired, high magnetic fields and Mach numbers in the supersonic range are needed. The influence of the variation of critical parameters on the channel length is given as a product of simple functions, each containing one parameter.
Study and discretization of kinetic models and fluid models at low Mach number
International Nuclear Information System (INIS)
Dellacherie, Stephane
2011-01-01
This thesis summarizes our work between 1995 and 2010. It concerns the analysis and the discretization of Fokker-Planck or semi-classical Boltzmann kinetic models and of Euler or Navier-Stokes fluid models at low Mach number. The studied Fokker-Planck equation models the collisions between ions and electrons in a hot plasma, and is here applied to the inertial confinement fusion. The studied semi-classical Boltzmann equations are of two types. The first one models the thermonuclear reaction between a deuterium ion and a tritium ion producing an α particle and a neutron particle, and is also in our case used to describe inertial confinement fusion. The second one (known as the Wang-Chang and Uhlenbeck equations) models the transitions between electronic quantified energy levels of uranium and iron atoms in the AVLIS isotopic separation process. The basic properties of these two Boltzmann equations are studied, and, for the Wang-Chang and Uhlenbeck equations, a kinetic-fluid coupling algorithm is proposed. This kinetic-fluid coupling algorithm incited us to study the relaxation concept for gas and immiscible fluids mixtures, and to underline connections with classical kinetic theory. Then, a diphasic low Mach number model without acoustic waves is proposed to model the deformation of the interface between two immiscible fluids induced by high heat transfers at low Mach number. In order to increase the accuracy of the results without increasing computational cost, an AMR algorithm is studied on a simplified interface deformation model. These low Mach number studies also incited us to analyse on cartesian meshes the inaccuracy at low Mach number of Godunov schemes. Finally, the LBM algorithm applied to the heat equation is justified
Low Mach number limits of compressible rotating fluids
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard
2012-01-01
Roč. 14, č. 1 (2012), s. 61-78 ISSN 1422-6928 R&D Projects: GA ČR GA201/08/0315 Institutional research plan: CEZ:AV0Z10190503 Keywords : low Mach number limit * rotating fluid * compressible fluid Subject RIV: BA - General Mathematics Impact factor: 1.415, year: 2012 http://www.springerlink.com/content/635r1116j40t6428/
Low Mach-number collisionless electrostatic shocks and associated ion acceleration
Pusztai, I.; TenBarge, J. M.; Csapó, A. N.; Juno, J.; Hakim, A.; Yi, L.; Fülöp, T.
2018-03-01
The existence and properties of low Mach-number (M≳ 1) electrostatic collisionless shocks are investigated with a semi-analytical solution for the shock structure. We show that the properties of the shock obtained in the semi-analytical model can be well reproduced in fully kinetic Eulerian Vlasov-Poisson simulations, where the shock is generated by the decay of an initial density discontinuity. Using this semi-analytical model, we study the effect of the electron-to-ion temperature ratio and the presence of impurities on both the maximum shock potential and the Mach number. We find that even a small amount of impurities can influence the shock properties significantly, including the reflected light ion fraction, which can change several orders of magnitude. Electrostatic shocks in heavy ion plasmas reflect most of the hydrogen impurity ions.
Mach number scaling of helicopter rotor blade/vortex interaction noise
Leighton, Kenneth P.; Harris, Wesley L.
1985-01-01
A parametric study of model helicopter rotor blade slap due to blade vortex interaction (BVI) was conducted in a 5 by 7.5-foot anechoic wind tunnel using model helicopter rotors with two, three, and four blades. The results were compared with a previously developed Mach number scaling theory. Three- and four-bladed rotor configurations were found to show very good agreement with the Mach number to the sixth power law for all conditions tested. A reduction of conditions for which BVI blade slap is detected was observed for three-bladed rotors when compared to the two-bladed baseline. The advance ratio boundaries of the four-bladed rotor exhibited an angular dependence not present for the two-bladed configuration. The upper limits for the advance ratio boundaries of the four-bladed rotors increased with increasing rotational speed.
Turbulent mixing of a slightly supercritical van der Waals fluid at low-Mach number
International Nuclear Information System (INIS)
Battista, F.; Casciola, C. M.; Picano, F.
2014-01-01
Supercritical fluids near the critical point are characterized by liquid-like densities and gas-like transport properties. These features are purposely exploited in different contexts ranging from natural products extraction/fractionation to aerospace propulsion. Large part of studies concerns this last context, focusing on the dynamics of supercritical fluids at high Mach number where compressibility and thermodynamics strictly interact. Despite the widespread use also at low Mach number, the turbulent mixing properties of slightly supercritical fluids have still not investigated in detail in this regime. This topic is addressed here by dealing with Direct Numerical Simulations of a coaxial jet of a slightly supercritical van der Waals fluid. Since acoustic effects are irrelevant in the low Mach number conditions found in many industrial applications, the numerical model is based on a suitable low-Mach number expansion of the governing equation. According to experimental observations, the weakly supercritical regime is characterized by the formation of finger-like structures – the so-called ligaments – in the shear layers separating the two streams. The mechanism of ligament formation at vanishing Mach number is extracted from the simulations and a detailed statistical characterization is provided. Ligaments always form whenever a high density contrast occurs, independently of real or perfect gas behaviors. The difference between real and perfect gas conditions is found in the ligament small-scale structure. More intense density gradients and thinner interfaces characterize the near critical fluid in comparison with the smoother behavior of the perfect gas. A phenomenological interpretation is here provided on the basis of the real gas thermodynamics properties
Turbulent mixing of a slightly supercritical van der Waals fluid at low-Mach number
Energy Technology Data Exchange (ETDEWEB)
Battista, F.; Casciola, C. M. [Department of Mechanical and Aerospace Engineering, Sapienza University, via Eudossiana 18, 00184 Rome (Italy); Picano, F. [Department of Industrial Engineering, University of Padova, via Venezia 1, 35131 Padova (Italy)
2014-05-15
Supercritical fluids near the critical point are characterized by liquid-like densities and gas-like transport properties. These features are purposely exploited in different contexts ranging from natural products extraction/fractionation to aerospace propulsion. Large part of studies concerns this last context, focusing on the dynamics of supercritical fluids at high Mach number where compressibility and thermodynamics strictly interact. Despite the widespread use also at low Mach number, the turbulent mixing properties of slightly supercritical fluids have still not investigated in detail in this regime. This topic is addressed here by dealing with Direct Numerical Simulations of a coaxial jet of a slightly supercritical van der Waals fluid. Since acoustic effects are irrelevant in the low Mach number conditions found in many industrial applications, the numerical model is based on a suitable low-Mach number expansion of the governing equation. According to experimental observations, the weakly supercritical regime is characterized by the formation of finger-like structures – the so-called ligaments – in the shear layers separating the two streams. The mechanism of ligament formation at vanishing Mach number is extracted from the simulations and a detailed statistical characterization is provided. Ligaments always form whenever a high density contrast occurs, independently of real or perfect gas behaviors. The difference between real and perfect gas conditions is found in the ligament small-scale structure. More intense density gradients and thinner interfaces characterize the near critical fluid in comparison with the smoother behavior of the perfect gas. A phenomenological interpretation is here provided on the basis of the real gas thermodynamics properties.
Effect of Mach number on thermoelectric performance of SiC ceramics nose-tip for supersonic vehicles
International Nuclear Information System (INIS)
Han, Xiao-Yi; Wang, Jun
2014-01-01
This paper focus on the effects of Mach number on thermoelectric energy conversion for the limitation of aero-heating and the feasibility of energy harvesting on supersonic vehicles. A model of nose-tip structure constructed with SiC ceramics is developed to numerically study the thermoelectric performance in a supersonic flow field by employing the computational fluid dynamics and the thermal conduction theory. Results are given in the cases of different Mach numbers. Moreover, the thermoelectric performance in each case is predicted with and without Thomson heat, respectively. Due to the increase of Mach number, both the temperature difference and the conductive heat flux between the hot side and the cold side of nose tip are increased. This results in the growth of the thermoelectric power generated and the energy conversion efficiency. With respect to the Thomson effect, over 50% of total power generated converts to Thomson heat, which greatly reduces the thermoelectric power and efficiency. However, whether the Thomson effect is considered or not, with the Mach number increasing from 2.5 to 4.5, the thermoelectric performance can be effectively improved. -- Highlights: • Thermoelectric SiC nose-tip structure for aerodynamic heat harvesting of high-speed vehicles is studied. • Thermoelectric performance is predicted based on numerical methods and experimental thermoelectric parameters. • The effects of Mach number on thermoelectric performance are studied in the present paper. • Results with respect to the Thomson effect are also explored. • Output power and energy efficiency of the thermoelectric nose-tip are increased with the increase of Mach number
Axisymmetric vortex method for low-Mach number, diffusion-controlled combustion
Lakkis, I
2003-01-01
A grid-free, Lagrangian method for the accurate simulation of low-Mach number, variable-density, diffusion-controlled reacting flow is presented. A fast-chemistry model in which the conversion rate of reactants to products is limited by the local mixing rate is assumed in order to reduce the combustion problem to the solution of a convection-diffusion-generation equation with volumetric expansion and vorticity generation at the reaction fronts. The solutions of the continuity and vorticity equations, and the equations governing the transport of species and energy, are obtained using a formulation in which particles transport conserved quantities by convection and diffusion. The dynamic impact of exothermic combustion is captured through accurate integration of source terms in the vorticity transport equations at the location of the particles, and the extra velocity field associated with volumetric expansion at low Mach number computed to enforced mass conservation. The formulation is obtained for an axisymmet...
Energy Technology Data Exchange (ETDEWEB)
Matsumoto, Yosuke [Department of Physics, Chiba University, Yayoi-cho 1-33, Inage-ku, Chiba 263-8522 (Japan); Amano, Takanobu; Hoshino, Masahiro, E-mail: ymatumot@astro.s.chiba-u.ac.jp [Department of Earth and Planetary Science, University of Tokyo, Hongo 1-33, Bunkyo-ku, Tokyo 113-0033 (Japan)
2012-08-20
Electron accelerations at high Mach number collisionless shocks are investigated by means of two-dimensional electromagnetic particle-in-cell simulations with various Alfven Mach numbers, ion-to-electron mass ratios, and the upstream electron {beta}{sub e} (the ratio of the thermal pressure to the magnetic pressure). We find electrons are effectively accelerated at a super-high Mach number shock (M{sub A} {approx} 30) with a mass ratio of M/m = 100 and {beta}{sub e} = 0.5. The electron shock surfing acceleration is an effective mechanism for accelerating the particles toward the relativistic regime even in two dimensions with a large mass ratio. Buneman instability excited at the leading edge of the foot in the super-high Mach number shock results in a coherent electrostatic potential structure. While multi-dimensionality allows the electrons to escape from the trapping region, they can interact with the strong electrostatic field several times. Simulation runs in various parameter regimes indicate that the electron shock surfing acceleration is an effective mechanism for producing relativistic particles in extremely high Mach number shocks in supernova remnants, provided that the upstream electron temperature is reasonably low.
Low Mach number asymptotics for reacting compressible fluid flows
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard; Petzeltová, Hana
2010-01-01
Roč. 26, č. 2 (2010), s. 455-480 ISSN 1078-0947 R&D Projects: GA ČR GA201/05/0164 Institutional research plan: CEZ:AV0Z10190503 Keywords : low Mach number * Navier-Stokes-Fourier system * reacting fluids Subject RIV: BA - General Mathematics Impact factor: 0.986, year: 2010 http://www.aimsciences.org/journals/displayArticles.jsp?paperID=4660
Assessment of a transitional boundary layer theory at low hypersonic Mach numbers
Shamroth, S. J.; Mcdonald, H.
1972-01-01
An investigation was carried out to assess the accuracy of a transitional boundary layer theory in the low hypersonic Mach number regime. The theory is based upon the simultaneous numerical solution of the boundary layer partial differential equations for the mean motion and an integral form of the turbulence kinetic energy equation which controls the magnitude and development of the Reynolds stress. Comparisions with experimental data show the theory is capable of accurately predicting heat transfer and velocity profiles through the transitional regime and correctly predicts the effects of Mach number and wall cooling on transition Reynolds number. The procedure shows promise of predicting the initiation of transition for given free stream disturbance levels. The effects on transition predictions of the pressure dilitation term and of direct absorption of acoustic energy by the boundary layer were evaluated.
Increased Mach Number Capability for the NASA Glenn 10x10 Supersonic Wind Tunnel
Slater, J. W.; Saunders, J. D.
2015-01-01
Computational simulations and wind tunnel testing were conducted to explore the operation of the Abe Silverstein Supersonic Wind Tunnel at the NASA Glenn Research Center at test section Mach numbers above the current limit of Mach 3.5. An increased Mach number would enhance the capability for testing of supersonic and hypersonic propulsion systems. The focus of the explorations was on understanding the flow within the second throat of the tunnel, which is downstream of the test section and is where the supersonic flow decelerates to subsonic flow. Methods of computational fluid dynamics (CFD) were applied to provide details of the shock boundary layer structure and to estimate losses in total pressure. The CFD simulations indicated that the tunnel could be operated up to Mach 4.0 if the minimum width of the second throat was made smaller than that used for previous operation of the tunnel. Wind tunnel testing was able to confirm such operation of the tunnel at Mach 3.6 and 3.7 before a hydraulic failure caused a stop to the testing. CFD simulations performed after the wind tunnel testing showed good agreement with test data consisting of static pressures along the ceiling of the second throat. The CFD analyses showed increased shockwave boundary layer interactions, which was also observed as increased unsteadiness of dynamic pressures collected in the wind tunnel testing.
Numerical simulation of low Mach number reacting flows
International Nuclear Information System (INIS)
Bell, J B; Aspden, A J; Day, M S; Lijewski, M J
2007-01-01
Using examples from active research areas in combustion and astrophysics, we demonstrate a computationally efficient numerical approach for simulating multiscale low Mach number reacting flows. The method enables simulations that incorporate an unprecedented range of temporal and spatial scales, while at the same time, allows an extremely high degree of reaction fidelity. Sample applications demonstrate the efficiency of the approach with respect to a traditional time-explicit integration method, and the utility of the methodology for studying the interaction of turbulence with terrestrial and astrophysical flame structures
Physical and numerical modelling of low mach number compressible flows
International Nuclear Information System (INIS)
Paillerre, H.; Clerc, S.; Dabbene, F.; Cueto, O.
1999-01-01
This article reviews various physical models that may be used to describe compressible flow at low Mach numbers, as well as the numerical methods developed at DRN to discretize the different systems of equations. A selection of thermal-hydraulic applications illustrate the need to take into account compressibility and multidimensional effects as well as variable flow properties. (authors)
Performance Limiting Flow Processes in High-State Loading High-Mach Number Compressors
National Research Council Canada - National Science Library
Tan, Choon S
2008-01-01
In high-stage loading high-Mach number (HLM) compressors, counter-rotating pairs of discrete vortices are shed at the trailing edge of the upstream blade row at a frequency corresponding to the downstream rotor blade passing frequency...
Numerical simulation of unsteady compressible low Mach number flow in a channel
Czech Academy of Sciences Publication Activity Database
Punčochářová-Pořízková, P.; Kozel, Karel; Horáček, Jaromír; Fürst, J.
2010-01-01
Roč. 17, č. 2 (2010), s. 83-97 ISSN 1802-1484 R&D Projects: GA MŠk OC09019 Institutional research plan: CEZ:AV0Z20760514 Keywords : CFD * finite volume method * unsteady flow * low Mach number Subject RIV: BI - Acoustics
Henneberry, Hugh M.; Snyder, Christopher A.
1993-01-01
An analysis of gas turbine engines using water and oxygen injection to enhance performance by increasing Mach number capability and by increasing thrust is described. The liquids are injected, either separately or together, into the subsonic diffuser ahead of the engine compressor. A turbojet engine and a mixed-flow turbofan engine (MFTF) are examined, and in pursuit of maximum thrust, both engines are fitted with afterburners. The results indicate that water injection alone can extend the performance envelope of both engine types by one and one-half Mach numbers at which point water-air ratios reach 17 or 18 percent and liquid specific impulse is reduced to some 390 to 470 seconds, a level about equal to the impulse of a high energy rocket engine. The envelope can be further extended, but only with increasing sacrifices in liquid specific impulse. Oxygen-airflow ratios as high as 15 percent were investigated for increasing thrust. Using 15 percent oxygen in combination with water injection at high supersonic Mach numbers resulted in thrust augmentation as high as 76 percent without any significant decrease in liquid specific impulse. The stoichiometric afterburner exit temperature increased with increasing oxygen flow, reaching 4822 deg R in the turbojet engine at a Mach number of 3.5. At the transonic Mach number of 0.95 where no water injection is needed, an oxygen-air ratio of 15 percent increased thrust by some 55 percent in both engines, along with a decrease in liquid specific impulse of 62 percent. Afterburner temperature was approximately 4700 deg R at this high thrust condition. Water and/or oxygen injection are simple and straightforward strategies to improve engine performance and they will add little to engine weight. However, if large Mach number and thrust increases are required, liquid flows become significant, so that operation at these conditions will necessarily be of short duration.
Mach Number effects on turbulent superstructures in wall bounded flows
Kaehler, Christian J.; Bross, Matthew; Scharnowski, Sven
2017-11-01
Planer and three-dimensional flow field measurements along a flat plat boundary layer in the Trisonic Wind Tunnel Munich (TWM) are examined with the aim to characterize the scaling, spatial organization, and topology of large scale turbulent superstructures in compressible flow. This facility is ideal for this investigation as the ratio of boundary layer thickness to test section spanwise extent ratio is around 1/25, ensuring minimal sidewall and corner effects on turbulent structures in the center of the test section. A major difficulty in the experimental investigation of large scale features is the mutual size of the superstructures which can extend over many boundary layer thicknesses. Using multiple PIV systems, it was possible to capture the full spatial extent of large-scale structures over a range of Mach numbers from Ma = 0.3 - 3. To calculate the average large-scale structure length and spacing, the acquired vector fields were analyzed by statistical multi-point methods that show large scale structures with a correlation length of around 10 boundary layer thicknesses over the range of Mach numbers investigated. Furthermore, the average spacing between high and low momentum structures is on the order of a boundary layer thicknesses. This work is supported by the Priority Programme SPP 1881 Turbulent Superstructures of the Deutsche Forschungsgemeinschaft.
Application of a transitional boundary-layer theory in the low hypersonic Mach number regime
Shamroth, S. J.; Mcdonald, H.
1975-01-01
An investigation is made to assess the capability of a finite-difference boundary-layer procedure to predict the mean profile development across a transition from laminar to turbulent flow in the low hypersonic Mach-number regime. The boundary-layer procedure uses an integral form of the turbulence kinetic-energy equation to govern the development of the Reynolds apparent shear stress. The present investigation shows the ability of this procedure to predict Stanton number, velocity profiles, and density profiles through the transition region and, in addition, to predict the effect of wall cooling and Mach number on transition Reynolds number. The contribution of the pressure-dilatation term to the energy balance is examined and it is suggested that transition can be initiated by the direct absorption of acoustic energy even if only a small amount (1 per cent) of the incident acoustic energy is absorbed.
Harrington, Douglas E.; Burley, Richard R.; Corban, Robert R.
1986-01-01
Wall Mach number distributions were determined over a range of test-section free-stream Mach numbers from 0.2 to 0.92. The test section was slotted and had a nominal porosity of 11 percent. Reentry flaps located at the test-section exit were varied from 0 (fully closed) to 9 (fully open) degrees. Flow was bled through the test-section slots by means of a plenum evacuation system (PES) and varied from 0 to 3 percent of tunnel flow. Variations in reentry flap angle or PES flow rate had little or no effect on the Mach number distributions in the first 70 percent of the test section. However, in the aft region of the test section, flap angle and PES flow rate had a major impact on the Mach number distributions. Optimum PES flow rates were nominally 2 to 2.5 percent wtih the flaps fully closed and less than 1 percent when the flaps were fully open. The standard deviation of the test-section wall Mach numbers at the optimum PES flow rates was 0.003 or less.
Surfing and drift acceleration at high mach number quasi-perpendicular shocks
International Nuclear Information System (INIS)
Amano, T.
2008-01-01
Electron acceleration in high Mach number collisionless shocks relevant to supernova remnant is discussed. By performing one- and two-dimensional particle-in-cell simulations of quasi-perpendicular shocks, we find that energetic electrons are quickly generated in the shock transition region through shock surfing and drift acceleration. The electron energization is strong enough to account for the observed injection at supernova remnant shocks. (author)
Needleman, Kathy E.; Mack, Robert J.
1990-01-01
This paper presents and discusses trends in nose shock overpressure generated by two conceptual Mach 2.0 configurations. One configuration was designed for high aerodynamic efficiency, while the other was designed to produce a low boom, shaped-overpressure signature. Aerodynamic lift, sonic boom minimization, and Mach-sliced/area-rule codes were used to analyze and compute the sonic boom characteristics of both configurations with respect to cruise Mach number, weight, and altitude. The influence of these parameters on the overpressure and the overpressure trends are discussed and conclusions are given.
Low Mach number analysis of idealized thermoacoustic engines with numerical solution.
Hireche, Omar; Weisman, Catherine; Baltean-Carlès, Diana; Le Quéré, Patrick; Bauwens, Luc
2010-12-01
A model of an idealized thermoacoustic engine is formulated, coupling nonlinear flow and heat exchange in the heat exchangers and stack with a simple linear acoustic model of the resonator and load. Correct coupling results in an asymptotically consistent global model, in the small Mach number approximation. A well-resolved numerical solution is obtained for two-dimensional heat exchangers and stack. The model assumes that the heat exchangers and stack are shorter than the overall length by a factor of the order of a representative Mach number. The model is well-suited for simulation of the entire startup process, whereby as a result of some excitation, an initially specified temperature profile in the stack evolves toward a near-steady profile, eventually reaching stationary operation. A validation analysis is presented, together with results showing the early amplitude growth and approach of a stationary regime. Two types of initial excitation are used: Random noise and a small periodic wave. The set of assumptions made leads to a heat-exchanger section that acts as a source of volume but is transparent to pressure and to a local heat-exchanger model characterized by a dynamically incompressible flow to which a locally spatially uniform acoustic pressure fluctuation is superimposed.
The Dynamics of Very High Alfvén Mach Number Shocks in Space Plasmas
Energy Technology Data Exchange (ETDEWEB)
Sundberg, Torbjörn; Burgess, David [School of Physics and Astronomy, Queen Mary University of London, London, E1 4NS (United Kingdom); Scholer, Manfred [Max-Planck-Institut für extraterrestrische Physik, Garching (Germany); Masters, Adam [The Blackett Laboratory, Imperial College London, Prince Consort Road, London, SW7 2AZ (United Kingdom); Sulaiman, Ali H., E-mail: torbjorn.sundberg@gmail.com [Department of Physics and Astronomy, University of Iowa, Iowa City, Iowa 52242 (United States)
2017-02-10
Astrophysical shocks, such as planetary bow shocks or supernova remnant shocks, are often in the high or very-high Mach number regime, and the structure of such shocks is crucial for understanding particle acceleration and plasma heating, as well inherently interesting. Recent magnetic field observations at Saturn’s bow shock, for Alfvén Mach numbers greater than about 25, have provided evidence for periodic non-stationarity, although the details of the ion- and electron-scale processes remain unclear due to limited plasma data. High-resolution, multi-spacecraft data are available for the terrestrial bow shock, but here the very high Mach number regime is only attained on extremely rare occasions. Here we present magnetic field and particle data from three such quasi-perpendicular shock crossings observed by the four-spacecraft Cluster mission. Although both ion reflection and the shock profile are modulated at the upstream ion gyroperiod timescale, the dominant wave growth in the foot takes place at sub-proton length scales and is consistent with being driven by the ion Weibel instability. The observed large-scale behavior depends strongly on cross-scale coupling between ion and electron processes, with ion reflection never fully suppressed, and this suggests a model of the shock dynamics that is in conflict with previous models of non-stationarity. Thus, the observations offer insight into the conditions prevalent in many inaccessible astrophysical environments, and provide important constraints for acceleration processes at such shocks.
Hess, Robert V; Gardner, Clifford S
1947-01-01
By using the Prandtl-Glauert method that is valid for three-dimensional flow problems, the value of the maximum incremental velocity for compressible flow about thin ellipsoids at zero angle of attack is calculated as a function of the Mach number for various aspect ratios and thickness ratios. The critical Mach numbers of the various ellipsoids are also determined. The results indicate an increase in critical Mach number with decrease in aspect ratio which is large enough to explain experimental results on low-aspect-ratio wings at zero lift.
Angular dependence of high Mach number plasma interactions
International Nuclear Information System (INIS)
Thomas, V.A.; Brecht, S.H.
1987-01-01
In this paper a 2-1/2-dimensional hybrid code is used to examine the collisionless large spatial scale (kc/ω pi ∼ 1) low-frequency (ω ∼ ω ci ) interaction initiated by a plasma shell of finite width traveling at high Alfven Mach number relative to a uniform background plasma. Particular attention is given to the angle of the relative velocity relative to the ambient magnetic field for the range of angles O < θ < π/2. An attempt is made to parameterize some of the important physics including the Alfven ion cyclotron instability, the field-aligned electromagnetic ion counter streaming instability, mixing of the plasma shell with the background ions, and structuring of the interaction region. These results are applicable to various astrophysical interactions such as bow shocks and interplanetary shocks
Acoustic-hydrodynamic-flame coupling—A new perspective for zero and low Mach number flows
Pulikkottil, V. V.; Sujith, R. I.
2017-04-01
A combustion chamber has a hydrodynamic field that convects the incoming fuel and oxidizer into the chamber, thereby causing the mixture to react and produce heat energy. This heat energy can, in turn, modify the hydrodynamic and acoustic fields by acting as a source and thereby, establish a positive feedback loop. Subsequent growth in the amplitude of the acoustic field variables and their eventual saturation to a limit cycle is generally known as thermo-acoustic instability. Mathematical representation of these phenomena, by a set of equations, is the subject of this paper. In contrast to the ad hoc models, an explanation of the flame-acoustic-hydrodynamic coupling, based on fundamental laws of conservation of mass, momentum, and energy, is presented in this paper. In this paper, we use a convection reaction diffusion equation, which, in turn, is derived from the fundamental laws of conservation to explain the flame-acoustic coupling. The advantage of this approach is that the physical variables such as hydrodynamic velocity and heat release rate are coupled based on the conservation of energy and not based on an ad hoc model. Our approach shows that the acoustic-hydrodynamic interaction arises from the convection of acoustic velocity fluctuations by the hydrodynamic field and vice versa. This is a linear mechanism, mathematically represented as a convection operator. This mechanism resembles the non-normal mechanism studied in hydrodynamic theory. We propose that this mechanism could relate the instability mechanisms of hydrodynamic and thermo-acoustic systems. Furthermore, the acoustic-hydrodynamic interaction is shown to be responsible for the convection of entropy disturbances from the inlet of the chamber. The theory proposed in this paper also unifies the observations in the fields of low Mach number flows and zero Mach number flows. In contrast to the previous findings, where compressibility is shown to be causing different physics for zero and low Mach
Influences of mach number and flow incidence on aerodynamic losses of steam turbine blade
International Nuclear Information System (INIS)
Yoo, Seok Jae; Ng, Wing Fai
2000-01-01
An experiment was conducted to investigate the aerodynamic losses of high pressure steam turbine nozzle (526A) subjected to a large range of incident angles (-34 .deg. to 26 .deg. ) and exit Mach numbers (0.6 and 1.15). Measurements included downstream pitot probe traverses, upstream total pressure, and endwall static pressures. Flow visualization techniques such as shadowgraph and color oil flow visualization were performed to complement the measured data. When the exit Mach number for nozzles increased from 0.9 to 1.1 the total pressure loss coefficient increased by a factor of 7 as compared to the total pressure losses measured at subsonic conditions (M 2 <0.9). For the range of incidence tested, the effect of flow incidence on the total pressure losses is less pronounced. Based on the shadowgraphs taken during the experiment, it's believed that the large increase in losses at transonic conditions is due to strong shock/ boundary layer interaction that may lead to flow separation on the blade suction surface
Plasma wave profiles of Earth's bow shock at low Mach number: ISEE 3 observations on the far flank
International Nuclear Information System (INIS)
Greenstadt, E.W.; Coroniti, F.V.; Moses, S.L.; Smith, E.J.
1992-01-01
The Earth's bow shock is weak along its distant flanks where the projected component of solar wind velocity normal to the hyperboloidal surface is only a fraction of the total free stream velocity, severely reducing the local Mach number. The authors present a survey of selected crossings far downstream from the subsolar shock, delineating the overall plasma wave (pw) behavior of a selected set of nearly perpendicular crossings and another set of limited Mach number but broad geometry; they include their immediate upstream regions. The result is a generalizable pw signature, or signatures, of low Mach number shocks and some likely implications of those signatures for the weak shock's plasma physical processes on the flank. They find the data consistent with the presence of ion beam interactions producing noise ahead of the shock in the ion acoustic frequency range. One subcritical case was found whose pw noise was presumably related to a reflected ion population just as in stronger events. The presence or absence, and the amplitudes, of pw activity are explainable by the presence or absence of a population of upstream ions controlled by the component of interplanetary magnetic field normal to the solar wind flow
Thermodynamic analysis on optimum performance of scramjet engine at high Mach numbers
International Nuclear Information System (INIS)
Zhang, Duo; Yang, Shengbo; Zhang, Silong; Qin, Jiang; Bao, Wen
2015-01-01
In order to predict the maximum performance of scramjet engine at flight conditions with high freestream Mach numbers, a thermodynamic model of Brayton cycle was utilized to analyze the effects of inlet pressure ratio, fuel equivalence ratio and the upper limit of gas temperature to the specific thrust and the fuel impulse of the scramjet considering the characteristics of non-isentropic compression in the inlet. The results show that both the inlet efficiency and the temperature limit in the combustor have remarkable effects on the overall engine performances. Different with the ideal Brayton cycles assuming isentropic compression without upper limit of gas temperature, both the maximum specific thrust and the maximum fuel impulse of a scramjet present non-monotonic trends against the fuel equivalence ratio in this study. Considering the empirical design efficiencies of inlet, there is a wide range of fuel equivalence ratios in which the fuel impulses remain at high values. Moreover, the maximum specific thrust can also be achieved with a fuel equivalence ratio near this range. Therefore, it is possible to achieve an overall high performance in a scramjet at high Mach numbers. - Highlights: • Thermodynamic analysis with Brayton cycle on overall performances of scramjet. • The compression loss in the inlet was considered in predicting scram-mode operation. • Non-monotonic trends of engine performances against fuel equivalence ratio.
Esenwein, Fred T; Schueller, Carl F
1952-01-01
An analysis of inlet-turbojet-engine matching for a range of Mach numbers up to 2.0 indicates large performance penalties when fixed-geometry inlets are used. Use of variable-geometry inlets, however, nearly eliminates th The analysis was confirmed experimentally by investigating at Mach numbers of 0, 0.63, and 1.5 to 2.0 two single oblique-shock-type inlets of different compression-ramp angles, which simulated a variable-geometry configuration. The experimental investigation indicated that total-pressure recoveries comparable withose attainable with well designed nose inlets were obtained with the side inlets when all the boundary layer ahead of the inlets was removed. Serious drag penalties resulted at a Mach number of 2.0 from the use of blunt-cowl leading edges. However, sharp-lip inlets produced large losses in thrust for the take-off condition. These thrust penalties which are associated with the the low-speed operation of the sharp-lip inlet designs can probably be avoided without impairing the supersonic performance of the inlet by the use of auxiliary inlets or blow-in doors.
The Variation of Slat Noise with Mach and Reynolds Numbers
Lockard, David P.; Choudhari, Meelan M.
2011-01-01
The slat noise from the 30P30N high-lift system has been computed using a computational fluid dynamics code in conjunction with a Ffowcs Williams-Hawkings solver. By varying the Mach number from 0.13 to 0.25, the noise was found to vary roughly with the 5th power of the speed. Slight changes in the behavior with directivity angle could easily account for the different speed dependencies reported in the literature. Varying the Reynolds number from 1.4 to 2.4 million resulted in almost no differences, and primarily served to demonstrate the repeatability of the results. However, changing the underlying hybrid Reynolds-averaged-Navier-Stokes/Large-Eddy-Simulation turbulence model significantly altered the mean flow because of changes in the flap separation. However, the general trends observed in both the acoustics and near-field fluctuations were similar for both models.
Background-oriented schlieren imaging of flow around a circular cylinder at low Mach numbers
Stadler, Hannes; Bauknecht, André; Siegrist, Silvan; Flesch, Robert; Wolf, C. Christian; van Hinsberg, Nils; Jacobs, Markus
2017-09-01
The background-oriented schlieren (BOS) imaging method has, for the first time, been applied in the investigation of the flow around a circular cylinder at low Mach numbers (Msuccessive imaging at incremental angular positions around the cylinder. This density distribution has been found to agree well with the pressure measurements and with potential theory where appropriate.
Numerical solutions of unsteady flows with low inlet Mach numbers
Czech Academy of Sciences Publication Activity Database
Punčochářová, Petra; Furst, Jiří; Horáček, Jaromír; Kozel, Karel
2010-01-01
Roč. 80, č. 8 (2010), s. 1795-1805 ISSN 0378-4754 R&D Projects: GA AV ČR IAA200760613 Institutional research plan: CEZ:AV0Z20760514 Keywords : finite volume method * unsteady flow * low Mach number * viscous compressible fluid Subject RIV: BI - Acoustics Impact factor: 0.812, year: 2010 http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6V0T-4Y0D67D-1-R&_cdi=5655&_user=640952&_pii=S0378475409003607&_origin=search&_coverDate=04%2F30%2F2010&_sk=999199991&view=c&wchp=dGLbVlb-zSkzk&md5=ed6eaf0a050968ee978714fd54e7f131&ie=/sdarticle.pdf
Hruschka, R.; Klatt, D.
2018-03-01
The transient shock dynamics and drag characteristics of a projectile flying through a pipe 3.55 times larger than its diameter at transonic speed are analyzed by means of time-of-flight and pipe wall pressure measurements as well as computational fluid dynamics (CFD). In addition, free-flight drag of the 4.5-mm-pellet-type projectile was also measured in a Mach number range between 0.5 and 1.5, providing a means for comparison against in-pipe data and CFD. The flow is categorized into five typical regimes the in-pipe projectile experiences. When projectile speed and hence compressibility effects are low, the presence of the pipe has little influence on the drag. Between Mach 0.5 and 0.8, there is a strong drag increase due to the presence of the pipe, however, up to a value of about two times the free-flight drag. This is exactly where the nose-to-base pressure ratio of the projectile becomes critical for locally sonic speed, allowing the drag to be estimated by equations describing choked flow through a converging-diverging nozzle. For even higher projectile Mach numbers, the drag coefficient decreases again, to a value slightly below the free-flight drag at Mach 1.5. This behavior is explained by a velocity-independent base pressure coefficient in the pipe, as opposed to base pressure decreasing with velocity in free flight. The drag calculated by CFD simulations agreed largely with the measurements within their experimental uncertainty, with some discrepancies remaining for free-flying projectiles at supersonic speed. Wall pressure measurements as well as measured speeds of both leading and trailing shocks caused by the projectile in the pipe also agreed well with CFD.
Engineering method for aero-propulsive characteristics at hypersonic Mach numbers
Goradia, Suresh; Torres, Abel O.; Stack, Sharon H.; Everhart, Joel L.
1991-01-01
An engineering method has been developed for the rapid analysis of external aerodynamics and propulsive performance characteristics of airbreathing vehicles at hypersonic Mach numbers. This method, based on the theory of characteristics, has been developed to analyze fuselage-wing body combinations and body flaps with blunt or sharp leading/trailing edges. Arbitrary ratio of specific heat for the flowing medium can be specified in the program. Furthermore, the capability exists in the code to compute the inviscid inlet mass capture and momentum flux. The method is under development for computations of pressure distribution, and flow characteristics in the inlet, along with the effect of viscosity. Correlative studies have been performed for representative hypersonic configurations using the current method. The results of these correlations for various aerodynamics parameters are encouraging.
A two-dimensional, TVD numerical scheme for inviscid, high Mach number flows in chemical equilibrium
Eberhardt, S.; Palmer, G.
1986-01-01
A new algorithm has been developed for hypervelocity flows in chemical equilibrium. Solutions have been achieved for Mach numbers up to 15 with no adverse effect on convergence. Two methods of coupling an equilibrium chemistry package have been tested, with the simpler method proving to be more robust. Improvements in boundary conditions are still required for a production-quality code.
The Experimental Measurement of Aerodynamic Heating About Complex Shapes at Supersonic Mach Numbers
Neumann, Richard D.; Freeman, Delma C.
2011-01-01
In 2008 a wind tunnel test program was implemented to update the experimental data available for predicting protuberance heating at supersonic Mach numbers. For this test the Langley Unitary Wind Tunnel was also used. The significant differences for this current test were the advances in the state-of-the-art in model design, fabrication techniques, instrumentation and data acquisition capabilities. This current paper provides a focused discussion of the results of an in depth analysis of unique measurements of recovery temperature obtained during the test.
Risius, Steffen; Costantini, Marco; Koch, Stefan; Hein, Stefan; Klein, Christian
2018-05-01
The influence of unit Reynolds number (Re_1=17.5× 106-80× 106 {m}^{-1}), Mach number (M= 0.35-0.77) and incompressible shape factor (H_{12} = 2.50-2.66) on laminar-turbulent boundary layer transition was systematically investigated in the Cryogenic Ludwieg-Tube Göttingen (DNW-KRG). For this investigation the existing two-dimensional wind tunnel model, PaLASTra, which offers a quasi-uniform streamwise pressure gradient, was modified to reduce the size of the flow separation region at its trailing edge. The streamwise temperature distribution and the location of laminar-turbulent transition were measured by means of temperature-sensitive paint (TSP) with a higher accuracy than attained in earlier measurements. It was found that for the modified PaLASTra model the transition Reynolds number (Re_{ {tr}}) exhibits a linear dependence on the pressure gradient, characterized by H_{12}. Due to this linear relation it was possible to quantify the so-called `unit Reynolds number effect', which is an increase of Re_{ {tr}} with Re_1. By a systematic variation of M, Re_1 and H_{12} in combination with a spectral analysis of freestream disturbances, a stabilizing effect of compressibility on boundary layer transition, as predicted by linear stability theory, was detected (`Mach number effect'). Furthermore, two expressions were derived which can be used to calculate the transition Reynolds number as a function of the amplitude of total pressure fluctuations, Re_1 and H_{12}. To determine critical N-factors, the measured transition locations were correlated with amplification rates, calculated by incompressible and compressible linear stability theory. By taking into account the spectral level of total pressure fluctuations at the frequency of the most amplified Tollmien-Schlichting wave at transition location, the scatter in the determined critical N-factors was reduced. Furthermore, the receptivity coefficients dependence on incidence angle of acoustic waves was used to
Numerical resolution of the Navier-Stokes equations for a low Mach number by a spectral method
International Nuclear Information System (INIS)
Frohlich, Jochen
1990-01-01
The low Mach number approximation of the Navier-Stokes equations, also called isobar, is an approximation which is less restrictive than the one due to Boussinesq. It permits strong density variations while neglecting acoustic phenomena. We present a numerical method to solve these equations in the unsteady, two dimensional case with one direction of periodicity. The discretization uses a semi-implicit finite difference scheme in time and a Fourier-Chebycheff pseudo-spectral method in space. The solution of the equations of motion is based on an iterative algorithm of Uzawa type. In the Boussinesq limit we obtain a direct method. A first application is concerned with natural convection in the Rayleigh-Benard setting. We compare the results of the low Mach number equations with the ones in the Boussinesq case and consider the influence of variable fluid properties. A linear stability analysis based on a Chebychev-Tau method completes the study. The second application that we treat is a case of isobaric combustion in an open domain. We communicate results for the hydrodynamic Darrieus-Landau instability of a plane laminar flame front. [fr
Ernst Mach a deeper look : documents and new perspectives
1992-01-01
Ernst Mach -- A Deeper Look has been written to reveal to English-speaking readers the recent revival of interest in Ernst Mach in Europe and Japan. The book is a storehouse of new information on Mach as a philosopher, historian, scientist and person, containing a number of biographical and philosophical manuscripts publihsed for the first time, along with correspondence and other matters published for the first time in English. The book also provides English translations of Mach's controversies with leading physicists and psychologists, such as Max Planck and Carl Stumpf, and offers basic evidence for resolving Mach's position on atomism and Einstein's theory of relativity. Mach's scientific, philosophical and personal influence in a number of countries -- Austria, Germany, Bohemia and Yugoslavia among them -- has been carefully explored and many aspects detailed for the first time. All of the articles are eminently readable, especially those written by Mach's sister. They are deeply researched, new interpre...
Lattice Boltzmann method and gas-kinetic BGK scheme in the low-Mach number viscous flow simulations
International Nuclear Information System (INIS)
Xu Kun; He Xiaoyi
2003-01-01
Both lattice Boltzmann method (LBM) and the gas-kinetic BGK scheme are based on the numerical discretization of the Boltzmann equation with collisional models, such as, the Bhatnagar-Gross-Krook (BGK) model. LBM tracks limited number of particles and the viscous flow behavior emerges automatically from the intrinsic particle stream and collisions process. On the other hand, the gas-kinetic BGK scheme is a finite volume scheme, where the time-dependent gas distribution function with continuous particle velocity space is constructed and used in the evaluation of the numerical fluxes across cell interfaces. Currently, LBM is mainly used for low Mach number, nearly incompressible flow simulation. For the gas-kinetic scheme, the application is focusing on the high speed compressible flows. In this paper, we are going to compare both schemes in the isothermal low-Mach number flow simulations. The methodology for developing both schemes will be clarified through the introduction of operator splitting Boltzmann model and operator averaging Boltzmann model. From the operator splitting Boltzmann model, the error rooted in many kinetic schemes, which are based on the decoupling of particle transport and collision, can be easily understood. As to the test case, we choose to use the 2D cavity flow since it is one of the most extensively studied cases. Detailed simulation results with different Reynolds numbers, as well as the benchmark solutions, are presented
Aerodynamic Characteristics of a Revised Target Drone Vehicle at Mach Numbers from 1.60 to 2.86
Blair, A. B., Jr.; Babb, C. Donald
1968-01-01
An investigation has been conducted in the Langley Unitary Plan wind tunnel to determine the aerodynamic characteristics of a revised target drone vehicle through a Mach number range from 1.60 to 2.86. The vehicle had canard surfaces and a swept clipped-delta wing with twin tip-mounted vertical tails.
Low Mach and Peclet number limit for a model of stellar tachocline and upper radiative zones
Directory of Open Access Journals (Sweden)
Donatella Donatelli
2016-09-01
Full Text Available We study a hydrodynamical model describing the motion of internal stellar layers based on compressible Navier-Stokes-Fourier-Poisson system. We suppose that the medium is electrically charged, we include energy exchanges through radiative transfer and we assume that the system is rotating. We analyze the singular limit of this system when the Mach number, the Alfven number, the Peclet number and the Froude number approache zero in a certain way and prove convergence to a 3D incompressible MHD system with a stationary linear transport equation for transport of radiation intensity. Finally, we show that the energy equation reduces to a steady equation for the temperature corrector.
Photodensitometric tracing of Mach bands and its significance
International Nuclear Information System (INIS)
Yoo, Shi Joon; Cho, Kyung Sik; Kang, Heung Sik; Cho, Byung Jae
1984-01-01
Mach bands, a visual phenomenon resulting from lateral inhibitory impulses in the retina, are recognized as lucent or dense lines at the borders of different radiographic densities. A number of clinical situations have been described in which Mach bands may cause difficulty in radiographic diagnosis. Photodensitometric measurement of the film can differentiate the true change in film density from the Mach band which is an optical illusion. Authors present several examples of photodensitometric tracings of Mach bands, with the brief review of the mechanism of their production
Peng, Naifu; Yang, Yue
2018-01-01
We investigate the evolution of vortex-surface fields (VSFs) in compressible Taylor-Green flows at Mach numbers (Ma) ranging from 0.5 to 2.0 using direct numerical simulation. The formulation of VSFs in incompressible flows is extended to compressible flows, and a mass-based renormalization of VSFs is used to facilitate characterizing the evolution of a particular vortex surface. The effects of the Mach number on the VSF evolution are different in three stages. In the early stage, the jumps of the compressive velocity component near shocklets generate sinks to contract surrounding vortex surfaces, which shrink vortex volume and distort vortex surfaces. The subsequent reconnection of vortex surfaces, quantified by the minimal distance between approaching vortex surfaces and the exchange of vorticity fluxes, occurs earlier and has a higher reconnection degree for larger Ma owing to the dilatational dissipation and shocklet-induced reconnection of vortex lines. In the late stage, the positive dissipation rate and negative pressure work accelerate the loss of kinetic energy and suppress vortex twisting with increasing Ma.
Dodd, Michael; Ferrante, Antonino
2017-11-01
Our objective is to perform DNS of finite-size droplets that are evaporating in isotropic turbulence. This requires fully resolving the process of momentum, heat, and mass transfer between the droplets and surrounding gas. We developed a combined volume-of-fluid (VOF) method and low-Mach-number approach to simulate this flow. The two main novelties of the method are: (i) the VOF algorithm captures the motion of the liquid gas interface in the presence of mass transfer due to evaporation and condensation without requiring a projection step for the liquid velocity, and (ii) the low-Mach-number approach allows for local volume changes caused by phase change while the total volume of the liquid-gas system is constant. The method is verified against an analytical solution for a Stefan flow problem, and the D2 law is verified for a single droplet in quiescent gas. We also demonstrate the schemes robustness when performing DNS of an evaporating droplet in forced isotropic turbulence.
Spectroscopic studies of a high Mach-number rotating plasma flow
International Nuclear Information System (INIS)
Ando, Akira; Ashino, Masashi; Sagi, Yukiko; Inutake, Masaaki; Hattori, Kunihiko; Yoshinuma, Mikirou; Imasaki, Atsushi; Tobari, Hiroyuki; Yagai, Tsuyoshi
2001-01-01
Characteristics of an axially-magnetized rotating plasma are investigated by spectroscopy in the HITOP device of Tohoku University. A He plasma flows our axially and rotates azimuthally near the muzzle region of the MPD arcjet. Flow and rotational velocities and temperature of He ions and atoms are measured by Doppler shift and broadening of the HeII (γ=468.58 nm) and HeI (γ=587.56 nm) lines. Rotational velocity increases with the increase of axially-applied magnetic field strength and discharge current. As discharge current increases and mass flow rate decreases, the plasma flow velocity increases and T i increases. Ion acoustic Mach number of the plasma flow also increases, but tends to saturate at near 1. Radial profile of space potential is calculated from the obtained rotational velocity. The potential profile in the core region is parabolic corresponding to the observed rigid-body rotation of the core plasma. (author)
Spectroscopic studies of a high Mach-number rotating plasma flow
Energy Technology Data Exchange (ETDEWEB)
Ando, Akira; Ashino, Masashi; Sagi, Yukiko; Inutake, Masaaki; Hattori, Kunihiko; Yoshinuma, Mikirou; Imasaki, Atsushi; Tobari, Hiroyuki; Yagai, Tsuyoshi [Tohoku Univ., Dept. of Electrical Engineering, Sendai, Miyagi (Japan)
2001-07-01
Characteristics of an axially-magnetized rotating plasma are investigated by spectroscopy in the HITOP device of Tohoku University. A He plasma flows our axially and rotates azimuthally near the muzzle region of the MPD arcjet. Flow and rotational velocities and temperature of He ions and atoms are measured by Doppler shift and broadening of the HeII ({gamma}=468.58 nm) and HeI ({gamma}=587.56 nm) lines. Rotational velocity increases with the increase of axially-applied magnetic field strength and discharge current. As discharge current increases and mass flow rate decreases, the plasma flow velocity increases and T{sub i} increases. Ion acoustic Mach number of the plasma flow also increases, but tends to saturate at near 1. Radial profile of space potential is calculated from the obtained rotational velocity. The potential profile in the core region is parabolic corresponding to the observed rigid-body rotation of the core plasma. (author)
High-Mach number, laser-driven magnetized collisionless shocks
International Nuclear Information System (INIS)
Schaeffer, Derek B.; Fox, W.; Haberberger, D.; Fiksel, G.; Bhattacharjee, A.
2017-01-01
Collisionless shocks are ubiquitous in space and astrophysical systems, and the class of supercritical shocks is of particular importance due to their role in accelerating particles to high energies. While these shocks have been traditionally studied by spacecraft and remote sensing observations, laboratory experiments can provide reproducible and multi-dimensional datasets that provide complementary understanding of the underlying microphysics. We present experiments undertaken on the OMEGA and OMEGA EP laser facilities that show the formation and evolution of high-Mach number collisionless shocks created through the interaction of a laser-driven magnetic piston and magnetized ambient plasma. Through time-resolved, 2-D imaging we observe large density and magnetic compressions that propagate at super-Alfvenic speeds and that occur over ion kinetic length scales. Electron density and temperature of the initial ambient plasma are characterized using optical Thomson scattering. Measurements of the piston laser-plasma are modeled with 2-D radiation-hydrodynamic simulations, which are used to initialize 2-D particle-in-cell simulations of the interaction between the piston and ambient plasmas. The numerical results show the formation of collisionless shocks, including the separate dynamics of the carbon and hydrogen ions that constitute the ambient plasma and their effect on the shock structure. Furthermore, the simulations also show the shock separating from the piston, which we observe in the data at late experimental times.
Mack, Robert J.
1988-01-01
A wind-tunnel study was conducted to determine the capability of a method combining linear theory and shock-expansion theory to design optimum camber surfaces for wings that will fly at high-supersonic/low-hypersonic speeds. Three force models (a flat-plate reference wing and two cambered and twisted wings) were used to obtain aerodynamic lift, drag, and pitching-moment data. A fourth pressure-orifice model was used to obtain surface-pressure data. All four wing models had the same planform, airfoil section, and centerbody area distribution. The design Mach number was 4.5, but data were also obtained at Mach numbers of 3.5 and 4.0. Results of these tests indicated that the use of airfoil thickness as a theoretical optimum, camber-surface design constraint did not improve the aerodynamic efficiency or performance of a wing as compared with a wing that was designed with a zero-thickness airfoil (linear-theory) constraint.
Local flow measurements at the inlet spike tip of a Mach 3 supersonic cruise airplane
Johnson, H. J.; Montoya, E. J.
1973-01-01
The flow field at the left inlet spike tip of a YF-12A airplane was examined using at 26 deg included angle conical flow sensor to obtain measurements at free-stream Mach numbers from 1.6 to 3.0. Local flow angularity, Mach number, impact pressure, and mass flow were determined and compared with free-stream values. Local flow changes occurred at the same time as free-stream changes. The local flow usually approached the spike centerline from the upper outboard side because of spike cant and toe-in. Free-stream Mach number influenced the local flow angularity; as Mach number increased above 2.2, local angle of attack increased and local sideslip angle decreased. Local Mach number was generally 3 percent less than free-stream Mach number. Impact-pressure ratio and mass flow ratio increased as free-stream Mach number increased above 2.2, indicating a beneficial forebody compression effect. No degradation of the spike tip instrumentation was observed after more than 40 flights in the high-speed thermal environment encountered by the airplane. The sensor is rugged, simple, and sensitive to small flow changes. It can provide accurate imputs necessary to control an inlet.
Aeroacoustic computation of low Mach number flow
Energy Technology Data Exchange (ETDEWEB)
Dahl, K.S.
1996-12-01
This thesis explores the possibilities of applying a recently developed numerical technique to predict aerodynamically generated sound from wind turbines. The technique is a perturbation technique that has the advantage that the underlying flow field and the sound field are computed separately. Solution of the incompressible, time dependent flow field yields a hydrodynamic density correction to the incompressible constant density. The sound field is calculated from a set of equations governing the inviscid perturbations about the corrected flow field. Here, the emphasis is placed on the computation of the sound field. The nonlinear partial differential equations governing the sound field are solved numerically using an explicit MacCormack scheme. Two types of non-reflecting boundary conditions are applied; one based on the asymptotic solution of the governing equations and the other based on a characteristic analysis of the governing equations. The former condition is easy to use and it performs slightly better than the characteristic based condition. The technique is applied to the problems of the sound generation of a pulsating sphere, which is a monopole; a co-rotating vortex pair, which is a quadrupole, and the viscous flow over a circular cylinder, which is a dipole. The governing equations are written and solved for spherical, Cartesian, and cylindrical coordinates, respectively, thus, representing three common orthogonal coordinate systems. Numerical results agree very well with the analytical solutions for the problems of the pulsating sphere and the co-rotating vortex pair. Numerical results for the viscous flow over a cylinder are presented and evaluated qualitatively. The technique has potential for applications to airfoil flows as they are on a wind turbine blade, as well as for other low Mach number flows. (au) 2 tabs., 33 ills., 48 refs.
Vink, J.; Yamazaki, R.
2014-01-01
It is shown that, under some generic assumptions, shocks cannot accelerate particles unless the overall shock Mach number exceeds a critical value M > √5. The reason is that for M ≤ √5 the work done to compress the flow in a particle precursor requires more enthalpy flux than the system can sustain.
International Nuclear Information System (INIS)
Hou Bingxu; Yu Jiyang; Senechal, Dorothee; Mechitoua, Namane; Min Jiesheng; Chen Guofei
2015-01-01
During CFD simulations of the flows at low Mach number regime, the classical assumption which neglects the dilatable effect of gas is no longer applicable when the temperature variation or the concentration variation of the mixture's components is too large in the fluid domain. To be able to correctly predict the flow at such a regime, some authors have recourse to a Low Mach number algorithm. This algorithm is based on the well-known pressure-based algorithm or elliptic solver for incompressible flows, SIMPLE, with a modification for the treatment of the pressure which is split into two parts (the hydrodynamic pressure and the thermodynamic pressure) and a dilatable term added in the mass equation. This algorithm has been implemented in the CFD code, Code_—Saturne, developed by EDF R and D, and applied for the CFD simulations of the erosion phenomena of light gas stratification by air injection. This paper is devoted to the analytical work with the Low Mach number algorithm based on the ST1 series of the SETH-2 campaign provided by the OECD project on the PANDA test facility of PSI. The first part is focused on a mesh sensitivity analysis, which is a common procedure for CFD codes validation. The second part of the paper presents a comparison between the CFD results obtained with the standard algorithms used for incompressible flows and the Low Mach number algorithm. The third part is an analysis of the CFD results obtained on the reference mesh with both different Froude numbers corresponding to the tests ST1_—7 (Fr=6.04) and ST1_—10 (Fr=7.95) from the ST1 series. In the last part the authors perform the knowledge of the initial light gas distribution effect on the stratification erosion and the capability of the CFD codes to predict this phenomenon with an area governed by diffusion regime (at the top of the vessel) and another one by forced convection near the injection. (author)
Study of Perturbations on High Mach Number Blast Waves in Various Gasses
Edens, A.; Adams, R.; Rambo, P.; Shores, J.; Smith, I.; Atherton, B.; Ditmire, T.
2006-10-01
We have performed a series of experiments examining the properties of high Mach number blast waves. Experiments were conducted on the Z-Beamlet^1 laser at Sandia National Laboratories. We created blast waves in the laboratory by using 10 J- 1000 J laser pulses to illuminate millimeter scale solid targets immersed in gas. Our experiments studied the validity of theories forwarded by Vishniac and Ryu^2-4 to explain the dynamics of perturbations on astrophysical blast waves. These experiments consisted of an examination of the evolution of perturbations of known primary mode number induced on the surface of blast waves by means of regularly spaced wire arrays. The temporal evolution of the amplitude of the induced perturbations relative to the mean radius of the blast wave was fit to a power law in time. Measurements were taken for a number of different mode numbers and background gasses and the results show qualitative agreement with previously published theories for the hydrodynamics of thin shell blast wave. The results for perturbations on nitrogen gas have been recently published^5. .^1 P. K. Rambo, I. C. Smith, J. L. Porter, et al., Applied Optics 44, 2421 (2005). ^2 D. Ryu and E. T. Vishniac, Astrophysical Journal 313, 820 (1987). ^3 D. Ryu and E. T. Vishniac, Astrophysical Journal 368, 411 (1991). ^4 E. T. Vishniac, Astrophysical Journal 274, 152 (1983). ^5 A. D. Edens, T. Ditmire, J. F. Hansen, et al., Physical Review Letters 95 (2005).
Stack, John; Draley, Eugene C; Delano, James B; Feldman, Lewis
1950-01-01
As part of a general investigation of propellers at high forward speeds, tests of two 2-blade propellers having the NACA 4-(3)(8)-03 and NACA 4-(3)(8)-45 blade designs have been made in the Langley 8-foot high-speed tunnel through a range of blade angle from 20 degrees to 60 degrees for forward Mach numbers from 0.165 to 0.725 to establish in detail the changes in propeller characteristics due to compressibility effects. These propellers differed primarily only in blade solidity, one propeller having 50 percent and more solidity than the other. Serious losses in propeller efficiency were found as the propeller tip Mach number exceeded 0.91, irrespective of forward speed or blade angle. The magnitude of the efficiency losses varied from 9 percent to 22 percent per 0.1 increase in tip Mach number above the critical value. The range of advance ratio for peak efficiency decreased markedly with increase of forward speed. The general form of the changes in thrust and power coefficients was found to be similar to the changes in airfoil lift coefficient with changes in Mach number. Efficiency losses due to compressibility effects decreased with increase of blade width. The results indicated that the high level of propeller efficiency obtained at low speeds could be maintained to forward sea-level speeds exceeding 500 miles per hour.
Nason, Martin L.; Brown, Clarence A., Jr.; Rock, Rupert S.
1955-01-01
A linear stability analysis and flight-test investigation has been performed on a rolleron-type roll-rate stabilization system for a canard-type missile configuration through a Mach number range from 0.9 to 2.3. This type damper provides roll damping by the action of gyro-actuated uncoupled wing-tip ailerons. A dynamic roll instability predicted by the analysis was confirmed by flight testing and was subsequently eliminated by the introduction of control-surface damping about the rolleron hinge line. The control-surface damping was provided by an orifice-type damper contained within the control surface. Steady-state rolling velocities were at all times less than 1 radian per second between the Mach numbers of 0.9 to 2.3 on the configurations tested. No adverse longitudinal effects were experienced in flight because of the tendency of the free-floating rollerons to couple into the pitching motion at the low angles of attack and disturbance levels investigated herein after the introduction of control-surface damping.
International Nuclear Information System (INIS)
Hendijanifard, Mohammad; Willis, David A
2011-01-01
Laser-matter interactions are frequently studied by measuring the propagation of shock waves caused by the rapid laser-induced material removal. An improved method for calculating the thermo-fluid parameters behind shock waves is introduced in this work. Shock waves in ambient air, induced by pulsed Nd : YAG laser ablation of aluminium films, are measured using a shadowgraph apparatus. Normal shock solutions are applied to experimental data for shock wave positions and used to calculate pressure, temperature, and velocity behind the shock wave. Non-dimensionalizing the pressure and temperature with respect to the ambient values, the dimensionless pressure and temperature are estimated to be as high as 90 and 16, respectively, at a time of 10 ns after the ablation pulse for a laser fluence of F = 14.5 J cm -2 . The results of the normal shock solution and the Taylor-Sedov similarity solution are compared to show that the Taylor-Sedov solution under-predicts pressure when the Mach number of the shock wave is small. At a fluence of 3.1 J cm -2 , the shock wave Mach number is less than 3, and the Taylor-Sedov solution under-predicts the non-dimensional pressure by as much as 45%.
Energy Technology Data Exchange (ETDEWEB)
Choi, Seung Min [GyeongBuk Technopark, Gyeongsan (Korea, Republic of); Kang, Hui Bo; Kwon, Young Doo; Kwon, Soon Bum [Kyungpook Nat’l Univ., Daegu (Korea, Republic of)
2016-12-15
In the present study, the effects of non-equilibrium condensation on the drag divergence Mach number with the angle of attack in a transonic 2D moist air flow of NACA0012 are investigated using the TVD finite difference scheme. For the same α, the maximum upstream Mach number of the shock wave, Mmax, and the size of supersonic bubble decrease with the increase in Φ{sub 0}. For the same M{sub ∞}, Φ{sub 0}, and T{sub 0}, the length of the non-equilibrium condensation zone Δ{sub z} decreases with increasing Φ{sub 0}. On the other hand, because of the attenuating effect of non-equilibrium condensation on wave drag, which is related to the interaction between the shock wave and the boundary layer, the drag coefficient C{sub D} decreases with an increase in Φ{sub 0} for the same M{sub ∞} and α. For the same α, M{sub D} increases with increasing Φ{sub 0}, while M{sub D} decreases with an increase in α.
Analytic MHD Theory for Earth's Bow Shock at Low Mach Numbers
Grabbe, Crockett L.; Cairns, Iver H.
1995-01-01
A previous MHD theory for the density jump at the Earth's bow shock, which assumed the Alfven M(A) and sonic M(s) Mach numbers are both much greater than 1, is reanalyzed and generalized. It is shown that the MHD jump equation can be analytically solved much more directly using perturbation theory, with the ordering determined by M(A) and M(s), and that the first-order perturbation solution is identical to the solution found in the earlier theory. The second-order perturbation solution is calculated, whereas the earlier approach cannot be used to obtain it. The second-order terms generally are important over most of the range of M(A) and M(s) in the solar wind when the angle theta between the normal to the bow shock and magnetic field is not close to 0 deg or 180 deg (the solutions are symmetric about 90 deg). This new perturbation solution is generally accurate under most solar wind conditions at 1 AU, with the exception of low Mach numbers when theta is close to 90 deg. In this exceptional case the new solution does not improve on the first-order solutions obtained earlier, and the predicted density ratio can vary by 10-20% from the exact numerical MHD solutions. For theta approx. = 90 deg another perturbation solution is derived that predicts the density ratio much more accurately. This second solution is typically accurate for quasi-perpendicular conditions. Taken together, these two analytical solutions are generally accurate for the Earth's bow shock, except in the rare circumstance that M(A) is less than or = 2. MHD and gasdynamic simulations have produced empirical models in which the shock's standoff distance a(s) is linearly related to the density jump ratio X at the subsolar point. Using an empirical relationship between a(s) and X obtained from MHD simulations, a(s) values predicted using the MHD solutions for X are compared with the predictions of phenomenological models commonly used for modeling observational data, and with the predictions of a
Energy Technology Data Exchange (ETDEWEB)
Guo, Xinyi; Narayan, Ramesh [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Sironi, Lorenzo [NASA Einstein Postdoctoral Fellow. (United States)
2014-12-10
Electron acceleration to non-thermal energies is known to occur in low Mach number (M{sub s} ≲ 5) shocks in galaxy clusters and solar flares, but the electron acceleration mechanism remains poorly understood. Using two-dimensional (2D) particle-in-cell (PIC) plasma simulations, we showed in Paper I that electrons are efficiently accelerated in low Mach number (M{sub s} = 3) quasi-perpendicular shocks via a Fermi-like process. The electrons bounce between the upstream region and the shock front, with each reflection at the shock resulting in energy gain via shock drift acceleration. The upstream scattering is provided by oblique magnetic waves that are self-generated by the electrons escaping ahead of the shock. In the present work, we employ additional 2D PIC simulations to address the nature of the upstream oblique waves. We find that the waves are generated by the shock-reflected electrons via the firehose instability, which is driven by an anisotropy in the electron velocity distribution. We systematically explore how the efficiency of wave generation and of electron acceleration depend on the magnetic field obliquity, the flow magnetization (or equivalently, the plasma beta), and the upstream electron temperature. We find that the mechanism works for shocks with high plasma beta (≳ 20) at nearly all magnetic field obliquities, and for electron temperatures in the range relevant for galaxy clusters. Our findings offer a natural solution to the conflict between the bright radio synchrotron emission observed from the outskirts of galaxy clusters and the low electron acceleration efficiency usually expected in low Mach number shocks.
Yang, Zhongwei; Lu, Quanming; Liu, Ying D.; Wang, Rui
2018-04-01
Electron dynamics at low-Mach-number collisionless shocks are investigated by using two-dimensional electromagnetic particle-in-cell simulations with various shock normal angles. We found: (1) The reflected ions and incident electrons at the shock front provide an effective mechanism for the quasi-electrostatic wave generation due to the charge-separation. A fraction of incident electrons can be effectively trapped and accelerated at the leading edge of the shock foot. (2) At quasi-perpendicular shocks, the electron trapping and reflection is nonuniform due to the shock rippling along the shock surface and is more likely to take place at some locations accompanied by intense reflected ion-beams. The electron trapping process has a periodical evolution over time due to the shock front self-reformation, which is controlled by ion dynamics. Thus, this is a cross-scale coupling phenomenon. (3) At quasi-parallel shocks, reflected ions can travel far back upstream. Consequently, quasi-electrostatic waves can be excited in the shock transition and the foreshock region. The electron trajectory analysis shows these waves can trap electrons at the foot region and reflect a fraction of them far back upstream. Simulation runs in this paper indicate that the micro-turbulence at the shock foot can provide a possible scenario for producing the reflected electron beam, which is a basic condition for the type II radio burst emission at low-Mach-number interplanetary shocks driven by Coronal Mass Ejections (CMEs).
Sensitivity of boundary-layer stability to base-state distortions at high Mach numbers
Park, Junho; Zaki, Tamer
2017-11-01
The stability diagram of high-speed boundary layers has been established by evaluating the linear instability modes of the similarity profile, over wide ranges of Reynolds and Mach numbers. In real flows, however, the base state can deviate from the similarity profile. Both the base velocity and temperature can be distorted, for example due to roughness and thermal wall treatments. We review the stability problem of high-speed boundary layer, and derive a new formulation of the sensitivity to base-state distortion using forward and adjoint parabolized stability equations. The new formulation provides qualitative and quantitative interpretations on change in growth rate due to modifications of mean-flow and mean-temperature in heated high-speed boundary layers, and establishes the foundation for future control strategies. This work has been funded by the Air Force Office of Scientific Research (AFOSR) Grant: FA9550-16-1-0103.
Diffusive wave in the low Mach limit for non-viscous and heat-conductive gas
Liu, Yechi
2018-06-01
The low Mach number limit for one-dimensional non-isentropic compressible Navier-Stokes system without viscosity is investigated, where the density and temperature have different asymptotic states at far fields. It is proved that the solution of the system converges to a nonlinear diffusion wave globally in time as Mach number goes to zero. It is remarked that the velocity of diffusion wave is proportional with the variation of temperature. Furthermore, it is shown that the solution of compressible Navier-Stokes system also has the same phenomenon when Mach number is suitably small.
Brown, Clarence A , Jr
1957-01-01
A full- scale rocket-powered model of a cruciform canard missile configuration with a low- aspect - ratio wing and blunt nose has been flight tested by the Langley Pilotless Aircraft Research Division. Static and dynamic longitudinal stability and control derivatives of this interdigitated canard-wing missile configuration were determined by using the pulsed- control technique at low angles of attack and for a Mach number range of 1.2 to 2.1. The lift - curve slope showed only small nonlinearities with changes in control deflection or angle of attack but indicated a difference in lift- .curve slope of approximately 7 percent for the two control deflections of delta = 3.0 deg and delta= -0.3 deg . The large tail length of the missile tested was effective in producing damping in pitch throughout the Mach number range tested. The aerodynamic- center location was nearly constant with Mach number for the two control deflections but was shown to be less stable with the larger control deflection. The increment of lift produced by the controls was small and positive throughout the Mach number range tested, whereas the pitching moment produced by the controls exhibited a normal trend of reduced effectiveness with increasing Mach number.The effectiveness of the controls in producing angle of attack, lift, and pitching moment was good at all Mach numbers tested.
Tests of Full-Scale Helicopter Rotors at High Advancing Tip Mach Numbers and Advance Ratios
Biggers, James C.; McCloud, John L., III; Stroub, Robert H.
2015-01-01
As a continuation of the studies of reference 1, three full-scale helicopter rotors have been tested in the Ames Research Center 40- by SO-foot wind tunnel. All three of them were two-bladed, teetering rotors. One of the rotors incorporated the NACA 0012 airfoil section over the entire length of the blade. This rotor was tested at advance ratios up to 1.05. Both of the other rotors were tapered in thickness and incorporated leading-edge camber over the outer 20 percent of the blade radius. The larger of these rotors was tested at advancing tip Mach numbers up to 1.02. Data were obtained for a wide range of lift and propulsive force, and are presented without discussion.
Spearman, M. L.
1983-01-01
An investigation has been made to determine the effects of external stores on the stability and control characteristics of a delta wing fighter airplane model at Mach numbers from 0.60 to 2.01 for a Reynolds number of 3.0 X 1 million per foot. The angle-of-attack range was from about -4 degrees to 20 degrees at a sideslip angle of 0 degrees for the transonic tests, and from about -4 degrees to 10 degrees at sideslip angles of 0 degrees and 3 degrees for the supersonic tests. In general, the results of the tests indicated no seriously detrimental effects of the stores on the stability and control characteristics of the model but did show an increase in the minimum drag level throughout the Mach number range. However, the drag-due-to-lift was such that for subsonic/transonic speeds, the drag at higher lifts was essentially unaffected and the indications are that the maneuvering capability may not be impaired by the stores.
Investigation of side wall effects on an inward scramjet inlet at Mach number 8.6
Rolim, Tiago Cavalcanti
Experimental and computational studies were conducted to evaluate the performance of a scramjet inlet as the side cowl length is changed. A slender inward turning inlet of a total length of 304.8 mm, a span of 50.8 mm with the compression at 11.54 deg and CR = 4.79 was used. The side cowl lengths were of 0, 50.8 and 76.2 mm. The UTA Hypersonic Shock Tunnel facility was used in the reflected mode. The model was instrumented with nine piezoelectric pressure transducers, for static and total pressure measurements. A wedge was mounted at the rear of the inlet in order to accommodate a Pitot pressure rake. The driven tube was instrumented with three pressure transducers. Two of them were used to measure the incident shock wave speed, and a third one was used for stagnation pressure measurements during a test. Furthermore, a Pitot probe was installed below the model in order to measure the impact pressure on each run, this reading along with the driven sensor readings, allowed us for the calculation of freestream properties. During the experiments, nominal stagnation enthalpy of 0.67 MJ/kg and stagnation pressure of 3.67 MPa were achieved. Freestream conditions were Mach number 8.6 and Reynolds number of 1.94 million per m. Test times were 300 - 500 microseconds. Numerical simulations using RANS with the Wilcox K-w turbulence model were performed using ANSYS Fluent. The results from the static pressure measurements presented a good agreement with CFD predictions. Moreover, the uniformity at the inlet exit was achieved within the experimental precision. The experiments showed that the cowl length has a pronounced effect in the pressure distribution on the inlet and a minor effect in the exit flow Mach number. The numerical results confirmed these trends and showed that a complex flow structure is formed in the cowl-ramp corners; a non-uniform transverse shock structure was found to be related to the cowl leading edge position. Cross flow due to the side expansion
Combustion-Powered Actuation for Dynamic Stall Suppression - Simulations and Low-Mach Experiments
Matalanis, Claude G.; Min, Byung-Young; Bowles, Patrick O.; Jee, Solkeun; Wake, Brian E.; Crittenden, Tom; Woo, George; Glezer, Ari
2014-01-01
An investigation on dynamic-stall suppression capabilities of combustion-powered actuation (COMPACT) applied to a tabbed VR-12 airfoil is presented. In the first section, results from computational fluid dynamics (CFD) simulations carried out at Mach numbers from 0.3 to 0.5 are presented. Several geometric parameters are varied including the slot chordwise location and angle. Actuation pulse amplitude, frequency, and timing are also varied. The simulations suggest that cycle-averaged lift increases of approximately 4% and 8% with respect to the baseline airfoil are possible at Mach numbers of 0.4 and 0.3 for deep and near-deep dynamic-stall conditions. In the second section, static-stall results from low-speed wind-tunnel experiments are presented. Low-speed experiments and high-speed CFD suggest that slots oriented tangential to the airfoil surface produce stronger benefits than slots oriented normal to the chordline. Low-speed experiments confirm that chordwise slot locations suitable for Mach 0.3-0.4 stall suppression (based on CFD) will also be effective at lower Mach numbers.
Cui, Peng; Xu, WanWu; Li, Qinglian
2018-01-01
Currently, the upper operating limit of the turbine engine is Mach 2+, and the lower limit of the dual-mode scramjet is Mach 4. Therefore no single power systems can operate within the range between Mach 2 + and Mach 4. By using ejector rockets, Rocket-based-combined-cycle can work well in the above scope. As the key component of Rocket-based-combined-cycle, the ejector rocket has significant influence on Rocket-based-combined-cycle performance. Research on the influence of rocket parameters on Rocket-based-combined-cycle in the speed range of Mach 2 + to Mach 4 is scarce. In the present study, influences of Mach number and total pressure of the ejector rocket on Rocket-based-combined-cycle were analyzed numerically. Due to the significant effects of the flight conditions and the Rocket-based-combined-cycle configuration on Rocket-based-combined-cycle performances, flight altitude, flight Mach number, and divergence ratio were also considered. The simulation results indicate that matching lower altitude with higher flight Mach numbers can increase Rocket-based-combined-cycle thrust. For another thing, with an increase of the divergent ratio, the effect of the divergent configuration will strengthen and there is a limit on the divergent ratio. When the divergent ratio is greater than the limit, the effect of divergent configuration will gradually exceed that of combustion on supersonic flows. Further increases in the divergent ratio will decrease Rocket-based-combined-cycle thrust.
Bond, Aleck C.; Swanson, Andrew G.
1953-01-01
A free-flight 0.12-scale rocket-boosted model of the North American MX-770 (X-10) missile has been tested in flight by the Pilotless Aircraft Research Division of the Langley Aeronautical Laboratory. Drag, longitudinal stability, and duct performance data were obtained at Mach numbers from 0.8 to 1.7 covering a Reynolds number range of about 9 x 10(exp 6) to 24 x 10(exp 6) based on wing mean aerodynamic chord. The lift-curve slope, static stability, and damping-in-pitch derivatives showed similar variations with Mach number, the parameters increasing from subsonic values in the transonic region and decreasing in the supersonic region. The variations were for the most part fairly smooth. The aerodynamic center of the configuration shifted rearward in the transonic region and moved forward gradually in the supersonic region. The pitching effectiveness of the canard control surfaces was maintained throughout the flight speed range, the supersonic values being somewhat greater than the subsonic. Trim values of angle of attack and lift coefficient changed abruptly in the transonic region, the change being associated with variations in the out-of-trim pitching moment, control effectiveness, and aerodynamic-center travel in this speed range. Duct total-pressure recovery decreased with increase in free-stream Mach number and the values were somewhat less than normal-shock recovery. Minimum drag data indicated a supersonic drag coefficient about twice the subsonic drag coefficient and a drag-rise Mach number of approximately 0.90. Base drag was small subsonically but was about 25 percent of the minimum drag of the configuration supersonically.
Driver, Cornelius
1956-01-01
Tests have been made in the Langley 4- by 4-foot supersonic pressure tunnel at Mach numbers of 1.41, 1.61, and 2.01 to determine the static longitudinal stability and control characteristics of various arrangements of the Grumman F11F-1 airplane. Tests were made of the complete model and various combinations of its component parts and, in addition, the effects of various body modifications, a revised vertical tail, and wing fences on the longitudinal characteristics were determined. The results indicate that for a horizontal-tail incidence of -10 deg the trim lift coefficient varied from 0.29 at a Mach number of 1.61 to 0.23 at a Mach number of 2.01 with a corresponding decrease in lift-drag trim from 3.72 to 3.15. Stick-position instability was indicated in the low-supersonic-speed range. A photographic-type nose modification resulted in slightly higher values of minimum drag coefficient but did not significantly affect the static stability or lift-curve slope. The minimum drag coefficient for the complete model with the production nose remained essentially constant at 0.047 throughout the Mach number range investigated.
Recovery Temperature, Transition, and Heat Transfer Measurements at Mach 5
Brinich, Paul F.
1961-01-01
Schlieren, recovery temperature, and heat-transfer measurements were made on a hollow cylinder and a cone with axes alined parallel to the stream. Both the cone and cylinder were equipped with various bluntnesses, and the tests covered a Reynolds number range up to 20 x 10(exp 6) at a free-stream Mach number of 4.95 and wall to free-stream temperature ratios from 1.8 to 5.2 (adiabatic). A substantial transition delay due to bluntness was found for both the cylinder and the cone. For the present tests (Mach 4.95), transition was delayed by a factor of 3 on the cylinder and about 2 on the cone, these delays being somewhat larger than those observed in earlier tests at Mach 3.1. Heat-transfer tests on the cylinder showed only slight effects of wall temperature level on transition location; this is to be contrasted to the large transition delays observed on conical-type bodies at low surface temperatures at Mach 3.1. The schlieren and the peak-recovery-temperature methods of detecting transition were compared with the heat-transfer results. The comparison showed that the first two methods identified a transition point which occurred just beyond the end of the laminar run as seen in the heat-transfer data.
Effects of Mach Numbers on Side Force, Yawing Moment and Surface Pressure
Sohail, Muhammad Amjad; Muhammad, Zaka; Husain, Mukkarum; Younis, Muhammad Yamin
2011-09-01
In this research, CFD simulations are performed for air vehicle configuration to compute the side force effect and yawing moment coefficients variations at high angle of attack and Mach numbers. As the angle of attack is increased then lift and drag are increased for cylinder body configurations. But when roll angle is given to body then side force component is also appeared on the body which causes lateral forces on the body and yawing moment is also produced. Now due to advancement of CFD methods we are able to calculate these forces and moment even at supersonic and hypersonic speed. In this study modern CFD techniques are used to simulate the hypersonic flow to calculate the side force effects and yawing moment coefficient. Static pressure variations along the circumferential and along the length of the body are also calculated. The pressure coefficient and center of pressure may be accurately predicted and calculated. When roll angle and yaw angle is given to body then these forces becomes very high and cause the instability of the missile body with fin configurations. So it is very demanding and serious problem to accurately predict and simulate these forces for the stability of supersonic vehicles.
Supersonic and transonic Mach probe for calibration control in the Trisonic Wind Tunnel
Directory of Open Access Journals (Sweden)
Alexandru Marius PANAIT
2017-12-01
Full Text Available A supersonic and high speed transonic Pitot Prandtl is described as it can be implemented in the Trisonic Wind Tunnel for calibration and verification of Mach number precision. A new calculation method for arbitrary precision Mach numbers is proposed and explained. The probe is specially designed for the Trisonic wind tunnel and would greatly simplify obtaining a precise Mach calibration in the critical high transonic and low supersonic regimes, where typically wind tunnels exhibit poor performance. The supersonic Pitot Prandtl combined probe is well known in the aerospace industry, however the proposed probe is a derivative of the standard configuration, combining a stout cone-cylinder probe with a supersonic Pitot static port which allows this configuration to validate the Mach number by three methods: conical flow method – using the pressure ports on a cone generatrix, the Schlieren-optical method of shock wave angle photogrammetry and the Rayleigh supersonic Pitot equation, while having an aerodynamic blockage similar to that of a scaled rocket model commonly used in testing. The proposed probe uses an existing cone-cylinder probe forebody and support, adding only an afterbody with a support for a static port.
Determining integral density distribution in the mach reflection of shock waves
Shevchenko, A. M.; Golubev, M. P.; Pavlov, A. A.; Pavlov, Al. A.; Khotyanovsky, D. V.; Shmakov, A. S.
2017-05-01
We present a method for and results of determination of the field of integral density in the structure of flow corresponding to the Mach interaction of shock waves at Mach number M = 3. The optical diagnostics of flow was performed using an interference technique based on self-adjusting Zernike filters (SA-AVT method). Numerical simulations were carried out using the CFS3D program package for solving the Euler and Navier-Stokes equations. Quantitative data on the distribution of integral density on the path of probing radiation in one direction of 3D flow transillumination in the region of Mach interaction of shock waves were obtained for the first time.
Rao, Pooja; She, Dan; Lim, Hyunkyung; Glimm, James
2015-11-01
The qualitative and quantitative effect of initial conditions (linear and non-linear) and high Mach number (1.3 and 1.45) is studied on the turbulent mixing induced by the Richtmyer-Meshkov instability in idealized ICF conditions. The Richtmyer-Meshkov instability seeds Rayleigh-taylor instabilities in ICF experiments and is one of the factors that contributes to reduced performance of ICF experiments. Its also found in collapsing cores of stars and supersonic combustion. We use the Stony Brook University code, FronTier, which is verified via a code comparison study against the AMR multiphysics code FLASH, and validated against vertical shock tube experiments done by the LANL Extreme Fluids Team. These simulations are designed as a step towards simulating more realistic ICF conditions and quantifying the detrimental effects of mixing on the yield.
Pittman, J. L.
1979-01-01
Aerodynamic predictions from supersonic linear theory and hypersonic impact theory were compared with experimental data for three hypersonic research airplane concepts over a Mach number range from 1.10 to 2.86. The linear theory gave good lift prediction and fair to good pitching-moment prediction over the Mach number (M) range. The tangent-cone theory predictions were good for lift and fair to good for pitching moment for M more than or equal to 2.0. The combined tangent-cone theory predictions were good for lift and fair to good for pitching moment for M more than or equal to 2.0. The combined tangent-cone/tangent-wedge method gave the least accurate prediction of lift and pitching moment. The zero-lift drag was overestimated, especially for M less than 2.0. The linear theory drag prediction was generally poor, with areas of good agreement only for M less than or equal to 1.2. For M more than or equal to 2.), the tangent-cone method predicted the zero-lift drag most accurately.
An implicit turbulence model for low-Mach Roe scheme using truncated Navier-Stokes equations
Li, Chung-Gang; Tsubokura, Makoto
2017-09-01
The original Roe scheme is well-known to be unsuitable in simulations of turbulence because the dissipation that develops is unsatisfactory. Simulations of turbulent channel flow for Reτ = 180 show that, with the 'low-Mach-fix for Roe' (LMRoe) proposed by Rieper [J. Comput. Phys. 230 (2011) 5263-5287], the Roe dissipation term potentially equates the simulation to an implicit large eddy simulation (ILES) at low Mach number. Thus inspired, a new implicit turbulence model for low Mach numbers is proposed that controls the Roe dissipation term appropriately. Referred to as the automatic dissipation adjustment (ADA) model, the method of solution follows procedures developed previously for the truncated Navier-Stokes (TNS) equations and, without tuning of parameters, uses the energy ratio as a criterion to automatically adjust the upwind dissipation. Turbulent channel flow at two different Reynold numbers and the Taylor-Green vortex were performed to validate the ADA model. In simulations of turbulent channel flow for Reτ = 180 at Mach number of 0.05 using the ADA model, the mean velocity and turbulence intensities are in excellent agreement with DNS results. With Reτ = 950 at Mach number of 0.1, the result is also consistent with DNS results, indicating that the ADA model is also reliable at higher Reynolds numbers. In simulations of the Taylor-Green vortex at Re = 3000, the kinetic energy is consistent with the power law of decaying turbulence with -1.2 exponents for both LMRoe with and without the ADA model. However, with the ADA model, the dissipation rate can be significantly improved near the dissipation peak region and the peak duration can be also more accurately captured. With a firm basis in TNS theory, applicability at higher Reynolds number, and ease in implementation as no extra terms are needed, the ADA model offers to become a promising tool for turbulence modeling.
Sinclair, Archibald R; Mace, William D
1956-01-01
A limited calibration of a combined pitot-static tube and vane-type flow-angularity indicator has been made in the Langley 4- by 4-foot supersonic pressure tunnel at Mach numbers of 1.61 and 2.01. The results indicated that the angle-of-yaw indications were affected by unsymmetric shock effects at low angles of attack.
Mach's principle and rotating universes
International Nuclear Information System (INIS)
King, D.H.
1990-01-01
It is shown that the Bianchi 9 model universe satisfies the Mach principle. These closed rotating universes were previously thought to be counter-examples to the principle. The Mach principle is satisfied because the angular momentum of the rotating matter is compensated by the effective angular momentum of gravitational waves. A new formulation of the Mach principle is given that is based on the field theory interpretation of general relativity. Every closed universe with 3-sphere topology is shown to satisfy this formulation of the Mach principle. It is shown that the total angular momentum of the matter and gravitational waves in a closed 3-sphere topology universe is zero
Particle image velocimetry measurements of Mach 3 turbulent boundary layers at low Reynolds numbers
Brooks, J. M.; Gupta, A. K.; Smith, M. S.; Marineau, E. C.
2018-05-01
Particle image velocimetry (PIV) measurements of Mach 3 turbulent boundary layers (TBL) have been performed under low Reynolds number conditions, Re_τ =200{-}1000, typical of direct numerical simulations (DNS). Three reservoir pressures and three measurement locations create an overlap in parameter space at one research facility. This allows us to assess the effects of Reynolds number, particle response and boundary layer thickness separate from facility specific experimental apparatus or methods. The Morkovin-scaled streamwise fluctuating velocity profiles agree well with published experimental and numerical data and show a small standard deviation among the nine test conditions. The wall-normal fluctuating velocity profiles show larger variations which appears to be due to particle lag. Prior to the current study, no detailed experimental study characterizing the effect of Stokes number on attenuating wall-normal fluctuating velocities has been performed. A linear variation is found between the Stokes number ( St) and the relative error in wall-normal fluctuating velocity magnitude (compared to hot wire anemometry data from Klebanoff, Characteristics of Turbulence in a Boundary Layer with Zero Pressure Gradient. Tech. Rep. NACA-TR-1247, National Advisory Committee for Aeronautics, Springfield, Virginia, 1955). The relative error ranges from about 10% for St=0.26 to over 50% for St=1.06. Particle lag and spatial resolution are shown to act as low-pass filters on the fluctuating velocity power spectral densities which limit the measurable energy content. The wall-normal component appears more susceptible to these effects due to the flatter spectrum profile which indicates that there is additional energy at higher wave numbers not measured by PIV. The upstream inclination and spatial correlation extent of coherent turbulent structures agree well with published data including those using krypton tagging velocimetry (KTV) performed at the same facility.
Energy Technology Data Exchange (ETDEWEB)
Marc O Delchini; Jean E. Ragusa; Ray A. Berry
2015-07-01
We present a new version of the entropy viscosity method, a viscous regularization technique for hyperbolic conservation laws, that is well-suited for low-Mach flows. By means of a low-Mach asymptotic study, new expressions for the entropy viscosity coefficients are derived. These definitions are valid for a wide range of Mach numbers, from subsonic flows (with very low Mach numbers) to supersonic flows, and no longer depend on an analytical expression for the entropy function. In addition, the entropy viscosity method is extended to Euler equations with variable area for nozzle flow problems. The effectiveness of the method is demonstrated using various 1-D and 2-D benchmark tests: flow in a converging–diverging nozzle; Leblanc shock tube; slow moving shock; strong shock for liquid phase; low-Mach flows around a cylinder and over a circular hump; and supersonic flow in a compression corner. Convergence studies are performed for smooth solutions and solutions with shocks present.
Mach cones in space and laboratory dusty magnetoplasmas
International Nuclear Information System (INIS)
Mamun, A.A.; Shukla, P.K
2004-07-01
We present a rigorous theoretical investigation on the possibility for the formation of Mach cones in both space and laboratory dusty magnetoplasmas. We find the parametric regimes for which different types of Mach cones, such as dust acoustic Mach cones, dust magneto-acoustic Mach cones, oscillonic Mach cones, etc. are formed in space and laboratory dusty magnetoplasmas. We also identify the basic features of such different classes of Mach cones (viz. dust- acoustic, dust magneto-acoustic, oscillonic Mach cones, etc.), and clearly explain how they are relevant to space and laboratory dusty manetoplasmas. (author)
International Nuclear Information System (INIS)
Khoury, Justin; Parikh, Maulik
2009-01-01
Mach's principle is the proposition that inertial frames are determined by matter. We put forth and implement a precise correspondence between matter and geometry that realizes Mach's principle. Einstein's equations are not modified and no selection principle is applied to their solutions; Mach's principle is realized wholly within Einstein's general theory of relativity. The key insight is the observation that, in addition to bulk matter, one can also add boundary matter. Given a space-time, and thus the inertial frames, we can read off both boundary and bulk stress tensors, thereby relating matter and geometry. We consider some global conditions that are necessary for the space-time to be reconstructible, in principle, from bulk and boundary matter. Our framework is similar to that of the black hole membrane paradigm and, in asymptotically anti-de Sitter space-times, is consistent with holographic duality.
MCNP variance reduction overview
International Nuclear Information System (INIS)
Hendricks, J.S.; Booth, T.E.
1985-01-01
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
Does the chromatic Mach bands effect exist?
Tsofe, Avital; Spitzer, Hedva; Einav, Shmuel
2009-06-30
The achromatic Mach bands effect is a well-known visual illusion, discovered over a hundred years ago. This effect has been investigated thoroughly, mainly for its brightness aspect. The existence of Chromatic Mach bands, however, has been disputed. In recent years it has been reported that Chromatic Mach bands are not perceived under controlled iso-luminance conditions. However, here we show that a variety of Chromatic Mach bands, consisting of chromatic and achromatic regions, separated by a saturation ramp, can be clearly perceived under iso-luminance and iso-brightness conditions. In this study, observers' eye movements were recorded under iso-brightness conditions. Several observers were tested for their ability to perceive the Chromatic Mach bands effect and its magnitude, across different cardinal and non-cardinal Chromatic Mach bands stimuli. A computational model of color adaptation, which predicted color induction and color constancy, successfully predicts this variation of Chromatic Mach bands. This has been tested by measuring the distance of the data points from the "achromatic point" and by calculating the shift of the data points from predicted complementary lines. The results suggest that the Chromatic Mach bands effect is a specific chromatic induction effect.
Variance of the number of tumors in a model for the induction of osteosarcoma by alpha radiation
International Nuclear Information System (INIS)
Groer, P.G.; Marshall, J.H.
1976-01-01
An earlier report on a model for the induction of osteosarcoma by alpha radiation gave differential equations for the mean numbers of normal, transformed, and malignant cells. In this report we show that for a constant dose rate the variance of the number of cells at each stage and time is equal to the corresponding mean, so the numbers of tumors predicted by the model have a Poisson distribution about their mean values
Chan, David T.; Balakrishna, Sundareswara; Walker, Eric L.; Goodliff, Scott L.
2015-01-01
Recent data quality improvements at the National Transonic Facility have an intended goal of reducing the Mach number variation in a data point to within plus or minus 0.0005, with the ultimate goal of reducing the data repeatability of the drag coefficient for full-span subsonic transport models at transonic speeds to within half a drag count. This paper will discuss the Mach stability improvements achieved through the use of an existing second throat capability at the NTF to create a minimum area at the end of the test section. These improvements were demonstrated using both the NASA Common Research Model and the NTF Pathfinder-I model in recent experiments. Sonic conditions at the throat were verified using sidewall static pressure data. The Mach variation levels from both experiments in the baseline tunnel configuration and the choked tunnel configuration will be presented and the correlation between Mach number and drag will also be examined. Finally, a brief discussion is given on the consequences of using the second throat in its location at the end of the test section.
Acoustic Radiation From a Mach 14 Turbulent Boundary Layer
Zhang, Chao; Duan, Lian; Choudhari, Meelan M.
2016-01-01
Direct numerical simulations (DNS) are used to examine the turbulence statistics and the radiation field generated by a high-speed turbulent boundary layer with a nominal freestream Mach number of 14 and wall temperature of 0:18 times the recovery temperature. The flow conditions fall within the range of nozzle exit conditions of the Arnold Engineering Development Center (AEDC) Hypervelocity Tunnel No. 9 facility. The streamwise domain size is approximately 200 times the boundary-layer thickness at the inlet, with a useful range of Reynolds number corresponding to Re 450 ?? 650. Consistent with previous studies of turbulent boundary layer at high Mach numbers, the weak compressibility hypothesis for turbulent boundary layers remains applicable under this flow condition and the computational results confirm the validity of both the van Driest transformation and Morkovin's scaling. The Reynolds analogy is valid at the surface; the RMS of fluctuations in the surface pressure, wall shear stress, and heat flux is 24%, 53%, and 67% of the surface mean, respectively. The magnitude and dominant frequency of pressure fluctuations are found to vary dramatically within the inner layer (z/delta 0.< or approx. 0.08 or z+ < or approx. 50). The peak of the pre-multiplied frequency spectrum of the pressure fluctuation is f(delta)/U(sub infinity) approx. 2.1 at the surface and shifts to a lower frequency of f(delta)/U(sub infinity) approx. 0.7 in the free stream where the pressure signal is predominantly acoustic. The dominant frequency of the pressure spectrum shows a significant dependence on the freestream Mach number both at the wall and in the free stream.
Dynamic pressure sensitivity determination with Mach number method
Sarraf, Christophe; Damion, Jean-Pierre
2018-05-01
Measurements of pressure in fast transient conditions are often performed even if the dynamic characteristic of the transducer are not traceable to international standards. Moreover, the question of a primary standard in dynamic pressure is still open, especially for gaseous applications. The question is to improve dynamic standards in order to respond to expressed industrial needs. In this paper, the method proposed in the EMRP IND09 ‘Dynamic’ project, which can be called the ‘ideal shock tube method’, is compared with the ‘collective standard method’ currently used in the Laboratoire de Métrologie Dynamique (LNE/ENSAM). The input is a step of pressure generated by a shock tube. The transducer is a piezoelectric pressure sensor. With the ‘ideal shock tube method’ the sensitivity of a pressure sensor is first determined dynamically. This method requires a shock tube implemented with piezoelectric shock wave detectors. The measurement of the Mach number in the tube allows an evaluation of the incident pressure amplitude of a step using a theoretical 1D model of the shock tube. Heat transfer, other actual effects and effects of the shock tube imperfections are not taken into account. The amplitude of the pressure step is then used to determine the sensitivity in dynamic conditions. The second method uses a frequency bandwidth comparison to determine pressure at frequencies from quasi-static conditions, traceable to static pressure standards, to higher frequencies (up to 10 kHz). The measurand is also a step of pressure generated by a supposed ideal shock tube or a fast-opening device. The results are provided as a transfer function with an uncertainty budget assigned to a frequency range, also deliverable frequency by frequency. The largest uncertainty in the bandwidth of comparison is used to trace the final pressure step level measured in dynamic conditions, owing that this pressure is not measurable in a steady state on a shock tube. A reference
International Nuclear Information System (INIS)
Ansanay-Alex, G.
2009-01-01
The development of simulation codes aimed at a precise simulation of fires requires a precise approach of flame front phenomena by using very fine grids. The need to take different spatial scale into consideration leads to a local grid refinement and to a discretization with homogeneous grid for computing time and memory purposes. The author reports the approximation of the non-linear convection term, the scalar advection-diffusion in finite volumes, numerical simulations of a flow in a bent tube, of a three-dimensional laminar flame and of a low Mach number an-isotherm flow. Non conformal finite elements are also presented (Rannacher-Turek and Crouzeix-Raviart elements)
Measurement and analysis of the noise radiated by low Mach numbers centrifugal blowers
Yeager, D. M.; Lauchle, G. C.
1987-11-01
The broad band, aerodynamically generated noise in low tip-speed Mach number, centrifugal air moving devices is investigated. An interdisciplinary approach was taken which involved investigation of the aerodynamic and acoustic fields, and their mutual relationship. The noise generation process was studied using two experimental vehicles: (1) a scale model of a homologous family of centrifugal blowers typical of those used to cool computer and business equipment, and (2) a single blade from a centrifugal blower impeller which was placed in a known, controllable flow field. The radiation characteristics of the model blower were investigated by measuring the acoustic intensity distribution near the blower inlet and comparing it with the intensity near the inlet to an axial flow fan. Aerodynamic studies of the flow field in the inlet and at the discharge to the rotating impeller were used to assess the mean flow distribution through the impeller blade channels and to identify regions of excessive turbulence near the rotating blade row. New frequency-domain expressions for the correlation area and dipole source strength per unit area on a surface immersed in turbulence were developed which can be used to characterize the noise generation process over a rigid surface immersed in turbulence. An investigation of the noise radiated from the single, isolated airfoil (impeller blade) was performed using modern correlation and spectral analysis techniques.
Elementary physical approach to Mach's principle and its observational basis
International Nuclear Information System (INIS)
Horak, Z.
1979-01-01
It is shown that Mach's principle and the general principle of relativity are logical consequences of a 'materialistic postulate' and that general relativity implies the validity of Mach's principle for a static (or quasistatic) homogeneous and isotropic universe, spatially self-enclosed. The finite velocity of propagation of gravitational field does not imply a retardation of inertial forces due to the distant masses and therefore does not exclude the validity of Mach's principle. Similarly, the experimentally verified isotropy of inertia is compatible with this principle. The recent observational evidence of very high isotropy of the actual universe proves that the 'anti-Machian' Godel world model must be rejected as a nonphysical one. This suggests the possibility of a renaissance of Einstein's first cosmological model by considering-in the spirit of an older idea of Herbert Dingle-a superlarge-scale quasistatic universe consisting of an unknown number of statistically oscillating regions similar to our own, momentarily expanding, metagalaxy. (author)
Baber, Hal T , Jr; Moul, Martin T
1955-01-01
Two full-scale models of an inline, cruciform, canard missile configuration having a low-aspect-ratio wing equipped with flap-type controls were flight tested in order to determine the missile's longitudinal aerodynamic characteristics. Stability derivatives and control and drag characteristics are presented for a range of Mach number from 0.7 to 1.8. Nonlinear lift and moment curves were noted for the angle - of-attack range of this test (0 deg to 8 deg). The aerodynamic-center location for angles of attack near 50 remained nearly constant for supersonic speeds at 13.5 percent of the mean aerodynamic chord; whereas for angles of attack near 0 deg, there was a rapid forward movement of the aerodynamic center as the Mach number increased. At a control deflection of 0 deg, the missile's response to the longitudinal control was in an essentially fixed space plane which was not coincident with the pitch plane as a result of the missile rolling. As a consequence, stability characteristics were determined from the resultant of pitch and yaw motions. The damping-in-pitch derivatives for the two angle -of-attack ranges of the test are in close agreement and varied only slightly with Mach number. The horn-balanced trailing-edge flap was effective in producing angle of attack over the Mach number range.
Baber, H. T., Jr.; Moul, M. T.
1955-01-01
Two full-scale models of an inline, cruciform, canard missile configuration having a low-aspect-ratio wing equipped with flap-type controls were flight tested in order to determine the missile's longitudinal aerodynamic characteristics. Stability derivatives and control and drag characteristics are presented for a range of Mach number from 0.7 to 1.8. Nonlinear lift and moment curves were noted for the angle-of-attack range of this test (0 deg to 8 deg ). The aerodynamic-center location for angles of attack near 5 deg remained nearly constant for supersonic speeds at 13.5 percent of the mean aerodynamic chord; whereas for angles of attack near O deg, there was a rapid forward movement of the aerodynamic center as the Mach number increased. At a control deflection of O deg, the missile's response to the longitudinal control was in an essentially fixed space plane which was not coincident with the pitch plane as a result of the missile rolling. As a consequence, stability characteristics were determined from the resultant of pitch and yaw motions. The damping-in-pitch derivatives for the two angle-of-attack ranges of the test are in close agreement and varied only slightly with Mach number. The horn-balanced trailing-edge flap was effective in producing angle of attack over the Mach number range.
Stevens, Joseph E.
1955-01-01
Low-lift drag data are presented herein for one 1/7.5-scale rocket-boosted model and three 1/45.85-scale equivalent-body models of the Grumman F9F-9 airplane, The data were obtained over a Reynolds number range of about 5 x 10(exp 6) to 10 x 10(exp 6) based on wing mean aerodynamic chord for the rocket model and total body length for the equivalent-body models. The rocket-boosted model showed a drag rise of about 0,037 (based on included wing area) between the subsonic level and the peak supersonic drag coefficient at the maximum Mach number of this test. The base drag coefficient measured on this model varied from a value of -0,0015 in the subsonic range to a maximum of about 0.0020 at a Mach number of 1.28, Drag coefficients for the equivalent-body models varied from about 0.125 (based on body maximum area) in the subsonic range to about 0.300 at a Mach number of 1.25. Increasing the total fineness ratio by a small amount raised the drag-rise Mach number slightly.
MacArt, Jonathan F.; Mueller, Michael E.
2016-12-01
Two formally second-order accurate, semi-implicit, iterative methods for the solution of scalar transport-reaction equations are developed for Direct Numerical Simulation (DNS) of low Mach number turbulent reacting flows. The first is a monolithic scheme based on a linearly implicit midpoint method utilizing an approximately factorized exact Jacobian of the transport and reaction operators. The second is an operator splitting scheme based on the Strang splitting approach. The accuracy properties of these schemes, as well as their stability, cost, and the effect of chemical mechanism size on relative performance, are assessed in two one-dimensional test configurations comprising an unsteady premixed flame and an unsteady nonpremixed ignition, which have substantially different Damköhler numbers and relative stiffness of transport to chemistry. All schemes demonstrate their formal order of accuracy in the fully-coupled convergence tests. Compared to a (non-)factorized scheme with a diagonal approximation to the chemical Jacobian, the monolithic, factorized scheme using the exact chemical Jacobian is shown to be both more stable and more economical. This is due to an improved convergence rate of the iterative procedure, and the difference between the two schemes in convergence rate grows as the time step increases. The stability properties of the Strang splitting scheme are demonstrated to outpace those of Lie splitting and monolithic schemes in simulations at high Damköhler number; however, in this regime, the monolithic scheme using the approximately factorized exact Jacobian is found to be the most economical at practical CFL numbers. The performance of the schemes is further evaluated in a simulation of a three-dimensional, spatially evolving, turbulent nonpremixed planar jet flame.
Nonaka, Andrew; Day, Marcus S.; Bell, John B.
2018-01-01
We present a numerical approach for low Mach number combustion that conserves both mass and energy while remaining on the equation of state to a desired tolerance. We present both unconfined and confined cases, where in the latter the ambient pressure changes over time. Our overall scheme is a projection method for the velocity coupled to a multi-implicit spectral deferred corrections (SDC) approach to integrate the mass and energy equations. The iterative nature of SDC methods allows us to incorporate a series of pressure discrepancy corrections naturally that lead to additional mass and energy influx/outflux in each finite volume cell in order to satisfy the equation of state. The method is second order, and satisfies the equation of state to a desired tolerance with increasing iterations. Motivated by experimental results, we test our algorithm on hydrogen flames with detailed kinetics. We examine the morphology of thermodiffusively unstable cylindrical premixed flames in high-pressure environments for confined and unconfined cases. We also demonstrate that our algorithm maintains the equation of state for premixed methane flames and non-premixed dimethyl ether jet flames.
All-optical negabinary adders using Mach-Zehnder interferometer
Cherri, A. K.
2011-02-01
In contrast to optoelectronics, all-optical adders are proposed where all-optical signals are used to represent the input numbers and the control signals. In addition, the all-optical adders use the negabinary modified signed-digit number representation (an extension of the negabinary number system) to represent the input digits. Further, the ultra-speed of the designed circuits is achieved due to the use of ultra-fast all-optical switching property of the semiconductor optical amplifier and Mach-Zehnder interferometer (SOA-MZI). Furthermore, two-bit per digit binary encoding scheme is employed to represent the trinary values of the negabinary modified signed-digits.
Interplay between Mach cone and radial expansion in jet events
Energy Technology Data Exchange (ETDEWEB)
Tachibana, Y., E-mail: tachibana@nt.phys.s.u-tokyo.ac.jp [Theoretical Research Division, Nishina Center, RIKEN, Wako 351-0198 (Japan); Department of Engineering, Nishinippon Institute of Technology, Fukuoka 800-0344 (Japan); Department of Physics, Sophia University, Tokyo 102-8554 (Japan); Hirano, T., E-mail: hirano@sophia.ac.jp [Department of Physics, Sophia University, Tokyo 102-8554 (Japan)
2016-12-15
We study the hydrodynamic response to jet propagation in the expanding QGP and investigate how the particle spectra after the hydrodynamic evolution of the QGP reflect it. We perform simulations of the space-time evolution of the QGP in gamma-jet events by solving (3+1)-dimensional ideal hydrodynamic equations with source terms. Mach cone is induced by the jet energy deposition and pushes back the radial flow of the expanding background. Especially in the case when the jet passage is off-central one, the number of particles emitted in the direction of the push back decreases. This is the signal including the information about the formation of the Mach cone and the jet passage in the QGP fluid.
Interplay between Mach cone and radial expansion in jet events
International Nuclear Information System (INIS)
Tachibana, Y.; Hirano, T.
2016-01-01
We study the hydrodynamic response to jet propagation in the expanding QGP and investigate how the particle spectra after the hydrodynamic evolution of the QGP reflect it. We perform simulations of the space-time evolution of the QGP in gamma-jet events by solving (3+1)-dimensional ideal hydrodynamic equations with source terms. Mach cone is induced by the jet energy deposition and pushes back the radial flow of the expanding background. Especially in the case when the jet passage is off-central one, the number of particles emitted in the direction of the push back decreases. This is the signal including the information about the formation of the Mach cone and the jet passage in the QGP fluid.
Efficient Cardinality/Mean-Variance Portfolios
Brito, R. Pedro; Vicente, Luís Nunes
2014-01-01
International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...
Ferri, Antonio; Nucci, Louis M
1954-01-01
Contains theoretical and experimental analysis of circular inlets having a central body at Mach numbers of 3.30, 2.75, and 2.45. The inlets have been designed in order to have low drag and high pressure recovery. The pressure recoveries obtained are of the same order of magnitude as those previously obtained by inlets having very large external drag.
International Nuclear Information System (INIS)
Barigozzi, Giovanna; Armellini, Alessandro; Mucignat, Claudio; Casarsa, Luca
2012-01-01
Highlights: ► Flow visualization and PIV documented the presence of large coherent structures. ► The presence of coherent structures is documented up to the vane trailing edge. ► Shape and direction of rotation of vortices change with injection conditions. ► Vortices morphology influences the film cooling effectiveness distributions. ► A Mach number increase moves vortices closer to the wall. - Abstract: The present paper shows the results of an experimental investigation into the unsteadiness of coolant ejection at the trailing edge of a highly loaded nozzle vane cascade. The trailing edge cooling scheme features a pressure side cutback with film cooling slots, stiffened by evenly spaced ribs in an inline configuration. Cooling air is also ejected through two rows of cylindrical holes placed upstream of the cutback. Tests were performed with a low inlet turbulence intensity level (Tu 1 = 1.6%), changing the cascade operating conditions from low speed (M 2is = 0.2) up to high subsonic regime (M 2is = 0.6), and with coolant to main stream mass flow ratio varied within the 0.5–2.0% range. Particle Image Velocimetry (PIV) and flow visualizations were used to investigate the unsteady mixing process taking place between coolant and main flow downstream of the cutback, up to the trailing edge. For all the tested conditions, the results show the presence of large coherent structures, which presence is still evident up to the trailing edge. Their shape and direction of rotation change with injection conditions, as a function of coolant to mainstream velocity ratio, strongly influencing the thermal protection capability of the injected coolant flow. The Mach number increase is only responsible for a positioning of such vortical structures closer to the wall, while the Strouhal number almost remains unchanged.
LES of Supersonic Turbulent Channel Flow at Mach Numbers 1.5 and 3
Raghunath, Sriram; Brereton, Giles
2009-11-01
LES of compressible, turbulent, body-force driven, isothermal-wall channel flows at Reτ of 190 and 395 at moderate supersonic speeds (Mach 1.5 and 3) are presented. Simulations are fully resolved in the wall-normal direction without the need for wall-layer models. SGS models for incompressible flows, with appropriate extensions for compressibility, are tested a priori/ with DNS results and used in LES. Convergence of the simulations is found to be sensitive to the initial conditions and to the choice of model (wall-normal damping) in the laminar sublayer. The Nicoud--Ducros wall adapting SGS model, coupled with a standard SGS heat flux model, is found to yield results in good agreement with DNS.
Gyro precession and Mach's principle
International Nuclear Information System (INIS)
Eby, P.
1979-01-01
The precession of a gyroscope is calculated in a nonrelativistic theory due to Barbour which satisfies Mach's principle. It is shown that the theory predicts both the geodetic and motional precession of general relativity to within factors of order 1. The significance of the gyro experiment is discussed from the point of view of metric theories of gravity and this is contrasted with its significance from the point of view of Mach's principle. (author)
Crabill, Norman L.
1956-01-01
The National Advisory Committee for Aeronautics has conducted a flight test of a model approximating the McDonnell F3H-lN airplane configuration to determine its pitch-up and buffet boundaries, as well as the usual longitudinal stability derivatives obtainable from the pulsed- tail technique. The test was conducted by the freely flying rocket- boosted model technique developed at the Langley Laboratory; results were obtained at Mach numbers from 0.40 to 1.27 at corresponding Reynolds numbers of 2.6 x 10(exp 6) and 9.0 x 10(exp 6). The phenomena of pitch-up, buffet, and maximum lift were encountered at Mach numbers between 0.42 and 0.85. The lift-curve slope and wing-root bending-moment slope increased with increasing angle of attack, whereas the static stability decreased with angle of attack at subsonic speeds and increased at transonic speeds. There was little change in trim at low lift at transonic speeds.
Hofstetter, William R.
1957-01-01
The static longitudinal and lateral stability charaetefistics of an 0 .065-scale model of the XRSSM-N-9a (REGULUS II) Missile at Mach number range of 1.6 to 2.0 at a Reynolds number per foot of 2.0(exp 8)
Mach's principle and space-time structure
International Nuclear Information System (INIS)
Raine, D.J.
1981-01-01
Mach's principle, that inertial forces should be generated by the motion of a body relative to the bulk of matter in the universe, is shown to be related to the structure imposed on space-time by dynamical theories. General relativity theory and Mach's principle are both shown to be well supported by observations. Since Mach's principle is not contained in general relativity this leads to a discussion of attempts to derive Machian theories. The most promising of these appears to be a selection rule for solutions of the general relativistic field equations, in which the space-time metric structure is generated by the matter content of the universe only in a well-defined way. (author)
Mach-Like Structure in a Patronic-Hadronic Transport Model at RHIC Energies
International Nuclear Information System (INIS)
Ma, Y.G.; Ma, G.L.; Zhang, S.
2008-01-01
Recent RHIC experimental results indicated an exotic partonic matter may be created in central Au + Au collisions at dollars sqrt (s ( NN))dollars =200 GeV. When a parton with high transverse momentum (jet) passes through the new matter, jet will quench. The lost energy will be redistributed into the medium. Experimentally the soft scattered particles which carry the lost energy have been reconstructed via di-hadron angular correlations of charged particles and a hump structure on away side in di-hadron $ Delta phi$ correlation has been observed in central Au + Au collisions [1,2]. Some interpretations, such as Mach-cone shock wave and gluon Cherenkov-like radiation mechanism etc, have been proposed to explain the splitting behavior of the away side peaks. However, quantitative understanding of the experimental observation has yet to be established. In this work, we use a multi-phase transport (AMPT) model to make a detailed simulation for di-hadron or tri-hadron azimuthal correlation for central Au + Au collisions at dollars sqrt(s ( NN)) dollars =200 GeV. The hump structure on away side (we called Mach-like structure later) in the di-hadron and tri-hadron azimuthal correlations has been observed [3,4,5]. Furthermore, the time evolution of Mach-like structure is presented [6]. With the increasing of the lifetime of partonic matter, Mach-like structure develops by strong parton cascade process. Not only the splitting parameter but also the number of associated hadrons (dollarsN ( h) (assoc)dollars) increases with the lifetime of partonic matter and partonic interaction cross section. Both the explosion of dollarsN ( h) (assoc)dollars following the formation of Mach-like structure and the corresponding results of three-particle correlation support that a partonic Mach-like behavior can be produced by a collective coupling of partons because of the strong parton cascade mechanism. Therefore, the studies about Mach-like structure may give us some critical information
The intellectual quadrangle: Mach-Boltzmann-Planck-Einstein
International Nuclear Information System (INIS)
Broda, E.
1981-01-01
These four men were influential in the transition from classical to modern physics. They interacted as scientists, often antagonistically. Thus Boltzmann was the greatest champion of the atom, while Mach remained unconvinced all his life. As a aphysicist, Einstein was greatly influenced by both Mach and Boltzmann, although Mach in the end rejected relativity as well. Because of his work on statistical mechanics, fluctuations, and quantum theory, Einstein has been called the natural successor to Boltzmann. Planck also was influenced by Mach at first. Hence he and Boltzmann were adversaries antil Planck converted to atomistics in 1900 and used the statistical interpretation of entropy to establish his radiation law. Planck accepted relativity early, but in quantum theory he was for a long time partly opposed to Einstein, and vice versa - Einstein considered Planck's derivation of his radiation law as unsound, while Planck could not accept the light quantum. In the case of all four physicists, science was interwoven with philosophy. Boltzmann consistently fought Mach's positivism, while Planck and Einstein moved from positivism to realism. All were also, though in very different ways, actively interested in public affairs. (orig.)
Energy Technology Data Exchange (ETDEWEB)
Jacobs, A. M.; Zingale, M. [Department of Physics and Astronomy, Stony Brook University, Stony Brook, NY 11794-3800 (United States); Nonaka, A.; Almgren, A. S.; Bell, J. B. [Center for Computational Sciences and Engineering, Lawrence Berkeley National Laboratory, Berkeley, CA 94720 (United States)
2016-08-10
The dynamics of helium shell convection driven by nuclear burning establish the conditions for runaway in the sub-Chandrasekhar-mass, double-detonation model for SNe Ia, as well as for a variety of other explosive phenomena. We explore these convection dynamics for a range of white dwarf core and helium shell masses in three dimensions using the low Mach number hydrodynamics code MAESTRO. We present calculations of the bulk properties of this evolution, including time-series evolution of global diagnostics, lateral averages of the 3D state, and the global 3D state. We find a variety of outcomes, including quasi-equilibrium, localized runaway, and convective runaway. Our results suggest that the double-detonation progenitor model is promising and that 3D dynamic convection plays a key role.
Periodic-orbit theory of the number variance Σ2(L) of strongly chaotic systems
International Nuclear Information System (INIS)
Aurich, R.; Steiner, F.
1994-03-01
We discuss the number variance Σ 2 (L) and the spectral form factor F(τ) of the energy levels of bound quantum systems whose classical counterparts are strongly chaotic. Exact periodic-orbit representations of Σ 2 (L) and F(τ) are derived which explain the breakdown of universality, i.e., the deviations from the predictions of random-matrix theory. The relation of the exact spectral form factor F(τ) to the commonly used approximation K(τ) is clarified. As an illustration the periodic-orbit representations are tested in the case of a strongly chaotic system at low and high energies including very long-range correlations up to L=700. Good agreement between 'experimental' data and theory is obtained. (orig.)
Krypton tagging velocimetry in a turbulent Mach 2.7 boundary layer
Zahradka, D.; Parziale, N. J.; Smith, M. S.; Marineau, E. C.
2016-05-01
The krypton tagging velocimetry (KTV) technique is applied to the turbulent boundary layer on the wall of the "Mach 3 Calibration Tunnel" at Arnold Engineering Development Complex (AEDC) White Oak. Profiles of velocity were measured with KTV and Pitot-pressure probes in the Mach 2.7 turbulent boundary layer comprised of 99 % {N}2/1 % Kr at momentum-thickness Reynolds numbers of {Re}_{\\varTheta }= 800, 1400, and 2400. Agreement between the KTV- and Pitot-derived velocity profiles is excellent. The KTV and Pitot velocity data follow the law of the wall in the logarithmic region with application of the Van Driest I transformation. The velocity data are analyzed in the outer region of the boundary layer with the law of the wake and a velocity-defect law. KTV-derived streamwise velocity fluctuation measurements are reported and are consistent with data from the literature. To enable near-wall measurement with KTV (y/δ ≈ 0.1-0.2), an 800-nm longpass filter was used to block the 760.2-nm read-laser pulse. With the longpass filter, the 819.0-nm emission from the re-excited Kr can be imaged to track the displacement of the metastable tracer without imaging the reflection and scatter from the read-laser off of solid surfaces. To operate the Mach 3 AEDC Calibration Tunnel at several discrete unit Reynolds numbers, a modification was required and is described herein.
Lezberg, Erwin A.; Metzler, Allen J.; Pack, William D.
1993-01-01
Results of in-stream combustion measurements taken during Mach 5 to 7 true simulation testing of the Hypersonic Research Engine/Aerothermodynamic Integration Model (HRE/AIM) are presented. These results, the instrumentation techniques, and configuration changes to the engine installation that were required to test this model are described. In test runs at facility Mach numbers of 5 to 7, an exhaust instrumentation ring which formed an extension of the engine exhaust nozzle shroud provided diagnostic measurements at 10 circumferential locations in the HRE combustor exit plane. The measurements included static and pitot pressures using conventional conical probes, combustion gas temperatures from cooled-gas pyrometer probes, and species concentration from analysis of combustion gas samples. Results showed considerable circumferential variation, indicating that efficiency losses were due to nonuniform fuel distribution or incomplete mixing. Results using the Mach 7 facility nozzle but with Mach 6 temperature simulation, 1590 to 1670 K, showed indications of incomplete combustion. Nitric oxide measurements at the combustor exit peaked at 2000 ppmv for stoichiometric combustion at Mach 6.
Effect of finite cavity width on flow oscillation in a low-Mach-number cavity flow
Energy Technology Data Exchange (ETDEWEB)
Zhang, Ke; Naguib, Ahmed M. [Michigan State University, East Lansing, MI (United States)
2011-11-15
The current study is focused on examining the effect of the cavity width and side walls on the self-sustained oscillation in a low Mach number cavity flow with a turbulent boundary layer at separation. An axisymmetric cavity geometry is employed in order to provide a reference condition that is free from any side-wall influence, which is not possible to obtain with a rectangular cavity. The cavity could then be partially filled to form finite-width geometry. The unsteady surface pressure is measured using microphone arrays that are deployed on the cavity floor along the streamwise direction and on the downstream wall along the azimuthal direction. In addition, velocity measurements using two-component Laser Doppler Anemometer are performed simultaneously with the array measurements in different azimuthal planes. The compiled data sets are used to investigate the evolution of the coherent structures generating the pressure oscillation in the cavity using linear stochastic estimation of the velocity field based on the wall-pressure signature on the cavity end wall. The results lead to the discovery of pronounced harmonic pressure oscillations near the cavity's side walls. These oscillations, which are absent in the axisymmetric cavity, are linked to the establishment of a secondary mean streamwise circulating flow pattern near the side walls and the interaction of this secondary flow with the shear layer above the cavity. (orig.)
Laser-driven Mach waves for gigabar-range shock experiments
Swift, Damian; Lazicki, Amy; Coppari, Federica; Saunders, Alison; Nilsen, Joseph
2017-10-01
Mach reflection offers possibilities for generating planar, supported shocks at higher pressures than are practical even with laser ablation. We have studied the formation of Mach waves by algebraic solution and hydrocode simulation for drive pressures at much than reported previously, and for realistic equations of state. We predict that Mach reflection continues to occur as the drive pressure increases, and the pressure enhancement increases monotonically with drive pressure even though the ``enhancement spike'' characteristic of low-pressure Mach waves disappears. The growth angle also increases monotonically with pressure, so a higher drive pressure seems always to be an advantage. However, there are conditions where the Mach wave is perturbed by reflections. We have performed trial experiments at the Omega facility, using a laser-heated halfraum to induce a Mach wave in a polystyrene cone. Pulse length and energy limitations meant that the drive was not maintained long enough to fully support the shock, but the results indicated a Mach wave of 25-30 TPa from a drive pressure of 5-6 TPa, consistent with simulations. A similar configuration should be tested at the NIF, and a Z-pinch driven configuration may be possible. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344.
International Nuclear Information System (INIS)
Samir, U.; Wildman, P.J.; Rich, F.; Brinton, H.C.; Sagalyn, R.C.
1981-01-01
Measurements of ion current, electron temperature, and density and values of satellite potential from the U.S. Air Force Satellite S3-2 together with ion composition measurements from the Atmosphere Explorer (AE-E) satellite were used to examine the variation of the ratio α = [I/sub +/(wake)]/[I/sub +/(ambient)] (where I/sub +/ is the ion current) with altitude and to examine the significance of the parametric interplay between ionic Mach number, normalized body size R/sub D/( = R0/lambda/sub D/, where R 0 is the satellite radius and lambda/sub D/ is the ambient debye length) and normalized body potenital phi/sub N/( = ephis/KT/sub e/, where phi/sub s/ is the satellite potential, T/sub e/ is the electron temperature, and e and K are constants). It was possible to separate between the influence of R/sub D/ and phi/sub N/ on α for a specific range parameters. Uncertainty, however, remains regarding the competiton between R/sub D/ and S(H + ) and S(O + ) are oxygen and hydrogen ionic Mach numbers, respectively) in determining the ion distribution in the nearest vicincity to the satellite surface. A brief discussion relevant to future experiments in the area of body plasma flow interactions to be conducted on board the Shuttle/Spacelab facility, is also included
Schmeer, James W.; Cassetti, Marlowe D.
1960-01-01
An investigation of the performance, stability, and control characteristics of a variable-sweep arrow-wing model with the outer wing panels swept 75 deg. has been conducted in the Langley 16-foot transonic tunnel. Four outboard engines located above and below the wing provided propulsive thrust, and, by deflecting in the pitch direction and rotating in the lateral plane, also produced control forces. The engine nacelles incorporated swept lateral and vertical fins for aerodynamic stability and control. Jet-off data were obtained with flow-through nacelles, simulating inlet flow; jet thrust and hot-jet interference effects were obtained with faired-nose nacelles housing hydrogen peroxide gas generators. Six-component force and moment data were obtained at Mach numbers from 0.60 to 1.05 through a range of angles of attack and angles of side-slip. Control characteristics were obtained by deflecting the nacelle-fin combinations as elevators, rudders, and ailerons at several fixed angles for each control. The results indicate that the basic wing-body configuration becomes neutrally stable or unstable at a lift coefficient of 0.15; addition of nacelles with fins delayed instability to a lift coefficient of 0.30. Addition of nacelles to the wing-body configuration increased minimum drag from 0.0058 to 0.0100 at a Mach number of 0.60 and from 0.0080 to 0.0190 at a Mach number of 1.05 with corresponding reductions in maximum lift-drag ratio of 12 percent and 33 percent, respectively. The nacelle-fin combinations were ineffective as longitudinal controls but were adequate as directional and lateral controls. The model with nacelles and fins was directionally and laterally stable; the stability generally increased with increasing lift. Jet interference effects on stability and control characteristics were small but the adverse effects on drag were greater than would be expected for isolated nacelles.
Irie, T.; Yasunobu, T.; Kashimura, H.; Setoguchi, T.
2003-05-01
When the high-pressure gas is exhausted to the vacuum chamber from the nozzle, the underexpanded supersonic jet contained with the Mach disk is generally formed. The eventual purpose of this study is to clarify the unsteady phenomenon of the underexpanded free jet when the back pressure continuously changes with time. The characteristic of the Mach disk has been clarified in consideration of the diameter and position of it by the numerical analysis in this paper. The sonic jet of the exit Mach number Me=1 is assumed and the axisymmetric conservational equation is solved by the TVD method in the numerical calculation. The diameter and position of the Mach disk differs with the results of a steady jet and the influence on the continuously changing of the back pressure is evidenced from the comparison with the case of steady supersonic jet.
Hastings, Earl C., Jr.; Dickens, Waldo L.
1957-01-01
A flight investigation was conducted to determine the effects of an inlet modification and rocket-rack extension on the longitudinal trim and low-lift drag of the Douglas F5D-1 airplane. The investigation was conducted with a 0.125-scale rocket-boosted model which was flight tested at the Langley Pilotless Aircraft Research Station at Wallops Island, Va. Results indicate that the combined effects of the modified inlet and fully extended rocket racks on the trim lift coefficient and trim angle of attack were small between Mach numbers of 0.94 and 1.57. Between Mach numbers of 1.10 and 1.57 there was an average increase in drag coefficient of about o,005 for the model with modified inlet and extended rocket racks. The change in drag coefficient due to the inlet modification alone is small between Mach numbers of 1.59 and 1.64
Igoe, William B.; Re, Richard J.; Cassetti, Marlowe
1961-01-01
An investigation has been made of the effects of conical wing camber and supersonic body indentation on the aerodynamic characteristics of a wing-body configuration at transonic speeds. Wing aspect ratio was 3.0, taper ratio was 0.1, and quarter-chord line sweepback was 52.5 deg with airfoil sections of 0.03 thickness ratio. The tests were conducted in the Langley 16-foot transonic tunnel at various Mach numbers from 0.80 to 1.05 at angles of attack from -4 deg to 14 deg. The cambered-wing configuration achieved higher lift-drag ratios than a similar plane-wing configuration. The camber also reduced the effects of wing-tip flow separation on the aerodynamic characteristics. In general, no stability or trim changes below wing-tip flow separation resulted from the use of camber. The use of supersonic body indentation improved the lift-drag ratios at Mach numbers from 0.96 to 1.05.
Mach's predictions and relativistic cosmology
International Nuclear Information System (INIS)
Heller, M.
1989-01-01
Deep methodological insight of Ernst Mach into the structure of the Newtonian mechanics allowed him to ask questions, the importance of which can be appreciated only today. Three such Mach's ''predictions'' are briefly presented, namely: the possibility of the existence of an allpervading medium which could serve as an universal frame of reference and which has actually been discovered in the form of the microwave background radiation, a certain ''smoothness'' of the Universe which is now recognized as the Robertson-Walker symmetries and the possibility of the experimental verification of the mass anisotropy. 11 refs. (author)
Measurements of flows in the DIII-D divertor by Mach probes
International Nuclear Information System (INIS)
Boedo, J.A.; Lehmer, R.; Moyer, R.A.; Watkins, J.G.; Porter, G.D.; Evans, T.E.; Leonard, A.W.; Schaffer, M.J.
1998-06-01
First measurements of Mach number of background plasma in the DIII-D divertor are presented in conjunction with temperature T e and density n e using a fast scanning probe array. To validate the probe measurements, the authors compared the T e , n e and J sat data to Thomson scattering data and find good overall agreement in attached discharges and some discrepancy for T e and n e in detached discharges. The discrepancy is mostly due to the effect of large fluctuations present during detached plasmas on the probe characteristic; the particle flux is accurately measured in every case. A composite 2-D map of measured flows is presented for an ELMing H-mode discharge and they focus on some of the details. They have also documented the temperature, density and Mach number in the private flux region of the divertor and the vicinity of the X-point, which are important transition regions that have been little studied or modeled. Background parallel plasma flows and electric fields in the divertor region show a complex structure
International Nuclear Information System (INIS)
Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.
2011-01-01
Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic
Directory of Open Access Journals (Sweden)
Poivey Jean-Paul
2011-09-01
Full Text Available Abstract Background The pre-weaning growth rate of lambs, an important component of meat market production, is affected by maternal and direct genetic effects. The French genetic evaluation model takes into account the number of lambs suckled by applying a multiplicative factor (1 for a lamb reared as a single, 0.7 for twin-reared lambs to the maternal genetic effect, in addition to including the birth*rearing type combination as a fixed effect, which acts on the mean. However, little evidence has been provided to justify the use of this multiplicative model. The two main objectives of the present study were to determine, by comparing models of analysis, 1 whether pre-weaning growth is the same trait in single- and twin-reared lambs and 2 whether the multiplicative coefficient represents a good approach for taking this possible difference into account. Methods Data on the pre-weaning growth rate, defined as the average daily gain from birth to 45 days of age on 29,612 Romane lambs born between 1987 and 2009 at the experimental farm of La Sapinière (INRA-France were used to compare eight models that account for the number of lambs per dam reared in various ways. Models were compared using the Akaike information criteria. Results The model that best fitted the data assumed that 1 direct (maternal effects correspond to the same trait regardless of the number of lambs reared, 2 the permanent environmental effects and variances associated with the dam depend on the number of lambs reared and 3 the residual variance depends on the number of lambs reared. Even though this model fitted the data better than a model that included a multiplicative coefficient, little difference was found between EBV from the different models (the correlation between EBV varied from 0.979 to 0.999. Conclusions Based on experimental data, the current genetic evaluation model can be improved to better take into account the number of lambs reared. Thus, it would be of
Carlson, H. W.
1979-01-01
A new linearized-theory pressure-coefficient formulation was studied. The new formulation is intended to provide more accurate estimates of detailed pressure loadings for improved stability analysis and for analysis of critical structural design conditions. The approach is based on the use of oblique-shock and Prandtl-Meyer expansion relationships for accurate representation of the variation of pressures with surface slopes in two-dimensional flow and linearized-theory perturbation velocities for evaluation of local three-dimensional aerodynamic interference effects. The applicability and limitations of the modification to linearized theory are illustrated through comparisons with experimental pressure distributions for delta wings covering a Mach number range from 1.45 to 4.60 and angles of attack from 0 to 25 degrees.
Tavelli, Maurizio; Dumbser, Michael
2017-07-01
We propose a new arbitrary high order accurate semi-implicit space-time discontinuous Galerkin (DG) method for the solution of the two and three dimensional compressible Euler and Navier-Stokes equations on staggered unstructured curved meshes. The method is pressure-based and semi-implicit and is able to deal with all Mach number flows. The new DG scheme extends the seminal ideas outlined in [1], where a second order semi-implicit finite volume method for the solution of the compressible Navier-Stokes equations with a general equation of state was introduced on staggered Cartesian grids. Regarding the high order extension we follow [2], where a staggered space-time DG scheme for the incompressible Navier-Stokes equations was presented. In our scheme, the discrete pressure is defined on the primal grid, while the discrete velocity field and the density are defined on a face-based staggered dual grid. Then, the mass conservation equation, as well as the nonlinear convective terms in the momentum equation and the transport of kinetic energy in the energy equation are discretized explicitly, while the pressure terms appearing in the momentum and energy equation are discretized implicitly. Formal substitution of the discrete momentum equation into the total energy conservation equation yields a linear system for only one unknown, namely the scalar pressure. Here the equation of state is assumed linear with respect to the pressure. The enthalpy and the kinetic energy are taken explicitly and are then updated using a simple Picard procedure. Thanks to the use of a staggered grid, the final pressure system is a very sparse block five-point system for three dimensional problems and it is a block four-point system in the two dimensional case. Furthermore, for high order in space and piecewise constant polynomials in time, the system is observed to be symmetric and positive definite. This allows to use fast linear solvers such as the conjugate gradient (CG) method. In
Hastings, Earl E., Jr.; Mitcham, Grady L.
1954-01-01
A flight test has been conducted to determine the longitudinal stability and control,characteristics of a 0.133-scale model of the Consolidated Vultee XFY-1 airplane without propellers for the Mach number range between 0.73 and 1.19.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
International Nuclear Information System (INIS)
Ankirchner, Stefan; Dermoune, Azzouz
2011-01-01
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning
Energy Technology Data Exchange (ETDEWEB)
Ankirchner, Stefan, E-mail: ankirchner@hcm.uni-bonn.de [Rheinische Friedrich-Wilhelms-Universitaet Bonn, Institut fuer Angewandte Mathematik, Hausdorff Center for Mathematics (Germany); Dermoune, Azzouz, E-mail: Azzouz.Dermoune@math.univ-lille1.fr [Universite des Sciences et Technologies de Lille, Laboratoire Paul Painleve UMR CNRS 8524 (France)
2011-08-15
The problem of finding the mean variance optimal portfolio in a multiperiod model can not be solved directly by means of dynamic programming. In order to find a solution we therefore first introduce independent market clones having the same distributional properties as the original market, and we replace the portfolio mean and variance by their empirical counterparts. We then use dynamic programming to derive portfolios maximizing a weighted sum of the empirical mean and variance. By letting the number of market clones converge to infinity we are able to solve the original mean variance problem.
Energy Technology Data Exchange (ETDEWEB)
Ansanay-Alex, G.
2009-06-17
The development of simulation codes aimed at a precise simulation of fires requires a precise approach of flame front phenomena by using very fine grids. The need to take different spatial scale into consideration leads to a local grid refinement and to a discretization with homogeneous grid for computing time and memory purposes. The author reports the approximation of the non-linear convection term, the scalar advection-diffusion in finite volumes, numerical simulations of a flow in a bent tube, of a three-dimensional laminar flame and of a low Mach number an-isotherm flow. Non conformal finite elements are also presented (Rannacher-Turek and Crouzeix-Raviart elements)
Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.
Dazard, Jean-Eudes; Rao, J Sunil
2012-07-01
The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.
Working with Instruments: Ernst Mach as Material Epistemologist, a Short Introduction.
Hoffmann, Christoph; Métraux, Alexandre
2016-12-01
With the death of Ernst Mach on February 19, 1916, one day after his seventy-eighth birthday, a question finally became explicit that had been looming for some time. It was as simple as it was fundamental: who, in the end, was this man, a scientist or a philosopher? The importance of this question for contemporaries can easily be gleaned from the obituaries that appeared in the weeks following Mach's death: one in the Physikalische Zeitschrift, written by Albert Einstein, and another in the Archiv für die Geschichte der Philosophie, written by Mach's former student Heinrich Gomperz. They both addressed this critical issue in plain words. Einstein stressed that Mach "was not a philosopher who chose the natural sciences as the object of his speculation, but a many-sided, interested, diligent scientist who also took visible pleasure in detailed questions outside the burning issues of general interest" (Einstein 1916, 104; translation cited in Blackmore 1992, 158). Gomperz in turn first emphasized the great loss science had experienced with Mach's death, asking subsequently whether "the suffering science is physics or philosophy?" (Gomperz 1916, 321). His answer broadly followed Einstein's conclusion; relying on Mach's own words, he reminded his readers that Mach never claimed to be a philosopher, but merely was looking for a viewpoint that transcended the disciplinary constraints of particular scientific activities.
Mason, M. L.; Putnam, L. E.
1979-01-01
The flow field behind a circular arc nozzle with exhaust jet was studied at subsonic free stream Mach numbers. A conical probe was used to measure the pitot pressure in the jet and free stream regions. Pressure data were recorded for two nozzle configurations at nozzle pressure ratios of 2.0, 2.9, and 5.0. At each set of test conditions, the probe was traversed from the jet center line into the free stream region at seven data acquisition stations. The survey began at the nozzle exit and extended downstream at intervals. The pitot pressure data may be applied to the evaluation of computational flow field models, as illustrated by a comparison of the flow field data with results of inviscid jet plume theory.
[Investigation of Empiricism. On Ernst Mach's Conception of the Thought Experiment].
Krauthausen, Karin
2015-03-01
Investigation of Empiricism. On Ernst Mach's Conception of the Thought Experiment. The paper argues that Ernst Mach's conception of the thought experiment from 1897/1905 holds a singular position in the lively discussions and repeated theorizations that have continued up to the present in relation to this procedure. Mach derives the thought experiment from scientific practice, and does not oppose it to the physical experiment, but, on the contrary, endows it with a robust relation to the facts. For Mach, the thought experiment is a reliable means of determining empiricism, and at the same time a real, because open and unbiased, experimenting. To shed light on this approach, the paper carries out a close reading of the relevant texts in Mach's body of writings (in their different stages of revision) and proceeds in three steps: first, Mach's processual understanding of science will be presented, which also characterizes his research and publication practice (I. 'Aperçu' and 'Sketch'. Science as Process and Projection); then in a second step the physiological and biological justification and valorization of memory and association will be examined with which Mach limits the relevance of categories such as consciousness and will (II. The Biology of Consciousness. Or The Polyp Colony); against this background, thirdly, the specific empiricism can be revealed that Mach inscribes into the thought experiment by on the one hand founding it in the memory and association, and on the other by tracing it back to geometry, which he deploys as an experimenting oriented to experience (III. Thinking and Experience. The Thought Experiment). © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
A fast spatial scanning combination emissive and mach probe for edge plasma diagnosis
International Nuclear Information System (INIS)
Lehmer, R.D.; LaBombard, B.; Conn, R.W.
1989-04-01
A fast spatially scanning emissive and mach probe has been developed for the measurement of plasma profiles in the PISCES facility at UCLA. A pneumatic cylinder is used to drive a multiple tip probe along a 15cm stroke in less than 400msec, giving single shot profiles while limiting power deposition to the probe. A differentially pumped sliding O-ring seal allows the probe to be moved between shots to infer two and three dimensional profiles. The probe system has been used to investigate the plasma potential, density, and parallel mach number profiles of the presheath induced by a wall surface and scrape-off-layer profile modifications in biased limiter simulation experiments. Details of the hardware, data acquisition electronics, and tests of probe reliability are discussed. 30 refs., 24 figs
International Nuclear Information System (INIS)
Kolosov, G L; Kosinov, A D
2016-01-01
Experimental data on the linear and nonlinear wave train development in 3D supersonic boundary layer over a 45° swept-wing at Mach number 2.5 are presented. Travelling artificial disturbances were introduced in the boundary layer by periodical glow discharge at frequencies 10 and 20 kHz. The spatial-temporal and spectral-wave characteristics of the wave train of unstable disturbances in the linear region are obtained. It is shown that the additional peaks in β '-spectra arise for both subharmonic and fundamental frequencies. The experiments indicate the presence of subharmonic resonance mechanism in 3D boundary layer at Mach number 2.5. (paper)
Evaluation of Blended Wing-Body Combinations with Curved Plan Forms at Mach Numbers Up to 3.50
Holdaway, George H.; Mellenthin, Jack A.
1960-01-01
This investigation is a continuation of the experimental and theoretical evaluation of the effects of wing plan-form variations on the aerodynamic performance characteristics of blended wing-body combinations. The present report compares previously tested straight-edged delta and arrow models which have leading-edge sweeps of 59.04 and 70-82 deg., respectively, with related models which have plan forms with curved leading and trailing edges designed to result in the same average sweeps in each case. All the models were symmetrical, without camber, and were generally similar having the same span, length, and aspect ratios. The wing sections had an average value of maximum thickness ratio of about 4 percent of the local wing chords in a streamwise direction. The wing sections were computed by varying their shapes along with the body radii (blending process) to match the selected area distribution and the given plan form. The models were tested with transition fixed at Reynolds numbers of roughly 4,000,000 to 9,000,000, based on the mean aerodynamic chord of the wing. The characteristic effect of the wing curvature of the delta and arrow models was an increase at subsonic and transonic speeds in the lift-curve slopes which was partially reflected in increased maximum lift-drag ratios. Curved edges were not evaluated on a diamond plan form because a preliminary investigation indicated that the curvature considered would increase the supersonic zero-lift wave drag. However, after the test program was completed, a suitable modification for the diamond plan form was discovered. The analysis presented in the appendix indicates that large reductions in the zero-lift wave drag would be obtained at supersonic Mach numbers if the leading- and trailing-edge sweeps are made to differ by indenting the trailing edge and extending the root of the leading edge.
Robert Musil versus Ernst Mach
Directory of Open Access Journals (Sweden)
Jalón, Mauricio
2010-06-01
Full Text Available On Mach’s Theories (DT of R. Musil rejects that the scientific representation tends to build a clear and complete inventory of facts. Mach finds himself obliged to presuppose constant relationships in nature; but this regularity of phenomena implies that the law is something more than a «table», that its mere dependencies are pushed into the background, and that a theoretical relationship in Physics is much more than an order relationship. His conception of scientific economy as a «natural adaptation» implies a biological monism opposed to the characteristic dualities of an empiricist.
Sobre las teorías de Mach (TD de R. Musil rebate que la representación científica tienda a construir un claro y completo inventario de hechos. Pues Mach se ve obligado a presuponer relaciones constantes en la naturaleza; pero esta regularidad de los fenómenos implica que la ley es algo más que cierto «cuadro», que las meras dependencias que defiende están en un segundo plano y que una relación teórica en física es mucho más que una relación de orden. Su concepción de la economía científica como «adaptación natural» significa un monismo biológico opuesto a las dualidades propias de un empirista.
Germanium on silicon mid-infrared waveguides and Mach-Zehnder interferometers
Malik, A.; Muneeb, M.; Shimura, Y.; Campenhout, van J.; Loo, van de R.; Roelkens, G.C.
2013-01-01
In this paper we describe Ge-on-Si waveguides and Mach-Zehnder interferometers operating in the 5.2 - 5.4 µm wavelength range. 3dB/cm waveguide losses and Mach-Zehnder interferometers with 20dB extinction ratio are presented.
Hastings, Earl C., Jr.; Dickens, Waldo L.
1957-01-01
A flight investigation was conducted to determine the effects of inlet modification and rocket-rack extension on the longitudinal trim and low-lift drag of the Douglas F5D-1 airplane. The investigation was conducted with a 0.125-scale rocket-boosted model between Mach Numbers of 0.81 and 1.64. This paper presents the changes in trim angle of attack, trim lift coefficient, and low-lift drag caused by the modified inlets alone over a small part of the test Mach number range and by a combination of the modified inlets and extended rocket racks throughout the remainder of the test.
Pendergraft, O. C., Jr.; Bare, E. A.
1982-01-01
An investigation was conducted in the Langley 16 foot transonic tunnel to determine the longitudinal aerodynamic characteristics of twin two dimensional nozzles and twin baseline axisymmetric nozzles installed on a fully metric 0.047 scale model of the F-15 three surface configuration (canards, wing, horizontal tails). The effects on performance of two dimensional nozzle in flight thrust reversing, locations and orientation of the vertical tails, and deflections of the horizontal tails were also determined. Test data were obtained at static conditions and at Mach numbers from 0.60 to 1.20 over an angle of attack range from -2 deg to 15 deg. Nozzle pressure ratio was varied from jet off to about 6.5.
Mccain, W. E.
1984-01-01
The unsteady aerodynamic lifting surface theory, the Doublet Lattice method, with experimental steady and unsteady pressure measurements of a high aspect ratio supercritical wing model at a Mach number of 0.78 were compared. The steady pressure data comparisons were made for incremental changes in angle of attack and control surface deflection. The unsteady pressure data comparisons were made at set angle of attack positions with oscillating control surface deflections. Significant viscous and transonic effects in the experimental aerodynamics which cannot be predicted by the Doublet Lattice method are shown. This study should assist development of empirical correction methods that may be applied to improve Doublet Lattice calculations of lifting surface aerodynamics.
Czech Academy of Sciences Publication Activity Database
Těšínská, Emilie; Landa, Ivan; Drahoš, Jiří
2016-01-01
Roč. 66, č. 3 (2016), s. 167-174 ISSN 0009-0700 Institutional support: RVO:67985955 ; RVO:68378114 ; RVO:67985858 Keywords : Ernst Mach * pedagogy * experiments * general education * ballistics * Doppler principle Subject RIV: AB - History; CF - Physical ; Theoretical Chemistry (UCHP-M)
Measurement and Analysis of the Noise Radiated by Low Mach Number Centrifugal Blowers.
Yeager, David Marvin
An investigation was performed of the broad band, aerodynamically generated noise in low tip-speed Mach number, centrifugal air moving devices. An interdisciplinary experimental approach was taken which involved investigation of the aerodynamic and acoustic fields, and their mutual relationship. The noise generation process was studied using two experimental vehicles: (1) a scale model of a homologous family of centrifugal blowers typical of those used to cool computer and business equipment, and (2) a single blade from a centrifugal blower impeller placed in a known, controllable flow field. The radiation characteristics of the model blower were investigated by measuring the acoustic intensity distribution near the blower inlet and comparing it with the intensity near the inlet to an axial flow fan. Results showed that the centrifugal blower is a distributed, random noise source, unlike an axial fan which exhibited the effects of a coherent, interacting source distribution. Aerodynamic studies of the flow field in the inlet and at the discharge to the rotating impeller were used to assess the mean flow distribution through the impeller blade channels and to identify regions of excessive turbulence near the rotating blade row. Both circumferential and spanwise mean flow nonuniformities were identified along with a region of increased turbulence just downstream of the scroll cutoff. The fluid incidence angle, normally taken as an indicator of blower performance, was estimated from mean flow data as deviating considerably from an ideal impeller design. An investigation of the noise radiated from the single, isolated airfoil was performed using modern correlation and spectral analysis techniques. Radiation from the single blade in flow was characterized using newly developed expressions for the correlation area and the dipole source strength per unit area, and from the relationship between the blade surface pressure and the incident turbulent flow field. Results
Kainulainen, J.; Federrath, C.
2017-11-01
The relationship between turbulence energy and gas density variance is a fundamental prediction for turbulence-dominated media and is commonly used in analytic models of star formation. We determine this relationship for 15 molecular clouds in the solar neighbourhood. We use the line widths of the CO molecule as the probe of the turbulence energy (sonic Mach number, ℳs) and three-dimensional models to reconstruct the density probability distribution function (ρ-PDF) of the clouds, derived using near-infrared extinction and Herschel dust emission data, as the probe of the density variance (σs). We find no significant correlation between ℳs and σs among the studied clouds, but we cannot rule out a weak correlation either. In the context of turbulence-dominated gas, the range of the ℳs and σs values corresponds to the model predictions. The data cannot constrain whether the turbulence-driving parameter, b, and/or thermal-to-magnetic pressure ratio, β, vary among the sample clouds. Most clouds are not in agreement with field strengths stronger than given by β ≲ 0.05. A model with b2β/ (β + 1) = 0.30 ± 0.06 provides an adequate fit to the cloud sample as a whole. Based on the average behaviour of the sample, we can rule out three regimes: (i) strong compression combined with a weak magnetic field (b ≳ 0.7 and β ≳ 3); (ii) weak compression (b ≲ 0.35); and (iii) a strong magnetic field (β ≲ 0.1). When we include independent magnetic field strength estimates in the analysis, the data rule out solenoidal driving (b < 0.4) for the majority of the solar neighbourhood clouds. However, most clouds have b parameters larger than unity, which indicates a discrepancy with the turbulence-dominated picture; we discuss the possible reasons for this.
[Thought Experiments of Economic Surplus: Science and Economy in Ernst Mach's Epistemology].
Wulz, Monika
2015-03-01
Thought Experiments of Economic Surplus: Science and Economy in Ernst Mach's Epistemology. Thought experiments are an important element in Ernst Mach's epistemology: They facilitate amplifying our knowledge by experimenting with thoughts; they thus exceed the empirical experience and suspend the quest for immediate utility. In an economical perspective, Mach suggested that thought experiments depended on the production of an economic surplus based on the division of labor relieving the struggle for survival of the individual. Thus, as frequently emphasized, in Mach's epistemology, not only the 'economy of thought' is an important feature; instead, also the socioeconomic conditions of science play a decisive role. The paper discusses the mental and social economic aspects of experimental thinking in Mach's epistemology and examines those within the contemporary evolutionary, physiological, and economic contexts. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Loposer, J. Dan; Rumsey, Charles B.
1954-01-01
Measurement of average skin-friction coefficients have been made on six rocket-powered free-flight models by using the boundary-layer rake technique. The model configuration was the NACA RM-10, a 12.2-fineness-ratio parabolic body of revolution with a flat base. Measurements were made over a Mach number range from 1 to 3.7, a Reynolds number range 40 x 10(exp 6) to 170 x 10(exp 6) based on length to the measurement station, and with aerodynamic heating conditions varying from strong skin heating to strong skin cooling. The measurements show the same trends over the test ranges as Van Driest's theory for turbulent boundary layer on a flat plate. The measured values are approximately 7 percent higher than the values of the flat-plate theory. A comparison which takes into account the differences in Reynolds number is made between the present results and skin-friction measurements obtained on NACA RM-10 scale models in the Langley 4- by 4-foot supersonic pressure tunnel, the Lewis 8- by 6-foot supersonic tunnel, and the Langley 9-inch supersonic tunnel. Good agreement is shown at all but the lowest tunnel Reynolds number conditions. A simple empirical equation is developed which represents the measurements over the range of the tests.
Estimating integrated variance in the presence of microstructure noise using linear regression
Holý, Vladimír
2017-07-01
Using financial high-frequency data for estimation of integrated variance of asset prices is beneficial but with increasing number of observations so-called microstructure noise occurs. This noise can significantly bias the realized variance estimator. We propose a method for estimation of the integrated variance robust to microstructure noise as well as for testing the presence of the noise. Our method utilizes linear regression in which realized variances estimated from different data subsamples act as dependent variable while the number of observations act as explanatory variable. We compare proposed estimator with other methods on simulated data for several microstructure noise structures.
Bailey, R. O.; Brownson, J. J.
1979-01-01
Tests were conducted in the Ames 6 by 6 foot wind tunnel to determine the interaction of reaction jets for roll control on the M2-F2 lifting-body entry vehicle. Moment interactions are presented for a Mach number range of 0.6 to 1.7, a Reynolds number range of 1.2 x 10 to the 6th power to 1.6 x 10 to the 6th power (based on model reference length), an angle-of-attack range of -9 deg to 20 deg, and an angle-of-sideslip range of -6 deg to 6 deg at an angle of attack of 6 deg. The reaction jets produce roll control with small adverse yawing moment, which can be offset by horizontal thrust component of canted jets.
High Mach flow associated with plasma detachment in JT-60U
International Nuclear Information System (INIS)
Hatayama, A.; Hoshino, K.; Miyamoto, K.
2003-01-01
Recent new results of the high Mach flows associated with plasma detachment are presented on the basis of numerical simulations by a 2-D edge simulation code (the B2-Eirene code) and their comparisons with experiments in JT-60U W-shaped divertor plasma. High Mach flows appear near the ionization front away from the target plate. The plasma static pressure rapidly drops, while the total pressure is kept almost constant near the ionization front, because the ionization front near the X-point is clearly separated from the momentum loss region near the target plate. Redistribution from static to dynamic pressure without a large momentum loss is confirmed to be a possible mechanism of the high Mach flows. It has been also shown that the radial structure of the high Mach flow near the X point away from the target plate has a strong correlation with the DOD (Degree of Detachment) at the target plate. Also, we have made systematic analyses on the high Mach flows for both the 'Open' geometry and the 'W-shaped' geometry of JT-60U in order to clarify the geometric effects on the flows. (author)
Gotoh, Toshiyuki
2012-11-01
Spectrum of passive scalar variance at very high Schmidt number up to 1000 in isotropic steady turbulence has been studied by using very high resolution DNS. Gaussian random force and scalar source which are isotropic and white in time are applied at low wavenumber band. Since the Schmidt number is very large, the system was integrated for 72 large eddy turn over time for the system to forgot the initial state. It is found that the scalar spectrum attains the asymptotic k-1 spectrum in the viscous-convective range and the constant CB is found to be 5.7 which is larger than 4.9 obtained by DNS under the uniform mean scalar gradient. Reasons for the difference are inferred as the Reynolds number effect, anisotropy, difference in the scalar injection, duration of time average, and the universality of the constant is discussed. The constant CB is also compared with the prediction by the Lagrangian statistical theory for the passive scalar. The scalar spectrum in the far diffusive range is found to be exponential, which is consistent with the Kraichnan's spectrum. However, the Kraichnan spectrum was derived under the assumption that the velocity field is white in time, therefore theoretical explanation of the agreement needs to be explored. Grant-in-Aid for Scientific Research No. 21360082, Ministry of Education, Culture, Sports, Science and Technology of Japan.
3-D Wizardry: Design in Papier-Mache, Plaster, and Foam.
Wolfe, George
Papier-mache, plaster, and foam are inexpensive and versatile media for 3-dimensional classroom and studio art experiences. They can be used equally well by elementary, high school, or college students. Each medium has its own characteristic. Papier-mache is pliable but dries into a hard, firm surface that can be waterproofed. Plaster can be…
How the mach phenomenon and shape affect the radiographic appearance of skeletal structures
International Nuclear Information System (INIS)
Papageorges, M.
1991-01-01
The shape of skeletal structures and their position relative to the x-ray beam have a considerable effect on their radiographic appearance. Depending on the thickness of the cortical or subchondral bone, skeletal structures display the characteristics of either homogeneous or compound lamellar structures. Convex homogeneous structures are associated with a negative Mach line, and concave homogeneous structures are associated with a positive Mach line. Convex compound lamellar structures are associated with a negative Mach band and visualization of the lamina (subchondral or cortical bone) is reduced. Concave compound lamellar structures are associated with a positive Mach band and visualization of the lamina is enhanced. The combined effect of Mach phenomenon, shape, and thickness enhances visualization of some skeletal surfaces and make others imperceptible. These principles are very useful to correctly identify complex skeletal structures and avoid misinterpretations
Fisher, D. F.; Saltzman, E. J.
1973-01-01
Boundary-layer and local friction data for Mach numbers up to 2.5 and Reynolds numbers up to 3.6 x 10 to the 8th power were obtained in flight at three locations on the XB-70-1 airplane: the lower forward fuselage centerline (nose), the upper rear fuselage centerline, and the upper surface of the right wing. Local skin friction coefficients were derived at each location by using (1) a skin friction force balance, (2) a Preston probe, and (3) an adaptation of Clauser's method which derives skin friction from the rake velocity profile. These three techniques provided consistent results that agreed well with the von Karman-Schoenherr relationship for flow conditions that are quasi-two-dimensional. At the lower angles of attack, the nose-boom and flow-direction vanes are believed to have caused the momentum thickness at the nose to be larger than at the higher angles of attack. The boundary-layer data and local skin friction coefficients are tabulated. The wind-tunnel-model surface-pressure distribution ahead of the three locations and the flight surface-pressure distribution ahead of the wing location are included.
Revisiting Einstein's Happiest Thought: On Ernst Mach and the Early History of Relativity
Staley, Richard
2016-03-01
This paper argues we should distinguish three phases in the formation of relativity. The first involved relational approaches to perception, and physiological and geometrical space and time in the 1860s and 70s. The second concerned electrodynamics and mechanics (special relativity). The third concerned mechanics, gravitation, and physical and geometrical space and time. Mach's early work on the Doppler effect, together with studies of visual and motor perception linked physiology, physics and psychology, and offered new approaches to physiological space and time. These informed the critical conceptual attacks on Newtonian absolutes that Mach famously outlined in The Science of Mechanics. Subsequently Mach identified a growing group of ``relativists,'' and his critiques helped form a foundation for later work in electrodynamics (in which he did not participate). Revisiting Mach's early work will suggest he was still more important to the development of new approaches to inertia and gravitation than has been commonly appreciated. In addition to what Einstein later called ``Mach's principle,'' I will argue that a thought experiment on falling bodies in Mach's Science of Mechanics also provided a point of inspiration for the happy thought that led Einstein to the equivalence principle.
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.Th; Verburg, T.G.
2001-01-01
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Improved estimation of the variance in Monte Carlo criticality calculations
International Nuclear Information System (INIS)
Hoogenboom, J. Eduard
2008-01-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Improved estimation of the variance in Monte Carlo criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)
2008-07-01
Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)
Energy Technology Data Exchange (ETDEWEB)
Core, X.
2002-02-01
The isobar approximation for the system of the balance equations of mass, momentum, energy and chemical species is a suitable approximation to represent low Mach number reactive flows. In this approximation, which neglects acoustics phenomena, the mixture is hydrodynamically incompressible and the thermodynamic effects lead to an uniform compression of the system. We present a novel numerical scheme for this approximation. An incremental projection method, which uses the original form of mass balance equation, discretizes in time the Navier-Stokes equations. Spatial discretization is achieved through a finite volume approach on MAC-type staggered mesh. A higher order de-centered scheme is used to compute the convective fluxes. We associate to this discretization a local mesh refinement method, based on Flux Interface Correction technique. A first application concerns a forced flow with variable density which mimics a combustion problem. The second application is natural convection with first small temperature variations and then beyond the limit of validity of the Boussinesq approximation. Finally, we treat a third application which is a laminar diffusion flame. For each of these test problems, we demonstrate the robustness of the proposed numerical scheme, notably for the density spatial variations. We analyze the gain in accuracy obtained with the local mesh refinement method. (author)
Putnam, L. E.; Mercer, C. E.
1986-01-01
An investigation has been conducted in the Langley 16-Foot Transonic Tunnel to measure the flow field in and around the jet exhaust from a nonaxisymmetric nozzle configuration. The nozzle had a rectangular exit with a width-to-height ratio of 2.38. Pitot-pressure measurements were made at five longitudinal locations downstream of the nozzle exit. The maximum distance downstream of the exit was about 5 nozzle heights. These measurements were made at free-stream Mach numbers of 0.00, 0.60, and 1.20 with the nozzle operating at a ratio of nozzle total pressure to free-stream static pressure of 4.0. The jet exhaust was simulated with high-pressure air that had an exit total temperature essentially equal to the free-stream total temperature.
The asymptotic variance of departures in critically loaded queues
Al Hanbali, Ahmad; Mandjes, M.R.H.; Nazarathy, Y.; Whitt, W.
2011-01-01
We consider the asymptotic variance of the departure counting process D(t) of the GI/G/1 queue; D(t) denotes the number of departures up to time t. We focus on the case where the system load ϱ equals 1, and prove that the asymptotic variance rate satisfies limt→∞varD(t) / t = λ(1 - 2 / π)(ca2 +
Modeling Turbulent Combustion for Variable Prandtl and Schmidt Number
Hassan, H. A.
2004-01-01
This report consists of two abstracts submitted for possible presentation at the AIAA Aerospace Science Meeting to be held in January 2005. Since the submittal of these abstracts we are continuing refinement of the model coefficients derived for the case of a variable Turbulent Prandtl number. The test cases being investigated are a Mach 9.2 flow over a degree ramp and a Mach 8.2 3-D calculation of crossing shocks. We have developed an axisymmetric code for treating axisymmetric flows. In addition the variable Schmidt number formulation was incorporated in the code and we are in the process of determining the model constants.
Hadron Azimuthal Correlations and Mach-like Structures in a Partonic/Hadronic Transport Model
International Nuclear Information System (INIS)
Ma, G.L.; Zhang, S.; Ma, Y.G.; Cai, X.Z.; Chen, J.H.; He, Z.J.; Huang, H.Z.; Long, J.L.; Shen, W.Q.; Shi, X.H.; Zhong, C.; Zuo, J.X.
2007-01-01
With a multi-phase transport model (AMPT) with both partonic and hadronic interactions, two- and three-particle azimuthal correlations in Au + Au collisions at s NN =200 GeV have been studied by the mixing-event technique. A Mach-like structure has been observed in two- and three-particle correlations in central collisions. It has been found that both partonic and hadronic dynamical mechanisms contribute to the Mach-like structure. However, only hadronic rescattering is unable to reproduce experimental amplitude of Mach-like structure, and parton cascade process is indispensable. The results of three-particle correlation indicate a partonic Mach-like shock wave can be produced by strong parton cascade in central Au+Au collisions
Variance heterogeneity in Saccharomyces cerevisiae expression data: trans-regulation and epistasis.
Nelson, Ronald M; Pettersson, Mats E; Li, Xidan; Carlborg, Örjan
2013-01-01
Here, we describe the results from the first variance heterogeneity Genome Wide Association Study (VGWAS) on yeast expression data. Using this forward genetics approach, we show that the genetic regulation of gene-expression in the budding yeast, Saccharomyces cerevisiae, includes mechanisms that can lead to variance heterogeneity in the expression between genotypes. Additionally, we performed a mean effect association study (GWAS). Comparing the mean and variance heterogeneity analyses, we find that the mean expression level is under genetic regulation from a larger absolute number of loci but that a higher proportion of the variance controlling loci were trans-regulated. Both mean and variance regulating loci cluster in regulatory hotspots that affect a large number of phenotypes; a single variance-controlling locus, mapping close to DIA2, was found to be involved in more than 10% of the significant associations. It has been suggested in the literature that variance-heterogeneity between the genotypes might be due to genetic interactions. We therefore screened the multi-locus genotype-phenotype maps for several traits where multiple associations were found, for indications of epistasis. Several examples of two and three locus genetic interactions were found to involve variance-controlling loci, with reports from the literature corroborating the functional connections between the loci. By using a new analytical approach to re-analyze a powerful existing dataset, we are thus able to both provide novel insights to the genetic mechanisms involved in the regulation of gene-expression in budding yeast and experimentally validate epistasis as an important mechanism underlying genetic variance-heterogeneity between genotypes.
Computation of Mach reflection from rigid and yielding surfaces
International Nuclear Information System (INIS)
Buckingham, A.C.; Wilson, S.S.
1976-01-01
The present discussion centers on a theoretical description of one aspect of the irregular or Mach reflection from solid surfaces. The discussion is restricted to analytical considerations and some preliminary results using model approximations to the surface interaction phenomena. Currently, full numerical simulations of the irregular reflection surface interaction dynamics have not been obtained since the method is still under development. Discussion of the numerical method is, therefore, restricted to some special procedures for the gas-solid surface boundary dynamics. The discussion is divided into an introductory section briefly describing a particular Mach reflection process. Subsequently, some of the considerations on boundary conditions are submitted for numerical treatment of the gas-solid interface. Analysis and discussion of a yielding solid surface subjected to impulsive loading from an intense gas shock wave follows. This is used as a guide for the development of the numerical procedure. Mach reflection processes are then briefly reviewed with special attention for similitude and singular perturbation features
Re, Richard J.
2005-01-01
Force balance and wing pressure data were obtained on a 0.017-Scale Model of a blended-wing-body configuration (without a simulated propulsion system installation) to validate the capability of computational fluid dynamic codes to predict the performance of such thick sectioned subsonic transport configurations. The tests were conducted in the National Transonic Facility of the Langley Research Center at Reynolds numbers from 3.5 to 25.0 million at Mach numbers from 0.25 to 0.86. Data were obtained in the pitch plane only at angles of attack from -1 to 8 deg at Mach numbers greater than 0.25. A configuration with winglets was tested at a Reynolds number of 25.0 million at Mach numbers from 0.83 to 0.86.
Graves, E. B.; Fournier, R. H.
1979-01-01
The tests were performed at a Mach number of 2.50 and at angles of attack from about -4 deg to 32 deg. The results indicate that increasing nose bluntness increases zero lift drag and decreases both the maximum lift-drag ratio and the level of directional stability. The center of pressure generally moves forward with increasing nose size; however, small nose radii on the modified elliptical configurations move the center of pressure rearward. The circular bodied configurations exhibit the greatest longitudinal stability and the least directional stability. Concepts with the variable geometry afterbody contour display the most directional stability and the greatest zero lift drag.
Garland, Benjamine J.; Chauvin, Leo T.
1957-01-01
Measurements of aerodynamic heat transfer have been made along the hemisphere and cylinder of a hemisphere-cylinder rocket-propelled model in free flight up to a Mach number of 3.88. The test Reynolds number based on free-stream condition and diameter of model covered a range from 2.69 x l0(exp 6) to 11.70 x 10(exp 6). Laminar, transitional, and turbulent heat-transfer coefficients were obtained. The laminar data along the body agreed with laminar theory for blunt bodies whereas the turbulent data along the cylinder were consistently lower than that predicted by the turbulent theory for a flat plate. Measurements of heat transfer at the stagnation point were, in general, lower than the theory for stagnation-point heat transfer. When the Reynolds number to the junction of the hemisphere-cylinder was greater than 6 x l0(exp 6), the transitional Reynolds number varied from 0.8 x l0(exp 6) to 3.0 x 10(exp 6); however, than 6 x l(exp 6) when the Reynolds number to the junction was less, than the transitional Reynolds number varied from 7.0 x l0(exp 6) to 24.7 x 10(exp 6).
Rayleigh Scattering Density Measurements, Cluster Theory, and Nucleation Calculations at Mach 10
Balla, R. Jeffrey; Everhart, Joel L.
2012-01-01
In an exploratory investigation, quantitative unclustered laser Rayleigh scattering measurements of density were performed in the air in the NASA Langley Research Center's 31 in. Mach 10 wind tunnel. A review of 20 previous years of data in supersonic and Mach 6 hypersonic flows is presented where clustered signals typically overwhelmed molecular signals. A review of nucleation theory and accompanying nucleation calculations are also provided to interpret the current observed lack of clustering. Data were acquired at a fixed stagnation temperature near 990Kat five stagnation pressures spanning 2.41 to 10.0 MPa (350 to 1454 psi) using a pulsed argon fluoride excimer laser and double-intensified charge-coupled device camera. Data averaged over 371 images and 210 pixels along a 36.7mmline measured freestream densities that agree with computed isentropic-expansion densities to less than 2% and less than 6% at the highest and lowest densities, respectively. Cluster-free Mach 10 results are compared with previous clustered Mach 6 and condensation-free Mach 14 results. Evidence is presented indicating vibrationally excited oxygen and nitrogen molecules are absorbed as the clusters form, release their excess energy, and inhibit or possibly reverse the clustering process. Implications for delaying clustering and condensation onset in hypersonic and hypervelocity facilities are discussed.
MACH MIT: Deutsches Wochenende am Karlsfluss (MACH MIT: a German Week-End on the Charles River).
Reizes, Sonia; Kramsch, Claire J.
1980-01-01
Describes a joint high school/college pilot program planned by Massachusetts foreign language teachers and hosted by M.I.T. The success of the program dubbed "MACH MIT Total Immersion German Weekend" is attributed to the concept of active involvement, which was implemented through games, seminars, shows, cooking and other activities.…
Downside Variance Risk Premium
Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric
2015-01-01
We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...
Optimization of OT-MACH Filter Generation for Target Recognition
Johnson, Oliver C.; Edens, Weston; Lu, Thomas T.; Chao, Tien-Hsin
2009-01-01
An automatic Optimum Trade-off Maximum Average Correlation Height (OT-MACH) filter generator for use in a gray-scale optical correlator (GOC) has been developed for improved target detection at JPL. While the OT-MACH filter has been shown to be an optimal filter for target detection, actually solving for the optimum is too computationally intensive for multiple targets. Instead, an adaptive step gradient descent method was tested to iteratively optimize the three OT-MACH parameters, alpha, beta, and gamma. The feedback for the gradient descent method was a composite of the performance measures, correlation peak height and peak to side lobe ratio. The automated method generated and tested multiple filters in order to approach the optimal filter quicker and more reliably than the current manual method. Initial usage and testing has shown preliminary success at finding an approximation of the optimal filter, in terms of alpha, beta, gamma values. This corresponded to a substantial improvement in detection performance where the true positive rate increased for the same average false positives per image.
Heat transfer to surface and gaps of RSI tile arrays in turbulent flow at Mach 10.3
Throckmorton, D. A.
1974-01-01
Heat transfer to gap walls and surface of a simulated reusable surface insulation (RSI) tile array are presented. The data were obtained in the thick, turbulent tunnel wall boundary layer of the Langley Continuous Flow Hypersonic Tunnel at a freestream Mach number of 10.3 and a freestream unit Reynolds number of one million. Pertinent test variables were: (1) tile array orientation (staggered and in-line), (2) gap width, (3) flow angularity, and (4) tile mismatch.
Some novel inequalities for fuzzy variables on the variance and its rational upper bound
Directory of Open Access Journals (Sweden)
Xiajie Yi
2016-02-01
Full Text Available Abstract Variance is of great significance in measuring the degree of deviation, which has gained extensive usage in many fields in practical scenarios. The definition of the variance on the basis of the credibility measure was first put forward in 2002. Following this idea, the calculation of the accurate value of the variance for some special fuzzy variables, like the symmetric and asymmetric triangular fuzzy numbers and the Gaussian fuzzy numbers, is presented in this paper, which turns out to be far more complicated. Thus, in order to better implement variance in real-life projects like risk control and quality management, we suggest a rational upper bound of the variance based on an inequality, together with its calculation formula, which can largely simplify the calculation process within a reasonable range. Meanwhile, some discussions between the variance and its rational upper bound are presented to show the rationality of the latter. Furthermore, two inequalities regarding the rational upper bound of variance and standard deviation of the sum of two fuzzy variables and their individual variances and standard deviations are proved. Subsequently, some numerical examples are illustrated to show the effectiveness and the feasibility of the proposed inequalities.
Meerson, Baruch; Fouxon, Itzhak; Vilenkin, Arkady
2008-02-01
We employ hydrodynamic equations to investigate nonstationary channel flows of freely cooling dilute gases of hard and smooth spheres with nearly elastic particle collisions. This work focuses on the regime where the sound travel time through the channel is much shorter than the characteristic cooling time of the gas. As a result, the gas pressure rapidly becomes almost homogeneous, while the typical Mach number of the flow drops well below unity. Eliminating the acoustic modes and employing Lagrangian coordinates, we reduce the hydrodynamic equations to a single nonlinear and nonlocal equation of a reaction-diffusion type. This equation describes a broad class of channel flows and, in particular, can follow the development of the clustering instability from a weakly perturbed homogeneous cooling state to strongly nonlinear states. If the heat diffusion is neglected, the reduced equation becomes exactly soluble, and the solution develops a finite-time density blowup. The blowup has the same local features at singularity as those exhibited by the recently found family of exact solutions of the full set of ideal hydrodynamic equations [I. Fouxon, Phys. Rev. E 75, 050301(R) (2007); I. Fouxon,Phys. Fluids 19, 093303 (2007)]. The heat diffusion, however, always becomes important near the attempted singularity. It arrests the density blowup and brings about previously unknown inhomogeneous cooling states (ICSs) of the gas, where the pressure continues to decay with time, while the density profile becomes time-independent. The ICSs represent exact solutions of the full set of granular hydrodynamic equations. Both the density profile of an ICS and the characteristic relaxation time toward it are determined by a single dimensionless parameter L that describes the relative role of the inelastic energy loss and heat diffusion. At L>1 the intermediate cooling dynamics proceeds as a competition between "holes": low-density regions of the gas. This competition resembles Ostwald
R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.
Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil
2011-01-01
We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.
Mach's principle in spatially homogeneous spacetimes
International Nuclear Information System (INIS)
Tipler, F.J.
1978-01-01
On the basis of Mach's Principle it is concluded that the only singularity-free solution to the empty space Einstein equations is flat space. It is shown that the only singularity-free solution to the empty space Einstein equations which is spatially homogeneous and globally hyperbolic is in fact suitably identified Minkowski space. (Auth.)
Generation of sub-Poissonian photon number distribution
DEFF Research Database (Denmark)
Grønbech-Jensen, N.; Ramanujam, P. S.
1990-01-01
An optimization of a nonlinear Mach-Zehnder interferometer to produce sub-Poissonian photon number distribution is proposed. We treat the system quantum mechanically and estimate the mirror parameters, the nonlinearity of the medium in the interferometer, and the input power to obtain minimal...... output uncertainty in the photon number. The power efficiency of the system is shown to be high....
Ernst Mach, George Sarton and the Empiry of Teaching Science Part I
Siemsen, Hayo
2012-01-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's "Mechanics" when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many…
Bizzarri, A.; Dunham, Eric M.; Spudich, P.
2010-01-01
We study how heterogeneous rupture propagation affects the coherence of shear and Rayleigh Mach wavefronts radiated by supershear earthquakes. We address this question using numerical simulations of ruptures on a planar, vertical strike-slip fault embedded in a three-dimensional, homogeneous, linear elastic half-space. Ruptures propagate spontaneously in accordance with a linear slip-weakening friction law through both homogeneous and heterogeneous initial shear stress fields. In the 3-D homogeneous case, rupture fronts are curved owing to interactions with the free surface and the finite fault width; however, this curvature does not greatly diminish the coherence of Mach fronts relative to cases in which the rupture front is constrained to be straight, as studied by Dunham and Bhat (2008a). Introducing heterogeneity in the initial shear stress distribution causes ruptures to propagate at speeds that locally fluctuate above and below the shear wave speed. Calculations of the Fourier amplitude spectra (FAS) of ground velocity time histories corroborate the kinematic results of Bizzarri and Spudich (2008a): (1) The ground motion of a supershear rupture is richer in high frequency with respect to a subshear one. (2) When a Mach pulse is present, its high frequency content overwhelms that arising from stress heterogeneity. Present numerical experiments indicate that a Mach pulse causes approximately an ω−1.7 high frequency falloff in the FAS of ground displacement. Moreover, within the context of the employed representation of heterogeneities and over the range of parameter space that is accessible with current computational resources, our simulations suggest that while heterogeneities reduce peak ground velocity and diminish the coherence of the Mach fronts, ground motion at stations experiencing Mach pulses should be richer in high frequencies compared to stations without Mach pulses. In contrast to the foregoing theoretical results, we find no average elevation
Approximate zero-variance Monte Carlo estimation of Markovian unreliability
International Nuclear Information System (INIS)
Delcoux, J.L.; Labeau, P.E.; Devooght, J.
1997-01-01
Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)
Graham, John B., Jr.
1958-01-01
Heat-transfer and pressure measurements were obtained from a flight test of a 1/18-scale model of the Titan intercontinental ballistic missile up to a Mach number of 3.86 and Reynolds number per foot of 23.5 x 10(exp 6) and are compared with the data of two previously tested 1/18-scale models. Boundary-layer transition was observed on the nose of the model. Van Driest's theory predicted heat-transfer coefficients reasonably well for the fully laminar flow but predictions made by Van Driest's theory for turbulent flow were considerably higher than the measurements when the skin was being heated. Comparison with the flight test of two similar models shows fair repeatability of the measurements for fully laminar or turbulent flow.
Estimation of measurement variances
International Nuclear Information System (INIS)
Anon.
1981-01-01
In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time
Variance estimation in the analysis of microarray data
Wang, Yuedong
2009-04-01
Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.
DEFF Research Database (Denmark)
Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander
2013-01-01
of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...
Montoya, L. C.; Economu, M. A.; Cissell, R. E.
1974-01-01
The use of a pitot-static probe to determine wing section drag at speeds from Mach 0.5 to approximately 1.0 was evaluated in flight. The probe unit is described and operational problems are discussed. Typical wake profiles and wing section drag coefficients are presented. The data indicate that the pitot-static probe gave reliable results up to speeds of approximately 1.0.
Minimum variance Monte Carlo importance sampling with parametric dependence
International Nuclear Information System (INIS)
Ragheb, M.M.H.; Halton, J.; Maynard, C.W.
1981-01-01
An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de
Reduction of variance in spectral estimates for correction of ultrasonic aberration.
Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C
2006-01-01
A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.
Directory of Open Access Journals (Sweden)
Matthias Bauer
2016-10-01
Full Text Available This paper discusses wind tunnel test results aimed at advancing active flow control technology to increase the aerodynamic efficiency of an aircraft during take-off. A model of the outer section of a representative civil airliner wing was equipped with two-stage fluidic actuators between the slat edge and wing tip, where mechanical high-lift devices fail to integrate. The experiments were conducted at a nominal take-off Mach number of M = 0.2. At this incidence velocity, separation on the wing section, accompanied by increased drag, is triggered by the strong slat edge vortex at high angles of attack. On the basis of global force measurements and local static pressure data, the effect of pulsed blowing on the complex flow is evaluated, considering various momentum coefficients and spanwise distributions of the actuation effort. It is shown that through local intensification of forcing, a momentum coefficient of less than c μ = 0.6 % suffices to offset the stall by 2.4°, increase the maximum lift by more than 10% and reduce the drag by 37% compared to the uncontrolled flow.
Measuring kinetics of complex single ion channel data using mean-variance histograms.
Patlak, J B
1993-07-01
The measurement of single ion channel kinetics is difficult when those channels exhibit subconductance events. When the kinetics are fast, and when the current magnitudes are small, as is the case for Na+, Ca2+, and some K+ channels, these difficulties can lead to serious errors in the estimation of channel kinetics. I present here a method, based on the construction and analysis of mean-variance histograms, that can overcome these problems. A mean-variance histogram is constructed by calculating the mean current and the current variance within a brief "window" (a set of N consecutive data samples) superimposed on the digitized raw channel data. Systematic movement of this window over the data produces large numbers of mean-variance pairs which can be assembled into a two-dimensional histogram. Defined current levels (open, closed, or sublevel) appear in such plots as low variance regions. The total number of events in such low variance regions is estimated by curve fitting and plotted as a function of window width. This function decreases with the same time constants as the original dwell time probability distribution for each of the regions. The method can therefore be used: 1) to present a qualitative summary of the single channel data from which the signal-to-noise ratio, open channel noise, steadiness of the baseline, and number of conductance levels can be quickly determined; 2) to quantify the dwell time distribution in each of the levels exhibited. In this paper I present the analysis of a Na+ channel recording that had a number of complexities. The signal-to-noise ratio was only about 8 for the main open state, open channel noise, and fast flickers to other states were present, as were a substantial number of subconductance states. "Standard" half-amplitude threshold analysis of these data produce open and closed time histograms that were well fitted by the sum of two exponentials, but with apparently erroneous time constants, whereas the mean-variance
Phenotypic variance explained by local ancestry in admixed African Americans.
Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N
2015-01-01
We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.
Prediction-error variance in Bayesian model updating: a comparative study
Asadollahi, Parisa; Li, Jian; Huang, Yong
2017-04-01
In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model
Hyper-X Mach 7 Scramjet Design, Ground Test and Flight Results
Ferlemann, Shelly M.; McClinton, Charles R.; Rock, Ken E.; Voland, Randy T.
2005-01-01
The successful Mach 7 flight test of the Hyper-X (X-43) research vehicle has provided the major, essential demonstration of the capability of the airframe integrated scramjet engine. This flight was a crucial first step toward realizing the potential for airbreathing hypersonic propulsion for application to space launch vehicles. However, it is not sufficient to have just achieved a successful flight. The more useful knowledge gained from the flight is how well the prediction methods matched the actual test results in order to have confidence that these methods can be applied to the design of other scramjet engines and powered vehicles. The propulsion predictions for the Mach 7 flight test were calculated using the computer code, SRGULL, with input from computational fluid dynamics (CFD) and wind tunnel tests. This paper will discuss the evolution of the Mach 7 Hyper-X engine, ground wind tunnel experiments, propulsion prediction methodology, flight results and validation of design methods.
Batterton, P. G.; Arpasi, D. J.; Baumbick, R. J.
1974-01-01
A digitally implemented integrated inlet-engine control system was designed and tested on a mixed-compression, axisymmetric, Mach 2.5, supersonic inlet with 45 percent internal supersonic area contraction and a TF30-P-3 augmented turbofan engine. The control matched engine airflow to available inlet airflow. By monitoring inlet terminal shock position and over-board bypass door command, the control adjusted engine speed so that in steady state, the shock would be at the desired location and the overboard bypass doors would be closed. During engine-induced transients, such as augmentor light-off and cutoff, the inlet operating point was momentarily changed to a more supercritical point to minimize unstarts. The digital control also provided automatic inlet restart. A variable inlet throat bleed control, based on throat Mach number, provided additional inlet stability margin.
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Energy Technology Data Exchange (ETDEWEB)
Lanore, Jeanne-Marie [Commissariat a l' Energie Atomique - CEA, Centre d' Etudes Nucleaires de Fontenay-aux-Roses, Direction des Piles Atomiques, Departement des Etudes de Piles, Service d' Etudes de Protections de Piles (France)
1969-04-15
One of the main difficulties in Monte Carlo computations is the estimation of the results variance. Generally, only an apparent variance can be observed over a few calculations, often very different from the actual variance. By studying a large number of short calculations, the authors have tried to evaluate the real variance, and then to apply the obtained results to the optimization of the computations. The program used is the Poker one-dimensional Monte Carlo program. Calculations are performed in two types of fictitious environments: a body with constant cross section, without absorption, where all shocks are elastic and isotropic; a body with variable cross section (presenting a very pronounced peak and hole), with an anisotropy for high energy elastic shocks, and with the possibility of inelastic shocks (this body presents all the features that can appear in a real case)
Rotating detectors and Mach's principle
International Nuclear Information System (INIS)
Paola, R.D.M. de; Svaiter, N.F.
2000-08-01
In this work we consider a quantum version of Newton s bucket experiment in a fl;at spacetime: we take an Unruh-DeWitt detector in interaction with a real massless scalar field. We calculate the detector's excitation rate when it is uniformly rotating around some fixed point and the field is prepared in the Minkowski vacuum and also when the detector is inertial and the field is in the Trocheries-Takeno vacuum state. These results are compared and the relations with Mach's principle are discussed. (author)
Di-hadron azimuthal correlation and Mach-like cone structure in a parton/hadron transport model
International Nuclear Information System (INIS)
Ma, G.L.; Zhang, S.; Ma, Y.G.; Huang, H.Z.; Cai, X.Z.; Chen, J.H.; He, Z.J.; Long, J.L.; Shen, W.Q.; Shi, X.H.; Zuo, J.X.
2006-01-01
In the framework of a multi-phase transport model (AMPT) with both partonic and hadronic interactions, azimuthal correlations between trigger particles and associated scattering particles have been studied by the mixing-event technique. The momentum ranges of these particles are 3 T trig T assoc T trig T assoc NN =200 GeV. A Mach-like structure has been observed in correlation functions for central collisions. By comparing scenarios with and without parton cascade and hadronic rescattering, we show that both partonic and hadronic dynamical mechanisms contribute to the Mach-like structure of the associated particle azimuthal correlations. The contribution of hadronic dynamical process cannot be ignored in the emergence of Mach-like correlations of the soft scattered associated hadrons. However, hadronic rescattering alone cannot reproduce experimental amplitude of Mach-like cone on away-side, and the parton cascade process is essential to describe experimental amplitude of Mach-like cone on away-side. In addition, both the associated multiplicity and the sum of p T decrease, while the T > increases, with the impact parameter in the AMPT model including partonic dynamics from string melting scenario
Directory of Open Access Journals (Sweden)
Najafian Ashrafi Zabihollah
2016-01-01
Full Text Available An experimental study was conducted to investigate the influence of Reynolds number and equivalence ratio on flame temperature field and thermal flame height of laminar premixed LFG fuel. Mach-Zehnder interferometry technique is used to obtain an insight to the overall temperature field. The slot burner with large aspect ratio (L/W, length of L=60 mm and width of W=6 mm was used to eliminate the three- dimensional effect of temperature field. Two kinds of mixed fuels, LFG70 (70%CH4- 30%CO2 on volume basis and LFG50 (50%CH4- 50%CO2 were used to investigate flame characteristics under the test conditions of 100 ≤ Re ≤ 600 and 0.7 ≤ φ ≤ 1.3. The present measurement reveals that the variation of maximum flame temperature with increment of Reynolds number is mainly due to heat transfer effects and is negligible. On the other hand, the equivalence ratio and fuel composition have a noticeable effect on flame temperature. In addition, the results show that the LFG flames compared to the CH4 ones have a lower flame temperature. With increment of CO2 volume fraction at lean combustion, thermal flame height is augmented while at stoichiometric and rich combustion, its value reduced. Thermal flame height augments linearly by Reynolds number increase, while its increment at rich mixture is higher and the effect of Reynolds number at lean mixtures is insignificant. For validation of experimental results from Mach-Zehnder Interferometry, K-type thermocouples are used at peripherally low and moderate isotherm lines.
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation
Quantum Anatomy of the Classical Interference of n-Photon States in a Mach-Zehnder Interferometer
International Nuclear Information System (INIS)
Ramírez-Cruz, N; Velázquez, V; Bastarrachea-Magnani, M A
2016-01-01
In this work we present the theory for the quantum interference of states with an arbitrary number of photons in a Mach-Zehnder interferometer. We express the mathematical description of the interference in an algebraic way. We show the interference pattern of an average of a n photons input state corresponds to the classical interference pattern, which tells us the last comes from a quantum interference statistical average. Then, we propose to use this scheme to study the statistical transition from quantum to classical interference. (paper)
Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-07-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'
International Nuclear Information System (INIS)
Nasseri, K.K.
1987-01-01
Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined
Yun, Wanying; Lu, Zhenzhou; Jiang, Xian
2018-06-01
To efficiently execute the variance-based global sensitivity analysis, the law of total variance in the successive intervals without overlapping is proved at first, on which an efficient space-partition sampling-based approach is subsequently proposed in this paper. Through partitioning the sample points of output into different subsets according to different inputs, the proposed approach can efficiently evaluate all the main effects concurrently by one group of sample points. In addition, there is no need for optimizing the partition scheme in the proposed approach. The maximum length of subintervals is decreased by increasing the number of sample points of model input variables in the proposed approach, which guarantees the convergence condition of the space-partition approach well. Furthermore, a new interpretation on the thought of partition is illuminated from the perspective of the variance ratio function. Finally, three test examples and one engineering application are employed to demonstrate the accuracy, efficiency and robustness of the proposed approach.
International Nuclear Information System (INIS)
Bartusch, Cajsa; Odlare, Monica; Wallin, Fredrik; Wester, Lars
2012-01-01
Highlights: ► Statistical analysis of variance are of considerable value in identifying key indicators for policy update. ► Variance in residential electricity use is partly explained by household features. ► Variance in residential electricity use is partly explained by building properties. ► Household behavior has a profound impact on individual electricity use. -- Abstract: Improved means of controlling electricity consumption plays an important part in boosting energy efficiency in the Swedish power market. Developing policy instruments to that end requires more in-depth statistics on electricity use in the residential sector, among other things. The aim of the study has accordingly been to assess the extent of variance in annual electricity consumption in single-family homes as well as to estimate the impact of household features and building properties in this respect using independent samples t-tests and one-way as well as univariate independent samples analyses of variance. Statistically significant variances associated with geographic area, heating system, number of family members, family composition, year of construction, electric water heater and electric underfloor heating have been established. The overall result of the analyses is nevertheless that variance in residential electricity consumption cannot be fully explained by independent variables related to household and building characteristics alone. As for the methodological approach, the results further suggest that methods for statistical analysis of variance are of considerable value in indentifying key indicators for policy update and development.
Low-Reynolds number compressible flow around a triangular airfoil
Munday, Phillip; Taira, Kunihiko; Suwa, Tetsuya; Numata, Daiju; Asai, Keisuke
2013-11-01
We report on the combined numerical and experimental effort to analyze the nonlinear aerodynamics of a triangular airfoil in low-Reynolds number compressible flow that is representative of wings on future Martian air vehicles. The flow field around this airfoil is examined for a wide range of angles of attack and Mach numbers with three-dimensional direct numerical simulations at Re = 3000 . Companion experiments are conducted in a unique Martian wind tunnel that is placed in a vacuum chamber to simulate the Martian atmosphere. Computational findings are compared with pressure sensitive paint and direct force measurements and are found to be in agreement. The separated flow from the leading edge is found to form a large leading-edge vortex that sits directly above the apex of the airfoil and provides enhanced lift at post stall angles of attack. For higher subsonic flows, the vortical structures elongate in the streamwise direction resulting in reduced lift enhancement. We also observe that the onset of spanwise instability for higher angles of attack is delayed at lower Mach numbers. Currently at Mitsubishi Heavy Industries, Ltd., Nagasaki.
Human vision model in relation to characteristics of shapes for the Mach band effect.
Wu, Bo-Wen; Fang, Yi-Chin
2015-10-01
For human vision to recognize the contours of objects means that, as the contrast variation at the object's edges increases, so will the Mach band effect of human vision. This paper more deeply investigates the relationship between changes in the contours of an object and the Mach band effect of human vision. Based on lateral inhibition and the Mach band effect, we studied subjects' eyes as they watched images of different shapes under a fixed brightness at 34 cd/m2, with changes of contrast and spatial frequency. Three types of display were used: a television, a computer monitor, and a projector. For each display used, we conducted a separate experiment for each shape. Although the maximum values for the contrast sensitivity function curves of the displays were different, their variations were minimal. As the spatial frequency changed, the diminishing effect of the different lines also was minimal. However, as the shapes at the contour intersections were modified by the Mach band effect, a greater degree of variation occurred. In addition, as the spatial frequency at a contour intersection increased, the Mach band effect became lower, along with changes in the corresponding contrast sensitivity function curve. Our experimental results on the characteristics of human vision have led to what we believe is a new vision model based on tests with different shapes. This new model may be used for future development and implementation of an artificial vision system.
The scope and control of attention: Sources of variance in working memory capacity.
Chow, Michael; Conway, Andrew R A
2015-04-01
Working memory capacity is a strong positive predictor of many cognitive abilities, across various domains. The pattern of positive correlations across domains has been interpreted as evidence for a unitary source of inter-individual differences in behavior. However, recent work suggests that there are multiple sources of variance contributing to working memory capacity. The current study (N = 71) investigates individual differences in the scope and control of attention, in addition to the number and resolution of items maintained in working memory. Latent variable analyses indicate that the scope and control of attention reflect independent sources of variance and each account for unique variance in general intelligence. Also, estimates of the number of items maintained in working memory are consistent across tasks and related to general intelligence whereas estimates of resolution are task-dependent and not predictive of intelligence. These results provide insight into the structure of working memory, as well as intelligence, and raise new questions about the distinction between number and resolution in visual short-term memory.
Ernst Mach, George Sarton and the Empiry of Teaching Science Part I
Siemsen, Hayo
2012-04-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's Mechanics when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many others (James Conant, Thomas Kuhn, Gerald Holton, etc.). What were the origins of these ideas in Mach and what can this origin tell us about the history of science and science education nowadays? Which ideas proved to be successful and which ones need to be improved upon? The following article will elaborate the epistemological questions, which Darwin's "Origin" raised concerning human knowledge and scientific knowledge and which led Mach to adapt the concept of what is "empirical" in contrast to metaphysical a priori assumptions a second time after Galileo. On this basis Sarton proposed "genesis and development" as the major goal of Isis. Mach had elaborated this epistemology in La Connaissance et l'Erreur ( Knowledge and Error), which Sarton read in 1913 (Hiebert 1905/1976; de Mey 1984). Accordingly for Sarton, history becomes not only a subject of science, but a method of science education. Culture—and science as part of culture—is a result of a genetic process. History of science shapes and is shaped by science and science education in a reciprocal process. Its epistemology needs to be adapted to scientific facts and the philosophy of science. Sarton was well aware of the need to develop the history of science and the philosophy of science along the lines of this reciprocal process. It was a very fruitful basis, but a specific part of it, Sarton did not elaborate further, namely the psychology of science education. This proved to be a crucial missing element for all of science education in Sarton's succession, especially in the US. Looking again at the origins of the central questions in the thinking of Mach, which provided
How does variance in fertility change over the demographic transition?
Hruschka, Daniel J; Burger, Oskar
2016-04-19
Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).
Guzzardi, Luca
2014-06-01
This paper discusses Ernst Mach's interpretation of the principle of energy conservation (EC) in the context of the development of energy concepts and ideas about causality in nineteenth-century physics and theory of science. In doing this, it focuses on the close relationship between causality, energy conservation and space in Mach's antireductionist view of science. Mach expounds his thesis about EC in his first historical-epistemological essay, Die Geschichte und die Wurzel des Satzes von der Erhaltung der Arbeit (1872): far from being a new principle, it is used from the early beginnings of mechanics independently from other principles; in fact, EC is a pre-mechanical principle which is generally applied in investigating nature: it is, indeed, nothing but a form of the principle of causality. The paper focuses on the scientific-historical premises and philosophical underpinnings of Mach's thesis, beginning with the classic debate on the validity and limits of the notion of cause by Hume, Kant, and Helmholtz. Such reference also implies a discussion of the relationship between causality on the one hand and space and time on the other. This connection plays a major role for Mach, and in the final paragraphs its importance is argued in order to understand his antireductionist perspective, i.e. the rejection of any attempt to give an ultimate explanation of the world via reduction of nature to one fundamental set of phenomena.
DEFF Research Database (Denmark)
Casas, Isabel; Mao, Xiuping; Veiga, Helena
This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...
On integral formulation of the Mach principle in a conformally flat space
International Nuclear Information System (INIS)
Mal'tsev, V.K.
1976-01-01
The integral formulation of the Mach principle represents a rather complicated mathematical formalism in which many aspects of the physical content of theory are not clear. Below an attempt is made to consider the integral representation for the most simple case of conformally flat spaces. The fact that this formalism there is only one scalar function makes it possible to analyse in more detail many physical peculiarities of this representation of the Mach principle: the absence of asymptotically flat spaces, problems of inertia and gravity, constraints on state equations, etc
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands)
2006-07-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
A zero-variance-based scheme for variance reduction in Monte Carlo criticality
International Nuclear Information System (INIS)
Christoforou, S.; Hoogenboom, J. E.
2006-01-01
A zero-variance scheme is derived and proven theoretically for criticality cases, and a simplified transport model is used for numerical demonstration. It is shown in practice that by appropriate biasing of the transition and collision kernels, a significant reduction in variance can be achieved. This is done using the adjoint forms of the emission and collision densities, obtained from a deterministic calculation, according to the zero-variance scheme. By using an appropriate algorithm, the figure of merit of the simulation increases by up to a factor of 50, with the possibility of an even larger improvement. In addition, it is shown that the biasing speeds up the convergence of the initial source distribution. (authors)
Variance estimation for sensitivity analysis of poverty and inequality measures
Directory of Open Access Journals (Sweden)
Christian Dudel
2017-04-01
Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.
Iodine Tagging Velocimetry in a Mach 10 Wake
Balla, Robert Jeffrey
2013-01-01
A variation on molecular tagging velocimetry (MTV) [1] designated iodine tagging velocimetry (ITV) is demonstrated. Molecular iodine is tagged by two-photon absorption using an Argon Fluoride (ArF) excimer laser. A single camera measures fluid displacement using atomic iodine emission at 206 nm. Two examples ofMTVfor cold-flowmeasurements areN2OMTV [2] and Femtosecond Laser Electronic Excitation Tagging [3]. These, like most MTV methods, are designed for atmospheric pressure applications. Neither can be implemented at the low pressures (0.1- 1 Torr) in typical hypersonic wakes. Of all the single-laser/singlecamera MTV approaches, only Nitric-Oxide Planar Laser Induced Fluorescence-based MTV [4] has been successfully demonstrated in a Mach 10 wake. Oxygen quenching limits transit times to 500 ns and accuracy to typically 30%. The present note describes the photophysics of the ITV method. Off-body velocimetry along a line is demonstrated in the aerothermodynamically important and experimentally challenging region of a hypersonic low-pressure near-wake in a Mach 10 air wind tunnel. Transit times up to 10 µs are demonstrated with conservative errors of 10%.
MACHe3: A new generation detector for non-baryonic dark matter direct detection
International Nuclear Information System (INIS)
Santos, D.; Mayet, F.; Perrin, G.; Moulin, E.; Bunkov, Yu. M.; Godfrin, H.; Krusius, M.
2002-01-01
MACHe3 (MAtrix of Cells of superfluid 3 H e) is a project of a new detector for direct Dark Matter (DM) search, using superfluid 3 He as a sensitive medium. An experiment on a prototype cell has been performed and the st results reported here are encouraging to develop of a multicell prototype. In order to investigate the discovery potential of MACHe3, and its complementarity with other DM detectors, a phenomenological study done with the DarkSUSY code is shown. (authors)
The mean and variance of phylogenetic diversity under rarefaction.
Nipperess, David A; Matsen, Frederick A
2013-06-01
Phylogenetic diversity (PD) depends on sampling depth, which complicates the comparison of PD between samples of different depth. One approach to dealing with differing sample depth for a given diversity statistic is to rarefy, which means to take a random subset of a given size of the original sample. Exact analytical formulae for the mean and variance of species richness under rarefaction have existed for some time but no such solution exists for PD.We have derived exact formulae for the mean and variance of PD under rarefaction. We confirm that these formulae are correct by comparing exact solution mean and variance to that calculated by repeated random (Monte Carlo) subsampling of a dataset of stem counts of woody shrubs of Toohey Forest, Queensland, Australia. We also demonstrate the application of the method using two examples: identifying hotspots of mammalian diversity in Australasian ecoregions, and characterising the human vaginal microbiome.There is a very high degree of correspondence between the analytical and random subsampling methods for calculating mean and variance of PD under rarefaction, although the Monte Carlo method requires a large number of random draws to converge on the exact solution for the variance.Rarefaction of mammalian PD of ecoregions in Australasia to a common standard of 25 species reveals very different rank orderings of ecoregions, indicating quite different hotspots of diversity than those obtained for unrarefied PD. The application of these methods to the vaginal microbiome shows that a classical score used to quantify bacterial vaginosis is correlated with the shape of the rarefaction curve.The analytical formulae for the mean and variance of PD under rarefaction are both exact and more efficient than repeated subsampling. Rarefaction of PD allows for many applications where comparisons of samples of different depth is required.
Cost-effective evolution of research prototypes into end-user tools: The MACH case study
DEFF Research Database (Denmark)
Störrle, Harald
2017-01-01
's claim by fellow scientists, and (3) demonstrate the utility and value of the research contribution to any interested parties. However, turning an exploratory prototype into a “proper” tool for end-users often entails great effort. Heavyweight mainstream frameworks such as Eclipse do not address...... this issue; their steep learning curves constitute substantial entry barriers to such ecosystems. In this paper, we present the Model Analyzer/Checker (MACH), a stand-alone tool with a command-line interpreter. MACH integrates a set of research prototypes for analyzing UML models. By choosing a simple...... command line interpreter rather than (costly) graphical user interface, we achieved the core goal of quickly deploying research results to a broader audience while keeping the required effort to an absolute minimum. We analyze MACH as a case study of how requirements and constraints in an academic...
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting.
Ben Taieb, Souhaib; Atiya, Amir F
2016-01-01
Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model or directly by estimating a separate model for each forecast horizon. In addition, there are other strategies; some of them combine aspects of both aforementioned concepts. In this paper, we present a comprehensive investigation into the bias and variance behavior of multistep-ahead forecasting strategies. We provide a detailed review of the different multistep-ahead strategies. Subsequently, we perform a theoretical study that derives the bias and variance for a number of forecasting strategies. Finally, we conduct a Monte Carlo experimental study that compares and evaluates the bias and variance performance of the different strategies. From the theoretical and the simulation studies, we analyze the effect of different factors, such as the forecast horizon and the time series length, on the bias and variance components, and on the different multistep-ahead strategies. Several lessons are learned, and recommendations are given concerning the advantages, disadvantages, and best conditions of use of each strategy.
A guide to SPSS for analysis of variance
Levine, Gustav
2013-01-01
This book offers examples of programs designed for analysis of variance and related statistical tests of significance that can be run with SPSS. The reader may copy these programs directly, changing only the names or numbers of levels of factors according to individual needs. Ways of altering command specifications to fit situations with larger numbers of factors are discussed and illustrated, as are ways of combining program statements to request a variety of analyses in the same program. The first two chapters provide an introduction to the use of SPSS, Versions 3 and 4. General rules conce
Holmes, John B; Dodds, Ken G; Lee, Michael A
2017-03-02
An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.
On the estimation variance for the specific Euler-Poincaré characteristic of random networks.
Tscheschel, A; Stoyan, D
2003-07-01
The specific Euler number is an important topological characteristic in many applications. It is considered here for the case of random networks, which may appear in microscopy either as primary objects of investigation or as secondary objects describing in an approximate way other structures such as, for example, porous media. For random networks there is a simple and natural estimator of the specific Euler number. For its estimation variance, a simple Poisson approximation is given. It is based on the general exact formula for the estimation variance. In two examples of quite different nature and topology application of the formulas is demonstrated.
Trujillo, Caleb M.; Anderson, Trevor R.; Pelaez, Nancy J.
2016-01-01
When undergraduate biology students learn to explain biological mechanisms, they face many challenges and may overestimate their understanding of living systems. Previously, we developed the MACH model of four components used by expert biologists to explain mechanisms: Methods, Analogies, Context, and How. This study explores the implementation of the model in an undergraduate biology classroom as an educational tool to address some of the known challenges. To find out how well students’ written explanations represent components of the MACH model before and after they were taught about it and why students think the MACH model was useful, we conducted an exploratory multiple case study with four interview participants. We characterize how two students explained biological mechanisms before and after a teaching intervention that used the MACH components. Inductive analysis of written explanations and interviews showed that MACH acted as an effective metacognitive tool for all four students by helping them to monitor their understanding, communicate explanations, and identify explanatory gaps. Further research, though, is needed to more fully substantiate the general usefulness of MACH for promoting students’ metacognition about their understanding of biological mechanisms. PMID:27252295
Approximation errors during variance propagation
International Nuclear Information System (INIS)
Dinsmore, Stephen
1986-01-01
Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given
The phenotypic variance gradient - a novel concept.
Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton
2014-11-01
Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.
Scramjet Combustor Characteristics at Hypervelocity Condition over Mach 10 Flight
Takahashi, M.; Komuro, T.; Sato, K.; Kodera, M.; Tanno, H.; Itoh, K.
2009-01-01
To investigate possibility of reduction of a scramjet combustor size without thrust performance loss, a two-dimensional constant-area combustor of a previous engine model was replaced with the one with 23% lower-height. With the application of the lower-height combustor, the pressure in the combustor becomes 50% higher and the combustor length for the optimal performance becomes 43% shorter than the original combustor. The combustion tests of the modified engine model were conducted using a large free-piston driven shock tunnel at flow conditions corresponding to the flight Mach number from 9 to 14. CFD was also applied to the engine internal flows. The results showed that the mixing and combustion heat release progress faster to the distance and the combustor performance similar to that of the previous engine was obtained with the modified engine. The reduction of the combustor size without the thrust performance loss is successfully achieved by applying the lower-height combustor.
Energy and variance budgets of a diffusive staircase with implications for heat flux scaling
Hieronymus, M.; Carpenter, J. R.
2016-02-01
Diffusive convection, the mode of double-diffusive convection that occur when both temperature and salinity increase with increasing depth, is commonplace throughout the high latitude oceans and diffusive staircases constitute an important heat transport process in the Arctic Ocean. Heat and buoyancy fluxes through these staircases are often estimated using flux laws deduced either from laboratory experiments, or from simplified energy or variance budgets. We have done direct numerical simulations of double-diffusive convection at a range of Rayleigh numbers and quantified the energy and variance budgets in detail. This allows us to compare the fluxes in our simulations to those derived using known flux laws and to quantify how well the simplified energy and variance budgets approximate the full budgets. The fluxes are found to agree well with earlier estimates at high Rayleigh numbers, but we find large deviations at low Rayleigh numbers. The close ties between the heat and buoyancy fluxes and the budgets of thermal variance and energy have been utilized to derive heat flux scaling laws in the field of thermal convection. The result is the so called GL-theory, which has been found to give accurate heat flux scaling laws in a very wide parameter range. Diffusive convection has many similarities to thermal convection and an extension of the GL-theory to diffusive convection is also presented and its predictions are compared to the results from our numerical simulations.
Variance components and selection response for feather-pecking behavior in laying hens.
Su, G; Kjaer, J B; Sørensen, P
2005-01-01
Variance components and selection response for feather pecking behavior were studied by analyzing the data from a divergent selection experiment. An investigation indicated that a Box-Cox transformation with power lambda = -0.2 made the data approximately normally distributed and gave the best fit for the model. Variance components and selection response were estimated using Bayesian analysis with Gibbs sampling technique. The total variation was rather large for the investigated traits in both the low feather-pecking line (LP) and the high feather-pecking line (HP). Based on the mean of marginal posterior distribution, in the Box-Cox transformed scale, heritability for number of feather pecking bouts (FP bouts) was 0.174 in line LP and 0.139 in line HP. For number of feather-pecking pecks (FP pecks), heritability was 0.139 in line LP and 0.105 in line HP. No full-sib group effect and observation pen effect were found in the 2 traits. After 4 generations of selection, the total response for number of FP bouts in the transformed scale was 58 and 74% of the mean of the first generation in line LP and line HP, respectively. The total response for number of FP pecks was 47 and 46% of the mean of the first generation in line LP and line HP, respectively. The variance components and the realized selection response together suggest that genetic selection can be effective in minimizing FP behavior. This would be expected to reduce one of the major welfare problems in laying hens.
Evolution of Genetic Variance during Adaptive Radiation.
Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel
2018-04-01
Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.
Directory of Open Access Journals (Sweden)
Peter Celec
2004-01-01
Full Text Available Cyclic variations of variables are ubiquitous in biomedical science. A number of methods for detecting rhythms have been developed, but they are often difficult to interpret. A simple procedure for detecting cyclic variations in biological time series and quantification of their probability is presented here. Analysis of rhythmic variance (ANORVA is based on the premise that the variance in groups of data from rhythmic variables is low when a time distance of one period exists between the data entries. A detailed stepwise calculation is presented including data entry and preparation, variance calculating, and difference testing. An example for the application of the procedure is provided, and a real dataset of the number of papers published per day in January 2003 using selected keywords is compared to randomized datasets. Randomized datasets show no cyclic variations. The number of papers published daily, however, shows a clear and significant (p<0.03 circaseptan (period of 7 days rhythm, probably of social origin
Confidence Interval Approximation For Treatment Variance In ...
African Journals Online (AJOL)
In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...
All-silicon thermal independent Mach-Zehnder interferometer with multimode waveguides
DEFF Research Database (Denmark)
Guan, Xiaowei; Frandsen, Lars Hagedorn
2016-01-01
A novel all-silicon thermal independent Mach-Zehnder interferometer consisting of two multimode waveguide arms having equal lengths and widths but transmitting different modes is proposed and experimentally demonstrated. The interferometer has a temperature sensitivity smaller than 8pm/°C in a wa...
Kim, Minjung; Lamont, Andrea E; Jaki, Thomas; Feaster, Daniel; Howe, George; Van Horn, M Lee
2016-06-01
Regression mixture models are a novel approach to modeling the heterogeneous effects of predictors on an outcome. In the model-building process, often residual variances are disregarded and simplifying assumptions are made without thorough examination of the consequences. In this simulation study, we investigated the impact of an equality constraint on the residual variances across latent classes. We examined the consequences of constraining the residual variances on class enumeration (finding the true number of latent classes) and on the parameter estimates, under a number of different simulation conditions meant to reflect the types of heterogeneity likely to exist in applied analyses. The results showed that bias in class enumeration increased as the difference in residual variances between the classes increased. Also, an inappropriate equality constraint on the residual variances greatly impacted on the estimated class sizes and showed the potential to greatly affect the parameter estimates in each class. These results suggest that it is important to make assumptions about residual variances with care and to carefully report what assumptions are made.
Hydrograph variances over different timescales in hydropower production networks
Zmijewski, Nicholas; Wörman, Anders
2016-08-01
The operation of water reservoirs involves a spectrum of timescales based on the distribution of stream flow travel times between reservoirs, as well as the technical, environmental, and social constraints imposed on the operation. In this research, a hydrodynamically based description of the flow between hydropower stations was implemented to study the relative importance of wave diffusion on the spectrum of hydrograph variance in a regulated watershed. Using spectral decomposition of the effluence hydrograph of a watershed, an exact expression of the variance in the outflow response was derived, as a function of the trends of hydraulic and geomorphologic dispersion and management of production and reservoirs. We show that the power spectra of involved time-series follow nearly fractal patterns, which facilitates examination of the relative importance of wave diffusion and possible changes in production demand on the outflow spectrum. The exact spectral solution can also identify statistical bounds of future demand patterns due to limitations in storage capacity. The impact of the hydraulic description of the stream flow on the reservoir discharge was examined for a given power demand in River Dalälven, Sweden, as function of a stream flow Peclet number. The regulation of hydropower production on the River Dalälven generally increased the short-term variance in the effluence hydrograph, whereas wave diffusion decreased the short-term variance over periods of white noise) as a result of current production objectives.
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
Estimation of noise-free variance to measure heterogeneity.
Directory of Open Access Journals (Sweden)
Tilo Winkler
Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.
Quantitative Global Heat Transfer in a Mach-6 Quiet Tunnel
Sullivan, John P.; Schneider, Steven P.; Liu, Tianshu; Rubal, Justin; Ward, Chris; Dussling, Joseph; Rice, Cody; Foley, Ryan; Cai, Zeimin; Wang, Bo;
2012-01-01
This project developed quantitative methods for obtaining heat transfer from temperature sensitive paint (TSP) measurements in the Mach-6 quiet tunnel at Purdue, which is a Ludwieg tube with a downstream valve, moderately-short flow duration and low levels of heat transfer. Previous difficulties with inferring heat transfer from TSP in the Mach-6 quiet tunnel were traced to (1) the large transient heat transfer that occurs during the unusually long tunnel startup and shutdown, (2) the non-uniform thickness of the insulating coating, (3) inconsistencies and imperfections in the painting process and (4) the low levels of heat transfer observed on slender models at typical stagnation temperatures near 430K. Repeated measurements were conducted on 7 degree-half-angle sharp circular cones at zero angle of attack in order to evaluate the techniques, isolate the problems and identify solutions. An attempt at developing a two-color TSP method is also summarized.
Estimation of the additive and dominance variances in South African ...
African Journals Online (AJOL)
The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...
Validation of consistency of Mendelian sampling variance.
Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H
2018-03-01
Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic
Energy Technology Data Exchange (ETDEWEB)
Oteo, I.; Ivison, R. J. [Institute for Astronomy, University of Edinburgh, Royal Observatory, Blackford Hill, Edinburgh EH9 3HJ UK (United Kingdom); Zwaan, M. A.; Biggs, A. D. [European Southern Observatory, Karl-Schwarzschild-Strasse 2, D-85748 Garching (Germany); Smail, I., E-mail: ivanoteogomez@gmail.com [Centre for Extragalactic Astronomy, Department of Physics, Durham University, South Road, Durham DH1 3LE UK (United Kingdom)
2016-05-01
We have exploited ALMA calibration observations to carry out a novel, wide, and deep submillimeter (submm) survey, almacal. These calibration data comprise a large number of observations of calibrator fields in a variety of frequency bands and array configurations. By gathering together data acquired during multiple visits to many ALMA calibrators, it is possible to reach noise levels which allow the detection of faint, dusty, star-forming galaxies (DSFGs) over a significant area. In this paper, we outline our survey strategy and report the first results. We have analyzed data for 69 calibrators, reaching depths of ∼25 μ Jy beam{sup −1} at sub-arcsec resolution. Adopting a conservative approach based on ≥5 σ detections, we have found 8 and 11 DSFGs in ALMA bands 6 and 7, respectively, with flux densities S {sub 1.2} m {sub m} ≥ 0.2 mJy. The faintest galaxies would have been missed by even the deepest Herschel surveys. Our cumulative number counts have been determined independently at 870 μ m and 1.2 mm from a sparse sampling of the astronomical sky, and are thus relatively free of cosmic variance. The counts are lower than reported previously by a factor of at least 2×. Future analyses will yield large, secure samples of DSFGs with redshifts determined via the detection of submm spectral lines. Uniquely, our strategy then allows for morphological studies of very faint DSFGs—representative of more normal star-forming galaxies than conventional submm galaxies—in fields where self-calibration is feasible, yielding milliarcsecond spatial resolution.
Least-squares variance component estimation
Teunissen, P.J.G.; Amiri-Simkooei, A.R.
2007-01-01
Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight
Mach-Zehnder interferometer implementation for thermo-optical and Kerr effect study
Bundulis, Arturs; Nitiss, Edgars; Busenbergs, Janis; Rutkis, Martins
2018-04-01
In this paper, we propose the Mach-Zehnder interferometric method for third-order nonlinear optical and thermo-optical studies. Both effects manifest themselves as refractive index dependence on the incident light intensity and are widely employed for multiple opto-optical and thermo-optical applications. With the implemented method, we have measured the Kerr and thermo-optical coefficients of chloroform under CW, ns and ps laser irradiance. The application of lasers with different light wavelengths, pulse duration and energy allowed us to distinguish the processes responsible for refractive index changes in the investigated solution. Presented setup was also used for demonstration of opto-optical switching. Results from Mach-Zehnder experiment were compared to Z-scan data obtained in our previous studies. Based on this, a quality comparison of both methods was assessed and advantages and disadvantages of each method were analyzed.
Sub-shot-noise phase sensitivity with a Bose-Einstein condensate Mach-Zehnder interferometer
International Nuclear Information System (INIS)
Pezze, L.; Smerzi, A.; Collins, L.A.; Berman, G.P.; Bishop, A.R.
2005-01-01
Bose-Einstein condensates (BEC), with their coherence properties, have attracted wide interest for their possible application to ultraprecise interferometry and ultraweak force sensors. Since condensates, unlike photons, are interacting, they may permit the realization of specific quantum states needed as input of an interferometer to approach the Heisenberg limit, the supposed lower bound to precision phase measurements. To this end, we study the sensitivity to external weak perturbations of a representative matter-wave Mach-Zehnder interferometer whose input are two Bose-Einstein condensates created by splitting a single condensate in two parts. The interferometric phase sensitivity depends on the specific quantum state created with the two condensates, and, therefore, on the time scale of the splitting process. We identify three different regimes, characterized by a phase sensitivity Δθ scaling with the total number of condensate particles N as (i) the standard quantum limit Δθ∼1/N 1/2 (ii) the sub shot-noise Δθ∼1/N 3/4 , and the (iii) the Heisenberg limit Δθ∼1/N. However, in a realistic dynamical BEC splitting, the 1/N limit requires a long adiabaticity time scale, which is hardly reachable experimentally. On the other hand, the sub-shot-noise sensitivity Δθ∼1/N 3/4 can be reached in a realistic experimental setting. We also show that the 1/N 3/4 scaling is a rigorous upper bound in the limit N→∞, while keeping constant all different parameters of the bosonic Mach-Zehnder interferometer
International Nuclear Information System (INIS)
Zaza, Chady
2015-01-01
The numerical simulation of steam generators of pressurized water reactors is a complex problem, involving different flow regimes and a wide range of length and time scales. An accidental scenario may be associated with very fast variations of the flow with an important Mach number. In contrast in the nominal regime the flow may be stationary, at low Mach number. Moreover whatever the regime under consideration, the array of U-tubes is modelled by a porous medium in order to avoid taking into account the complex geometry of the steam generator, which entails the issue of the coupling conditions at the interface with the free-fluid. We propose a new pressure-correction scheme for cell-centered finite volumes for solving the compressible Navier-Stokes and Euler equations at all Mach number. The existence of a discrete solution, the consistency of the scheme in the Lax sense and the positivity of the internal energy were proved. Then the scheme was extended to the homogeneous two-phase flow models of the GENEPI code developed at CEA. Lastly a multigrid-AMR algorithm was adapted for using our pressure-correction scheme on adaptive grids. Regarding the second issue addressed in this work, the numerical simulation of a fluid flow over a porous bed involves very different length scales. Macroscopic interface models - such as Ochoa-Tapia-Whitaker or Beavers-Joseph law for a viscous flow - represent the transition region between the free-fluid and the porous region by an interface of discontinuity associated with specific transmission conditions. An extension to the Beavers-Joseph law was proposed for the convective regime. By introducing a jump in the kinetic energy at the interface, we recover an interface condition close to the Beavers-Joseph law but with a non-linear slip coefficient, which depends on the free-fluid velocity at the interface and on the Darcy velocity. The validity of this new transmission condition was assessed with direct numerical simulations at
Analysis of Variance with Summary Statistics in Microsoft® Excel®
Larson, David A.; Hsu, Ko-Cheng
2010-01-01
Students regularly are asked to solve Single Factor Analysis of Variance problems given only the sample summary statistics (number of observations per category, category means, and corresponding category standard deviations). Most undergraduate students today use Excel for data analysis of this type. However, Excel, like all other statistical…
Rotating detectors and Mach's principle
Energy Technology Data Exchange (ETDEWEB)
Paola, R.D.M. de; Svaiter, N.F
2000-08-01
In this work we consider a quantum version of Newton{sup s} bucket experiment in a fl;at spacetime: we take an Unruh-DeWitt detector in interaction with a real massless scalar field. We calculate the detector's excitation rate when it is uniformly rotating around some fixed point and the field is prepared in the Minkowski vacuum and also when the detector is inertial and the field is in the Trocheries-Takeno vacuum state. These results are compared and the relations with Mach's principle are discussed. (author)
Genetic variants influencing phenotypic variance heterogeneity.
Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa
2018-03-01
Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.
Practical computational aeroacoustics for compact surfaces in low mach number flows
DEFF Research Database (Denmark)
Pradera-Mallabiabarrena, Ainara; Keith, Graeme; Jacobsen, Finn
2011-01-01
compared to the wavelength of interest. This makes it possible to focus on the surface source term of the Ffowcs Williams-Hawkings equation. In this paper, in order to illustrate the basic method for storing and utilizing data from the CFD analysis, the flow past a circular cylinder at a Reynolds number...
Emergent gravity of fractons: Mach's principle revisited
Pretko, Michael
2017-07-01
Recent work has established the existence of stable quantum phases of matter described by symmetric tensor gauge fields, which naturally couple to particles of restricted mobility, such as fractons. We focus on a minimal toy model of a rank 2 tensor gauge field, consisting of fractons coupled to an emergent graviton (massless spin-2 excitation). We show how to reconcile the immobility of fractons with the expected gravitational behavior of the model. First, we reformulate the fracton phenomenon in terms of an emergent center of mass quantum number, and we show how an effective attraction arises from the principles of locality and conservation of center of mass. This interaction between fractons is always attractive and can be recast in geometric language, with a geodesiclike formulation, thereby satisfying the expected properties of a gravitational force. This force will generically be short-ranged, but we discuss how the power-law behavior of Newtonian gravity can arise under certain conditions. We then show that, while an isolated fracton is immobile, fractons are endowed with finite inertia by the presence of a large-scale distribution of other fractons, in a concrete manifestation of Mach's principle. Our formalism provides suggestive hints that matter plays a fundamental role, not only in perturbing, but in creating the background space in which it propagates.
Direct Numerical Simulation of Passive Scalar Mixing in Shock Turbulence Interaction
Gao, Xiangyu; Bermejo-Moreno, Ivan; Larsson, Johan
2017-11-01
Passive scalar mixing in the canonical shock-turbulence interaction configuration is investigated through shock-capturing Direct Numerical Simulations (DNS). Scalar fields with different Schmidt numbers are transported by an initially isotropic turbulent flow field passing across a nominally planar shock wave. A solution-adaptive hybrid numerical scheme on Cartesian structured grids is used, that combines a fifth-order WENO scheme near shocks and a sixth-order central-difference scheme away from shocks. The simulations target variations in the shock Mach number, M (from 1.5 to 3), turbulent Mach number, Mt (from 0.1 to 0.4, including wrinkled- and broken-shock regimes), and scalar Schmidt numbers, Sc (from 0.5 to 2), while keeping the Taylor microscale Reynolds number constant (Reλ 40). The effects on passive scalar statistics are investigated, including the streamwise evolution of scalar variance budgets, pdfs and spectra, in comparison with their temporal evolution in decaying isotropic turbulence.
International Nuclear Information System (INIS)
Hyung, Jin Shim; Beom, Seok Han; Chang, Hyo Kim
2003-01-01
Monte Carlo (MC) power method based on the fixed number of fission sites at the beginning of each cycle is known to cause biases in the variances of the k-eigenvalue (keff) and the fission reaction rate estimates. Because of the biases, the apparent variances of keff and the fission reaction rate estimates from a single MC run tend to be smaller or larger than the real variances of the corresponding quantities, depending on the degree of the inter-generational correlation of the sample. We demonstrate this through a numerical experiment involving 100 independent MC runs for the neutronics analysis of a 17 x 17 fuel assembly of a pressurized water reactor (PWR). We also demonstrate through the numerical experiment that Gelbard and Prael's batch method and Ueki et al's covariance estimation method enable one to estimate the approximate real variances of keff and the fission reaction rate estimates from a single MC run. We then show that the use of the approximate real variances from the two-bias predicting methods instead of the apparent variances provides an efficient MC power iteration scheme that is required in the MC neutronics analysis of a real system to determine the pin power distribution consistent with the thermal hydraulic (TH) conditions of individual pins of the system. (authors)
Cassetti, Marlowe D.; Re, Richard J.; Igoe, William B.
1961-01-01
An investigation has been made of the effects of conical wing camber and body indentation according to the supersonic area rule on the aerodynamic wing loading characteristics of a wing-body-tail configuration at transonic speeds. The wing aspect ratio was 3, taper ratio was 0.1, and quarter-chord-line sweepback was 52.5 deg. with 3-percent-thick airfoil sections. The tests were conducted in the Langley 16-foot transonic tunnel at Mach numbers from 0.80 to 1.05 and at angles of attack from 0 deg. to 14 deg., with Reynolds numbers based on mean aerodynamic chord varying from 7 x 10(exp 6) to 8 x 10(exp 6). Conical camber delayed wing-tip stall and reduced the severity of the accompanying longitudinal instability but did not appreciably affect the spanwise load distribution at angles of attack below tip stall. Body indentation reduced the transonic chordwise center-of-pressure travel from about 8 percent to 5 percent of the mean aerodynamic chord.
Speed Variance and Its Influence on Accidents.
Garber, Nicholas J.; Gadirau, Ravi
A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…
Directory of Open Access Journals (Sweden)
Erinc Erdem
2014-12-01
Full Text Available An experimental investigation of sonic air, CO2 and Helium transverse jets in Mach 5 cross flow was carried out over a flat plate. The jet to freestream momentum flux ratio, J, was kept the same for all gases. The unsteady flow topology was examined using high speed schlieren visualisation and PIV. Schlieren visualisation provided information regarding oscillating jet shear layer structures and bow shock, Mach disc and barrel shocks. Two-component PIV measurements at the centreline, provided information regarding jet penetration trajectories. Barrel shocks and Mach disc forming the jet boundary were visualised/quantified also jet penetration boundaries were determined. Even though J is kept the same for all gases, the penetration patterns were found to be remarkably different both at the nearfield and the farfield. Air and CO2 jet resulted similar nearfield and farfield penetration pattern whereas Helium jet spread minimal in the nearfield.
Mach probe interpretation in the presence of supra-thermal electrons
Czech Academy of Sciences Publication Activity Database
Fuchs, Vladimír; Gunn, J. P.
2007-01-01
Roč. 14, č. 3 (2007), 032501-1 ISSN 1070-664X R&D Projects: GA ČR GA202/04/0360 Institutional research plan: CEZ:AV0Z20430508 Keywords : Mach probes * supra -thermal electrons * quasi-neutral PIC codes Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 2.325, year: 2007
International Nuclear Information System (INIS)
Girardin, Mathieu
2014-01-01
Two-phase flows in Pressurized Water Reactors belong to a wide range of Mach number flows. Computing accurate approximate solutions of those flows may be challenging from a numerical point of view as classical finite volume methods are too diffusive in the low Mach regime. In this thesis, we are interested in designing and studying some robust numerical schemes that are stable for large time steps and accurate even on coarse meshes for a wide range of flow regimes. An important feature is the strategy to construct those schemes. We use a mixed implicit-explicit strategy based on an operator splitting to solve fast and slow phenomena separately. Then, we introduce a modification of a Suliciu type relaxation scheme to improve the accuracy of the numerical scheme in some regime of interest. Two approaches have been used to assess the ability of our numerical schemes to deal with a wide range of flow regimes. The first approach, based on the asymptotic preserving property, has been used for the gas dynamics equations with stiff source terms. The second approach, based on the all-regime property, has been used for the gas dynamics equations and the homogeneous two-phase flows models HRM and HEM in the low Mach regime. We obtained some robustness and stability properties for our numerical schemes. In particular, some discrete entropy inequalities are shown. Numerical evidences, in 1D and in 2D on unstructured meshes, assess the gain in term of accuracy and CPU time of those asymptotic preserving and all-regime numerical schemes in comparison with classical finite volume methods. (author) [fr
Software-aided discussion about classical picture of Mach-Zehnder interferometer
Cavalcanti, C. J. H.; Ostermann, F.; Lima, N. W.; Netto, J. S.
2017-11-01
The Mach-Zehnder interferometer has played an important role both in quantum and classical physics research over the years. In physics education, it has been used as a didactic tool for quantum physics teaching, allowing fundamental concepts, such as particle-wave duality, to be addressed from the very beginning. For a student to understand the novelties of the quantum scenario, it is first worth introducing the classical picture. In this paper, we introduce a new version of the software developed by our research group to deepen the discussion on the classical picture of the Mach-Zehnder interferometer. We present its equivalence with the double slit experiment and we derive the mathematical expressions relating to the interference pattern. We also explore the concept of visibility (which is very important for understanding wave-particle complementarity in quantum physics) to help students become familiar with this experiment and to enhance their knowledge of its counterintuitive aspects. We use the software articulated by the mathematical formalism and phenomenological features. We also present excerpts of the discursive interactions of students using the software in didactic situations.
A mean-variance frontier in discrete and continuous time
Bekker, Paul A.
2004-01-01
The paper presents a mean-variance frontier based on dynamic frictionless investment strategies in continuous time. The result applies to a finite number of risky assets whose price process is given by multivariate geometric Brownian motion with deterministically varying coefficients. The derivation is based on the solution for the frontier in discrete time. Using the same multiperiod framework as Li and Ng (2000), I provide an alternative derivation and an alternative formulation of the solu...
Röring, Johan
2017-01-01
Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...
Hollinger, James A.; Mitcham, Grady L.
1955-01-01
A flight test of a rocket-propelled model of the Convair XFY-1 airplane was conducted to determine the lateral stability and control characteristics, The 0.133-scale model had windmilling propellers for this test, which covered a Mach number range of O.70 to 1.12. The center of gravity was located at 13.9 percent of the mean aerodynamic chord. The methods of analysis included both a solution by vector diagrams and simple one- and two-degree-of-freedom methods. The model was both statically and dynamically stable throughout the speed range of the testa The roll damping was good, and the slope of the side-force curve varied little with speed. The rudder was effective throughout the test speed range, although it was reduced to about 43 percent of its subsonic value at supersonic speeds.
Reflected rarefactions, double regular reflection, and mach waves in aluminum and beryllium
International Nuclear Information System (INIS)
Neal, T.
1975-01-01
A number of shock techniques which can be used to obtain high-pressure equation-of-state information between the principal Hugoniot and the principal adiabat are illustrated. A rarefaction wave in aluminum shocked to 27.7 GPa [277 kbar] is examined with radiographic techniques and the bulk sound speed is determined. The two stage compression which occurs in a double shock may be attained by colliding two shocks and observing regular reflection. A radiographic method which uses this phenomenon to measure a three-stage compression of aluminum to a density of 4.7 Mg/m 3 and beryllium to a density of 3.1 Mg/m 3 is presented. The results of a Mach reflection experiment in aluminum are found to disagree substantially with the simple three-shock model. A modified model, consistent with observations, is discussed. In all cases the Gruneisen parameter is determined. (U.S.)
Local variances in biomonitoring
International Nuclear Information System (INIS)
Wolterbeek, H.T.
1999-01-01
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods
Moors, J.J.A.; Strijbosch, L.W.G.; van Groenendaal, W.J.H.
2002-01-01
If estimates of mean and variance are needed and only experts' opinions are available, the literature agrees that it is wise behaviour to ask only for their (subjective) estimates of quantiles: from these, estimates of the desired parameters are calculated.Quite a number of methods have been
A versatile all-optical modulator based on nonlinear Mach-Zehnder interferometers
Krijnen, Gijsbertus J.M.; Villeneuve, A.; Stegeman, G.I.; Lambeck, Paul; Hoekstra, Hugo
1994-01-01
A device based on a Nonlinear Mach-Zehnder interferometer (NMI) which exploits cross-phase modulation of two co-propagating modes in bimodal branches has been described in this paper. The advantage of this device is that it becomes polarisation independent while keeping phase insensitive by using
Experiments on a hot plume base flow interaction at Mach 2
Blinde, P.L.; Schrijer, F.F.J.; Powell, S.J.; Werner, R.M.; Van Oudheusden, B.W.
2015-01-01
A wind tunnel model containing a solid rocket motor was tested at Mach 2 to assess the feasibility of investigating the interaction between a hot plume and a high-speed outer stream. In addition to Schlieren visualisation, the feasibility of applying PIV was explored. Recorded particle images
Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations
International Nuclear Information System (INIS)
Dumonteil, E.; Malvagi, F.
2012-01-01
The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)
Hypervelocity Wind Tunnel No. 9 Mach 7 Thermal Structural Facility Verification and Calibration
National Research Council Canada - National Science Library
Lafferty, John
1996-01-01
This report summarizes the verification and calibration of the new Mach 7 Thermal Structural Facility located at the White Oak, Maryland, site of the Dahlgren Division, Naval Surface Warfare Center...
Bright, Molly G; Murphy, Kevin
2015-07-01
Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed by 24, 12, 6, or only 3 head motion parameters demonstrated network structure typically associated with functional connectivity, and certain networks were discernable in the variance extracted by as few as 2 physiologic regressors. Simulated nuisance regressors, unrelated to the true data noise, also removed variance with network structure, indicating that any group of regressors that randomly sample variance may remove highly structured "signal" as well as "noise." Furthermore, to support this we demonstrate that random sampling of the original data variance continues to exhibit robust network structure, even when as few as 10% of the original volumes are considered. Finally, we examine the diminishing returns of increasing the number of nuisance regressors used in pre-processing, showing that excessive use of motion regressors may do little better than chance in removing variance within a functional network. It remains an open challenge to understand the balance between the benefits and confounds of noise correction using nuisance regressors. Copyright © 2015. Published by Elsevier Inc.
Dynamic Mean-Variance Asset Allocation
Basak, Suleyman; Chabakauri, Georgy
2009-01-01
Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...
The Variance Composition of Firm Growth Rates
Directory of Open Access Journals (Sweden)
Luiz Artur Ledur Brito
2009-04-01
Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.
Design of an Optical OR Gate using Mach-Zehnder Interferometers
Choudhary, Kuldeep; Kumar, Santosh
2018-04-01
The optical switching phenomenon enhances the speed of optical communication systems. It is widely used in the wavelength division multiplexing (WDM). In this work, an optical OR gate is proposed using the Mach-Zehnder interferometer (MZI) structure. The detailed derivation of mathematical expression have been shown. The analysis is carried out by simulating the proposed device with MATLAB and Beam propagation method.
Siemsen, Hayo
2013-01-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's "Mechanics" when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many…
Dark matter versus Mach's principle.
von Borzeszkowski, H.-H.; Treder, H.-J.
1998-02-01
Empirical and theoretical evidence show that the astrophysical problem of dark matter might be solved by a theory of Einstein-Mayer type. In this theory up to global Lorentz rotations the reference system is determined by the motion of cosmic matter. Thus one is led to a "Riemannian space with teleparallelism" realizing a geometric version of the Mach-Einstein doctrine. The field equations of this gravitational theory contain hidden matter terms where the existence of hidden matter is inferred safely from its gravitational effects. It is argued that in the nonrelativistic mechanical approximation they provide an inertia-free mechanics where the inertial mass of a body is induced by the gravitational action of the comic masses. Interpreted form the Newtonian point of view this mechanics shows that the effective gravitational mass of astrophysical objects depends on r such that one expects the existence of dark matter.
Estimating the encounter rate variance in distance sampling
Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.
2009-01-01
The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.
Analisis Perbandingan Kinerja Mach-Zehnder berdasarkan Ragam Format Modulasi pada Jaringan FTTH
Directory of Open Access Journals (Sweden)
ZULIA NURUL KARIMAH
2017-06-01
Full Text Available ABSTRAKPada jurnal ini dibuat pemodelan link FTTH pada software Optisystem 7.0 untuk mengetahui pengaruh dari Kerr effect dengan membandingkan performansi serat optik kaca dan serat optik plastik berdasarkan format modulasi berupa NRZ, RZ, RZ-DPSK, RZ-DQPSK dan CSRZ. Terdapat dua skenario, dengan skenario pertama, variabel input yang diubah adalah format modulasi pada Mach-zehnder, sedangkan pada skenario kedua, variabel yang diubah adalah pemakaian serat optik yang dipakai, yaitu serat optik bahan kaca, plastik dan hybrid kaca plastik. Hasil simulasi menunjukkan dengan efek linier dan non-linier pada kabel kaca yang menghasilkan performansi jaringan dari yang terbaik, dengan Q factor di atas 6 dan BER di bawah 10-9 adalah NRZ, RZ, RZ-DPSK, CSRZ dan RZ-DQPSK. Sedangkan dengan penggunaan kabel PMMA, yang menunjukkan performansi jaringan yang baik adalah dengan konfigurasi G652D-G652D-PMMA pada format modulasi NRZ, RZ, RZ-DPSK dan RZ-DQPSK. Efek non-linier yang terjadi pada jaringan ini hanya SPM dan XPM.Kata kunci: FTTH, mach-zehnder, format modulasi, efek non-linier, GOF, POF.ABSTRACTIn this journal is creating a FTTH link on Optisystem software 7.0 to determine the effect of Kerr effect by comparing the performance of fiber optic glass and plastic optical fiber based on modulation formats such as NRZ, RZ, RZ-DPSK, RZ-DQPSK and CSRZ. There are two scenarios, first, input variables are changed based on format in Mach-zehnder modulator, while in the second scenario, the changed variable is the material of optical fiber, the materials are optical fiber glass, plastic and hybrid plastic and glass. The simulation results based on comparison with linear and nonlinear effects on glass optical fiber, which produce Q factor above 6 and BER below 10-9 are NRZ, RZ, RZ-DPSK, CSRZ and RZ-DQPSK. While the use of PMMA cable, which indicates good network performance is the configuration G652D-G652D-PMMA on the modulation format NRZ, RZ, RZ-DPSK and RZ
Analisis Perbandingan Kinerja Mach-Zehnder berdasarkan Ragam Format Modulasi pada Jaringan FTTH
Directory of Open Access Journals (Sweden)
ZULIA NURUL KARIMAH
2018-03-01
Full Text Available ABSTRAK Pada jurnal ini dibuat pemodelan link FTTH pada software Optisystem 7.0 untuk mengetahui pengaruh dari Kerr effect dengan membandingkan performansi serat optik kaca dan serat optik plastik berdasarkan format modulasi berupa NRZ, RZ, RZ-DPSK, RZ-DQPSK dan CSRZ. Terdapat dua skenario, dengan skenario pertama, variabel input yang diubah adalah format modulasi pada Mach-zehnder, sedangkan pada skenario kedua, variabel yang diubah adalah pemakaian serat optik yang dipakai, yaitu serat optik bahan kaca, plastik dan hybrid kaca plastik. Hasil simulasi menunjukkan dengan efek linier dan non-linier pada kabel kaca yang menghasilkan performansi jaringan dari yang terbaik, dengan Q factor di atas 6 dan BER di bawah 10-9 adalah NRZ, RZ, RZ-DPSK, CSRZ dan RZ-DQPSK. Sedangkan dengan penggunaan kabel PMMA, yang menunjukkan performansi jaringan yang baik adalah dengan konfigurasi G652D-G652D-PMMA pada format modulasi NRZ, RZ, RZ-DPSK dan RZ-DQPSK. Efek non-linier yang terjadi pada jaringan ini hanya SPM dan XPM. Kata kunci: FTTH, mach-zehnder, format modulasi, efek non-linier, GOF, POF. ABSTRACT In this journal is creating a FTTH link on Optisystem software 7.0 to determine the effect of Kerr effect by comparing the performance of fiber optic glass and plastic optical fiber based on modulation formats such as NRZ, RZ, RZ-DPSK, RZ-DQPSK and CSRZ. There are two scenarios, first, input variables are changed based on format in Mach-zehnder modulator, while in the second scenario, the changed variable is the material of optical fiber, the materials are optical fiber glass, plastic and hybrid plastic and glass. The simulation results based on comparison with linear and nonlinear effects on glass optical fiber, which produce Q factor above 6 and BER below 10-9 are NRZ, RZ, RZ-DPSK, CSRZ and RZ-DQPSK. While the use of PMMA cable, which indicates good network performance is the configuration G652D-G652D-PMMA on the modulation format NRZ, RZ, RZ-DPSK and RZ
Towards the ultimate variance-conserving convection scheme
International Nuclear Information System (INIS)
Os, J.J.A.M. van; Uittenbogaard, R.E.
2004-01-01
In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287
The three-grating Mach-Zehnder optical interferometer: a tutorial approach using particle optics
International Nuclear Information System (INIS)
Miffre, A; Delhuille, R; Viaris Lesegno, B de; Buechner, M; Rizzo, C; Vigue, J
2002-01-01
In this paper, we present a tutorial set-up based on an optical three-grating Mach-Zehnder interferometer. As this apparatus is very similar in its principle to the Mach-Zehnder interferometers used with matter waves (neutrons, atoms and molecules), it can be used to familiarize students with particle optics, and in our explanations, we use the complementary points of view of wave optics and particle optics. Finally, we have used this interferometer to measure the index of refraction of BK7 glass for red light at 633 nm, with a technique equivalent to the one used to measure the index of refraction of solid matter for thermal neutrons. The dimensions of this interferometer and its cost make it very interesting for laboratory courses and the experiment described here can be reproduced by students
Analytic solution to variance optimization with no short positions
Kondor, Imre; Papp, Gábor; Caccioli, Fabio
2017-12-01
We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \
The Distribution of the Sample Minimum-Variance Frontier
Raymond Kan; Daniel R. Smith
2008-01-01
In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...
Minimum variance and variance of outgoing quality limit MDS-1(c1, c2) plans
Raju, C.; Vidya, R.
2016-06-01
In this article, the outgoing quality (OQ) and total inspection (TI) of multiple deferred state sampling plans MDS-1(c1,c2) are studied. It is assumed that the inspection is rejection rectification. Procedures for designing MDS-1(c1,c2) sampling plans with minimum variance of OQ and TI are developed. A procedure for obtaining a plan for a designated upper limit for the variance of the OQ (VOQL) is outlined.
Speckle-scale focusing in the diffusive regime with time reversal of variance-encoded light (TROVE)
Judkewitz, Benjamin; Wang, Ying Min; Horstmeyer, Roarke; Mathy, Alexandre; Yang, Changhuei
2013-04-01
Focusing of light in the diffusive regime inside scattering media has long been considered impossible. Recently, this limitation has been overcome with time reversal of ultrasound-encoded light (TRUE), but the resolution of this approach is fundamentally limited by the large number of optical modes within the ultrasound focus. Here, we introduce a new approach, time reversal of variance-encoded light (TROVE), which demixes these spatial modes by variance encoding to break the resolution barrier imposed by the ultrasound. By encoding individual spatial modes inside the scattering sample with unique variances, we effectively uncouple the system resolution from the size of the ultrasound focus. This enables us to demonstrate optical focusing and imaging with diffuse light at an unprecedented, speckle-scale lateral resolution of ~5 µm.
Speckle-scale focusing in the diffusive regime with time-reversal of variance-encoded light (TROVE).
Judkewitz, Benjamin; Wang, Ying Min; Horstmeyer, Roarke; Mathy, Alexandre; Yang, Changhuei
2013-04-01
Focusing of light in the diffusive regime inside scattering media has long been considered impossible. Recently, this limitation has been overcome with time reversal of ultrasound-encoded light (TRUE), but the resolution of this approach is fundamentally limited by the large number of optical modes within the ultrasound focus. Here, we introduce a new approach, time reversal of variance-encoded light (TROVE), which demixes these spatial modes by variance-encoding to break the resolution barrier imposed by the ultrasound. By encoding individual spatial modes inside the scattering sample with unique variances, we effectively uncouple the system resolution from the size of the ultrasound focus. This enables us to demonstrate optical focusing and imaging with diffuse light at unprecedented, speckle-scale lateral resolution of ~ 5 μm.
Woronowicz, Michael
2016-01-01
Analytical expressions for column number density (CND) are developed for optical line of sight paths through a variety of steady free molecule point source models including directionally-constrained effusion (Mach number M = 0) and flow from a sonic orifice (M = 1). Sonic orifice solutions are approximate, developed using a fair simulacrum fitted to the free molecule solution. Expressions are also developed for a spherically-symmetric thermal expansion (M = 0). CND solutions are found for the most general paths relative to these sources and briefly explored. It is determined that the maximum CND from a distant location through directed effusion and sonic orifice cases occurs along the path parallel to the source plane that intersects the plume axis. For the effusive case this value is exactly twice the CND found along the ray originating from that point of intersection and extending to infinity along the plume's axis. For sonic plumes this ratio is reduced to about 4/3. For high Mach number cases the maximum CND will be found along the axial centerline path. Keywords: column number density, plume flows, outgassing, free molecule flow.
Electrical crosstalk in integrated Mach-Zehnder modulators caused by a shared ground path
Yao, W.; Gilardi, G.; Smit, M.K.; Wale, M.J.
2015-01-01
We show that the majority of electrical crosstalk between integrated Mach-Zehnder modulators can be caused by a shared ground path and demonstrate that in its absence crosstalk and related transmission penalty is greatly reduced.
Variance-based selection may explain general mating patterns in social insects.
Rueppell, Olav; Johnson, Nels; Rychtár, Jan
2008-06-23
Female mating frequency is one of the key parameters of social insect evolution. Several hypotheses have been suggested to explain multiple mating and considerable empirical research has led to conflicting results. Building on several earlier analyses, we present a simple general model that links the number of queen matings to variance in colony performance and this variance to average colony fitness. The model predicts selection for multiple mating if the average colony succeeds in a focal task, and selection for single mating if the average colony fails, irrespective of the proximate mechanism that links genetic diversity to colony fitness. Empirical support comes from interspecific comparisons, e.g. between the bee genera Apis and Bombus, and from data on several ant species, but more comprehensive empirical tests are needed.
Genotypic-specific variance in Caenorhabditis elegans lifetime fecundity.
Diaz, S Anaid; Viney, Mark
2014-06-01
Organisms live in heterogeneous environments, so strategies that maximze fitness in such environments will evolve. Variation in traits is important because it is the raw material on which natural selection acts during evolution. Phenotypic variation is usually thought to be due to genetic variation and/or environmentally induced effects. Therefore, genetically identical individuals in a constant environment should have invariant traits. Clearly, genetically identical individuals do differ phenotypically, usually thought to be due to stochastic processes. It is now becoming clear, especially from studies of unicellular species, that phenotypic variance among genetically identical individuals in a constant environment can be genetically controlled and that therefore, in principle, this can be subject to selection. However, there has been little investigation of these phenomena in multicellular species. Here, we have studied the mean lifetime fecundity (thus a trait likely to be relevant to reproductive success), and variance in lifetime fecundity, in recently-wild isolates of the model nematode Caenorhabditis elegans. We found that these genotypes differed in their variance in lifetime fecundity: some had high variance in fecundity, others very low variance. We find that this variance in lifetime fecundity was negatively related to the mean lifetime fecundity of the lines, and that the variance of the lines was positively correlated between environments. We suggest that the variance in lifetime fecundity may be a bet-hedging strategy used by this species.
Discrete and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations
Energy Technology Data Exchange (ETDEWEB)
Dumonteil, E.; Malvagi, F. [Commissariat a l' Energie Atomique et Aux Energies Alternatives, CEA SACLAY DEN, Laboratoire de Transport Stochastique et Deterministe, 91191 Gif-sur-Yvette (France)
2012-07-01
The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Boundary-Layer Instability Measurements in a Mach-6 Quiet Tunnel
Berridge, Dennis C.; Ward, Christopher, A. C.; Luersen, Ryan P. K.; Chou, Amanda; Abney, Andrew D.; Schneider, Steven P.
2012-01-01
Several experiments have been performed in the Boeing/AFOSR Mach-6 Quiet Tunnel at Purdue University. A 7 degree half angle cone at 6 degree angle of attack with temperature-sensitive paint (TSP) and PCB pressure transducers was tested under quiet flow. The stationary crossflow vortices appear to break down to turbulence near the lee ray for sufficiently high Reynolds numbers. Attempts to use roughness elements to control the spacing of hot streaks on a flared cone in quiet flow did not succeed. Roughness was observed to damp the second-mode waves in areas influenced by the roughness, and wide roughness spacing allowed hot streaks to form between the roughness elements. A forward-facing cavity was used for proof-of-concept studies for a laser perturber. The lowest density at which the freestream laser perturbations could be detected was 1.07 x 10(exp -2) kilograms per cubic meter. Experiments were conducted to determine the transition characteristics of a streamwise corner flow at hypersonic velocities. Quiet flow resulted in a delayed onset of hot streak spreading. Under low Reynolds number flow hot streak spreading did not occur along the model. A new shock tube has been built at Purdue. The shock tube is designed to create weak shocks suitable for calibrating sensors, particularly PCB-132 sensors. PCB-132 measurements in another shock tube show the shock response and a linear calibration over a moderate pressure range.
Heterogeneous network epidemics: real-time growth, variance and extinction of infection.
Ball, Frank; House, Thomas
2017-09-01
Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular choice in theoretical studies since it combines the ability to specify the distribution of the number of contacts (degree) with analytical tractability. Here we consider the early real-time behaviour of the Markovian SIR epidemic model on a configuration model network using a multitype branching process. We find closed-form analytic expressions for the mean and variance of the number of infectious individuals as a function of time and the degree of the initially infected individual(s), and write down a system of differential equations for the probability of extinction by time t that are numerically fast compared to Monte Carlo simulation. We show that these quantities are all sensitive to the degree distribution-in particular we confirm that the mean prevalence of infection depends on the first two moments of the degree distribution and the variance in prevalence depends on the first three moments of the degree distribution. In contrast to most existing analytic approaches, the accuracy of these results does not depend on having a large number of infectious individuals, meaning that in the large population limit they would be asymptotically exact even for one initial infectious individual.
Bright, Molly G.; Murphy, Kevin
2015-01-01
Noise correction is a critical step towards accurate mapping of resting state BOLD fMRI connectivity. Noise sources related to head motion or physiology are typically modelled by nuisance regressors, and a generalised linear model is applied to regress out the associated signal variance. In this study, we use independent component analysis (ICA) to characterise the data variance typically discarded in this pre-processing stage in a cohort of 12 healthy volunteers. The signal variance removed by 24, 12, 6, or only 3 head motion parameters demonstrated network structure typically associated with functional connectivity, and certain networks were discernable in the variance extracted by as few as 2 physiologic regressors. Simulated nuisance regressors, unrelated to the true data noise, also removed variance with network structure, indicating that any group of regressors that randomly sample variance may remove highly structured “signal” as well as “noise.” Furthermore, to support this we demonstrate that random sampling of the original data variance continues to exhibit robust network structure, even when as few as 10% of the original volumes are considered. Finally, we examine the diminishing returns of increasing the number of nuisance regressors used in pre-processing, showing that excessive use of motion regressors may do little better than chance in removing variance within a functional network. It remains an open challenge to understand the balance between the benefits and confounds of noise correction using nuisance regressors. PMID:25862264
Revision: Variance Inflation in Regression
Directory of Open Access Journals (Sweden)
D. R. Jensen
2013-01-01
the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.
Experiments on a smooth wall hypersonic boundary layer at Mach 6
Neeb, Dominik; Saile, Dominik; Gülhan, Ali
2018-04-01
The turbulent boundary layer along the surface of high-speed vehicles drives shear stress and heat flux. Although essential to the vehicle design, the understanding of compressible turbulent boundary layers at high Mach numbers is limited due to the lack of available data. This is particularly true if the surface is rough, which is typically the case for all technical surfaces. To validate a methodological approach, as initial step, smooth wall experiments were performed. A hypersonic turbulent boundary layer at Ma = 6 (Ma_e=5.4) along a 7{}° sharp cone model at low Reynolds numbers Re_{θ } ≈ 3000 was characterized. The mean velocities in the boundary layer were acquired by means of Pitot pressure and particle image velocimetry (PIV) measurements. Furthermore, the PIV data were used to extract turbulent intensities along the profile. The mean velocities in the boundary layer agree with numerical data, independent of the measurement technique. Based on the profile data, three different approaches to extract the skin friction velocity were applied and show favorable comparison to literature and numerical data. The extracted values were used for inner and outer scaling of the van Driest transformed velocity profiles which are in good agreement to incompressible theoretical data. Morkovin scaled turbulent intensities show ambiguous results compared to literature data which may be influenced by inflow turbulence level, particle lag and other measurement uncertainties.
Variance estimation for generalized Cavalieri estimators
Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen
2011-01-01
The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.
Influence of Family Structure on Variance Decomposition
DEFF Research Database (Denmark)
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Minimum Variance Portfolios in the Brazilian Equity Market
Directory of Open Access Journals (Sweden)
Alexandre Rubesam
2013-03-01
Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.
Laser produced plasma density measurement by Mach-Zehnder interferometry
International Nuclear Information System (INIS)
Vaziri, A.; Kohanzadeh, Y.; Mosavi, R.K.
1976-06-01
This report describes an optical interferometric method of measuring the refractive index of the laser-produced plasma, giving estimates of its electron density. The plasma is produced by the interaction of a high power pulsed CO 2 laser beam with a solid target in the vacuum. The time varying plasma has a transient electron density. This transient electron density gives rise to a changing plasma refractive index. A Mach-Zehnder ruby laser interferometer is used to measure this refractive index change
CSIR Research Space (South Africa)
Naidoo, K
2011-06-01
Full Text Available research by Ernst Mach in 1878. The steady, two-dimensional transition criteria between regular and Mach reflection are well established. There has been little done to consider the dynamic effect of a rapidly rotating wedge on the transition between regular...
Why risk is not variance: an expository note.
Cox, Louis Anthony Tony
2008-08-01
Variance (or standard deviation) of return is widely used as a measure of risk in financial investment risk analysis applications, where mean-variance analysis is applied to calculate efficient frontiers and undominated portfolios. Why, then, do health, safety, and environmental (HS&E) and reliability engineering risk analysts insist on defining risk more flexibly, as being determined by probabilities and consequences, rather than simply by variances? This note suggests an answer by providing a simple proof that mean-variance decision making violates the principle that a rational decisionmaker should prefer higher to lower probabilities of receiving a fixed gain, all else being equal. Indeed, simply hypothesizing a continuous increasing indifference curve for mean-variance combinations at the origin is enough to imply that a decisionmaker must find unacceptable some prospects that offer a positive probability of gain and zero probability of loss. Unlike some previous analyses of limitations of variance as a risk metric, this expository note uses only simple mathematics and does not require the additional framework of von Neumann Morgenstern utility theory.
Analysis of compressible light dynamic stall flow at transitional Reynolds numbers
DEFF Research Database (Denmark)
Dyken, R.D. Van; Ekaterinaris, John A.; Chandrasekhara, M.S.
1996-01-01
Numerical and experimental results of steady and light dynamic stall flow over an oscillating NACA 0012 airfoil at a freestream Mach number of 0.3 and Reynolds number of 0.54 x 10(6) are compared, The experimental observation that dynamic stall is induced from the bursting of a laminar separation...... point is specified suitably and a simple transition length model is incorporated to determine the extent of the laminar separation bubble. The thin-layer approximations of compressible, Reynolds-averaged, Navier-Stokes equations are used for the numerical solution, with an implicit, upwind-biased, third...
Computational Fluid Dynamics (CFD) Image of Hyper-X Research Vehicle at Mach 7 with Engine Operating
1997-01-01
This computational fluid dynamics (CFD) image shows the Hyper-X vehicle at a Mach 7 test condition with the engine operating. The solution includes both internal (scramjet engine) and external flow fields, including the interaction between the engine exhaust and vehicle aerodynamics. The image illustrates surface heat transfer on the vehicle surface (red is highest heating) and flowfield contours at local Mach number. The last contour illustrates the engine exhaust plume shape. This solution approach is one method of predicting the vehicle performance, and the best method for determination of vehicle structural, pressure and thermal design loads. The Hyper-X program is an ambitious series of experimental flights to expand the boundaries of high-speed aeronautics and develop new technologies for space access. When the first of three aircraft flies, it will be the first time a non-rocket engine has powered a vehicle in flight at hypersonic speeds--speeds above Mach 5, equivalent to about one mile per second or approximately 3,600 miles per hour at sea level. Hyper-X, the flight vehicle for which is designated as X-43A, is an experimental flight-research program seeking to demonstrate airframe-integrated, 'air-breathing' engine technologies that promise to increase payload capacity for future vehicles, including hypersonic aircraft (faster than Mach 5) and reusable space launchers. This multiyear program is currently underway at NASA Dryden Flight Research Center, Edwards, California. The Hyper-X schedule calls for its first flight later this year (2000). Hyper-X is a joint program, with Dryden sharing responsibility with NASA's Langley Research Center, Hampton, Virginia. Dryden's primary role is to fly three unpiloted X-43A research vehicles to validate engine technologies and hypersonic design tools as well as the hypersonic test facility at Langley. Langley manages the program and leads the technology development effort. The Hyper-X Program seeks to significantly
Variance bias analysis for the Gelbard's batch method
Energy Technology Data Exchange (ETDEWEB)
Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)
2014-05-15
In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.
Cammarata, Simone
2017-01-01
Silicon Photonics may well provide the opportunity for new levels of integration between detectors and their readout electronics. This technology is thus being evaluated at CERN in order to assess its suitability for use in particle physics experiments. In order to check the agreement with measurements and the validity of previous device simulations, a pure Synopsys SentaurusTM simulation of an un-irradiated Mach-Zehnder silicon modulator has been carried out during the Summer Student project. Index Terms—Silicon Photonics, Mach-Zehnder modulator, electro-optic simulation, Synopsys SentaurusTM, electro-optic measurement, HEP.
Quantum nonlocality of photon pairs in interference in a Mach-Zehnder interferometer
Czech Academy of Sciences Publication Activity Database
Trojek, P.; Peřina ml., Jan
2003-01-01
Roč. 53, č. 4 (2003), s. 335-349 ISSN 0011-4626 R&D Projects: GA MŠk LN00A015 Institutional research plan: CEZ:AV0Z1010921 Keywords : entangled photon pairs * nonlocal interference * Mach-Zehender interferometer Subject RIV: BH - Optics, Masers, Lasers Impact factor: 0.263, year: 2003
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Regional sensitivity analysis using revised mean and variance ratio functions
International Nuclear Information System (INIS)
Wei, Pengfei; Lu, Zhenzhou; Ruan, Wenbin; Song, Jingwen
2014-01-01
The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure
International Nuclear Information System (INIS)
Hoogenboom, J. E.
2004-01-01
Although Russian roulette is applied very often in Monte Carlo calculations, not much literature exists on its quantitative influence on the variance and efficiency of a Monte Carlo calculation. Elaborating on the work of Lux and Koblinger using moment equations, new relevant equations are derived to calculate the variance of a Monte Carlo simulation using Russian roulette. To demonstrate its practical application the theory is applied to a simplified transport model resulting in explicit analytical expressions for the variance of a Monte Carlo calculation and for the expected number of collisions per history. From these expressions numerical results are shown and compared with actual Monte Carlo calculations, showing an excellent agreement. By considering the number of collisions in a Monte Carlo calculation as a measure of the CPU time, also the efficiency of the Russian roulette can be studied. It opens the way for further investigations, including optimization of Russian roulette parameters. (authors)
Sun, Y. H.; Sainio, W. C.
1975-01-01
Test results of the Aerothermodynamic Integration Model are presented. A program was initiated to develop a hydrogen-fueled research-oriented scramjet for operation between Mach 3 and 8. The primary objectives were to investigate the internal aerothermodynamic characteristics of the engine, to provide realistic design parameters for future hypersonic engine development as well as to evaluate the ground test facility and testing techniques. The engine was tested at the NASA hypersonic tunnel facility with synthetic air at Mach 5, 6, and 7. The hydrogen fuel was heated up to 1500 R prior to injection to simulate a regeneratively cooled system. The engine and component performance at Mach 6 is reported. Inlet performance compared very well both with theory and with subscale model tests. Combustor efficiencies up to 95 percent were attained at an equivalence ratio of unity. Nozzle performance was lower than expected. The overall engine performance was computed using two different methods. The performance was also compared with test data from other sources.
The genotype-environment interaction variance in rice-seed protein determination
International Nuclear Information System (INIS)
Ismachin, M.
1976-01-01
Many environmental factors influence the protein content of cereal seed. This fact procured difficulties in breeding for protein. Yield is another example on which so many environmental factors are of influence. The length of time required by the plant to reach maturity, is also affected by the environmental factors; even though its effect is not too decisive. In this investigation the genotypic variance and the genotype-environment interaction variance which contribute to the total variance or phenotypic variance was analysed, with purpose to give an idea to the breeder how selection should be made. It was found that genotype-environment interaction variance is larger than the genotypic variance in contribution to total variance of protein-seed determination or yield. In the analysis of the time required to reach maturity it was found that genotypic variance is larger than the genotype-environment interaction variance. It is therefore clear, why selection for time required to reach maturity is much easier than selection for protein or yield. Selected protein in one location may be different from that to other locations. (author)
Powers, Sheryll Goecke
1997-01-01
This monograph discusses the working and living environment of women involved with flight research at NASA Dryden Flight Research Center during the late 1940s and early 1950s. The women engineers, their work and the airplanes they worked on from 1960 to December 1995 are highlighted. The labor intensive data gathering and analysis procedures and instrumentation used before the age of digital computers are explained by showing and describing typical instrumentation found on the X-series aircraft from the X-1 through the X-15. The data reduction technique used to obtain the Mach number position error curve for the X-1 aircraft and which documents the historic first flight to exceed the speed of sound is described and a Mach number and altitude plot from an X-15 flight is shown.
Energy Technology Data Exchange (ETDEWEB)
Fortin, T
2006-05-15
This work deals with the discretization of Navier-Stokes equations using different finite element methods adapted to the problem of two-phase flows. These methods must be of high order to limit the presence of spurious flows (which contradict the establishment of a physical equilibrium) and to verify energy conservation properties. Several solutions are proposed which seem to fulfill these expectations. A reformulation of the six-equation system adapted to low Mach two-phase flows has been also proposed. These methods have been implemented into the Trio-U code of CEA Grenoble, but have been tested only on simple 'academic' configurations. (J.S.)
Estimation of measurement variances
International Nuclear Information System (INIS)
Jaech, J.L.
1984-01-01
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
29 CFR 1905.5 - Effect of variances.
2010-07-01
...-STEIGER OCCUPATIONAL SAFETY AND HEALTH ACT OF 1970 General § 1905.5 Effect of variances. All variances... Regulations Relating to Labor (Continued) OCCUPATIONAL SAFETY AND HEALTH ADMINISTRATION, DEPARTMENT OF LABOR... concerning a proposed penalty or period of abatement is pending before the Occupational Safety and Health...
Realized range-based estimation of integrated variance
DEFF Research Database (Denmark)
Christensen, Kim; Podolskij, Mark
2007-01-01
We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...
Anderson, David F; Yuan, Chaojie
2018-04-18
A number of coupling strategies are presented for stochastically modeled biochemical processes with time-dependent parameters. In particular, the stacked coupling is introduced and is shown via a number of examples to provide an exceptionally low variance between the generated paths. This coupling will be useful in the numerical computation of parametric sensitivities and the fast estimation of expectations via multilevel Monte Carlo methods. We provide the requisite estimators in both cases.
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
The realization of an integrated Mach-Zehnder waveguide immunosensor in silicon technology
Schipper, E.F.; Schipper, E.F.; Brugman, A.M.; Lechuga, L.M.; Lechuga, L.M.; Kooyman, R.P.H.; Greve, Jan; Dominguez, C.
1997-01-01
We describe the realization of a symmetric integrated channel waveguide Mach-Zehnder sensor which uses the evanescent field to detect small refractive-index changes (¿nmin ¿ 1 × 10¿4) near the guiding-layer surface. This guiding layer consists of ridge structures with a height of 3 nm and a width of
Discrete time and continuous time dynamic mean-variance analysis
Reiss, Ariane
1999-01-01
Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...
Dominance genetic variance for traits under directional selection in Drosophila serrata.
Sztepanacz, Jacqueline L; Blows, Mark W
2015-05-01
In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.
CMB-S4 and the hemispherical variance anomaly
O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.
2017-09-01
Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.
Expected Stock Returns and Variance Risk Premia
DEFF Research Database (Denmark)
Bollerslev, Tim; Zhou, Hao
risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...
Patterned Roughness for Cross-flow Transition Control at Mach 6
Arndt, Alexander; Matlis, Eric; Semper, Michael; Corke, Thomas
2017-11-01
Experiments are performed to investigate patterned discrete roughness for transition control on a sharp right-circular cone at an angle of attack at Mach 6.0. The approach to transition control is based on exciting less-amplified (subcritical) stationary cross-flow (CF) modes that suppress the growth of the more-amplified (critical) CF modes, and thereby delay transition. The experiments were performed in the Air Force Academy Ludwieg Tube which is a conventional (noisy) design. The cone model is equipped with a motorized 3-D traversing mechanism that mounts on the support sting. The traversing mechanism held a closely-spaced pair of fast-response total pressure Pitot probes. The model utilized a removable tip to exchange between different tip-roughness conditions. Mean flow distortion x-development indicated that the transition Reynolds number increased by 25% with the addition of the subcritical roughness. The energy in traveling disturbances was centered in the band of most amplified traveling CF modes predicted by linear theory. The spatial pattern in the amplitude of the traveling CF modes indicated a nonlinear (sum and difference) interaction between the stationary and traveling CF modes that might explain differences in Retrans between noisy and quiet environments. Air Force Grant FA9550-15-1-0278.
Allowable variance set on left ventricular function parameter
International Nuclear Information System (INIS)
Zhou Li'na; Qi Zhongzhi; Zeng Yu; Ou Xiaohong; Li Lin
2010-01-01
Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)
Directory of Open Access Journals (Sweden)
G. R. Pasha
2006-07-01
Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.
Towards a mathematical foundation of minimum-variance theory
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [COGS, Sussex University, Brighton (United Kingdom); Zhang Kewei [SMS, Sussex University, Brighton (United Kingdom); Wei Gang [Mathematical Department, Baptist University, Hong Kong (China)
2002-08-30
The minimum-variance theory which accounts for arm and eye movements with noise signal inputs was proposed by Harris and Wolpert (1998 Nature 394 780-4). Here we present a detailed theoretical analysis of the theory and analytical solutions of the theory are obtained. Furthermore, we propose a new version of the minimum-variance theory, which is more realistic for a biological system. For the new version we show numerically that the variance is considerably reduced. (author)
Direct encoding of orientation variance in the visual system.
Norman, Liam J; Heywood, Charles A; Kentridge, Robert W
2015-01-01
Our perception of regional irregularity, an example of which is orientation variance, seems effortless when we view two patches of texture that differ in this attribute. Little is understood, however, of how the visual system encodes a regional statistic like orientation variance, but there is some evidence to suggest that it is directly encoded by populations of neurons tuned broadly to high or low levels. The present study shows that selective adaptation to low or high levels of variance results in a perceptual aftereffect that shifts the perceived level of variance of a subsequently viewed texture in the direction away from that of the adapting stimulus (Experiments 1 and 2). Importantly, the effect is durable across changes in mean orientation, suggesting that the encoding of orientation variance is independent of global first moment orientation statistics (i.e., mean orientation). In Experiment 3 it was shown that the variance-specific aftereffect did not show signs of being encoded in a spatiotopic reference frame, similar to the equivalent aftereffect of adaptation to the first moment orientation statistic (the tilt aftereffect), which is represented in the primary visual cortex and exists only in retinotopic coordinates. Experiment 4 shows that a neuropsychological patient with damage to ventral areas of the cortex but spared intact early areas retains sensitivity to orientation variance. Together these results suggest that orientation variance is encoded directly by the visual system and possibly at an early cortical stage.
D'Acremont, Mathieu; Bossaerts, Peter
2008-12-01
When modeling valuation under uncertainty, economists generally prefer expected utility because it has an axiomatic foundation, meaning that the resulting choices will satisfy a number of rationality requirements. In expected utility theory, values are computed by multiplying probabilities of each possible state of nature by the payoff in that state and summing the results. The drawback of this approach is that all state probabilities need to be dealt with separately, which becomes extremely cumbersome when it comes to learning. Finance academics and professionals, however, prefer to value risky prospects in terms of a trade-off between expected reward and risk, where the latter is usually measured in terms of reward variance. This mean-variance approach is fast and simple and greatly facilitates learning, but it impedes assigning values to new gambles on the basis of those of known ones. To date, it is unclear whether the human brain computes values in accordance with expected utility theory or with mean-variance analysis. In this article, we discuss the theoretical and empirical arguments that favor one or the other theory. We also propose a new experimental paradigm that could determine whether the human brain follows the expected utility or the mean-variance approach. Behavioral results of implementation of the paradigm are discussed.
Network Structure and Biased Variance Estimation in Respondent Driven Sampling.
Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J
2015-01-01
This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.
The Interaction of Boltzmann with Mach, Ostwald and Planck, and his influence on Nernst and Einstein
International Nuclear Information System (INIS)
Broda, E.
1981-01-01
Boltzmann esteemed both Mach and Ostwald personally and as experimentalists, but consistently fought them in epistemology. He represented atomism and realism against energism and positivism. In the early period Boltzmann also had to struggle against Planck as a phenomenologist, but he welcomed his quantum hypothesis. As a scientist Nernst was also under Boltzmann's influence. Einstein learned atomism from (Maxwell and) Boltzmann. After Einstein had overcome Mach's positivist influence, he unknowingly approached Boltzmann's philosophical views. Some sociopolitlcal aspects of the lives of the great physicists will be discussed. It will be shown how they all, and many of Boltzmann's most eminent students, in one way or other conflicted with evil tendencies and developments in existing society. (author)
Adjoint-based global variance reduction approach for reactor analysis problems
International Nuclear Information System (INIS)
Zhang, Qiong; Abdel-Khalik, Hany S.
2011-01-01
A new variant of a hybrid Monte Carlo-Deterministic approach for simulating particle transport problems is presented and compared to the SCALE FW-CADIS approach. The new approach, denoted by the Subspace approach, optimizes the selection of the weight windows for reactor analysis problems where detailed properties of all fuel assemblies are required everywhere in the reactor core. Like the FW-CADIS approach, the Subspace approach utilizes importance maps obtained from deterministic adjoint models to derive automatic weight-window biasing. In contrast to FW-CADIS, the Subspace approach identifies the correlations between weight window maps to minimize the computational time required for global variance reduction, i.e., when the solution is required everywhere in the phase space. The correlations are employed to reduce the number of maps required to achieve the same level of variance reduction that would be obtained with single-response maps. Numerical experiments, serving as proof of principle, are presented to compare the Subspace and FW-CADIS approaches in terms of the global reduction in standard deviation. (author)
Some variance reduction methods for numerical stochastic homogenization.
Blanc, X; Le Bris, C; Legoll, F
2016-04-28
We give an overview of a series of recent studies devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires that a set of problems is solved at the microscale, the so-called corrector problems. In a random environment, these problems are stochastic and therefore need to be repeatedly solved, for several configurations of the medium considered. An empirical average over all configurations is then performed using the Monte Carlo approach, so as to approximate the effective coefficients necessary to determine the macroscopic behaviour. Variance severely affects the accuracy and the cost of such computations. Variance reduction approaches, borrowed from other contexts in the engineering sciences, can be useful. Some of these variance reduction techniques are presented, studied and tested here. © 2016 The Author(s).
variance components and genetic parameters for live weight
African Journals Online (AJOL)
admin
Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.
Implementation of an approximate zero-variance scheme in the TRIPOLI Monte Carlo code
Energy Technology Data Exchange (ETDEWEB)
Christoforou, S.; Hoogenboom, J. E. [Delft Univ. of Technology, Mekelweg 15, 2629 JB Delft (Netherlands); Dumonteil, E.; Petit, O.; Diop, C. [Commissariat a l' Energie Atomique CEA, Gif-sur-Yvette (France)
2006-07-01
In an accompanying paper it is shown that theoretically a zero-variance Monte Carlo scheme can be devised for criticality calculations if the space, energy and direction dependent adjoint function is exactly known. This requires biasing of the transition and collision kernels with the appropriate adjoint function. In this paper it is discussed how an existing general purpose Monte Carlo code like TRIPOLI can be modified to approach the zero-variance scheme. This requires modifications for reading in the adjoint function obtained from a separate deterministic calculation for a number of space intervals, energy groups and discrete directions. Furthermore, a function has to be added to supply the direction dependent and the averaged adjoint function at a specific position in the system by interpolation. The initial particle weights of a certain batch must be set inversely proportional to the averaged adjoint function and proper normalization of the initial weights must be secured. The sampling of the biased transition kernel requires cumulative integrals of the biased kernel along the flight path until a certain value, depending on a selected random number is reached to determine a new collision site. The weight of the particle must be adapted accordingly. The sampling of the biased collision kernel (in a multigroup treatment) is much more like the normal sampling procedure. A numerical example is given for a 3-group calculation with a simplified transport model (two-direction model), demonstrating that the zero-variance scheme can be approximated quite well for this simplified case. (authors)
Restricted Variance Interaction Effects
DEFF Research Database (Denmark)
Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.
2018-01-01
Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...
Variance Swaps in BM&F: Pricing and Viability of Hedge
Directory of Open Access Journals (Sweden)
Richard John Brostowicz Junior
2010-07-01
Full Text Available A variance swap can theoretically be priced with an infinite set of vanilla calls and puts options considering that the realized variance follows a purely diffusive process with continuous monitoring. In this article we willanalyze the possible differences in pricing considering discrete monitoring of realized variance. It will analyze the pricing of variance swaps with payoff in dollars, since there is a OTC market that works this way and thatpotentially serve as a hedge for the variance swaps traded in BM&F. Additionally, will be tested the feasibility of hedge of variance swaps when there is liquidity in just a few exercise prices, as is the case of FX optionstraded in BM&F. Thus be assembled portfolios containing variance swaps and their replicating portfolios using the available exercise prices as proposed in (DEMETERFI et al., 1999. With these portfolios, the effectiveness of the hedge was not robust in mostly of tests conducted in this work.
A Whitham-Theory Sonic-Boom Analysis of the TU-144 Aircraft at a Mach Number of 2.2
Mack, Robert J.
1999-01-01
. Therefore, an analysis of the Tu-144 was made to obtain predictions of pressure signature shape and shock strengths at cruise conditions so that the range and characteristics of the required pressure gages could be determined well in advance of the tests. Cancellation of the sonic-boom signature measurement part of the tests removed the need for these pressure gages. Since CFD methods would be used to analyze the aerodynamic performance of the Tu-144 and make similar pressure signature predictions, the relatively quick and simple Whitham-theory pressure signature predictions presented in this paper could be used for comparisons. Pressure signature predictions of sonic-boom disturbances from the Tu- 144 aircraft were obtained from geometry derived from a three-view description of the production aircraft. The geometry was used to calculate aerodynamic performance characteristics at supersonic-cruise conditions. These characteristics and Whitham/Walkden sonic-boom theory were employed to obtain F-functions and flow-field pressure signature predictions at a Mach number of 2.2, at a cruise altitude of 61000 feet, and at a cruise weight of 350000 pounds.
Integrating mean and variance heterogeneities to identify differentially expressed genes.
Ouyang, Weiwei; An, Qiang; Zhao, Jinying; Qin, Huaizhen
2016-12-06
In functional genomics studies, tests on mean heterogeneity have been widely employed to identify differentially expressed genes with distinct mean expression levels under different experimental conditions. Variance heterogeneity (aka, the difference between condition-specific variances) of gene expression levels is simply neglected or calibrated for as an impediment. The mean heterogeneity in the expression level of a gene reflects one aspect of its distribution alteration; and variance heterogeneity induced by condition change may reflect another aspect. Change in condition may alter both mean and some higher-order characteristics of the distributions of expression levels of susceptible genes. In this report, we put forth a conception of mean-variance differentially expressed (MVDE) genes, whose expression means and variances are sensitive to the change in experimental condition. We mathematically proved the null independence of existent mean heterogeneity tests and variance heterogeneity tests. Based on the independence, we proposed an integrative mean-variance test (IMVT) to combine gene-wise mean heterogeneity and variance heterogeneity induced by condition change. The IMVT outperformed its competitors under comprehensive simulations of normality and Laplace settings. For moderate samples, the IMVT well controlled type I error rates, and so did existent mean heterogeneity test (i.e., the Welch t test (WT), the moderated Welch t test (MWT)) and the procedure of separate tests on mean and variance heterogeneities (SMVT), but the likelihood ratio test (LRT) severely inflated type I error rates. In presence of variance heterogeneity, the IMVT appeared noticeably more powerful than all the valid mean heterogeneity tests. Application to the gene profiles of peripheral circulating B raised solid evidence of informative variance heterogeneity. After adjusting for background data structure, the IMVT replicated previous discoveries and identified novel experiment
Simultaneous Monte Carlo zero-variance estimates of several correlated means
International Nuclear Information System (INIS)
Booth, T.E.
1998-01-01
Zero-variance biasing procedures are normally associated with estimating a single mean or tally. In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown
Comparing estimates of genetic variance across different relationship models.
Legarra, Andres
2016-02-01
Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.
Variance computations for functional of absolute risk estimates.
Pfeiffer, R M; Petracci, E
2011-07-01
We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.
THE DENSITY DISTRIBUTION IN TURBULENT BISTABLE FLOWS
International Nuclear Information System (INIS)
Gazol, Adriana; Kim, Jongsoo
2013-01-01
We numerically study the volume density probability distribution function (n-PDF) and the column density probability distribution function (Σ-PDF) resulting from thermally bistable turbulent flows. We analyze three-dimensional hydrodynamic models in periodic boxes of 100 pc by side, where turbulence is driven in the Fourier space at a wavenumber corresponding to 50 pc. At low densities (n ∼ –3 ), the n-PDF is well described by a lognormal distribution for an average local Mach number ranging from ∼0.2 to ∼5.5. As a consequence of the nonlinear development of thermal instability (TI), the logarithmic variance of the distribution of the diffuse gas increases with M faster than in the well-known isothermal case. The average local Mach number for the dense gas (n ∼> 7.1 cm –3 ) goes from ∼1.1 to ∼16.9 and the shape of the high-density zone of the n-PDF changes from a power law at low Mach numbers to a lognormal at high M values. In the latter case, the width of the distribution is smaller than in the isothermal case and grows slower with M. At high column densities, the Σ-PDF is well described by a lognormal for all of the Mach numbers we consider and, due to the presence of TI, the width of the distribution is systematically larger than in the isothermal case but follows a qualitatively similar behavior as M increases. Although a relationship between the width of the distribution and M can be found for each one of the cases mentioned above, these relations are different from those of the isothermal case.
76 FR 78698 - Proposed Revocation of Permanent Variances
2011-12-19
... Administration (``OSHA'' or ``the Agency'') granted permanent variances to 24 companies engaged in the... DEPARTMENT OF LABOR Occupational Safety and Health Administration [Docket No. OSHA-2011-0054] Proposed Revocation of Permanent Variances AGENCY: Occupational Safety and Health Administration (OSHA...
Siemsen, Hayo
2013-05-01
George Sarton had a strong influence on modern history of science. The method he pursued throughout his life was the method he had discovered in Ernst Mach's Mechanics when he was a student in Ghent. Sarton was in fact throughout his life implementing a research program inspired by the epistemology of Mach. Sarton in turn inspired many others in several generations (James Conant, Thomas Kuhn, Gerald Holton, etc.). What were the origins of these ideas in Mach and what can this origin tell us about the history of science and science education nowadays? Which ideas proved to be successful and which ones need to be improved upon? The following article will elaborate the epistemological questions, which Charles Darwin's "Origin" raised concerning human knowledge and scientific knowledge and which led Mach to adapt the concept of what is "empirical" in contrast to metaphysical a priori assumptions a second time after Galileo. On this basis Sarton proposed "genesis and development" as the major goal of his journal Isis. Mach had elaborated this epistemology in La Connaissance et l'Erreur ( Knowledge and Error), which Sarton read in 1911 (Hiebert in Knowledge and error. Reidel, Dordrecht, 1976; de Mey in George Sarton centennial. Communication & Cognition, Ghent, pp. 3-6, 1984). Accordingly for Sarton, history becomes not only a subject of science, but a method of science education. Culture—and science as part of culture—is a result of a genetic process. History of science shapes and is shaped by science and science education in a reciprocal process. Its epistemology needs to be adapted to scientific facts and the philosophy of science. Sarton was well aware of the need to develop the history of science and the philosophy of science along the lines of this reciprocal process. It was a very fruitful basis, but a specific part of it Sarton did not elaborate further, namely the erkenntnis-theory and psychology of science education. This proved to be a crucial missing
Re, Richard J.; Pendergraft, Odis C., Jr.; Campbell, Richard L.
2006-01-01
A 1/4-scale wind tunnel model of an airplane configuration developed for short duration flight at subsonic speeds in the Martian atmosphere has been tested in the Langley Research Center Transonic Dynamics Tunnel. The tunnel was pumped down to extremely low pressures to represent Martian Mach/Reynolds number conditions. Aerodynamic data were obtained and upper and lower surface wind pressures were measured at one spanwise station on some configurations. Three unswept wings of the same planform but different airfoil sections were tested. Horizontal tail incidence was varied as was the deflection of plain and split trailing-edge flaps. One unswept wing configuration was tested with the lower part of the fuselage removed and the vertical/horizontal tail assembly inverted and mounted from beneath the fuselage. A sweptback wing was also tested. Tests were conducted at Mach numbers from 0.50 to 0.90. Wing chord Reynolds number was varied from 40,000 to 100,000 and angles of attack and sideslip were varied from -10deg to 20deg and -10deg to 10deg, respectively.
Nonclassicality in phase-number uncertainty relations
International Nuclear Information System (INIS)
Matia-Hernando, Paloma; Luis, Alfredo
2011-01-01
We show that there are nonclassical states with lesser joint fluctuations of phase and number than any classical state. This is rather paradoxical since one would expect classical coherent states to be always of minimum uncertainty. The same result is obtained when we replace phase by a phase-dependent field quadrature. Number and phase uncertainties are assessed using variance and Holevo relation.
Nonclassicality in phase-number uncertainty relations
Energy Technology Data Exchange (ETDEWEB)
Matia-Hernando, Paloma; Luis, Alfredo [Departamento de Optica, Facultad de Ciencias Fisicas, Universidad Complutense, 28040 Madrid (Spain)
2011-12-15
We show that there are nonclassical states with lesser joint fluctuations of phase and number than any classical state. This is rather paradoxical since one would expect classical coherent states to be always of minimum uncertainty. The same result is obtained when we replace phase by a phase-dependent field quadrature. Number and phase uncertainties are assessed using variance and Holevo relation.
Diagnostic checking in linear processes with infinit variance
Krämer, Walter; Runde, Ralf
1998-01-01
We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.
RR-Interval variance of electrocardiogram for atrial fibrillation detection
Nuryani, N.; Solikhah, M.; Nugoho, A. S.; Afdala, A.; Anzihory, E.
2016-11-01
Atrial fibrillation is a serious heart problem originated from the upper chamber of the heart. The common indication of atrial fibrillation is irregularity of R peak-to-R-peak time interval, which is shortly called RR interval. The irregularity could be represented using variance or spread of RR interval. This article presents a system to detect atrial fibrillation using variances. Using clinical data of patients with atrial fibrillation attack, it is shown that the variance of electrocardiographic RR interval are higher during atrial fibrillation, compared to the normal one. Utilizing a simple detection technique and variances of RR intervals, we find a good performance of atrial fibrillation detection.
Air Density Measurements in a Mach 10 Wake Using Iodine Cordes Bands
Balla, Robert J.; Everhart, Joel L.
2012-01-01
An exploratory study designed to examine the viability of making air density measurements in a Mach 10 flow using laser-induced fluorescence of the iodine Cordes bands is presented. Experiments are performed in the NASA Langley Research Center 31 in. Mach 10 air wind tunnel in the hypersonic near wake of a multipurpose crew vehicle model. To introduce iodine into the wake, a 0.5% iodine/nitrogen mixture is seeded using a pressure tap at the rear of the model. Air density was measured at 56 points along a 7 mm line and three stagnation pressures of 6.21, 8.62, and 10.0 MPa (900, 1250, and 1450 psi). Average results over time and space show rho(sub wake)/rho(sub freestream) of 0.145 plus or minus 0.010, independent of freestream air density. Average off-body results over time and space agree to better than 7.5% with computed densities from onbody pressure measurements. Densities measured during a single 60 s run at 10.0 MPa are time-dependent and steadily decrease by 15%. This decrease is attributed to model forebody heating by the flow.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Ma, Hui-qiang
2014-01-01
We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV) process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance effici...
Energy Technology Data Exchange (ETDEWEB)
Studnicki, M.; Mądry, W.; Noras, K.; Wójcik-Gront, E.; Gacek, E.
2016-11-01
The main objectives of multi-environmental trials (METs) are to assess cultivar adaptation patterns under different environmental conditions and to investigate genotype by environment (G×E) interactions. Linear mixed models (LMMs) with more complex variance-covariance structures have become recognized and widely used for analyzing METs data. Best practice in METs analysis is to carry out a comparison of competing models with different variance-covariance structures. Improperly chosen variance-covariance structures may lead to biased estimation of means resulting in incorrect conclusions. In this work we focused on adaptive response of cultivars on the environments modeled by the LMMs with different variance-covariance structures. We identified possible limitations of inference when using an inadequate variance-covariance structure. In the presented study we used the dataset on grain yield for 63 winter wheat cultivars, evaluated across 18 locations, during three growing seasons (2008/2009-2010/2011) from the Polish Post-registration Variety Testing System. For the evaluation of variance-covariance structures and the description of cultivars adaptation to environments, we calculated adjusted means for the combination of cultivar and location in models with different variance-covariance structures. We concluded that in order to fully describe cultivars adaptive patterns modelers should use the unrestricted variance-covariance structure. The restricted compound symmetry structure may interfere with proper interpretation of cultivars adaptive patterns. We found, that the factor-analytic structure is also a good tool to describe cultivars reaction on environments, and it can be successfully used in METs data after determining the optimal component number for each dataset. (Author)
Variance components estimation for farrowing traits of three purebred pigs in Korea
Directory of Open Access Journals (Sweden)
Bryan Irvine Lopez
2017-09-01
Full Text Available Objective This study was conducted to estimate breed-specific variance components for total number born (TNB, number born alive (NBA and mortality rate from birth through weaning including stillbirths (MORT of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.
Influence of Mach Number and Dynamic Pressure on Cavity Tones and Freedrop Trajectories
2014-03-27
18 LU-SGS Lower Upper-Symmetric Gauss Seidel . . . . . . . . . . . . . . . . . . 18 SSOR Successive Symmetric Over...complexity, the number of iterations necessary to gain convergence causes the simulation to be too expensive. The modern CFD method of overset or...solvers are Alternating Direction Implicit (ADI) Beam-Warming, Steger- Warming, Lower Upper-Symmetric Gauss Seidel (LU-SGS), and Successive Symmetric
Variance based OFDM frame synchronization
Directory of Open Access Journals (Sweden)
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Chan, David T.; Brauckmann, Gregory J.
2011-01-01
A 6%-scale unpowered model of the Orion Launch Abort Vehicle (LAV) ALAS-11-rev3c configuration was tested in the NASA Langley National Transonic Facility to obtain static aerodynamic data at flight Reynolds numbers. Subsonic and transonic data were obtained for Mach numbers between 0.3 and 0.95 for angles of attack from -4 to +22 degrees and angles of sideslip from -10 to +10 degrees. Data were also obtained at various intermediate Reynolds numbers between 2.5 million and 45 million depending on Mach number in order to examine the effects of Reynolds number on the vehicle. Force and moment data were obtained using a 6-component strain gauge balance that operated both at warm temperatures (+120 . F) and cryogenic temperatures (-250 . F). Surface pressure data were obtained with electronically scanned pressure units housed in heated enclosures designed to survive cryogenic temperatures. Data obtained during the 3-week test entry were used to support development of the LAV aerodynamic database and to support computational fluid dynamics code validation. Furthermore, one of the outcomes of the test was the reduction of database uncertainty on axial force coefficient for the static unpowered LAV. This was accomplished as a result of good data repeatability throughout the test and because of decreased uncertainty on scaling wind tunnel data to flight.
Variance Risk Premia on Stocks and Bonds
DEFF Research Database (Denmark)
Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea
We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...
Analysis of Variance in Statistical Image Processing
Kurz, Ludwik; Hafed Benteftifa, M.
1997-04-01
A key problem in practical image processing is the detection of specific features in a noisy image. Analysis of variance (ANOVA) techniques can be very effective in such situations, and this book gives a detailed account of the use of ANOVA in statistical image processing. The book begins by describing the statistical representation of images in the various ANOVA models. The authors present a number of computationally efficient algorithms and techniques to deal with such problems as line, edge, and object detection, as well as image restoration and enhancement. By describing the basic principles of these techniques, and showing their use in specific situations, the book will facilitate the design of new algorithms for particular applications. It will be of great interest to graduate students and engineers in the field of image processing and pattern recognition.
Means and Variances without Calculus
Kinney, John J.
2005-01-01
This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.
Akyer, Hasan; Kalaycı, Can Berk; Aygören, Hakan
2018-01-01
Whileinvestors used to create their portfolios according to traditional portfoliotheory in the past, today modern portfolio approach is widely preferred. Thebasis of the modern portfolio theory was suggested by Harry Markowitz with themean variance model. A greater number of securities in a portfolio is difficultto manage and has an increased transaction cost. Therefore, the number ofsecurities in the portfolio should be restricted. The problem of portfoliooptimization with cardinality constr...
Beyond the Mean: Sensitivities of the Variance of Population Growth.
Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad
2013-03-01
Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.
Lattice ellipsoidal statistical BGK model for thermal non-equilibrium flows
Meng, Jianping; Zhang, Yonghao; Hadjiconstantinou, Nicolas G.; Radtke, Gregg A.; Shan, Xiaowen
2013-03-01
A thermal lattice Boltzmann model is constructed on the basis of the ellipsoidal statistical Bhatnagar-Gross-Krook (ES-BGK) collision operator via the Hermite moment representation. The resulting lattice ES-BGK model uses a single distribution function and features an adjustable Prandtl number. Numerical simulations show that using a moderate discrete velocity set, this model can accurately recover steady and transient solutions of the ES-BGK equation in the slip-flow and early transition regimes in the small Mach number limit that is typical of microscale problems of practical interest. In the transition regime in particular, comparisons with numerical solutions of the ES-BGK model, direct Monte Carlo and low-variance deviational Monte Carlo simulations show good accuracy for values of the Knudsen number up to approximately 0.5. On the other hand, highly non-equilibrium phenomena characterized by high Mach numbers, such as viscous heating and force-driven Poiseuille flow for large values of the driving force, are more difficult to capture quantitatively in the transition regime using discretizations chosen with computational efficiency in mind such as the one used here, although improved accuracy is observed as the number of discrete velocities is increased.
Sztepanacz, Jacqueline L; Rundle, Howard D
2012-10-01
Directional selection is prevalent in nature, yet phenotypes tend to remain relatively constant, suggesting a limit to trait evolution. However, the genetic basis of this limit is unresolved. Given widespread pleiotropy, opposing selection on a trait may arise from the effects of the underlying alleles on other traits under selection, generating net stabilizing selection on trait genetic variance. These pleiotropic costs of trait exaggeration may arise through any number of other traits, making them hard to detect in phenotypic analyses. Stabilizing selection can be inferred, however, if genetic variance is greater among low- compared to high-fitness individuals. We extend a recently suggested approach to provide a direct test of a difference in genetic variance for a suite of cuticular hydrocarbons (CHCs) in Drosophila serrata. Despite strong directional sexual selection on these traits, genetic variance differed between high- and low-fitness individuals and was greater among the low-fitness males for seven of eight CHCs, significantly more than expected by chance. Univariate tests of a difference in genetic variance were nonsignificant but likely have low power. Our results suggest that further CHC exaggeration in D. serrata in response to sexual selection is limited by pleiotropic costs mediated through other traits. © 2012 The Author(s). Evolution© 2012 The Society for the Study of Evolution.
Evaluation of Mean and Variance Integrals without Integration
Joarder, A. H.; Omar, M. H.
2007-01-01
The mean and variance of some continuous distributions, in particular the exponentially decreasing probability distribution and the normal distribution, are considered. Since they involve integration by parts, many students do not feel comfortable. In this note, a technique is demonstrated for deriving mean and variance through differential…
Use of Vortex Generators to Reduce Distortion for Mach 1.6 Streamline-Traced Supersonic Inlets
Baydar, Ezgihan; Lu, Frank; Slater, John W.; Trefny, Chuck
2016-01-01
Reduce the total pressure distortion at the engine-fan face due to low-momentum flow caused by the interaction of an external terminal shock at the turbulent boundary layer along a streamline-traced external-compression (STEX) inlet for Mach 1.6.
Runckel, Jack F.; Schmeer, James W.; Cassetti, Marlowe D.
1960-01-01
An investigation of the performance, stability, and control characteristics of a variable-sweep arrow-wing model (the "Swallow") with the outer wing panels swept 25 deg has been conducted in the Langley 16-foot transonic tunnel. The wing was uncambered and untwisted and had RAE 102 airfoil sections with a thickness-to-chord ratio of 0.14 normal to the leading edge. Four outboard engines located above and below the wing provided propulsive thrust, and, by deflecting in the pitch direction and rotating in the lateral plane, also produced control forces. A pair of swept lateral fins and a single vertical fin were mounted on each engine nacelle to provide aerodynamic stability and control. Jets-off data were obtained with flow-through nacelles, stimulating the effects of inlet flow; jet thrust and hot-jet interference effects were obtained with faired-nose nacelles housing hydrogen peroxide gas generators. Six-component force and moment data were obtained through a Mach number range of 0.40 to 0.90 at angles of attack and angles of sideslip from 0 deg to 15 deg. Longitudinal, directional, and lateral control were obtained by deflecting the nacelle-fin combinations as elevators, rudders, and ailerons at several fixed angles for each control.
Continuous-Time Mean-Variance Portfolio Selection under the CEV Process
Directory of Open Access Journals (Sweden)
Hui-qiang Ma
2014-01-01
Full Text Available We consider a continuous-time mean-variance portfolio selection model when stock price follows the constant elasticity of variance (CEV process. The aim of this paper is to derive an optimal portfolio strategy and the efficient frontier. The mean-variance portfolio selection problem is formulated as a linearly constrained convex program problem. By employing the Lagrange multiplier method and stochastic optimal control theory, we obtain the optimal portfolio strategy and mean-variance efficient frontier analytically. The results show that the mean-variance efficient frontier is still a parabola in the mean-variance plane, and the optimal strategies depend not only on the total wealth but also on the stock price. Moreover, some numerical examples are given to analyze the sensitivity of the efficient frontier with respect to the elasticity parameter and to illustrate the results presented in this paper. The numerical results show that the price of risk decreases as the elasticity coefficient increases.
Variance in binary stellar population synthesis
Breivik, Katelyn; Larson, Shane L.
2016-03-01
In the years preceding LISA, Milky Way compact binary population simulations can be used to inform the science capabilities of the mission. Galactic population simulation efforts generally focus on high fidelity models that require extensive computational power to produce a single simulated population for each model. Each simulated population represents an incomplete sample of the functions governing compact binary evolution, thus introducing variance from one simulation to another. We present a rapid Monte Carlo population simulation technique that can simulate thousands of populations in less than a week, thus allowing a full exploration of the variance associated with a binary stellar evolution model.
On-chip Mach-Zehnder interferometer for OCT systems
van Leeuwen, Ton G.; Akca, Imran B.; Angelou, Nikolaos; Weiss, Nicolas; Hoekman, Marcel; Leinse, Arne; Heideman, Rene G.
2018-04-01
By using integrated optics, it is possible to reduce the size and cost of a bulky optical coherence tomography (OCT) system. One of the OCT components that can be implemented on-chip is the interferometer. In this work, we present the design and characterization of a Mach-Zehnder interferometer consisting of the wavelength-independent splitters and an on-chip reference arm. The Si3N4 was chosen as the material platform as it can provide low losses while keeping the device size small. The device was characterized by using a home-built swept source OCT system. A sensitivity value of 83 dB, an axial resolution of 15.2 μm (in air) and a depth range of 2.5 mm (in air) were all obtained.
Search-free license plate localization based on saliency and local variance estimation
Safaei, Amin; Tang, H. L.; Sanei, S.
2015-02-01
In recent years, the performance and accuracy of automatic license plate number recognition (ALPR) systems have greatly improved, however the increasing number of applications for such systems have made ALPR research more challenging than ever. The inherent computational complexity of search dependent algorithms remains a major problem for current ALPR systems. This paper proposes a novel search-free method of localization based on the estimation of saliency and local variance. Gabor functions are then used to validate the choice of candidate license plate. The algorithm was applied to three image datasets with different levels of complexity and the results compared with a number of benchmark methods, particularly in terms of speed. The proposed method outperforms the state of the art methods and can be used for real time applications.
Density Measurement of Compact Toroid with Mach-Zehnder Interferometer
Laufman-Wollitzer, Lauren; Endrizzi, Doug; Brookhart, Matt; Flanagan, Ken; Forest, Cary
2016-10-01
Utilizing a magnetized coaxial plasma gun (MCPG) built by Tri Alpha Energy, a dense compact toroid (CT) is created and injected at high speed into the Wisconsin Plasma Astrophysics Laboratory (WiPAL) vessel. A modified Mach-Zehnder interferometer from the Line-Tied Reconnection Experiment (LTRX) provides an absolute measurement of electron density. The interferometer is located such that the beam intersects the plasma across the diameter of the MCPG drift region before the CT enters the vessel. This placement ensures that the measurement is taken before the CT expand. Results presented will be used to further analyze characteristics of the CT. Funding provided by DoE, NSF, and WISE Summer Research.
Yang, Yi; Tokita, Midori; Ishiguchi, Akira
2018-01-01
A number of studies revealed that our visual system can extract different types of summary statistics, such as the mean and variance, from sets of items. Although the extraction of such summary statistics has been studied well in isolation, the relationship between these statistics remains unclear. In this study, we explored this issue using an individual differences approach. Observers viewed illustrations of strawberries and lollypops varying in size or orientation and performed four tasks in a within-subject design, namely mean and variance discrimination tasks with size and orientation domains. We found that the performances in the mean and variance discrimination tasks were not correlated with each other and demonstrated that extractions of the mean and variance are mediated by different representation mechanisms. In addition, we tested the relationship between performances in size and orientation domains for each summary statistic (i.e. mean and variance) and examined whether each summary statistic has distinct processes across perceptual domains. The results illustrated that statistical summary representations of size and orientation may share a common mechanism for representing the mean and possibly for representing variance. Introspections for each observer performing the tasks were also examined and discussed.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Mean-Variance Optimization in Markov Decision Processes
Mannor, Shie; Tsitsiklis, John N.
2011-01-01
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomized or history-based policies can improve performance. We prove that the complexity of computing a policy that maximizes the mean reward under a variance constraint is NP-hard for some cases, and strongly NP-hard for others. We finally offer pseudo-polynomial exact and approximation algorithms.
Capturing Option Anomalies with a Variance-Dependent Pricing Kernel
DEFF Research Database (Denmark)
Christoffersen, Peter; Heston, Steven; Jacobs, Kris
2013-01-01
We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... evidence to confirm this U-shaped relationship between the risk-neutral and physical probability densities. The new pricing kernel substantially improves our ability to reconcile the time-series properties of stock returns with the cross-section of option prices. It provides a unified explanation...... for the implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....
Gender Variance and Educational Psychology: Implications for Practice
Yavuz, Carrie
2016-01-01
The area of gender variance appears to be more visible in both the media and everyday life. Within educational psychology literature gender variance remains underrepresented. The positioning of educational psychologists working across the three levels of child and family, school or establishment and education authority/council, means that they are…
Calibration of the 7—Equation Transition Model for High Reynolds Flows at Low Mach
Colonia, S.; Leble, V.; Steijl, R.; Barakos, G.
2016-09-01
The numerical simulation of flows over large-scale wind turbine blades without considering the transition from laminar to fully turbulent flow may result in incorrect estimates of the blade loads and performance. Thanks to its relative simplicity and promising results, the Local-Correlation based Transition Modelling concept represents a valid way to include transitional effects into practical CFD simulations. However, the model involves coefficients that need tuning. In this paper, the γ—equation transition model is assessed and calibrated, for a wide range of Reynolds numbers at low Mach, as needed for wind turbine applications. An aerofoil is used to evaluate the original model and calibrate it; while a large scale wind turbine blade is employed to show that the calibrated model can lead to reliable solutions for complex three-dimensional flows. The calibrated model shows promising results for both two-dimensional and three-dimensional flows, even if cross-flow instabilities are neglected.
Energy Technology Data Exchange (ETDEWEB)
Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)
2011-07-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Variance-in-Mean Effects of the Long Forward-Rate Slope
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
This paper contains an empirical analysis of the dependence of the long forward-rate slope on the long-rate variance. The long forward-rate slope and the long rate are described by a bivariate GARCH-in-mean model. In accordance with theory, a negative long-rate variance-in-mean effect for the long...... forward-rate slope is documented. Thus, the greater the long-rate variance, the steeper the long forward-rate curve slopes downward (the long forward-rate slope is negative). The variance-in-mean effect is both statistically and economically significant....
Mach-Zehnder interferometry with interacting Bose-Einstein condensates in a double-well potential
International Nuclear Information System (INIS)
Berrada, T.
2014-01-01
Mach-Zehnder interferometry with interacting Bose-Einstein condensates in a double-well potential Particle-wave duality has enabled the construction of interferometers for massive particles such as electrons, neutrons, atoms or molecules. Implementing atom interferometry has required the development of analogues to the optical beam-splitters, phase shifters or recombiners to enable the coherent, i.e. phase-preserving manipulation of quantum superpositions. While initially demonstrating the wave nature of particles, atom interferometers have evolved into some of the most advanced devices for precision measurement, both for technological applications and tests of the fundamental laws of nature. Bose- Einstein condensates (BEC) of ultracold atoms are particular matter waves: they exhibit a collective many-body wave function and macroscopic coherence properties. As such, they have often been considered as an analogue to optical laser elds and it is natural to wonder whether BECs can provide to atom interferometry a similar boost as the laser brought to optical interferometry. One fundamental dierence between atomic BECs and lasers elds is the presence of atomic interactions, yielding an intrinsic non-linearity. On one hand, interactions can lead to eects destroying the phase coherence and limiting the interrogation time of trapped BEC interferometers. On the other hand, they can be used to generate nonclassical (e.g. squeezed) states to improve the sensitivity of interferometric measurements beyond the standard quantum limit (SQL). In this thesis, we present the realization of a full Mach-Zehnder interferometric sequence with trapped, interacting BECs con ned on an atom chip. Our interferometer relies on the coherent manipulation of a BEC in a magnetic double-well potential. For this purpose, we developed a novel type of matter-wave recombiner, an element which so far was missing in BEC atom optics. We have been able to exploit interactions to generate a squeezed
Receptivity of Boundary Layer over a Blunt Wedge due to Freestream Pulse Disturbances at Mach 6
Directory of Open Access Journals (Sweden)
Jianqiang Shi
2016-01-01
Full Text Available Direct numerical simulation (DNS of a hypersonic compressible flow over a blunt wedge with fast acoustic disturbances in freestream is performed. The receptivity characteristics of boundary layer to freestream pulse acoustic disturbances are numerically investigated at Mach 6, and the frequency effects of freestream pulse wave on boundary layer receptivity are discussed. Results show that there are several main disturbance mode clusters in boundary layer under acoustic pulse wave, and the number of main disturbance clusters decreases along the streamwise. As disturbance wave propagates from upstream to downstream direction, the component of the modes below fundamental frequency decreases, and the component of the modes above second harmonic components increases quickly in general. There are competition and disturbance energy transfer between different boundary layer modes. The nose boundary layer is dominated by the nearby mode of fundamental frequency. The number of the main disturbance mode clusters decreases as the freestream disturbance frequency increases. The frequency range with larger growth narrows along the streamwise. In general, the amplitudes of both fundamental mode and harmonics become larger with the decreasing of freestream disturbance frequency. High frequency freestream disturbance accelerates the decay of disturbance wave in downstream boundary layer.
Parameter uncertainty effects on variance-based sensitivity analysis
International Nuclear Information System (INIS)
Yu, W.; Harris, T.J.
2009-01-01
In the past several years there has been considerable commercial and academic interest in methods for variance-based sensitivity analysis. The industrial focus is motivated by the importance of attributing variance contributions to input factors. A more complete understanding of these relationships enables companies to achieve goals related to quality, safety and asset utilization. In a number of applications, it is possible to distinguish between two types of input variables-regressive variables and model parameters. Regressive variables are those that can be influenced by process design or by a control strategy. With model parameters, there are typically no opportunities to directly influence their variability. In this paper, we propose a new method to perform sensitivity analysis through a partitioning of the input variables into these two groupings: regressive variables and model parameters. A sequential analysis is proposed, where first an sensitivity analysis is performed with respect to the regressive variables. In the second step, the uncertainty effects arising from the model parameters are included. This strategy can be quite useful in understanding process variability and in developing strategies to reduce overall variability. When this method is used for nonlinear models which are linear in the parameters, analytical solutions can be utilized. In the more general case of models that are nonlinear in both the regressive variables and the parameters, either first order approximations can be used, or numerically intensive methods must be used
Variance decomposition-based sensitivity analysis via neural networks
International Nuclear Information System (INIS)
Marseguerra, Marzio; Masini, Riccardo; Zio, Enrico; Cojazzi, Giacomo
2003-01-01
This paper illustrates a method for efficiently performing multiparametric sensitivity analyses of the reliability model of a given system. These analyses are of great importance for the identification of critical components in highly hazardous plants, such as the nuclear or chemical ones, thus providing significant insights for their risk-based design and management. The technique used to quantify the importance of a component parameter with respect to the system model is based on a classical decomposition of the variance. When the model of the system is realistically complicated (e.g. by aging, stand-by, maintenance, etc.), its analytical evaluation soon becomes impractical and one is better off resorting to Monte Carlo simulation techniques which, however, could be computationally burdensome. Therefore, since the variance decomposition method requires a large number of system evaluations, each one to be performed by Monte Carlo, the need arises for possibly substituting the Monte Carlo simulation model with a fast, approximated, algorithm. Here we investigate an approach which makes use of neural networks appropriately trained on the results of a Monte Carlo system reliability/availability evaluation to quickly provide with reasonable approximation, the values of the quantities of interest for the sensitivity analyses. The work was a joint effort between the Department of Nuclear Engineering of the Polytechnic of Milan, Italy, and the Institute for Systems, Informatics and Safety, Nuclear Safety Unit of the Joint Research Centre in Ispra, Italy which sponsored the project
Variance-based sensitivity indices for models with dependent inputs
International Nuclear Information System (INIS)
Mara, Thierry A.; Tarantola, Stefano
2012-01-01
Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.
Simultaneous Monte Carlo zero-variance estimates of several correlated means
International Nuclear Information System (INIS)
Booth, T.E.
1997-08-01
Zero variance procedures have been in existence since the dawn of Monte Carlo. Previous works all treat the problem of zero variance solutions for a single tally. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles with similar tallies will stay correlated through most of their random walk. The theory herein should allow practitioners to make efficient use of zero-variance biasing procedures in practical problems
Asymmetric Mach-Zehnder Interferometer Based Biosensors for Aflatoxin M1 Detection.
Chalyan, Tatevik; Guider, Romain; Pasquardini, Laura; Zanetti, Manuela; Falke, Floris; Schreuder, Erik; Heideman, Rene G; Pederzolli, Cecilia; Pavesi, Lorenzo
2016-01-06
In this work, we present a study of Aflatoxin M1 detection by photonic biosensors based on Si₃N₄ Asymmetric Mach-Zehnder Interferometer (aMZI) functionalized with antibodies fragments (Fab'). We measured a best volumetric sensitivity of 10⁴ rad/RIU, leading to a Limit of Detection below 5 × 10(-7) RIU. On sensors functionalized with Fab', we performed specific and non-specific sensing measurements at various toxin concentrations. Reproducibility of the measurements and re-usability of the sensor were also investigated.
Directory of Open Access Journals (Sweden)
Tiago Cavalcanti Rolim
2011-05-01
Full Text Available This paper presents a research in the development of the 14-X hypersonic airspace vehicle at Institute for Advanced Studies (IEAv from Department of Science and Aerospace Technology (DCTA of the Brazilian Air Force (FAB. The 14-X project objective is to develop a higher efficient satellite launch alternative, using a Supersonic Combustion Ramjet (SCRAMJET engine and waverider aerodynamics. For this development, the waverider technology is under investigation in Prof. Henry T. Nagamatsu Aerothermodynamics and Hypersonics Laboratory (LHTN, in IEAv/DCTA. The investigation has been conducted through ground test campaigns in Hypersonic Shock Tunnel T3. The 14-X Waverider Vehicle characteristic was verified in shock tunnel T3 where surface static pressures and pitot pressure for Mach number 10 were measured and, using Schlieren photographs Diagnostic Method, it was possible to identify a leading-edge attached shock wave in 14-X lower surface.
Aeroacoustic computation of low mach number flow
Energy Technology Data Exchange (ETDEWEB)
Skriver Dahl, K. [Risoe National Laboratory, Roskilde (Denmark)
1997-12-31
The possibilities of applying a recently developed numerical technique to predict aerodynamically generated sound from wind turbines is explored. The technique is a perturbation technique that has the advantage that the underlying flow field and the sound field are computed separately. Solution of the incompressible, time dependent flow field yields a hydrodynamic density correction to the incompressible constant density. The sound field is calculated from a set of equations governing the inviscid perturbations about the corrected flow field. Here, the emphasis is placed on the computation of the sound field. The nonlinear partial differential equations governing the sound fields are solved numerically using an explicit MacCormack scheme. Two types of non-reflecting boundary conditions are applied; one based on the asymptotic solution of the governing equations and the other based on a characteristic analysis of the governing equations. The former condition is easy to use and it performs slightly better than the charcteristic based condition. The technique is applied to the problems of the sound generation of a co-rotating vortex pair, which is a quadrupole, and the viscous flow over a circular cylinder, which is a dipole. Numerical results agree very well with the analytical solution for the problem of the co-rotating vortex pair. Numerical results for the viscous flow over a cylinder are presented and evaluated qualitatively. (au)
Variance swap payoffs, risk premia and extreme market conditions
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco
This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....
Consistency of the Mach principle and the gravitational-to-inertial mass equivalence principle
International Nuclear Information System (INIS)
Granada, Kh.K.; Chubykalo, A.E.
1990-01-01
Kinematics of the system, composed of two bodies, interacting with each other according to inverse-square law, was investigated. It is shown that the Mach principle, earlier rejected by the general relativity theory, can be used as an alternative for the absolute space concept, if it is proposed, that distant star background dictates both inertial and gravitational mass of a body
Reduction of treatment delivery variances with a computer-controlled treatment delivery system
International Nuclear Information System (INIS)
Fraass, B.A.; Lash, K.L.; Matrone, G.M.; Lichter, A.S.
1997-01-01
Purpose: To analyze treatment delivery variances for 3-D conformal therapy performed at various levels of treatment delivery automation, ranging from manual field setup to virtually complete computer-controlled treatment delivery using a computer-controlled conformal radiotherapy system. Materials and Methods: All external beam treatments performed in our department during six months of 1996 were analyzed to study treatment delivery variances versus treatment complexity. Treatments for 505 patients (40,641 individual treatment ports) on four treatment machines were studied. All treatment variances noted by treatment therapists or quality assurance reviews (39 in all) were analyzed. Machines 'M1' (CLinac (6(100))) and 'M2' (CLinac 1800) were operated in a standard manual setup mode, with no record and verify system (R/V). Machines 'M3' (CLinac 2100CD/MLC) and ''M4'' (MM50 racetrack microtron system with MLC) treated patients under the control of a computer-controlled conformal radiotherapy system (CCRS) which 1) downloads the treatment delivery plan from the planning system, 2) performs some (or all) of the machine set-up and treatment delivery for each field, 3) monitors treatment delivery, 4) records all treatment parameters, and 5) notes exceptions to the electronically-prescribed plan. Complete external computer control is not available on M3, so it uses as many CCRS features as possible, while M4 operates completely under CCRS control and performs semi-automated and automated multi-segment intensity modulated treatments. Analysis of treatment complexity was based on numbers of fields, individual segments (ports), non-axial and non-coplanar plans, multi-segment intensity modulation, and pseudo-isocentric treatments (and other plans with computer-controlled table motions). Treatment delivery time was obtained from the computerized scheduling system (for manual treatments) or from CCRS system logs. Treatment therapists rotate among the machines, so this analysis
Moes, Timothy R.; Whitmore, Stephen A.; Jordan, Frank L., Jr.
1993-01-01
A nonintrusive airdata-sensing system was calibrated in flight and wind-tunnel experiments to an angle of attack of 70 deg and to angles of sideslip of +/- 15 deg. Flight-calibration data have also been obtained to Mach 1.2. The sensor, known as the flush airdata sensor, was installed on the nosecap of an F-18 aircraft for flight tests and on a full-scale F-18 forebody for wind-tunnel tests. Flight tests occurred at the NASA Dryden Flight Research Facility, Edwards, California, using the F-18 High Alpha Research Vehicle. Wind-tunnel tests were conducted in the 30- by 60-ft wind tunnel at the NASA LaRC, Hampton, Virginia. The sensor consisted of 23 flush-mounted pressure ports arranged in concentric circles and located within 1.75 in. of the tip of the nosecap. An overdetermined mathematical model was used to relate the pressure measurements to the local airdata quantities. The mathematical model was based on potential flow over a sphere and was empirically adjusted based on flight and wind-tunnel data. For quasi-steady maneuvering, the mathematical model worked well throughout the subsonic, transonic, and low supersonic flight regimes. The model also worked well throughout the angle-of-attack and sideslip regions studied.
Mora, José; Ortigosa-Blanch, Arturo; Pastor, Daniel; Capmany, José
2006-08-21
We present a full theoretical and experimental analysis of a novel all-optical microwave photonic filter combining a mode-locked fiber laser and a Mach-Zenhder structure in cascade to a 2x1 electro-optic modulator. The filter is free from the carrier suppression effect and thus it does not require single sideband modulation. Positive and negative coefficients are obtained inherently in the system and the tunability is achieved by controlling the optical path difference of the Mach-Zenhder structure.
Estimating quadratic variation using realized variance
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability
DEFF Research Database (Denmark)
Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco
We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....
A note on minimum-variance theory and beyond
Energy Technology Data Exchange (ETDEWEB)
Feng Jianfeng [Department of Informatics, Sussex University, Brighton, BN1 9QH (United Kingdom); Tartaglia, Giangaetano [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy); Tirozzi, Brunello [Physics Department, Rome University ' La Sapienza' , Rome 00185 (Italy)
2004-04-30
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons.
A note on minimum-variance theory and beyond
International Nuclear Information System (INIS)
Feng Jianfeng; Tartaglia, Giangaetano; Tirozzi, Brunello
2004-01-01
We revisit the minimum-variance theory proposed by Harris and Wolpert (1998 Nature 394 780-4), discuss the implications of the theory on modelling the firing patterns of single neurons and analytically find the optimal control signals, trajectories and velocities. Under the rate coding assumption, input control signals employed in the minimum-variance theory should be Fitts processes rather than Poisson processes. Only if information is coded by interspike intervals, Poisson processes are in agreement with the inputs employed in the minimum-variance theory. For the integrate-and-fire model with Fitts process inputs, interspike intervals of efferent spike trains are very irregular. We introduce diffusion approximations to approximate neural models with renewal process inputs and present theoretical results on calculating moments of interspike intervals of the integrate-and-fire model. Results in Feng, et al (2002 J. Phys. A: Math. Gen. 35 7287-304) are generalized. In conclusion, we present a complete picture on the minimum-variance theory ranging from input control signals, to model outputs, and to its implications on modelling firing patterns of single neurons
Hybrid biasing approaches for global variance reduction
International Nuclear Information System (INIS)
Wu, Zeyun; Abdel-Khalik, Hany S.
2013-01-01
A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.
Directory of Open Access Journals (Sweden)
Talerngsak Angkuraseranee
2010-05-01
Full Text Available The additive and dominance genetic variances of 5,801 Duroc reproductive and growth records were estimated usingBULPF90 PC-PACK. Estimates were obtained for number born alive (NBA, birth weight (BW, number weaned (NW, andweaning weight (WW. Data were analyzed using two mixed model equations. The first model included fixed effects andrandom effects identifying inbreeding depression, additive gene effect and permanent environments effects. The secondmodel was similar to the first model, but included the dominance genotypic effect. Heritability estimates of NBA, BW, NWand WW from the two models were 0.1558/0.1716, 0.1616/0.1737, 0.0372/0.0874 and 0.1584/0.1516 respectively. Proportionsof dominance effect to total phenotypic variance from the dominance model were 0.1024, 0.1625, 0.0470, and 0.1536 for NBA,BW, NW and WW respectively. Dominance effects were found to have sizable influence on the litter size traits analyzed.Therefore, genetic evaluation with the dominance model (Model 2 is found more appropriate than the animal model (Model 1.
Chiu, Mei Choi; Pun, Chi Seng; Wong, Hoi Ying
2017-08-01
Investors interested in the global financial market must analyze financial securities internationally. Making an optimal global investment decision involves processing a huge amount of data for a high-dimensional portfolio. This article investigates the big data challenges of two mean-variance optimal portfolios: continuous-time precommitment and constant-rebalancing strategies. We show that both optimized portfolios implemented with the traditional sample estimates converge to the worst performing portfolio when the portfolio size becomes large. The crux of the problem is the estimation error accumulated from the huge dimension of stock data. We then propose a linear programming optimal (LPO) portfolio framework, which applies a constrained ℓ 1 minimization to the theoretical optimal control to mitigate the risk associated with the dimensionality issue. The resulting portfolio becomes a sparse portfolio that selects stocks with a data-driven procedure and hence offers a stable mean-variance portfolio in practice. When the number of observations becomes large, the LPO portfolio converges to the oracle optimal portfolio, which is free of estimation error, even though the number of stocks grows faster than the number of observations. Our numerical and empirical studies demonstrate the superiority of the proposed approach. © 2017 Society for Risk Analysis.
Estimating High-Frequency Based (Co-) Variances: A Unified Approach
DEFF Research Database (Denmark)
Voev, Valeri; Nolte, Ingmar
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...
Czech Academy of Sciences Publication Activity Database
Bartkiewicz, K.; Černoch, A.; Javůrek, D.; Lemr, K.; Soubusta, Jan; Svozilík, J.
2015-01-01
Roč. 91, č. 1 (2015), "012103-1"-"012103-4" ISSN 1050-2947 Institutional support: RVO:68378271 Keywords : one-state vector * quantum state * Mach-Zehnder interferometer Subject RIV: BH - Optics, Masers, Lasers Impact factor: 2.808, year: 2014
Allen, J. M.; Hernandez, G.; Lamb, M.
1983-01-01
Tabulated body surface pressure data for two monoplane-wing missile configurations are presented and analyzed. Body pressure data are presented for body-alone, body-tail, and body-wing-tail combinations. For the lost combination, data are presented for tail-fin deflection angles of 0 deg and 30 deg to simulate pitch, yaw, and roll control for both configurations. The data cover angles of attack from -5 deg to 25 deg and angles of roll from 0 deg to 90 deg at a Mach number of 2.50 and a Reynolds number of 6.56 x 1,000,000 per meter. Very consistent, systematic trends with angle of attack and angle of roll were observed in the data, and very good symmetry was found at a roll angle of 0 deg. Body pressures depended strongly on the local body cross-section shape, with very little dependence on the upstream shape. Undeflected fins had only a small influence on the pressures on the aft end of the body; however, tail-fin deflections caused large changes in the pressures.
The Red Rectangle: An Astronomical Example of Mach Bands?
Brecher, K.
2005-12-01
Recently, the Hubble Space Telescope (HST) produced spectacular images of the "Red Rectangle". This appears to be a binary star system undergoing recurrent mass loss episodes. The image-processed HST photographs display distinctive diagonal lightness enhancements. Some of the visual appearance undoubtedly arises from actual variations in the luminosity distribution of the light of the nebula itself, i.e., due to limb brightening. Psychophysical enhancement similar to the Vasarely or pyramid effect also seems to be involved in the visual impression conveyed by the HST images. This effect is related to Mach bands (as well as to the Chevreul and Craik-O'Brien-Cornsweet effects). The effect can be produced by stacking concentric squares (or other geometrical figures such as rectangles or hexagons) of linearly increasing or decreasing size and lightness, one on top of another. We have constructed controllable Flash applets of this effect as part of the NSF supported "Project LITE: Light Inquiry Through Experiments". They can be found in the vision section of the LITE web site at http://lite.bu.edu. Mach band effects have previously been seen in medical x-ray images. Here we report for the first time the possibility that such effects play a role in the interpretation of astronomical images. Specifically, we examine to what extent the visual impressions of the Red Rectangle and other extended astronomical objects are purely physical (photometric) in origin and to what degree they are enhanced by psychophysical processes. To help assess the relative physical and psychophysical contributions to the perceived lightness effects, we have made use of a center-surround (Difference of Gaussians) filter we developed for MatLab. We conclude that local (lateral inhibition) and longer range human visual perception effects probably do contribute to the lightness features seen in astronomical objects like the Red Rectangle. Project LITE is supported by NSF Grant # DUE-0125992.
International Nuclear Information System (INIS)
Christoforou, Stavros; Hoogenboom, J. Eduard
2011-01-01
A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)
Single Mode SU8 Polymer Based Mach-Zehnder Interferometer for Bio-Sensing Application
Boiragi, Indrajit; Kundu, Sushanta; Makkar, Roshan; Chalapathi, Krishnamurthy
2011-10-01
This paper explains the influence of different parameters to the sensitivity of an optical waveguide Mach-Zehnder Interferometer (MZI) for real time detection of biomolecules. The sensing principle is based on the interaction of evanescence field with the biomolecules that get immobilized on sensing arm. The sensitivity has been calculated by varying the sensing window length, wavelength and concentration of bio-analyte. The maximum attainable sensitivity for the preferred design is the order of 10-8 RIU at 840 nm wavelength with a sensing window length of 1cm. All the simulation work has been carried out with Opti-BPMCAD for the optimization of MZI device parameters. The SU8 polymers are used as a core and clad material to fabricate the waveguide. The refractive index of cladding layer is optimized by varying the curing temperature for a fixed time period and the achieved index difference between core and clad is Δn = 0.0151. The fabricated MZI device has been characterized with LASER beam profiler at 840 nm wavelength. This study demonstrates the effectiveness of the different parameter to the sensitivity of a single mode optical waveguide Mach-Zehnder Interferometer for bio-sensing application.
Fluctuations in non-ideal pion gas with dynamically fixed particle number
Kolomeitsev, E. E.; Voskresensky, D. N.
2018-05-01
We consider a non-ideal hot pion gas with the dynamically fixed number of particles in the model with the λϕ4 interaction. The effective Lagrangian for the description of such a system is obtained after dropping the terms responsible for the change of the total particle number. Reactions π+π- ↔π0π0, which determine the isospin balance of the medium, are permitted. Within the self-consistent Hartree approximation we compute the effective pion mass, thermodynamic characteristics of the system and the variance of the particle number at temperatures above the critical point of the induced Bose-Einstein condensation when the pion chemical potential reaches the value of the effective pion mass. We analyze conditions for the condensate formation in the process of thermalization of an initially non-equilibrium pion gas. The normalized variance of the particle number increases with a temperature decrease but remains finite in the critical point of the Bose-Einstein condensation. This is due to the non-perturbative account of the interaction and is in contrast to the ideal-gas case. In the kinetic regime of the condensate formation the variance is shown to stay finite also.
Directory of Open Access Journals (Sweden)
Abdulqader Jighly
2018-02-01
Full Text Available Whole genome duplication (WGD is an evolutionary phenomenon, which causes significant changes to genomic structure and trait architecture. In recent years, a number of studies decomposed the additive genetic variance explained by different sets of variants. However, they investigated diploid populations only and none of the studies examined any polyploid organism. In this research, we extended the application of this approach to polyploids, to differentiate the additive variance explained by the three subgenomes and seven sets of homoeologous chromosomes in synthetic allohexaploid wheat (SHW to gain a better understanding of trait evolution after WGD. Our SHW population was generated by crossing improved durum parents (Triticum turgidum; 2n = 4x = 28, AABB subgenomes with the progenitor species Aegilops tauschii (syn Ae. squarrosa, T. tauschii; 2n = 2x = 14, DD subgenome. The population was phenotyped for 10 fungal/nematode resistance traits as well as two abiotic stresses. We showed that the wild D subgenome dominated the additive effect and this dominance affected the A more than the B subgenome. We provide evidence that this dominance was not inflated by population structure, relatedness among individuals or by longer linkage disequilibrium blocks observed in the D subgenome within the population used for this study. The cumulative size of the three homoeologs of the seven chromosomal groups showed a weak but significant positive correlation with their cumulative explained additive variance. Furthermore, an average of 69% for each chromosomal group's cumulative additive variance came from one homoeolog that had the highest explained variance within the group across all 12 traits. We hypothesize that structural and functional changes during diploidization may explain chromosomal group relations as allopolyploids keep balanced dosage for many genes. Our results contribute to a better understanding of trait evolution mechanisms in polyploidy
DRE-Enhanced Swept-Wing Natural Laminar Flow at High Reynolds Numbers
Malik, Mujeeb; Liao, Wei; Li, Fe; Choudhari, Meelan
2013-01-01
Nonlinear parabolized stability equations and secondary instability analyses are used to provide a computational assessment of the potential use of the discrete roughness elements (DRE) technology for extending swept-wing natural laminar flow at chord Reynolds numbers relevant to transport aircraft. Computations performed for the boundary layer on a natural laminar flow airfoil with a leading-edge sweep angle of 34.6deg, free-stream Mach number of 0.75 and chord Reynolds numbers of 17 x 10(exp 6), 24 x 10(exp 6) and 30 x 10(exp 6) suggest that DRE could delay laminar-turbulent transition by about 20% when transition is caused by stationary crossflow disturbances. Computations show that the introduction of small wavelength stationary crossflow disturbances (i.e., DRE) also suppresses the growth of most amplified traveling crossflow disturbances.
Stevens, Mark I; Hogendoorn, Katja; Schwarz, Michael P
2007-01-01
Abstract Background The Central Limit Theorem (CLT) is a statistical principle that states that as the number of repeated samples from any population increase, the variance among sample means will decrease and means will become more normally distributed. It has been conjectured that the CLT has the potential to provide benefits for group living in some animals via greater predictability in food acquisition, if the number of foraging bouts increases with group size. The potential existence of ...
The Genealogical Consequences of Fecundity Variance Polymorphism
Taylor, Jesse E.
2009-01-01
The genealogical consequences of within-generation fecundity variance polymorphism are studied using coalescent processes structured by genetic backgrounds. I show that these processes have three distinctive features. The first is that the coalescent rates within backgrounds are not jointly proportional to the infinitesimal variance, but instead depend only on the frequencies and traits of genotypes containing each allele. Second, the coalescent processes at unlinked loci are correlated with the genealogy at the selected locus; i.e., fecundity variance polymorphism has a genomewide impact on genealogies. Third, in diploid models, there are infinitely many combinations of fecundity distributions that have the same diffusion approximation but distinct coalescent processes; i.e., in this class of models, ancestral processes and allele frequency dynamics are not in one-to-one correspondence. Similar properties are expected to hold in models that allow for heritable variation in other traits that affect the coalescent effective population size, such as sex ratio or fecundity and survival schedules. PMID:19433628
Simulation-Based Stochastic Sensitivity Analysis of a Mach 4.5 Mixed-Compression Intake Performance
Kato, H.; Ito, K.
2009-01-01
A sensitivity analysis of a supersonic mixed-compression intake of a variable-cycle turbine-based combined cycle (TBCC) engine is presented. The TBCC engine is de- signed to power a long-range Mach 4.5 transport capable of antipodal missions studied in the framework of an EU FP6 project, LAPCAT. The nominal intake geometry was designed using DLR abpi cycle analysis pro- gram by taking into account various operating require- ments of a typical mission profile. The intake consists of two movable external compression ramps followed by an isolator section with bleed channel. The compressed air is then diffused through a rectangular-to-circular subsonic diffuser. A multi-block Reynolds-averaged Navier- Stokes (RANS) solver with Srinivasan-Tannehill equilibrium air model was used to compute the total pressure recovery and mass capture fraction. While RANS simulation of the nominal intake configuration provides more realistic performance characteristics of the intake than the cycle analysis program, the intake design must also take into account in-flight uncertainties for robust intake performance. In this study, we focus on the effects of the geometric uncertainties on pressure recovery and mass capture fraction, and propose a practical approach to simulation-based sensitivity analysis. The method begins by constructing a light-weight analytical model, a radial-basis function (RBF) network, trained via adaptively sampled RANS simulation results. Using the RBF network as the response surface approximation, stochastic sensitivity analysis is performed using analysis of variance (ANOVA) technique by Sobol. This approach makes it possible to perform a generalized multi-input- multi-output sensitivity analysis based on high-fidelity RANS simulation. The resulting Sobol's influence indices allow the engineer to identify dominant parameters as well as the degree of interaction among multiple parameters, which can then be fed back into the design cycle.
Li, Yang; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Highly stable polarization independent Mach-Zehnder interferometer
Energy Technology Data Exchange (ETDEWEB)
Mičuda, Michal, E-mail: micuda@optics.upol.cz; Doláková, Ester; Straka, Ivo; Miková, Martina; Dušek, Miloslav; Fiurášek, Jaromír; Ježek, Miroslav, E-mail: jezek@optics.upol.cz [Department of Optics, Faculty of Science, Palacký University, 17. listopadu 1192/12, 77146 Olomouc (Czech Republic)
2014-08-15
We experimentally demonstrate optical Mach-Zehnder interferometer utilizing displaced Sagnac configuration to enhance its phase stability. The interferometer with footprint of 27×40 cm offers individually accessible paths and shows phase deviation less than 0.4° during a 250 s long measurement. The phase drift, evaluated by means of Allan deviation, stays below 3° or 7 nm for 1.5 h without any active stabilization. The polarization insensitive design is verified by measuring interference visibility as a function of input polarization. For both interferometer's output ports and all tested polarization states the visibility stays above 93%. The discrepancy in visibility for horizontal and vertical polarization about 3.5% is caused mainly by undesired polarization dependence of splitting ratio of the beam splitter used. The presented interferometer device is suitable for quantum-information and other sensitive applications where active stabilization is complicated and common-mode interferometer is not an option as both the interferometer arms have to be accessible individually.
Modelling volatility by variance decomposition
DEFF Research Database (Denmark)
Amado, Cristina; Teräsvirta, Timo
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...
Energy Technology Data Exchange (ETDEWEB)
Hull, Lawrence Mark [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Miller, Phillip Isaac [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Moro, Erik Allan [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-11-28
In the instance of multiple fragment impact on cased explosive, isolated curved shocks are generated in the explosive. These curved shocks propagate and may interact and form irregular or Mach reflections along the interaction loci, thereby producing a single shock that may be sufficient to initiate PBX-9501. However, the incident shocks are divergent and their intensity generally decreases as they expand, and the regions behind the Mach stem interaction loci are generally unsupported and allow release waves to rapidly affect the flow. The effects of release waves and divergent shocks may be considered theoretically through a “Shock Change Equation”.
Classical and quantum non-linear optical applications using the Mach-Zehnder interferometer
Prescod, Andru
Mach Zehnder (MZ) modulators are widely employed in a variety of applications, such as optical communications, optical imaging, metrology and encryption. In this dissertation, we explore two non-linear MZ applications; one classified as classical and one as quantum, in which the Mach Zehnder interferometer is used. In the first application, a classical non-linear application, we introduce and study a new electro-optic highly linear (e.g., >130 dB) modulator configuration. This modulator makes use of a phase modulator (PM) in one arm of the MZ interferometer (MZI) and a ring resonator (RR) located on the other arm. The modulator performance is obtained through the control of a combination of internal and external parameters. These parameters include the RR-coupling ratio (internal parameter); the RF power split ratio and the RF phase bias (external parameters). Results show the unique and superior features, such as high linearity (SFDR˜133 dB), modulation bandwidth extension (as much as 70%) over the previously proposed and demonstrated Resonator-Assisted Mach Zehnder (RAMZ) design. Furthermore the proposed electro-optic modulator of this dissertation also provides an inherent SFDR compensation capability, even in cases where a significant waveguide optical loss exists. This design also shows potential for increased flexibility, practicality and ease of use. In the second application, a quantum non-linear application, we experimentally demonstrate quantum optical coherence tomography (QOCT) using a type II non-linear crystal (periodically-poled potassium titanyl phosphate (KTiOPO4) or PPKTP). There have been several publications discussing the merits and disadvantages of QOCT compared to OCT and other imaging techniques. First, we discuss the issues and solutions for increasing the efficiency of the quantum entangled photons. Second, we use a free space QOCT experiment to generate a high flux of these quantum entangled photons in two orthogonal polarizations, by
Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.
Zapko-Willmes, Alexandra; Kandler, Christian
2018-01-01
The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.
Sharma, Diksha; Sempau, Josep; Badano, Aldo
2018-02-01
Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative
NASA Administrator Sean O'Keefe, left, learned about the Mach 10 X-43 research vehicle from manager
2002-01-01
NASA Administrator Sean O'Keefe left, learned about the Mach 10 X-43 research vehicle from manager, Joel Sitz during O'Keefe's visit to the NASA Dryden Flight Research Center, Edwards, California, January 31, 2002.
Decomposition of Variance for Spatial Cox Processes.
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-03-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees.
MHz-rate nitric oxide planar laser-induced fluorescence imaging in a Mach 10 hypersonic wind tunnel.
Jiang, Naibo; Webster, Matthew; Lempert, Walter R; Miller, Joseph D; Meyer, Terrence R; Ivey, Christopher B; Danehy, Paul M
2011-02-01
Nitric oxide planar laser-induced fluorescence (NO PLIF) imaging at repetition rates as high as 1 MHz is demonstrated in the NASA Langley 31 in. Mach 10 hypersonic wind tunnel. Approximately 200 time-correlated image sequences of between 10 and 20 individual frames were obtained over eight days of wind tunnel testing spanning two entries in March and September of 2009. The image sequences presented were obtained from the boundary layer of a 20° flat plate model, in which transition was induced using a variety of different shaped protuberances, including a cylinder and a triangle. The high-speed image sequences captured a variety of laminar and transitional flow phenomena, ranging from mostly laminar flow, typically at a lower Reynolds number and/or in the near wall region of the model, to highly transitional flow in which the temporal evolution and progression of characteristic streak instabilities and/or corkscrew-shaped vortices could be clearly identified.
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance-based Salt Body Reconstruction
Ovcharenko, Oleg
2017-05-26
Seismic inversions of salt bodies are challenging when updating velocity models based on Born approximation- inspired gradient methods. We propose a variance-based method for velocity model reconstruction in regions complicated by massive salt bodies. The novel idea lies in retrieving useful information from simultaneous updates corresponding to different single frequencies. Instead of the commonly used averaging of single-iteration monofrequency gradients, our algorithm iteratively reconstructs salt bodies in an outer loop based on updates from a set of multiple frequencies after a few iterations of full-waveform inversion. The variance among these updates is used to identify areas where considerable cycle-skipping occurs. In such areas, we update velocities by interpolating maximum velocities within a certain region. The result of several recursive interpolations is later used as a new starting model to improve results of conventional full-waveform inversion. An application on part of the BP 2004 model highlights the evolution of the proposed approach and demonstrates its effectiveness.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Host nutrition alters the variance in parasite transmission potential.
Vale, Pedro F; Choisy, Marc; Little, Tom J
2013-04-23
The environmental conditions experienced by hosts are known to affect their mean parasite transmission potential. How different conditions may affect the variance of transmission potential has received less attention, but is an important question for disease management, especially if specific ecological contexts are more likely to foster a few extremely infectious hosts. Using the obligate-killing bacterium Pasteuria ramosa and its crustacean host Daphnia magna, we analysed how host nutrition affected the variance of individual parasite loads, and, therefore, transmission potential. Under low food, individual parasite loads showed similar mean and variance, following a Poisson distribution. By contrast, among well-nourished hosts, parasite loads were right-skewed and overdispersed, following a negative binomial distribution. Abundant food may, therefore, yield individuals causing potentially more transmission than the population average. Measuring both the mean and variance of individual parasite loads in controlled experimental infections may offer a useful way of revealing risk factors for potential highly infectious hosts.
Discussion on variance reduction technique for shielding
Energy Technology Data Exchange (ETDEWEB)
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
Capturing option anomalies with a variance-dependent pricing kernel
Christoffersen, P.; Heston, S.; Jacobs, K.
2013-01-01
We develop a GARCH option model with a variance premium by combining the Heston-Nandi (2000) dynamic with a new pricing kernel that nests Rubinstein (1976) and Brennan (1979). While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is
29 CFR 1904.38 - Variances from the recordkeeping rule.
2010-07-01
..., DEPARTMENT OF LABOR RECORDING AND REPORTING OCCUPATIONAL INJURIES AND ILLNESSES Other OSHA Injury and Illness... he or she finds appropriate. (iv) If the Assistant Secretary grants your variance petition, OSHA will... Secretary is reviewing your variance petition. (4) If I have already been cited by OSHA for not following...
Double-pass Mach-Zehnder fiber interferometer pH sensor.
Tou, Zhi Qiang; Chan, Chi Chiu; Hong, Jesmond; Png, Shermaine; Eddie, Khay Ming Tan; Tan, Terence Aik Huang
2014-04-01
A biocompatible fiber-optic pH sensor based on a unique double-pass Mach-Zehnder interferometer is proposed. pH responsive poly(2-hydroxyethyl methacrylate-co-2-(dimethylamino)ethyl methacrylate) hydrogel coating on the fiber swells/deswells in response to local pH, leading to refractive index changes that manifest as shifting of interference dips in the optical spectrum. The pH sensor is tested in spiked phosphate buffer saline and demonstrates high sensitivity of 1.71 nm/pH, pH 0.004 limit of detection with good responsiveness, repeatability, and stability. The proposed sensor has been successfully applied in monitoring the media pH in cell culture experiments to investigate the relationship between pH and cancer cell growth.
On the Use of a Virtual Mach-Zehnder Interferometer in the Teaching of Quantum Mechanics
Pereira, Alexsandro; Ostermann, Fernanda; Cavalcanti, Claudio
2009-01-01
For many students, the conceptual learning of quantum mechanics can be rather painful owing to the counter-intuitive nature of quantum phenomena. In order to enhance students' understanding of the odd behaviour of photons and electrons, we introduce a computational simulation of the Mach-Zehnder interferometer, developed by our research group. An…
Analysis of ulnar variance as a risk factor for developing scaphoid nonunion.
Lirola-Palmero, S; Salvà-Coll, G; Terrades-Cladera, F J
2015-01-01
Ulnar variance may be a risk factor of developing scaphoid non-union. A review was made of the posteroanterior wrist radiographs of 95 patients who were diagnosed of scaphoid fracture. All fractures with displacement less than 1mm treated conservatively were included. The ulnar variance was measured in all patients. Ulnar variance was measured in standard posteroanterior wrist radiographs of 95 patients. Eighteen patients (19%) developed scaphoid nonunion, with a mean value of ulnar variance of -1.34 (-/+ 0.85) mm (CI -2.25 - 0.41). Seventy seven patients (81%) healed correctly, and the mean value of ulnar variance was -0.04 (-/+ 1.85) mm (CI -0.46 - 0.38). A significant difference was observed in the distribution of ulnar variance (pvariance less than -1mm, and ulnar variance greater than -1mm. It appears that patients with ulnar variance less than -1mm had an OR 4.58 (CI 1.51 to 13.89) with pvariance less than -1mm have a greater risk of developing scaphoid nonunion, OR 4.58 (CI 1.51 to 13.89) with p<.007. Copyright © 2014 SECOT. Published by Elsevier Espana. All rights reserved.
Decomposition of variance in terms of conditional means
Directory of Open Access Journals (Sweden)
Alessandro Figà Talamanca
2013-05-01
Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section 456.522 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF HEALTH AND HUMAN... perform UR within the time requirements for which the variance is requested and its good faith efforts to...
On the Endogeneity of the Mean-Variance Efficient Frontier.
Somerville, R. A.; O'Connell, Paul G. J.
2002-01-01
Explains that the endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in portfolio selection literature and in widely used textbooks. Demonstrates endogeneity and discusses the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual…
Assessment of ulnar variance: a radiological investigation in a Dutch population
Energy Technology Data Exchange (ETDEWEB)
Schuurman, A.H. [Dept. of Plastic, Reconstructive and Hand Surgery, University Medical Centre, Utrecht (Netherlands); Dept. of Plastic Surgery, University Medical Centre, Utrecht (Netherlands); Maas, M.; Dijkstra, P.F. [Dept. of Radiology, Univ. of Amsterdam (Netherlands); Kauer, J.M.G. [Dept. of Anatomy and Embryology, Univ. of Nijmegen (Netherlands)
2001-11-01
Objective: A radiological study was performed to evaluate ulnar variance in 68 Dutch patients using an electronic digitizer compared with Palmer's concentric circle method. Using the digitizer method only, the effect of different wrist positions and grip on ulnar variance was then investigated. Finally the distribution of ulnar variance in the selected patients was investigated also using the digitizer method. Design and patients: All radiographs were performed with the wrist in a standard zero-rotation position (posteroanterior) and in supination (anteroposterior). Palmer's concentric circle method and an electronic digitizer connected to a personal computer were used to measure ulnar variance. The digitizer consists of a Plexiglas plate with an electronically activated grid beneath it. A radiograph is placed on the plate and a cursor activates a point on the grid. Three plots are marked on the radius and one plot on the most distal part of the ulnar head. The digitizer then determines the difference between a radius passing through the radius plots and the ulnar plot. Results and conclusions: Using the concentric circle method we found an ulna plus predominance, but an ulna minus predominance when using the digitizer method. Overall the ulnar variance distribution for Palmer's method was 41.9% ulna plus, 25.7% neutral and 32.4% ulna minus variance, and for the digitizer method was 40.4% ulna plus, 1.5% neutral and 58.1% ulna minus. The percentage ulnar variance greater than 1 mm on standard radiographs increased from 23% to 58% using the digitizer, with maximum grip, clearly demonstrating the (dynamic) effect of grip on ulnar variance. This almost threefold increase was found to be a significant difference. Significant differences were found between ulnar variance when different wrist positions were compared. (orig.)
Number fluctuations of cold, spatially split bosonic objects
International Nuclear Information System (INIS)
Sakmann, Kaspar; Streltsov, Alexej I.; Cederbaum, Lorenz S.; Alon, Ofir E.
2011-01-01
We investigate the number fluctuations of spatially split many-boson systems employing a theorem about the maximally and minimally attainable variances of an observable. The number fluctuations of many-boson systems are given for different numbers of lattice sites and both mean-field and many-body wave functions. It is shown which states maximize the particle number fluctuations, both in lattices and double wells. The fragmentation of the states is discussed, and it is shown that the number fluctuations of some fragmented states are identical to those of fully condensed states.
Genetic control of residual variance of yearling weight in Nellore beef cattle.
Iung, L H S; Neves, H H R; Mulder, H A; Carvalheiro, R
2017-04-01
There is evidence for genetic variability in residual variance of livestock traits, which offers the potential for selection for increased uniformity of production. Different statistical approaches have been employed to study this topic; however, little is known about the concordance between them. The aim of our study was to investigate the genetic heterogeneity of residual variance on yearling weight (YW; 291.15 ± 46.67) in a Nellore beef cattle population; to compare the results of the statistical approaches, the two-step approach and the double hierarchical generalized linear model (DHGLM); and to evaluate the effectiveness of power transformation to accommodate scale differences. The comparison was based on genetic parameters, accuracy of EBV for residual variance, and cross-validation to assess predictive performance of both approaches. A total of 194,628 yearling weight records from 625 sires were used in the analysis. The results supported the hypothesis of genetic heterogeneity of residual variance on YW in Nellore beef cattle and the opportunity of selection, measured through the genetic coefficient of variation of residual variance (0.10 to 0.12 for the two-step approach and 0.17 for DHGLM, using an untransformed data set). However, low estimates of genetic variance associated with positive genetic correlations between mean and residual variance (about 0.20 for two-step and 0.76 for DHGLM for an untransformed data set) limit the genetic response to selection for uniformity of production while simultaneously increasing YW itself. Moreover, large sire families are needed to obtain accurate estimates of genetic merit for residual variance, as indicated by the low heritability estimates (Box-Cox transformation was able to decrease the dependence of the variance on the mean and decreased the estimates of genetic parameters for residual variance. The transformation reduced but did not eliminate all the genetic heterogeneity of residual variance, highlighting
A versatile omnibus test for detecting mean and variance heterogeneity.
Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J
2014-01-01
Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.
Global Variance Risk Premium and Forex Return Predictability
Aloosh, Arash
2014-01-01
In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...
International Nuclear Information System (INIS)
Mosquera, L; Osorio, Jonas H; Hayashi, Juliano G; Cordeiro, Cristiano M B
2011-01-01
A refractometric sensor based on mechanically induced interferometers formed with long period gratings is reported. It is also shown two different setups based on a Michelson and Mach-Zehnder interferometer and its application to measure ethanol concentration in gasoline.
Variance components for body weight in Japanese quails (Coturnix japonica
Directory of Open Access Journals (Sweden)
RO Resende
2005-03-01
Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.
2010-07-01
...) PROCEDURE FOR VARIATIONS FROM SAFETY AND HEALTH REGULATIONS UNDER THE LONGSHOREMEN'S AND HARBOR WORKERS...) or 6(d) of the Williams-Steiger Occupational Safety and Health Act of 1970 (29 U.S.C. 655). The... under the Williams-Steiger Occupational Safety and Health Act of 1970, and any variance from §§ 1910.13...
Zero-intelligence realized variance estimation
Gatheral, J.; Oomen, R.C.A.
2010-01-01
Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and
International Nuclear Information System (INIS)
Feldman, M.; Mockler, D.J.; English, R.E. Jr.; Byrd, J.L.; Salmon, J.T.
1991-01-01
We are incorporating a novel self-referencing Mach-Zehnder interferometer into a large scale laser system as a real time, interactive diagnostic tool for wavefront measurement. The instrument is capable of absolute wavefront measurements accurate to better than λ/10 pv over a wavelength range > 300 nm without readjustment of the optical components. This performance is achieved through the design of both refractive optics and catadioptric collimator to achromatize the Mach-Zehnder reference arm. Other features include polarization insensitivity through the use of low angles of incidence on all beamsplitters as well as an equal path length configuration that allows measurement of either broad-band or closely spaced laser-line sources. Instrument accuracy is periodically monitored in place by means of a thermally and mechanically stable wavefront reference source that is calibrated off-line with a phase conjugate interferometer. Video interferograms are analyzed using Fourier transform techniques on a computer that includes dedicated array processor. Computer and video networks maintain distributed interferometers under the control of a single analysis computer with multiple user access. 7 refs., 11 figs
A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.
Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio
2017-11-01
Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this
Using variances to comply with resource conservation and recovery act treatment standards
International Nuclear Information System (INIS)
Ranek, N.L.
2002-01-01
When a waste generated, treated, or disposed of at a site in the United States is classified as hazardous under the Resource Conservation and Recovery Act and is destined for land disposal, the waste manager responsible for that site must select an approach to comply with land disposal restrictions (LDR) treatment standards. This paper focuses on the approach of obtaining a variance from existing, applicable LDR treatment standards. It describes the types of available variances, which include (1) determination of equivalent treatment (DET); (2) treatability variance; and (3) treatment variance for contaminated soil. The process for obtaining each type of variance is also described. Data are presented showing that historically the U.S. Environmental Protection Agency (EPA) processed DET petitions within one year of their date of submission. However, a 1999 EPA policy change added public participation to the DET petition review, which may lengthen processing time in the future. Regarding site-specific treatability variances, data are presented showing an EPA processing time of between 10 and 16 months. Only one generically applicable treatability variance has been granted, which took 30 months to process. No treatment variances for contaminated soil, which were added to the federal LDR program in 1998, are identified as having been granted.
Gini estimation under infinite variance
A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)
2018-01-01
textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient
Minimum variance linear unbiased estimators of loss and inventory
International Nuclear Information System (INIS)
Stewart, K.B.
1977-01-01
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
DEFF Research Database (Denmark)
Zhao, Ying; Pang, Xiaodan; Deng, Lei
2011-01-01
A novel approach for broadband microwave frequency measurement by employing a single-drive dual-parallel Mach-Zehnder modulator is proposed and experimentally demonstrated. Based on bias manipulations of the modulator, conventional frequency-to-power mapping technique is developed by performing a...... 10−3 relative error. This high accuracy frequency measurement technique is a promising candidate for high-speed electronic warfare and defense applications....
Goedel, Penrose, anti-Mach: extra supersymmetries of time-dependent plane waves
International Nuclear Information System (INIS)
Blau, Matthias; O'Loughlin, Martin; Meessen, Patrick
2003-01-01
We prove that M-theory plane waves with extra supersymmetries are necessarily homogeneous (but possibly time-dependent), and we show by explicit construction that such time-dependent plane waves can admit extra supersymmetries. To that end we study the Penrose limits of Goedel-like metrics, show that the Penrose limit of the M-theory Goedel metric (with 20 supercharges) is generically a time-dependent homogeneous plane wave of the anti-Mach type, and display the four extra Killings spinors in that case. We conclude with some general remarks on the Killing spinor equations for homogeneous plane waves. (author)
The Influence of Ernst Mach and Ludwig Boltzmann on Albert Einstein
International Nuclear Information System (INIS)
Broda, E.
1979-01-01
This document, written by Engelbert Broda in 1979, analyses the influence of Ernst Mach and Ludwig Boltzmann on Albert Einstein. Broda describes how Einstein and his scientific thinking benefited from Mach’s criticism on classical mechanics and its basic concepts like absolute time and absolute space. This criticism encouraged Einstein in the time he worked on his special relativity. On the other side Broda writes about the influence of Ludwig Boltzman, an atomist, whose scientific work and research prepared the ground for Einsteins work on the quantum-structure of electromagnetic radiation or the discovery of the photoelectric effect. (nowak)
Goedel, Penrose, anti-Mach: extra supersymmetries of time-dependent plane waves
Energy Technology Data Exchange (ETDEWEB)
Blau, Matthias; O' Loughlin, Martin; Meessen, Patrick [SISSA/ISAS, Via Beirut 2-4, 34014 Trieste (Italy)]. E-mail: meessen@sissa.it
2003-09-01
We prove that M-theory plane waves with extra supersymmetries are necessarily homogeneous (but possibly time-dependent), and we show by explicit construction that such time-dependent plane waves can admit extra supersymmetries. To that end we study the Penrose limits of Goedel-like metrics, show that the Penrose limit of the M-theory Goedel metric (with 20 supercharges) is generically a time-dependent homogeneous plane wave of the anti-Mach type, and display the four extra Killings spinors in that case. We conclude with some general remarks on the Killing spinor equations for homogeneous plane waves. (author)
Variance analysis of forecasted streamflow maxima in a wet temperate climate
Al Aamery, Nabil; Fox, James F.; Snyder, Mark; Chandramouli, Chandra V.
2018-05-01
Coupling global climate models, hydrologic models and extreme value analysis provides a method to forecast streamflow maxima, however the elusive variance structure of the results hinders confidence in application. Directly correcting the bias of forecasts using the relative change between forecast and control simulations has been shown to marginalize hydrologic uncertainty, reduce model bias, and remove systematic variance when predicting mean monthly and mean annual streamflow, prompting our investigation for maxima streamflow. We assess the variance structure of streamflow maxima using realizations of emission scenario, global climate model type and project phase, downscaling methods, bias correction, extreme value methods, and hydrologic model inputs and parameterization. Results show that the relative change of streamflow maxima was not dependent on systematic variance from the annual maxima versus peak over threshold method applied, albeit we stress that researchers strictly adhere to rules from extreme value theory when applying the peak over threshold method. Regardless of which method is applied, extreme value model fitting does add variance to the projection, and the variance is an increasing function of the return period. Unlike the relative change of mean streamflow, results show that the variance of the maxima's relative change was dependent on all climate model factors tested as well as hydrologic model inputs and calibration. Ensemble projections forecast an increase of streamflow maxima for 2050 with pronounced forecast standard error, including an increase of +30(±21), +38(±34) and +51(±85)% for 2, 20 and 100 year streamflow events for the wet temperate region studied. The variance of maxima projections was dominated by climate model factors and extreme value analyses.
Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
International Nuclear Information System (INIS)
Zhou, X.Y.; Li, D.
2000-01-01
This paper is concerned with a continuous-time mean-variance portfolio selection model that is formulated as a bicriteria optimization problem. The objective is to maximize the expected terminal return and minimize the variance of the terminal wealth. By putting weights on the two criteria one obtains a single objective stochastic control problem which is however not in the standard form due to the variance term involved. It is shown that this nonstandard problem can be 'embedded' into a class of auxiliary stochastic linear-quadratic (LQ) problems. The stochastic LQ control model proves to be an appropriate and effective framework to study the mean-variance problem in light of the recent development on general stochastic LQ problems with indefinite control weighting matrices. This gives rise to the efficient frontier in a closed form for the original portfolio selection problem
Replica approach to mean-variance portfolio optimization
Varga-Haszonits, Istvan; Caccioli, Fabio; Kondor, Imre
2016-12-01
We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the solution does not need to be assumed, but emerges as the unique solution of the optimization problem. We also check the stability of this solution and find that the eigenvalues of the Hessian are positive for r = N/T optimal in-sample variance is found to vanish at the critical point inversely proportional to the divergent estimation error.
Energy Technology Data Exchange (ETDEWEB)
Zhukhovitskii, D. I., E-mail: dmr@ihed.ras.ru; Fortov, V. E.; Molotkov, V. I.; Lipaev, A. M.; Naumkin, V. N. [Joint Institute of High Temperatures, Russian Academy of Sciences, Izhorskaya 13, Bd. 2, 125412 Moscow (Russian Federation); Thomas, H. M. [Research Group Complex Plasma, DLR, Oberpfaffenhofen, 82234 Wessling (Germany); Ivlev, A. V.; Morfill, G. E. [Max-Planck-Institut für extraterrestrische Physik, Giessenbachstrasse, 85748 Garching (Germany); Schwabe, M. [Department of Chemical and Biomolecular Engineering, Graves Lab, D75 Tan Hall, University of California, Berkeley, CA 94720 (United States)
2015-02-15
We report the first observation of the Mach cones excited by a larger microparticle (projectile) moving through a cloud of smaller microparticles (dust) in a complex plasma with neon as a buffer gas under microgravity conditions. A collective motion of the dust particles occurs as propagation of the contact discontinuity. The corresponding speed of sound was measured by a special method of the Mach cone visualization. The measurement results are incompatible with the theory of ion acoustic waves. The estimate for the pressure in a strongly coupled Coulomb system and a scaling law for the complex plasma make it possible to derive an evaluation for the speed of sound, which is in a reasonable agreement with the experiments in complex plasmas.
International Nuclear Information System (INIS)
Zhukhovitskii, D. I.; Fortov, V. E.; Molotkov, V. I.; Lipaev, A. M.; Naumkin, V. N.; Thomas, H. M.; Ivlev, A. V.; Morfill, G. E.; Schwabe, M.
2015-01-01
We report the first observation of the Mach cones excited by a larger microparticle (projectile) moving through a cloud of smaller microparticles (dust) in a complex plasma with neon as a buffer gas under microgravity conditions. A collective motion of the dust particles occurs as propagation of the contact discontinuity. The corresponding speed of sound was measured by a special method of the Mach cone visualization. The measurement results are incompatible with the theory of ion acoustic waves. The estimate for the pressure in a strongly coupled Coulomb system and a scaling law for the complex plasma make it possible to derive an evaluation for the speed of sound, which is in a reasonable agreement with the experiments in complex plasmas
Mach's principle and the rest mass of the graviton
International Nuclear Information System (INIS)
Woodward, J.F.; Crowley, R.J.; Yourgrau, W.
1975-01-01
The question of the graviton rest mass is briefly discussed and then it is shown that the Sciama-Dicke formulation of Mach's principle admits, in the linear approximation, the calculation of the graviton rest mass. One finds that the value of the graviton rest mass depends on the cosmological model adopted, the mean matter density in the universe, the speed of light, and the constant of gravitation. The value obtained for an infinite, stationary universe is 7.6 times 10 -67 g. The value for evolutionary cosmological models is found to depend critically on the mass and ''radius'' of the universe, both null and non-null values occurring only for certain values of these parameters. Problems that arise as a consequence of the linear approximation are pointed out
Realized Variance and Market Microstructure Noise
DEFF Research Database (Denmark)
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...
Investigation of Mach-Zehnder interferometer properties based on PLC technology
Ren, Mei-zhen; Zhang, Jia-shun; An, Jun-ming; Wang, Yue; Wang, Liang-liang; Li, Jian-guang; Wu, Yuan-da; Yin, Xiao-jie; Hu, Xiong-wei
2018-05-01
We report investigations of three types of silica-based thermo-optic modulating Mach-Zehnder interferometers (MZIs). They are widely used in optical communication and quantum photonics. Three types of MZIs are fabricated. The waveguide structure and fabrication process are paid special attention. The power consumption is less than 250 mW for all MZIs. The polarization dependent loss (PDL) at the same attenuation using the upper heater is less than that using the lower heater for the three types of MZIs. In addition, it is found that the PDL at the same attenuation increases gradually for π, 2π and 0 phase differences. The measured response time of the three types of MZIs is less than 1.8 ms.
Spot Variance Path Estimation and its Application to High Frequency Jump Testing
Bos, C.S.; Janus, P.; Koopman, S.J.
2012-01-01
This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to
De Hertogh, Benoît; De Meulder, Bertrand; Berger, Fabrice; Pierre, Michael; Bareke, Eric; Gaigneaux, Anthoula; Depiereux, Eric
2010-01-11
Recent reanalysis of spike-in datasets underscored the need for new and more accurate benchmark datasets for statistical microarray analysis. We present here a fresh method using biologically-relevant data to evaluate the performance of statistical methods. Our novel method ranks the probesets from a dataset composed of publicly-available biological microarray data and extracts subset matrices with precise information/noise ratios. Our method can be used to determine the capability of different methods to better estimate variance for a given number of replicates. The mean-variance and mean-fold change relationships of the matrices revealed a closer approximation of biological reality. Performance analysis refined the results from benchmarks published previously.We show that the Shrinkage t test (close to Limma) was the best of the methods tested, except when two replicates were examined, where the Regularized t test and the Window t test performed slightly better. The R scripts used for the analysis are available at http://urbm-cluster.urbm.fundp.ac.be/~bdemeulder/.
ANALISIS PORTOFOLIO RESAMPLED EFFICIENT FRONTIER BERDASARKAN OPTIMASI MEAN-VARIANCE
Abdurakhman, Abdurakhman
2008-01-01
Keputusan alokasi asset yang tepat pada investasi portofolio dapat memaksimalkan keuntungan dan atau meminimalkan risiko. Metode yang sering dipakai dalam optimasi portofolio adalah metode Mean-Variance Markowitz. Dalam prakteknya, metode ini mempunyai kelemahan tidak terlalu stabil. Sedikit perubahan dalam estimasi parameter input menyebabkan perubahan besar pada komposisi portofolio. Untuk itu dikembangkan metode optimasi portofolio yang dapat mengatasi ketidakstabilan metode Mean-Variance ...
Mean-variance Optimal Reinsurance-investment Strategy in Continuous Time
Daheng Peng; Fang Zhang
2017-01-01
In this paper, Lagrange method is used to solve the continuous-time mean-variance reinsurance-investment problem. Proportional reinsurance, multiple risky assets and risk-free asset are considered synthetically in the optimal strategy for insurers. By solving the backward stochastic differential equation for the Lagrange multiplier, we get the mean-variance optimal reinsurance-investment strategy and its effective frontier in explicit forms.
Coupled bias-variance tradeoff for cross-pose face recognition.
Li, Annan; Shan, Shiguang; Gao, Wen
2012-01-01
Subspace-based face representation can be looked as a regression problem. From this viewpoint, we first revisited the problem of recognizing faces across pose differences, which is a bottleneck in face recognition. Then, we propose a new approach for cross-pose face recognition using a regressor with a coupled bias-variance tradeoff. We found that striking a coupled balance between bias and variance in regression for different poses could improve the regressor-based cross-pose face representation, i.e., the regressor can be more stable against a pose difference. With the basic idea, ridge regression and lasso regression are explored. Experimental results on CMU PIE, the FERET, and the Multi-PIE face databases show that the proposed bias-variance tradeoff can achieve considerable reinforcement in recognition performance.
Monte Carlo variance reduction approaches for non-Boltzmann tallies
International Nuclear Information System (INIS)
Booth, T.E.
1992-12-01
Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed
Temperature effects of Mach-Zehnder interferometer using a liquid crystal-filled fiber
DEFF Research Database (Denmark)
Ho, Bo-Yan; Su, Hsien-Pin; Tseng, Yu-Pei
2015-01-01
We demonstrated a simple and cost-effective method to fabricate all fiber Mach-Zehnder interferometer (MZI) based on cascading a short section of liquid crystal (LC)-filled hollow-optic fiber (HOF) between two single mode fibers by using automatically splicing technique. The transmission spectra...... of the proposed MZI with different LC-infiltrated length were measured and the temperature-induced wavelength shifts of the interference fringes were recorded. Both blue shift and red shift were observed, depending the temperature range. Based on our experimental results, interference fringe was observed...
Gravitational Lagrangians, Mach's Principle, and the Equivalence Principle in an Expanding Universe
Essén, Hanno
2014-08-01
Gravitational Lagrangians as derived by Fock for the Einstein-Infeld-Hoffmann approach, and by Kennedy assuming only a fourth rank tensor interaction, contain long range interactions. Here we investigate how these affect the local dynamics when integrated over an expanding universe out to the Hubble radius. Taking the cosmic expansion velocity into account in a heuristic manner it is found that these long range interactions imply Mach's principle, provided the universe has the critical density, and that mass is renormalized. Suitable higher order additions to the Lagrangians make the formalism consistent with the equivalence principle.
Experimental investigation of liquid jet injection into Mach 6 hypersonic crossflow
Energy Technology Data Exchange (ETDEWEB)
Beloki Perurena, J. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)]|[RWTH Aachen University, Shock Wave Laboratory, Aachen (Germany); Asma, C.O. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)]|[Ghent University, Department of Flow, Heat and Combustion Mechanics, Ghent (Belgium); Theunissen, R. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)]|[Delft University of Technology, Faculty of Aerospace Engineering, Delft (Netherlands); Chazot, O. [von Karman Institute for Fluid Dynamics, Rhode-Saint-Genese (Belgium)
2009-03-15
The injection of a liquid jet into a crossing Mach 6 air flow is investigated. Experiments were conducted on a sharp leading edge flat plate with flush mounted injectors. Water jets were introduced through different nozzle shapes at relevant jet-to-air momentum-flux ratios. Sufficient temporal resolution to capture small scale effects was obtained by high-speed recording, while directional illumination allowed variation in field of view. Shock pattern and flow topology were visualized by Schlieren-technique. Correlations are proposed on relating water jet penetration height and lateral extension with the injection ratio and orifice diameter for circular injector jets. Penetration height and lateral extension are compared for different injector shapes at relevant jet-to-air momentum-flux ratios showing that penetration height and lateral extension decrease and increase, respectively, with injector's aspect ratio. Probability density function analysis has shown that the mixing of the jet with the crossflow is completed at a distance of x/d{sub j}{proportional_to} 40, independent of the momentum-flux ratio. Mean velocity profiles related with the liquid jet have been extracted by means of an ensemble correlation PIV algorithm. Finally, frequency analyses of the jet breakup and fluctuating shock pattern are performed using a fast Fourier algorithm and characteristic Strouhal numbers of St=0.18 for the liquid jet breakup and of St=0.011 for the separation shock fluctuation are obtained. (orig.)
Song, Yong; Hao, Qun; Zhang, Kai; Wang, Jingwen; Jin, Xuefeng; Sun, He
2012-11-30
The signal transmission technology based on the human body medium offers significant advantages in Body Sensor Networks (BSNs) used for healthcare and the other related fields. In previous works we have proposed a novel signal transmission method based on the human body medium using a Mach-Zehnder electro-optical (EO) sensor. In this paper, we present a signal transmission system based on the proposed method, which consists of a transmitter, a Mach-Zehnder EO sensor and a corresponding receiving circuit. Meanwhile, in order to verify the frequency response properties and determine the suitable parameters of the developed system, in-vivo measurements have been implemented under conditions of different carrier frequencies, baseband frequencies and signal transmission paths. Results indicate that the proposed system will help to achieve reliable and high speed signal transmission of BSN based on the human body medium.